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TVP-VAR

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Analysing the Effects of Fiscal Policy Shocks in the South African Economy

Charl Jooste, Guangling (Dave) Liu and Ruthira Naraidoo
This paper is the first one to analyse the effect of aggregate government spending and taxes on output for South Africa using three types of a calibrated DSGE model and more data driven models such as a structural vector error correction model (SVECM) and a time-varying parameter VAR (TVP-VAR) to...
May 2013
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