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Basel II procyclicality: the case of South Africa

Liu, Guangling; Seeiso, Nkhahle E. - In: Economic modelling 29 (2012) 3, pp. 848-857

Persistent link: https://www.econbiz.de/10009545502

Endogenous money or sticky wages : a Bayesian approach

Liu, Guangling - In: Business cycles in economics : types, challenges and …, (pp. 203-225). 2014

Persistent link: https://www.econbiz.de/10010421669

Business Cycle and Bank Capital Regulation: Basel II Procyclicality

Guangling (Dave) Liu; Seeiso, Nkhahle E. - Economic Research Southern Africa (ERSA) - 2011

This paper studies the impacts of bank capital regulation on business cycle fluctuations. To do so, we adopt the Bernanke et al. (1999) "financial accelerator" model (BGG), to which we augment a banking sector to study the procyclical nature of Basel II claimed in the literature. We first study...

Persistent link: https://www.econbiz.de/10009246568

Basel II procyclicality: The case of South Africa

Liu, Guangling (Dave); Seeiso, Nkhahle E. - In: Economic modelling 29 (2012) 3, pp. 848-858

Persistent link: https://www.econbiz.de/10009848556

Modelling South African currency crises as structural changes in the volatility of the rand

Duncan, Andrew Stuart; Liu, Guangling - In: The South African journal of economics 77 (2009) 3, pp. 363-379

Persistent link: https://www.econbiz.de/10003883071

A small-scale DSGE model for forecasting the South African economy

Liu, Guangling; Gupta, Rangan - In: The South African journal of economics 75 (2007) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10003507237

Forecasting the South African economy : a hybrid-DSGE approach

Liu, Guangling; Gupta, Rangan; Schaling, Eric - In: Journal of economic studies 37 (2010) 2, pp. 181-195

Persistent link: https://www.econbiz.de/10008653796

Analysing the effects of fiscal policy shocks in the South African economy

Jooste, Charl; Liu, Guangling; Naraidoo, Ruthira - In: Economic modelling 32 (2013), pp. 215-224

Persistent link: https://www.econbiz.de/10009761544

Forecasting the South African economy : a DSGE-VAR approach

Liu, Guangling (contributor); Gupta, Rangan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003736656

Great recession, exports crunch, and China's fiscal stimulus in a global zero lower bound environment

Garcia-Barragan, Fernando; Liu, Guangling - In: Journal of Asian economics 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012803720