JEL code: E47

Money and Interest Rates: Forecasting and Simulation: Models and Applications

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
Is Basel III counter-cyclical: The case of South Africa?
This paper develops a dynamic general equilibrium model with bankin...
Thabang Molisey, Guangling Dave Liu
Working Paper
Welfare analysis of bank capital requirements with endogenous default
This paper presents a tractable framework with endogenous default a...
Fernando Garcia-Barragan, Guangling Dave Liu
Working Paper
Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Auto...
The paper investigates the effects of South African monetary policy...
Monaheng Seleteng
Working Paper
Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies
The primary objective of this paper is to investigate the interacti...
Nicola Viegi, Harold P. E. Ngawala
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