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...
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...
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...
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...
Working Paper
Assessing banking sector competition in Zimbabwe using a Panzar-Rosse Approach
This paper assesses the level of competition in Zimbabwe’s banking ...
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...
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...
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...
Working Paper
Towards a Measure of Core Inflation using Singular Spectrum Analysis
This paper constructs a number of possible core measures of annual ...
Working Paper
Forecasting Monetary Policy Rules in South Africa
This paper is the first one to: (i) provide in-sample estimates of ...
Working Paper
Nonparametric estimation when income is reported in bands and at points
We show how to estimate kernel density functions of distributions i...
Working Paper