Keyword: Bayesian analysis

South Africa’s real business cycles: The Cycle is the trend
This paper tests the ‘cycle is the trend’ hypothesis. We investigat...
Leroi Raputsoane, Hilary Patroba
Working Paper
The impact of monetary policy on household consumption in South Africa. Evidence from V...
This paper investigates the “cost of credit effect” of monetary pol...
Emmanuel Owusu-Sekyere
Working Paper
Nowcasting Real GDP growth in South Africa
This paper uses nowcasting to forecast real GDP growth in South Afr...
Elmarie Nel, Franz Ruch, Alain Kabundi
Policy Brief
Second Annual Econometrics Workshop: Bayesian Statistics in Econometrics
Invited Speaker: Professor Donald B. Rubin (Harvard) At the first E...
Donald Rubin
Bayesian learning with multiple priors and non-vanishing ambiguity
The existing models of Bayesian learning with multiple priors by Ma...
Wei Ma, Alexander Zimper
Working Paper
Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochasti...
This paper investigates the evolution of monetary transmission mech...
Manoel Bittencourt, Chance Mwabutwa, Nicola Viegi
Working Paper
Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle
Based on the axiomatic framework of Choquet decision theory, we dev...
Alexander Zimper, Alexander Ludwig
Working Paper
Important Channels of Transmission Monetary Policy Shock in South Africa
This paper investigates the di¤erent channels of transmission of mo...
Nombulelo Gumata, Eliphas Ndou, Alain Kabundi
Working Paper
The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...
This paper studies the role of the equity price channel in business...
Hylton Hollander, Guangling Dave Liu
Working Paper
The emergence of "fifty-fifty" probability judgements in a conditional Savage world
This paper models the empirical phenomenon of persistent fifty-fift...
Alexander Zimper
Working Paper
Will the SARB always succeed in fighting inflation with contractionary policy?
The conventional view is that a monetary policy shock has both supp...
Guangling Dave Liu
Working Paper
A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
This paper uses large Factor Models (FMs) which accommodates a larg...
Rangan Gupta, Alain Kabundi
Working Paper
Adaptive Bayesian Analysis for Binomial Proportions
We consider the problem of statistical inference of binomial propor...
Sonali Das, Sourish Das
Working Paper
Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs
We study a Lucas (1978) “fruit-tree” economy under the ...
Alexander Zimper
Working Paper
A parsimonious model of subjective life expectancy
This paper develops a theoretical model for the formation of subjec...
Alexander Zimper, Alexander Ludwig
Working Paper

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