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Is Neo-Fisherism "alive" in South Africa? : a frequency domain causality approach

Phiri, Andrew - In: Macroeconomics and finance in emerging market economies 14 (2021) 2, pp. 142-156

Persistent link: https://www.econbiz.de/10012549296

Can the South African Reserve Bank (SARB) protect the interest earnings of savers/investors? : a new look at Fisher's hypothesis

Mbekeni, Lutho; Phiri, Andrew - In: Journal for studies in economics and econometrics : SEE 45 (2021) 3, pp. 149-163

Persistent link: https://www.econbiz.de/10013173967

Fisher's hypothesis, survey-based expectations and asymmetric adjustments : empirical evidence from South Africa

Phiri, Andrew; Mbekeni, Lutho - In: International economics and economic policy 18 (2021) 4, pp. 825-846

Persistent link: https://www.econbiz.de/10012665378

Investigating Fisher effect in SACU countries : a wavelet coherence approach

Mkhombo, Thando; Phiri, Andrew - In: Cogent economics & finance 10 (2022) 1, pp. 1-19

The purpose of this study is to examine the time-frequency relationship in the Fisher's effect for South African Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal interest rate and inflation rate across a time frequency...

Persistent link: https://www.econbiz.de/10014500365

The effects of interest rates on bank risk-taking in South Africa : do cyclical and location asymmetries matter?

Moyo, Clement; Phiri, Andrew - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-16

We examine the nonlinear relationship between interest rates on bank risk-taking behavior in South Africa between 2008:q1 and 2022:q3 using nonlinear autoregressive distributive lag (NARDL) and quantile autoregressive distributive lag (QARDL) models. Whilst the preliminary estimates from linear...

Persistent link: https://www.econbiz.de/10014636293