JEL code: C52

Model Evaluation, Validation, and Selection

Climate change and child health: A Nigerian perspective
The detrimental effect of climate change on health is becoming an e...
Matthew W. Clance, Eleni Yitbarek, Eduard van der Merwe
Working Paper
Big data forecasting of South African inflation
We investigate whether the use of machine learning techniques and b...
Rulof P. Burger, Neil Rankin, Kevin Kotze, Byron Botha
Working Paper
Modelling Stock Return Volatility Dynamics in Selected African Markets
This paper examines whether accounting for structural changes in th...
Ferdi Botha, Daniel King
Working Paper
Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will ...
This paper assesses the ability of the Rotterdam model and of three...
William A. Barnett, Isaac Kalonda-Kanyama
Working Paper
Risk-return tradeoff and the behaviour of volatility on the South African stock market:...
The study analyses the nature and behaviour of volatility, the risk...
‪Neville Z. Mandimika, Zivanemoyo Chinzara
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

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