Keyword: Bayesian analysis

South Africa’s real business cycles: The Cycle is the trend
This paper tests the ‘cycle is the trend’ hypothesis. We investigat...
1 July 2016
Working Paper
The impact of monetary policy on household consumption in South Africa. Evidence from Vector Autoregressive...
This paper investigates the “cost of credit effect” of monetary pol...
19 April 2016
Working Paper
Nowcasting Real GDP growth in South Africa
This paper uses nowcasting to forecast real GDP growth in South Afr...
12 February 2016
Policy Brief
Second Annual Econometrics Workshop: Bayesian Statistics in Econometrics
Invited Speaker: Professor Donald B. Rubin (Harvard) At the first E...
16 October 2015
Bayesian learning with multiple priors and non-vanishing ambiguity
The existing models of Bayesian learning with multiple priors by Ma...
2 June 2015
Working Paper
Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochastic Volatility Approach
This paper investigates the evolution of monetary transmission mech...
7 November 2013
Working Paper