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Forecasting Monetary Rules in South Africa
Naraidoo, Ruthira; Paya, Ivan - Department of Economics, Faculty of Economic and … - 2010
as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes the South …:01 to 2004:12, we compare the out-of-sample forecasting ability of the models over the period 2005:01 to 2008:12. Our …
Persistent link: https://www.econbiz.de/10008513007
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Financial stress and economic dynamics : the transmission of crises
Hubrich, Kirstin; Tetlow, Robert - In: Journal of monetary economics 70 (2015), pp. 100-115
Persistent link: https://www.econbiz.de/10011381310
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Does the South African Reserve Bank follow a nonlinear interest rate reaction function?
Baaziz, Yosra; Labidi, Moez; Lahiani, Amine - In: Economic modelling 35 (2013), pp. 272-282
Persistent link: https://www.econbiz.de/10010259450
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Credit growth, monetary policy, and economic activity in a three-regime TVAR model
Avdjiev, Stefan; Zeng, Zheng - 2014
Persistent link: https://www.econbiz.de/10010364992
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Unveiling special policy regime, judgment and Taylor rules In Tunisia
Baaziz, Yosra; Heller, David; Labidi, Moez; Lahiani, Amine - In: The journal of applied business research 32 (2016) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10011435956
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Nonlinear monetary policy reaction functions in large emerging economies : the case of Brazil and China
Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Applied economics 46 (2014) 7/9, pp. 973-984
Persistent link: https://www.econbiz.de/10010399530
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Credit growth, monetary policy and economic activity in a three-regime TVAR model
Avdjiev, Stefan; Zeng, Zheng - In: Applied economics 46 (2014) 22/24, pp. 2936-2951
Persistent link: https://www.econbiz.de/10010417130
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Nonlinear monetary policy rules : an essay in the comparative study on Egyptian and Tunisian central banks
Baaziz, Yosra; Labidi, Moez - In: Economies : open access journal 4 (2016) 2, pp. 1-18
The purpose of this paper is to evaluate the behavior of monetary authorities in Tunisia and Egypt, in response to changes in macroeconomic variables over time based on LSTR model. In this sense, we estimate Taylor-type equations for short-term interest rate in Tunisia and Egypt using quarterly...
Persistent link: https://www.econbiz.de/10011499480
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The role of nonlinearity in indeterminate models : an application to expectations-driven liquidity traps
Tamanyu, Yoichiro - 2020
Persistent link: https://www.econbiz.de/10012589350
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Short and long run asymmetric effects of monetary and fiscal policy uncertainty on economic activity in the U.S.
Aye, Goodness C. - In: Economia internazionale 74 (2021) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10012620857