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...
Published: 8 March 2022
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...
Published: 1 March 2022
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...
Published: 5 October 2021
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...
Published: 1 July 2021
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...
Published: 9 October 2020
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-...
Published: 16 August 2019
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,...
Published: 17 February 2016
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...
Published: 25 September 2015
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...
Published: 8 August 2014
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 ...
Published: 25 September 2012
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...
Published: 19 September 2012
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...
Published: 19 September 2012
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...
Published: 1 January 1970
Guangling Dave Liu
Working Paper

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