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Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
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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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Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet; Thompson, Kirsten; Gupta, Rangan; Van … - In: Journal of international financial markets, … 43 (2016), pp. 30-43
Persistent link: https://www.econbiz.de/10011673486
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Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet; Gupta, Rangan; Van Eyden, Reneé; … - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
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The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
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The impact of economic shocks in the rest of the world on South Africa : evidence from a Global VAR
Waal, Annari de; Van Eyden, Reneé - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 557-573
Persistent link: https://www.econbiz.de/10011562521
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Monetary policy and inflation in South Africa : a VECM augmented with foreign variables
Waal, Annari de; Van Eyden, Reneé - In: The South African journal of economics 82 (2014) 1, pp. 117-140
Persistent link: https://www.econbiz.de/10010501415
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Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2023
Persistent link: https://www.econbiz.de/10014369392
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Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
Gupta, Rangan; Jurgilas, Marius; Kabundi, Alain; … - 2009
Persistent link: https://www.econbiz.de/10003867074
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Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan; Kabundi, Alain - In: Journal of forecasting 29 (2010) 1/2, pp. 168-185
Persistent link: https://www.econbiz.de/10003951827