Keyword: Dynamic Factor Model

Equivalence scales with endogeneity and base independence
This study estimates food budget share equations to calculate house...
Published: 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...
Published: 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...
Published: 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...
Published: 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...
Published: 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...
Published: 1 August 2013
Working Paper
Business cycle co-movements between South Africa and the BRIC countries
This paper investigates the co-movement of business cycles between ...
Published: 15 January 2013
Working Paper