C11 | Economic Research Southern Africa

JEL code: C11

Bayesian Analysis: General

Climate change and child health: A Nigerian perspective

The detrimental effect of climate change on health is becoming an e...

Matthew W. Clance, Eleni Yitbarek, Eduard van der Merwe

Working Paper

Big data forecasting of South African inflation

We investigate whether the use of machine learning techniques and b...

Rulof P. Burger, Neil Rankin, Kevin Kotze, Byron Botha

Working Paper

Is There A SADC Business Cycle: Evidence from Dynamic Factor Model

Countries that are successfully executing trade and economic libera...

Ntokozo P. Nzimande, Harold P. E. Ngawala

Policy Brief

Is There a SADC Business Cycle? Evidence from a Dynamic Factor Model

Countries that adopt a common currency automatically relinquish the...

Ntokozo P. Nzimande, Harold P. E. Ngawala

Working Paper

The impact of monetary policy on household consumption in South Africa. Evidence from V...

This paper investigates the “cost of credit effect” of monetary pol...

Emmanuel Owusu-Sekyere

Working Paper

Second Annual Econometrics Workshop: Bayesian Statistics in Econometrics

Invited Speaker: Professor Donald B. Rubin (Harvard) At the first E...

Donald Rubin

Workshop

Bayesian learning with multiple priors and non-vanishing ambiguity

The existing models of Bayesian learning with multiple priors by Ma...

Wei Ma, Alexander Zimper

Working Paper

Important Channels of Transmission Monetary Policy Shock in South Africa

This paper investigates the di¤erent channels of transmission of mo...

Nombulelo Gumata, Eliphas Ndou, Alain Kabundi

Working Paper

Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi

This paper estimates a Bayesian Dynamic Stochastic General Equilibr...

Manoel Bittencourt, Chance Mwabutwa, Nicola Viegi

Working Paper

Do Bayesians learn their way out of ambiguity?

In standard models of Bayesian learning agents reduce their uncerta...

Alexander Zimper

Working Paper

Could we have predicted the recent downturn in the South African Housing Market?

This paper develops large-scale Bayesian Vector Autoregressive (BVA...

Sonali Das, Rangan Gupta, Alain Kabundi

Working Paper

A Large Factor Model for Forecasting Macroeconomic Variables in South Africa

This paper uses large Factor Models (FMs) which accommodates a larg...

Rangan Gupta, Alain Kabundi

Working Paper

Is a DFM well suited for forecasting regional house price inflation?

This paper uses the Dynamic Factor Model (DFM) framework, which acc...

Sonali Das, Rangan Gupta, Alain Kabundi

Working Paper