Keyword: Dynamic Factor Model

Equivalence scales with endogeneity and base independence
This study estimates food budget share equations to calculate house...
1 March 2022
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...
5 October 2021
Working Paper
Is There A SADC Business Cycle: Evidence from Dynamic Factor Model
Countries that are successfully executing trade and economic libera...
30 May 2017
Policy Brief
Is There a SADC Business Cycle? Evidence from a Dynamic Factor Model
Countries that adopt a common currency automatically relinquish the...
30 November 2016
Working Paper
Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market
This paper investigates empirically the integration of bond markets...
4 June 2014
Working Paper
Transmission of China's Shocks to the BRIS Countries
This study examines the impact of China’s dominant position among t...
1 August 2013
Working Paper