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Is the Rand Really Decoupled from Economic Fundamentals?

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - Department of Economics, Faculty of Economic and … - 2014

We analyse the relationship between the South African real exchange rate and economic fundamentals - demand, supply and nominal shocks. Using a time-varying parameter VAR we study the coherence, conditional volatility and impulse responses of the exchange rate over specific periods and policy...

Persistent link: https://www.econbiz.de/10011011766

FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING

Bruyn, Riane de; Gupta, Rangan; Eyden, Renee van - Department of Economics, Faculty of Economic and … - 2013

outperform the random walk model, we show that when accounting for model uncertainty over and above parameter uncertainty through …

Persistent link: https://www.econbiz.de/10010640711

Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?

Montasser, Ghassen El; Gupta, Rangan; Martins, Andre Luis; … - Department of Economics, Faculty of Economic and … - 2014

This paper presents an analysis of ethanol-gasoline price ratio in Brazil from 2000 to 2012. Since 2008 Brazilian … annual inflation in Brazil is around 5% per year and increase in costs is transferred to ethanol prices this explain why … ethanol consumption decays while gasoline consumption boosts. In Brazil, consumers are often told that ethanol is more …

Persistent link: https://www.econbiz.de/10011098712

СТАТИСТИЧЕСКИЕ РЯДЫ РЭБ

ПАВЛОВИЧ, АУКУЦИОНЕК СЕРГЕЙ; … - In: Российский экономический … (2014) 3, pp. 24-52

«Статистические ряды РЭБª охватывают широкий круг показателей хозяйственной деятельности промышленных предприятий России. В статье представлены основные...

Persistent link: https://www.econbiz.de/10011270648

СТАТИСТИЧЕСКИЕ РЯДЫ РЭБ

ПАВЛОВИЧ, АУКУЦИОНЕК СЕРГЕЙ; … - In: Российский экономический … (2005) 3

«Статистические ряды РЭБ» охватывают широкий круг показателей хозяйственной деятельности промышленных предприятий России. В статье представлены основные...

Persistent link: https://www.econbiz.de/10011248498