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
Published: 22 June 2023
Call for Papers
Skills Development Training in Econometrics: Time series
Cohorts 9 and 10 Time-series Techniques Assumed prior knowledge: T...
Published: 14 June 2023
Skills Development
Call for Application: Skills Development Training in Econometrics
ERSA is pleased to invite applications for the Skill Development Tr...
Published: 9 May 2023
Call for Application
EconData and the world of single source automatable data
In this podcast we learn how EconData has solved a couple problems ...
Published: 15 May 2022
Margaux Giannaros, Daan Steenkamp, Byron Botha
Equivalence scales with endogeneity and base independence
This study estimates food budget share equations to calculate house...
Published: 1 March 2022
Steven F. Koch
Working Paper
Big data forecasting of South African inflation
We investigate whether the use of machine learning techniques and b...
Published: 25 February 2022
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...
Published: 5 October 2021
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...
Published: 19 March 2021
Daan Steenkamp
Measuring energy poverty in South Africa based on household required energy consumption
Energy poverty is a major concern in most of developing countries w...
Published: 15 December 2020
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...
Published: 30 November 2020
Cobus Vermeulen
On sensitivity of Genetic Matching to the choice of balance measure
This paper considers the sensitivity of Genetic Matching (GenMatch)...
Published: 25 November 2020
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...
Published: 30 October 2020
Daan Steenkamp
Does the Pursuit of Outreach Consistently Stifle the Financial Performance of Microfina...
We study the relationship between outreach and the financial perfor...
Published: 19 March 2020
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...
Published: 3 October 2019
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...
Published: 17 September 2019
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...
Published: 9 April 2019
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...
Published: 7 December 2018
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...
Published: 5 March 2018
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 ...
Published: 26 February 2018
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...
Published: 29 November 2017
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...
Published: 6 October 2017
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...
Published: 1 September 2017
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...
Published: 1 September 2017
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 ...
Published: 15 June 2017
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...
Published: 9 June 2017
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...
Published: 12 May 2017
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...
Published: 9 May 2017
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...
Published: 16 February 2017
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...
Published: 31 January 2017
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...
Published: 27 October 2016
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 ...
Published: 5 October 2016
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 ...
Published: 24 August 2016
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...
Published: 17 August 2016
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...
Published: 15 June 2016
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...
Published: 24 May 2016
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...
Published: 17 May 2016
Johannes W. Fedderke, Daniel K. Mengisteab
Policy Brief

Search Resources

Ground Floor Brookside Building
11 Imam Haron Road
Claremont, 7700
Cape Town

PostNet Suite # 109
Private Bag X1005
Claremont 7735
Cape Town

Get Social