C53 | Economic Research Southern Africa

JEL code: C53

Forecasting and Prediction Methods; Simulation Methods

Call for Application: Micro-simulation workshop

The Public Economics Working Group of ERSA, with the assistance of ...

Submit paper: 5 July 2013

Call for Application

Dr Daan Steenkamp on forecasting GDP: why trucks matter in SA

In our second podcast with Dr Daan Steenkamp, a lead economist at t...

Daan Steenkamp

Podcast

Estimating a time-varying financial conditions index for South Africa?

This paper uses 39 monthly time series of the financial market obse...

Asi Mbelu, Alain Kabundi

Working Paper

Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments

We evaluate the effects of different equivalence scale parameter es...

Steven F. Koch

Policy Brief

Stock Return Predictability in South Africa: An Alternative Approach

There is considerable debate internationally as to whether share re...

Barry Strydom, Ailie Charteris

Policy Brief

Nowcasting Real GDP growth in South Africa

This paper uses nowcasting to forecast real GDP growth in South Afr...

Elmarie Nel, Franz Ruch, Alain Kabundi

Policy Brief

Microsimulation Modelling

On 12-13 November 2015 the Public Economics Working Group of Econom...

SARS, ERSA

Workshop

Counter-Cyclical Capital Buffers and Interest-Rate Policy as Complements – The Experien...

Counter-cyclical capital buffers are increasingly popular new ̶...

Roy Havemann

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

Micro-simulation workshop

The Public Economics Working Group of ERSA, with the assistance of ...

Submit paper: 5 July 2013

Selcuk Caner

Workshop

Macro Training Workshop on Now-casting Variables in South Africa

ERSA and the School of Economics at the University of Pretoria invi...

ERSA

Workshop

Effects of climatic conditions and agro-ecological settings on the productive efficienc...

This study argues that the adaptation measures farmers take to redu...

Temesgen T. Deressa

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

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

Managing Disinflation under Uncertainty

In this paper we analyze disinflation policy when a central bank ha...

Mewael F. Tesfaselassie, Eric Schaling

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

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

Learning About the Term Structure and Optimal Rules for Inflation Targeting

In this paper we incorporate the term structure of interest rates i...

Sylvester Eijffinger, Mewael F. Tesfaselassie, Eric Schaling

Working Paper