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