C13 | Economic Research Southern Africa

JEL code: C13

Estimation: General

Does Child Support Grant incentivise childbirth in South Africa?

We consider the perverse incentive that can be created for poor hou...

Umakrishnan Kollamparambil, Adeola Oyenubi

Working Paper

Examining the determinants of electricity demand by South African households per income...

For the period 1975 – 2016, this paper examines the determina...

Roula Inglesi-Lotz, Jessika A. Bohlmann

Working Paper

The J–Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the Unit...

Previous studies on the J–curve phenomenon for South Africa have be...

Hammed Amusa, David Fadiran

Working Paper

Modelling exchange rate volatility dynamics: Empirical evidence from South Africa

In this paper, we extend the literature on modelling exchange rate ...

Greg Farrell, Cyril May

Working Paper

Evaluating South Africa’s Tobacco Control Initative: A Synthetic Control Approach

South Africa has since 1994 consistently and aggressively increased...

Grieve Chelwa, Evan Blecher, Corné van Walbeek

Working Paper

Nonparametric estimation of a hedonic price model: A South African case study

Parametric regression models of hedonic price functions suffer from...

Michael C. Sale, Mario du Preez, Deborah E. Lee

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

Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exch...

Working paper 344 The underpricing of initial public offerings (IPO...

Paul Alagidede, Gillian van Heerden

Journal Publication

No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates

Short-term interest rate processes determine the term-structure of ...

Shakill Hassan, Peter Aling

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

Nonparametric estimation when income is reported in bands and at points

We show how to estimate kernel density functions of distributions i...

Martin Wittenberg

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