E32 | Economic Research Southern Africa

JEL code: E32

Business Fluctuations; Cycles

Kalman Filtering and Online Learning Algorithms for Portfolio Selection

This paper proposes a new online learning algorithms for portfolio ...

Raphael Nkomo, Alain Kabundi

Working Paper

Transmission of China's Shocks to the BRIS Countries

Working Paper 362 This study examines the impact of Chinas dominan...

Mustafa Y. Çakir, Alain Kabundi

Working Paper

The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...

This paper studies the role of the equity price channel in business...

Hylton Hollander, Guangling Liu

Working Paper

Analysing the Effects of Fiscal Policy Shocks in the South African Economy

This paper is the first one to analyse the effect of aggregate gove...

Ruthira Naraidoo, Guangling Liu, Charl Jooste

Working Paper

Business cycle co-movements between South Africa and the BRIC countries

This paper investigates the co-movement of business cycles between ...

Alain Kabundi, Mustafa Y. Çakir

Working Paper

A Greek wedding in SADC? - Testing for structural symmetry

This paper investigates structural symmetry among SADC countries in...

Mulatu F. Zerihun, Marthinus C. Breitenbach, Francis M. Kemegue

Working Paper

Trends on the hours worked of the employed, 1997 - 2011

This paper analyses trends in hours worked from South African house...

Derek Yu, Adél Bosch

Working Paper

Trends and Structural Changes in South African Macroeconomic Volatility

The international financial crisis that started in 2007 and the sub...

Stan Du Plessis, Kevin Kotze

Working Paper

An alternative business cycle dating procedure for South Africa

This paper applies a Markov switching model to the South African ec...

Franz Ruch, Adél Bosch

Working Paper

Business Cycle and Bank Capital Regulation: Basel II Procyclicality

This paper studies the impacts of bank capital regulation on busine...

Nkhahle E. Seeiso, Guangling Liu

Working Paper

Band-pass filters and business cycle analysis: Highfrequency and medium-term deviation ...

Many analysts use band-pass filters to remove so-called permanent c...

Willem H. Boshoff

Working Paper

Endogenous Money or Sticky Wages: A Bayesian Approach

This paper attempts to answer question similar to that asked by Ire...

Guangling Liu

Working Paper

Three Cycles: Housing, Credit and Real Activity

We examine the characteristics and co movement of cycles in house p...

Francisco N. de Simone, Natalia Tamirisa, Deniz Igan, Alain Kabundi, Marcelo Pinheiro

Working Paper

Patterns of co-movement between a developed and emerging market economy: The case of So...

This article examines the co-movement between a leading first-world...

Elsabé Loots, Alain Kabundi

Working Paper

A comparative analysis of the synchronisation of business cycles for developed and deve...

Globalisation brought about worldwide changes, including economic a...

James N. Blignaut, Ilse Botha, Douglas J. Crookes

Working Paper

Forecasting the South African Economy: A DSGE-VAR Approach

This paper develops an estimable hybrid model that combines the mic...

Rangan Gupta, Guangling Liu, Eric Schaling

Working Paper

Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis

This paper studies the synchronization of economic variables betwee...

Alain Kabundi

Working Paper

Reconsidering the business cycle and stabilisation policies in South Africa

This paper applies an alternative dating algorithm – suggeste...

Stan Du Plessis

Working Paper