JEL code: C22

Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models

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Working Paper
The bond market impact of the South African Reserve Bank bond purchase programme
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Working Paper
Contagion across financial markets during COVID-19: A look at volatility spillovers bet...
Podcast
Podcast
Dr Daan Steenkamp on nowcasting: how economists benefit from machine learning and big data
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Working Paper
Does Child Support Grant incentivise childbirth in South Africa?
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Working Paper
Examining the determinants of electricity demand by South African households per income...
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Working Paper
The monetary policy of the South African Reserve Bank: stance, communication and credib...
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Working Paper
Who benefits from being self-employed in urban Ghana
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Policy Brief
Who benefits from being self-employed in urban Ghana?
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Working Paper
Policy regime changes and central bank prefernces
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Working Paper
The Reaction of Inflation to Macroeconomic Shocks: The Case of Zimbabwe (2009 – 2012)
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Policy Brief
The Interdependence between the Saving Rate and Technology across Regimes: Evidence fro...
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Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some ...
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Policy Brief
Regionalization versus Internationalization of African Stock Markets: A frequency-time ...
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Working Paper
Realized correlations, betas and volatility spillover in the commodity market: What has...
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Working Paper
The Effects of Exchange Rate Volatility on South African Investments
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Policy Brief
The Determinants of Exchange Rate Volatility in South Africa
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Working Paper
Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach
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Working Paper
On the Term Structure of South African Interest Rates: Cointegration and Threshold Adju...
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Working Paper
Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union
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Working Paper
Debt sustainability and financial crises in South Africa
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Working Paper
Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do Th...
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Working Paper
Estimating the inflation threshold for South Africa
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Working Paper
Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smo...
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Working Paper
Gasoline, diesel fuel and jet fuel demand in South Africa
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Working Paper
Modelling South African Currency Crises as Structural Changes in the Volatility of the ...
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Policy Paper
Temporal association, the dynamics of crime, and their economic determinants: A time se...