E37 | Economic Research Southern Africa

JEL code: E37

Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications

Revisiting the accuracy of inflation forecasts in Nigeria: The oil price-exchange rate-...

Motivated by the distinctive paradoxical nature of the Nigerian eco...

Yusuf Yakubua, Ojo Adelakun, Kazeem Isah, Elias Udeaja, Abdulkader C. Mahomedy

Working Paper

Equivalence scales with endogeneity and base independence

This study estimates food budget share equations to calculate house...

Steven F. Koch

Working Paper

Measuring and testing a modified version of the South African financial cycle

This study reports on measuring and testing of a Composite Financia...

Paul F. Muzindutsi, Malibongwe C. Nyati, Christian K. Tipoy

Working Paper

Policy Bulletin 05: The impact of global FX liquidity on the rand

The Covid crisis saw significant declines in market liquidity and c...

Tim Olds, Rossouw van Jaarsveld, Daan Steenkamp

Policy Bulletin

Prof. Nicola Viegi on SAMNet: a new economic modelling network is born

Adapting to the times, ERSA introduces its new initiative – the Sou...

Nicola Viegi

Podcast

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

This paper considers the implications of the counter-cyclical loan-...

Thabang Molisey, Guangling Dave Liu

Working Paper

Can currency in circulation predict South African economic activity?

The forecasting of economic activity is of interest to governments,...

Jannie Rossouw, Fanie Joubert, Cobus Vermeulen, Adél Bosch

Policy Brief

Portfolio Flows in a two-country RBC model with financial intermediaries

The paper presents a two-country real business cycle model with a f...

Haakon Kavli, Nicola Viegi

Policy Brief

A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in ...

In 2002/03 the yield spread falsely signalled a downswing that neve...

Ferdi Botha, Gavin Keeton

Working Paper

Towards a Measure of Core Inflation using Singular Spectrum Analysis

This paper constructs a number of possible core measures of annual ...

Franz Ruch, Dirk Besteri

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 Dave Liu, Eric Schaling

Working Paper

Antitrust Analysis for the Internet Upstream Market: a BGP Approach

In this paper we study concentration in the European Internet upstr...

Emanuele Giovannetti, Alessio D’Ignazio

Working Paper

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

This paper considers the implication of the counter-cyclical loan-t...

Guangling Dave Liu

Working Paper