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This study explores the impact of accumulated pension funds on the investment level and economic growth in South Africa using Bayesian Linear Regression (BLR) model. Time series data on Gross Domestic Product (GDP), total official pension funds and gross fixed capital formation (as a proxy for...
Persistent link: https://www.econbiz.de/10012650694
The study examines the dynamics between oil price, exchange rate, and stock market performance in South Africa using DCC-GARCH, time-varying VAR, and multivariate Markov regime switching models. Monthly data on oil price, exchange rate, and market capitalization as a measure of stock performance...
Persistent link: https://www.econbiz.de/10013415387
Persistent link: https://www.econbiz.de/10011280185
Persistent link: https://www.econbiz.de/10011813267
This study explores the impact of accumulated pension funds on the investment level and economic growth in South Africa using Bayesian Linear Regression (BLR) model. Time series data on Gross Domestic Product (GDP), total official pension funds and gross fixed capital formation (as a proxy for...
Persistent link: https://www.econbiz.de/10012657340
The study examines the dynamics between oil price, exchange rate, and stock market performance in South Africa using DCC-GARCH, time-varying VAR, and multivariate Markov regime switching models. Monthly data on oil price, exchange rate, and market capitalization as a measure of stock performance...
Persistent link: https://www.econbiz.de/10015074136
Persistent link: https://www.econbiz.de/10011347580
Persistent link: https://www.econbiz.de/10010529938
Persistent link: https://www.econbiz.de/10010342174
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