econometric modelling | Economic Research Southern Africa

Keyword: econometric modelling

Call for Papers: Monetary Economics and Macroeconomic Modelling Workshop

In the last few years there has been a large increase in work on ma...

Submit paper: 21 January 2011

Call for Papers

Skills Development Training in Econometrics: Time series

Cohorts 9 and 10 Time-series Techniques Assumed prior knowledge: T...

Skills Development

Call for Application: Skills Development Training in Econometrics

ERSA is pleased to invite applications for the Skill Development Tr...

Call for Application

EconData and the world of single source automatable data

In this podcast we learn how EconData has solved a couple problems ...

Margaux Giannaros, Daan Steenkamp, Byron Botha

Podcast

Equivalence scales with endogeneity and base independence

This study estimates food budget share equations to calculate house...

Steven F. Koch

Working Paper

Big data forecasting of South African inflation

We investigate whether the use of machine learning techniques and b...

Rulof P. Burger, Neil Rankin, Kevin Kotze, Byron Botha

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...

Paul F. Muzindutsi, Malibongwe C. Nyati, Christian K. Tipoy

Working Paper

Dr Daan Steenkamp on forecasting GDP: why trucks matter in SA

In our second podcast with Dr Daan Steenkamp, a lead economist at t...

Margaux Giannaros, Daan Steenkamp

Podcast

Measuring energy poverty in South Africa based on household required energy consumption

Energy poverty is a major concern in most of developing countries w...

Steven F. Koch, Yuxiang Yeú

Working Paper

‘Quantitative Easing' and central bank asset purchases in South Africa: A DSGE approach

This paper develops a small open-economy (SOE) dynamic stochastic g...

Cobus Vermeulen

On sensitivity of Genetic Matching to the choice of balance measure

This paper considers the sensitivity of Genetic Matching (GenMatch)...

Adeola Oyenubi

Working Paper

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...

Margaux Giannaros, Daan Steenkamp

Podcast

Does the Pursuit of Outreach Consistently Stifle the Financial Performance of Microfina...

We study the relationship between outreach and the financial perfor...

Sydney Chikalipah

Working Paper

Adapting Herzberg: Predicting attendees' satisfaction and intention to re-visit a festi...

This study adapts Herzberg’s two-factor theory to investigate...

Tembi M. Tichaawa, Love O. Idahosa

Working Paper

Adapting Herzberg: Predicting attendees’ satisfaction and intention to re-visit a local...

Globally, the tourism sector has been identified as crucial to atta...

Tembi M. Tichaawa, Love O. Idahosa

Policy Brief

Order flow and rand/dollar exchange rate dynamic

This study investigates the impact of order flow on the rand/dollar...

Alta Joubert, Alain Kabundi, Aadila Hoosain

Policy Brief

Order flow and rand/dollar exchange rate dynamics

This paper uses the microstructure approach for the South African f...

Alta Joubert, Alain Kabundi, Aadila Hoosain

Working Paper

To what extent does socio-economic status still affect household access to water and sa...

It is publically acknowledged that South Africa has recently met is...

Tamlyn McKenzie, Bruce Rhodes

Policy Brief

Disentangling the exchange rate risk, sectoral export flows and financial development n...

This paper examines the differential responses of various emerging ...

Anmar Pretorius, Heinrich Nel

Working Paper

Estimating a time-varying financial conditions index for South Africa?

This paper uses 39 monthly time series of the financial market obse...

Asi Mbelu, Alain Kabundi

Working Paper

Parental bargaining and rural-urban child health differential in Tanzania

This paper extends the empirical analysis of child health by simult...

Justine Burns, Alfred K. Mukong

Policy Brief

Gender and birth order effects on intra-household schooling choices and education attai...

In this paper, we investigate the effect of two important family ch...

Justine Burns, Fredrick M. Wamalwa

Working Paper

The Reaction of Inflation to Macroeconomic Shocks: The Case of Zimbabwe (2009 – 2012)

This paper empirically investigates the reaction of inflation to ma...

William Kavila, Pierre Le Roux

Working Paper

Private schools and student learning achievements in Kenya

This papers examines the effect of private schools on literacy and ...

Fredrick M. Wamalwa, Justine Burns

Policy Brief

Energy Consumption in South African Hotels: A Panel Data Analysis

Addressing the large energy consumption of hotels requires an under...

Nyankomo Marwa, Love O. Idahosa, Joseph O. Akotey

Working Paper

The effect of Affirmative Action on the reduction of employment discrimination, 1997-2015

This study examines the effect of Affirmative Action on the reducti...

Fadwah Fredericks, Derek Yu

Working Paper

Foreign market selection of emerging multinational corporations: evidence from South Af...

As literature remains sparse regarding emerging African multination...

André C. Jordaan, Mustafa Sakr

Working Paper

Diversification measures and the optimal number of Stocks in a portfolio: An informatio...

This paper provides a plausible explanation for why the optimum num...

Adeola Oyenubi

Working Paper

Postliberation Politics: Evidence from Demographic Determinants of South Africa Voting ...

In this paper we examine demographic drivers of South African votin...

Johannes W. Fedderke, Margaux Giannaros

Working Paper

The Impact of Basic and Social Infrastructure Investment on Economic Growth and Social ...

Basic and social infrastructure investment can assist in addressing...

Derick Blaauw, Talita Dalton-Greyling, Henk Gnade

Policy Brief

Are South African consumers arm-chair environmentalists? Implications for renewable energy

In terms of global warming, coal is the worst offender, as it is a ...

Johane Dikgang, Nomsa P. Nkosi

Policy Brief

An evaluation of the cost and revenue efficiency of the banking sector in Zimbabwe

The study was meant to evaluate the cost and revenue efficiency of ...

Sanderson Abel, Pierre Le Roux

Working Paper

Qualitative Guidance and Predictability of Monetary Policy in South Africa

With the adoption of the in ation targeting (IT) regime in 2000, th...

Ntuthuko Tsokodibane, Alain Kabundi

Working Paper

Financial development and income inequality in Africa: A panel heterogeneous approach

Although the financial sector of Africa has witnessed massive refor...

Anthanasius F. Tita, Meshach J. Aziakpono

Working Paper

Stock Return Predictability in South Africa: An Alternative Approach

There is considerable debate internationally as to whether share re...

Barry Strydom, Ailie Charteris

Policy Brief

Estimating South Africa's output gap and potential growth rate

The potential output of an economy is an unobservable variable whic...

Johannes W. Fedderke, Daniel K. Mengisteab

Policy Brief