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Research Projects

Keyword: Bayesian analysis

publication

Working Paper

Hilary Patroba, Leroi Raputsoane

July 1, 2016

South Africa’s real business cycles: The Cycle is the trend

publication

Working Paper

Emmanuel Owusu-Sekyere

April 19, 2016

The impact of monetary policy on household consumption in South Africa. Evidence from V...

publication

Policy Brief

Alain Kabundi, Elmarie Nel, Franz Ruch

February 12, 2016

Nowcasting Real GDP growth in South Africa

Event

Workshop

Donald Rubin

October 16, 2015

Second Annual Econometrics Workshop: Bayesian Statistics in Econometrics

publication

Working Paper

Alexander Zimper, Wei Ma

June 2, 2015

Bayesian learning with multiple priors and non-vanishing ambiguity

publication

Working Paper

Chance Mwabutwa, Manoel Bittencourt, Nicola Viegi

November 7, 2013

Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochasti...

publication

Working Paper

Alexander Ludwig, Alexander Zimper

November 6, 2013

Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle

publication

Working Paper

Alain Kabundi, Eliphas Ndou, Nombulelo Gumata

September 18, 2013

Important Channels of Transmission Monetary Policy Shock in South Africa

publication

Model Databases

Guangling Dave Liu, Hylton Hollander

July 23, 2013

The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...

publication

Working Paper

Alexander Zimper

September 26, 2012

The emergence of "fifty-fifty" probability judgements in a conditional Savage world

publication

Model Databases

Guangling Dave Liu

September 26, 2012

Will the SARB always succeed in fighting inflation with contractionary policy?

publication

Working Paper

Alain Kabundi, Rangan Gupta

September 21, 2012

A Large Factor Model for Forecasting Macroeconomic Variables in South Africa

publication

Working Paper

Sonali Das, Sourish Das

September 20, 2012

Adaptive Bayesian Analysis for Binomial Proportions

publication

Working Paper

Alexander Zimper

September 20, 2012

Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs

publication

Working Paper

Alexander Ludwig, Alexander Zimper

September 20, 2012

A parsimonious model of subjective life expectancy