C14 | Economic Research Southern Africa

JEL code: C14

Semiparametric and Nonparametric Methods: General

Nonparametric Workshop in R

This workshop will cover the application of basic nonparametric ker...

Event: 14 August 2023

Call for Application

Applications: Nonparametric Workshop in R

This workshop will cover the application of basic nonparametric ker...

Jeffrey Racine

Call for Application

Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...

This paper highlights the shortfalls of Modern Portfolio Theory (MP...

Vsevolod I. Gorlach

Working Paper

An application of Panzar-Rosse Approach in assessing banking sector competition in Zimb...

An assessment of bank competition is important for a number of reas...

Pierre Le Roux, Sanderson Abel

Policy Brief

Qualitative Guidance and Predictability of Monetary Policy in South Africa

With the adoption of the in ation targeting (IT) regime in 2000, th...

Ntuthuko Tsokodibane, Alain Kabundi

Working Paper

Assessing banking sector competition in Zimbabwe using a Panzar-Rosse Approach

This paper assesses the level of competition in Zimbabwe’s banking ...

Sanderson Abel, Pierre Le Roux

Working Paper

Climate change and economic growth in sub-Sahara Africa: A nonparametric evidence

Climate change has been classed as the greatest and urgent global i...

George Adu, Paul Alagidede

Working Paper

The Economic Approach to Fertility: A Causal Mediation Analysis

This study develops an economic fertility model which explicitly in...

Working Paper

The Economic Approach to Fertility: A Causal Mediation Analysis

This study develops an economic fertility model which explicitly in...

Steven F. Koch, Gauthier Tshiswaka-Kashalala

Working Paper

The Impact of the Global Financial Crisis on Efficiency and Productivity of the Banking...

South Africa‘s financial sector is believed to have weathered the c...

Sylvanus Ikhide, Andrew Maredza

Working Paper

Towards a Measure of Core Inflation using Singular Spectrum Analysis

This paper constructs a number of possible core measures of annual ...

Franz Ruch, Dirk Besteri

Working Paper

Forecasting Monetary Policy Rules in South Africa

This paper is the first one to: (i) provide in-sample estimates of ...

Ivan Paya, Ruthira Naraidoo

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