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The dynamic linkages among gold prices, stock prices, the exchange rate and interest rate in South Africa
Ndlovu, Thabang; Ndlovu, Nozibusiso Mavuso - In: Journal of Economics and Financial Analysis 8 (2024) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10014486916
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
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An alternative business cycle dating procedure for South Africa
Bosch, Adél; Ruch, Franz - In: The South African journal of economics 81 (2013) 4, pp. 491-516
Persistent link: https://www.econbiz.de/10010341547
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Dating the business cycle in South Africa by using a Markov-switching model
Bismans, Francis; Le Roux, Pierre - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 37 (2013) 3, pp. 25-39
Persistent link: https://www.econbiz.de/10010248304
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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
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Inflation and market uncertainty in South Africa
Burger, Philippe - In: The South African journal of economics 82 (2014) 4, pp. 583-602
Persistent link: https://www.econbiz.de/10010502123
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Modelling human resources policies with Markov models : an illustration with the South African nursing labour market
Lagarde, Mylene; Cairns, John A. - In: Health care management science 15 (2012) 3, pp. 270-282
Persistent link: https://www.econbiz.de/10009612922
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Internationale Konjunkturübertragung : empirische Untersuchung mittels eines Markov-Regimewechsel-Modells
Wunderlich, Claus Günter Ludwig - 2002
Persistent link: https://www.econbiz.de/10001702387
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A Markov switching regime model of the South African business cycle
Moolman, Elna - In: Economic modelling 21 (2004) 4, pp. 631-646
Persistent link: https://www.econbiz.de/10002068717