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VAR model
South Africa
94
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Kabundi, Alain
11
Gupta, Rangan
6
Jurgilas, Marius
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Miller, Stephen M.
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Mbelu, Asithandile
1
Modise, Mampho P.
1
Nadal-De Simone, Francisco
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Ngwenya, Nonhlanhla
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Ziramba, Emmanuel
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The South African journal of economics
2
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1
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1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
11
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1
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
Saved in:
2
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
Saved in:
3
Has the SARB become more effective post inflation targeting?
Gupta, Rangan
;
Kabundi, Alain
;
Modise, Mampho P.
- In:
Economic change and restructuring : empirical and …
43
(
2010
)
3
,
pp. 187-204
Persistent link: https://www.econbiz.de/10008648088
Saved in:
4
The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
- In:
Journal of economic studies
37
(
2010
)
5/6
,
pp. 616-626
Persistent link: https://www.econbiz.de/10008778767
Saved in:
5
The effect of defense spending on US output : a Factor Augmented Vector Autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
;
Ziramba, Emmanuel
- In:
Defence and peace economics
21
(
2010
)
2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10003985323
Saved in:
6
Assessing monetary policy in South Africa in a data-rich environment
Kabundi, Alain
;
Ngwenya, Nonhlanhla
- In:
The South African journal of economics
79
(
2011
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10009157549
Saved in:
7
Trade shocks from BRIC to South Africa : a global VAR analysis
Çakır, Mustafa
;
Kabundi, Alain
- In:
Economic modelling
32
(
2013
),
pp. 190-202
Persistent link: https://www.econbiz.de/10009760651
Saved in:
8
Transmission of China's shocks to the BRIS countries
Çakir, Mustafa
;
Kabundi, Alain
- In:
The South African journal of economics
85
(
2017
)
3
,
pp. 430-454
Persistent link: https://www.econbiz.de/10011744014
Saved in:
9
Estimating a time-varying financial conditions index for South Africa
Kabundi, Alain
;
Mbelu, Asithandile
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
4
,
pp. 1817-1844
Persistent link: https://www.econbiz.de/10012490676
Saved in:
10
Euro area banking and monetary policy shocks in the QE era
Kabundi, Alain
;
Nadal-De Simone, Francisco
- In:
Journal of financial stability
63
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014371921
Saved in:
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