econometric modelling | Economic Research Southern Africa

Keyword: econometric modelling

Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach

South Africa has been struggling to cope with its energy demand. In...

Jaco P. Weideman, Roula Inglesi-Lotz

Working Paper

Estimating South Africa’s output gap and potential growth rate

Policy Paper 21 This paper estimates the potential output of the So...

Johannes W. Fedderke, Daniel K. Mengisteab

Policy Paper

Can currency in circulation predict South African economic activity?

The forecasting of economic activity is of interest to governments,...

Jannie Rossouw, Fanie Joubert, Cobus Vermeulen, Adél Bosch

Policy Brief

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

Comovement Between Africa and Advanced Economies: 1980-2011

This paper analyses business cycle comovement between African econo...

Elsabé Loots, Carike Claassen, Alain Kabundi

Working Paper

Impact on Health on Labour Force Participation in South Africa

This paper quantifies the impact of health on labour force particip...

Ingrid Woolard, Chijioke O. Nwosu

Working Paper

Inflation, growth and employment in South Africa: Trends and trade-offs

It is often publicly contended that overly strict application of in...

Cobus Vermeulen

Working Paper

The Dinaledi intervention programme in Eastern Cape schools

The study seek to examine the relationship between educational inpu...

Thobeka Ncanywa

Working Paper

The Demand for Reproductive Health Care

This research formalizes the interactions between the various deter...

Steven F. Koch, Gauthier Tshiswaka-Kashalala

Working Paper

Father's Employment and Sons' Stature: The Long Run Effects of a Positive Regional Empl...

It is now well known that early life environmental conditions affec...

Martine Mariotti

Policy Brief

Measuring Core Inflation in South Africa

Measures of core inflation convey critical information about an eco...

Stan Du Plessis, Kevin Kotze, Gideon Du Rand

Working Paper

Mechanism between mining sector and economic growth in Zimbabwe, is it a resource curse?

The study investigates the role of mineral resources in economic de...

Nyasha Mahonye, Leonard Mandishara

Working Paper

The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African ...

Although the general assumption is that daily and monthly returns d...

Chris van Heerden

Working Paper

Comparing Linear and Non-linear Benchmarks of Exchange Rate Forecasting

Throughout the past 3 decades, the random walk model served as exch...

S. J. Retief, Marinda Pretorius, Ilse Botha

Working Paper

Evaluating Non-Linear Approaches in Forecasting Tourist Arrivals

Quantitative methods to forecasting tourist arrivals can be sub-div...

Ilse Botha, Andrea Saayman

Working Paper

The state of the Eastern Cape schools in a period almost the second decade of democracy

This paper explores the state of the Eastern Cape schools by employ...

Thobeka Ncanywa

Working Paper

A Simple Method for Computing Equilibria when Asset Markets Are Incomplete

The problem of computing equilibria for general equilibrium models ...

Wei Ma

Working Paper

Financial Structure and Economic Development in Africa

This paper explores the relationship between economic development a...

Nyasha Mahonye, Kalu Ojah

Working Paper

Father's Employment and Sons' Stature: The Long Running Effects of a Positive Regional ...

I exploit the unexpected increase in employment in 1975, 76 and 77 ...

Martine Mariotti

Working Paper

Climate change and economic growth in sub-Sahara Africa: A nonparametric evidence

Climate change has been classed as the greatest and urgent global i...

George Adu, Paul Alagidede

Working Paper

A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in ...

In 2002/03 the yield spread falsely signalled a downswing that neve...

Ferdi Botha, Gavin Keeton

Working Paper

An examination of sub-national growth in Nigeria: 1999 - 2012

I use satellite imagery on night time lights to measure growth acro...

Nonso Obikili

Working Paper

User Fee Abolition in South Africa in 1994 and 1996: Differences-in-Differences

South Africa waived user fees for primary health care, first in 199...

Steven F. Koch, Anna S. Brink

Working Paper

The Economic Evaluation of Dryland Ecosystem Services in the South African Kgalagadi Ar...

The economic importance of the dryland ecosystem services in the Kg...

Johane Dikgang, Edwin Muchapondwa

Working Paper

The Economic Evaluation of Dryland Ecosystem Services in the South African Kgalagadi by...

This study seeks to value ecosystem services in the Kgalagadi area ...

Johane Dikgang, Edwin Muchapondwa

Working Paper

Nonparametric estimation of a hedonic price model: A South African case study

Parametric regression models of hedonic price functions suffer from...

Michael C. Sale, Mario du Preez, Deborah E. Lee

Working Paper

Monetary Policy and Balance Sheets

This paper evaluates the strength of the balance sheet channel in t...

Natalia Tamirisa, Deniz Igan, Alain Kabundi, Francisco N. de Simone

Working Paper

The Effect of Land Restitution on Poverty Reduction Among the Khomani San "Bushmen" in ...

This paper looks at the impact of land restitution involving the Kh...

Johane Dikgang, Edwin Muchapondwa

Working Paper

Estimating the willingness to pay for the removal of a local undesirable land use: The ...

This paper examines the Nelson Mandela Bay public’s willingness to ...

Leann Cloete, Mario du Preez, Deborah E. Lee

Working Paper

Monetary policy and inflation in South Africa: A VECM augmented with foreign variables

We develop a structural cointegrated vector autoregressive (VAR) mo...

Annari de Waal, Reneé van Eyden

Working Paper

Consumer demand for alcoholic beverages and tobacco in Lesotho: A double-hurdle approach

In this paper, we estimate income elasticities and investigate the ...

Ramaele Moshoeshoe

Working Paper

Dynamic deterrence analysis of factors affecting the management of Sudan Fishery

This paper adapted the modified dynamic deterrence model to investi...

Sana Abusin

Working Paper

Financial Reforms and Consumption Behaviour in Malawi

The purpose of the study is to examine whether financial reforms im...

Manoel Bittencourt, Chance Mwabutwa, Nicola Viegi

Working Paper

Returns Correlation Structure and Volatility Spillovers Among the Major African Stock M...

The paper analyses the structure of returns comovements and the vol...

Tinashe H. D. Kambadza, Zivanemoyo Chinzara

Working Paper

Estimating the inflation threshold for South Africa

How detrimental is inflation to growth in South Africa? At what lev...

Temitope L. A. Leshoro

Working Paper

Contingent valuation of community forestry programs in Ethiopia: Observing preference a...

This study examines the potential for anomalous response behaviour ...

Steven F. Koch, Dambala Gelo

Working Paper