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

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