Keyword: Bayesian analysis

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Working Paper
South Africa’s real business cycles: The Cycle is the trend
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Working Paper
The impact of monetary policy on household consumption in South Africa. Evidence from V...
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Policy Brief
Nowcasting Real GDP growth in South Africa
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Workshop
Second Annual Econometrics Workshop: Bayesian Statistics in Econometrics
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Working Paper
Bayesian learning with multiple priors and non-vanishing ambiguity
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Working Paper
Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochasti...
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Working Paper
Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle
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Working Paper
Important Channels of Transmission Monetary Policy Shock in South Africa
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Model Databases
The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...
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Working Paper
The emergence of "fifty-fifty" probability judgements in a conditional Savage world
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Model Databases
Will the SARB always succeed in fighting inflation with contractionary policy?
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Working Paper
A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
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Working Paper
Adaptive Bayesian Analysis for Binomial Proportions
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Working Paper
Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs
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Working Paper
A parsimonious model of subjective life expectancy