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Understanding the behaviour of house prices and household income per capita in South Africa: Application of the asymmetric autoregressive distributed lag model

Anthanasius Fomum Tita and Pieter Opperman
Homeownership by the lower and middle-income households is crucial to create wealth, particularly for South Africa with high levels of economic and wealth inequality. However, scholarship has paid little attention to how income affects the affordable housing market segment despite its systemic...
Mar 2021
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publication

Impact of macroeconomic announcements on foreign exchange volatility: Evidence from South Africa

Tseke Maserumule and Paul Alagidede
This study focuses on scheduled macroeconomic news announcements and evaluates their impact on the volatility of the South African rand (ZAR) and US dollar (USD) exchange rate using high frequency data. The following asymmetries are studied: news items by geographical location, no-news versus...
Jun 2018
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publication

Nonlinearities in Financial Development–Economic Growth Nexus: Evidence from sub–Saharan Africa (SSA)

Muazu Ibrahim and Paul Alagidede
The impact of financial development on economic growth has received much attention in recent literature. However, there are potential discontinuities mediating finance–growth nexus that existing empirical studies have not rigorously examined. This study investigates whether the impact of finance on...
Jan 2018
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Antitrust market definition using statistical learning techniques and consumer characteristics

Willem H. Boshoff
Market definition is the first step in an antitrust case and relies on empirical evidence of substitution patterns. Cross-price elasticity estimates are preferred evidence for studying substitution patterns, due to advances in IO econometric modelling. However, the data and time requirements of...
Jun 2011
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