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A small-scale DSGE model for forecasting the South African economy

Liu, Guangling; Gupta, Rangan - In: The South African journal of economics 75 (2007) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10003507237

Forecasting the South African economy : a hybrid-DSGE approach

Liu, Guangling; Gupta, Rangan; Schaling, Eric - In: Journal of economic studies 37 (2010) 2, pp. 181-195

Persistent link: https://www.econbiz.de/10008653796

Forecasting the South African economy : a DSGE-VAR approach

Liu, Guangling (contributor); Gupta, Rangan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003736656

A New-Keynesisan DSGE model for forecasting the South African economy

Liu, Guangling; Gupta, Rangan; Schaling, Eric - In: Journal of forecasting 28 (2009) 5, pp. 387-404

Persistent link: https://www.econbiz.de/10003878594

Forecasting the South African Economy : A DSGE-VAR Approach

Liu, Guangling - 2008

This paper develops an estimable hybrid model that combines the theoretical rigor of a micro-founded DSGE model with the flexibility of an atheoretical VAR model. The model is estimated via maximum likelihood technique based on quarterly data on real Gross National Product (GNP), consumption,...

Persistent link: https://www.econbiz.de/10012724826