Keyword: forecasting

Dr Daan Steenkamp on forecasting GDP: why trucks matter in SA
In our second podcast with Dr Daan Steenkamp, a lead economist at t...
Published: 19 March 2021
Dr Daan Steenkamp on nowcasting: how economists benefit from machine learning and big data
With the unprecedented level of uncertainty in the economy, the abi...
Published: 30 October 2020
Estimating a time-varying financial conditions index for South Africa?
This paper uses 39 monthly time series of the financial market obse...
Published: 29 November 2017
Working Paper
Stock Return Predictability in South Africa: An Alternative Approach
There is considerable debate internationally as to whether share re...
Published: 24 May 2016
Policy Brief
Nowcasting Real GDP growth in South Africa
This paper uses nowcasting to forecast real GDP growth in South Afr...
Published: 12 February 2016
Policy Brief
Measuring Core Inflation in South Africa
Measures of core inflation convey critical information about an eco...
Published: 24 February 2015
Working Paper
Evaluating Non-Linear Approaches in Forecasting Tourist Arrivals
Quantitative methods to forecasting tourist arrivals can be sub-div...
Published: 30 January 2015
Working Paper
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
Working Paper