Time Series Analysis | Economic Research Southern Africa

Keyword: Time Series Analysis

Event

Skills Development

June 14, 2023

Skills Development Training in Econometrics: Time series

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Call for Application

May 9, 2023

Call for Application: Skills Development Training in Econometrics

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Course

May 2, 2023

Advanced Panel Data Econometrics Course

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Working Paper

Beatrice D. Simo-Kengne, Frank Riedel, Ghislain H. Demeze-Jouatsa

March 6, 2023

Demographic changes and asset prices in an overlapping generations model

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Working Paper

Daan Steenkamp, Henk Janse van Vuuren, Rossouw van Jaarsveld, Roy Havemann

March 24, 2022

The bond market impact of the South African Reserve Bank bond purchase programme

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Working Paper

Adeola Oyenubi, Umakrishnan Kollamparambil

September 30, 2020

Does Child Support Grant incentivise childbirth in South Africa?

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Working Paper

Jessika A. Bohlmann, Roula Inglesi-Lotz

September 4, 2020

Examining the determinants of electricity demand by South African households per income...

publication

Working Paper

Theshne Kisten

November 14, 2019

A financial stress index for South Africa: A time-varying correlation approach

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Working Paper

Andreas Wörgötter, Sihle Nomdebevana

July 17, 2019

Aggregate and sectoral public-private remuneration patterns in South Africa

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Working Paper

David Fadiran, Hammed Amusa

April 3, 2019

The J–Curve Phenomenon: Evidence from Commodity Trade Between South Africa and the Unit...

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Policy Brief

Alfred K. Mukong

January 2, 2019

A Longitudinal Analysis of the Demand for Cigarettes in South Africa

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Working Paper

Paul Alagidede, Tseke Maserumule

June 14, 2018

Impact of macroeconomic announcements on foreign exchange volatility: Evidence from Sou...

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Working Paper

Eftychia Nikolaidou, Trust R. Mpofu

March 2, 2018

Real Exchange Rate Volatility and Employment Growth in South Africa: The Case of Manufa...

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Policy Brief

Chengete Chakamera, Paul Alagidede

February 8, 2018

Electricity crisis and the effect of CO2 emissions on infrastructure-growth nexus in Su...

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Working Paper

Christian K. Tipoy, Marthinus C. Breitenbach, Mulatu F. Zerihun

October 3, 2017

Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Ec...

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Working Paper

Cyril May, Greg Farrell

August 30, 2017

Modelling exchange rate volatility dynamics: Empirical evidence from South Africa

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Policy Brief

Dawid J. van Lill

August 24, 2017

Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes

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Working Paper

Jannie Rossouw, Michael Ade, Tendai Gwatidzo

July 26, 2017

The effect of tax harmonisation in the Southern African Development Community on Foreig...

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Working Paper

Chengete Chakamera, Paul Alagidede

March 8, 2017

The Nexus between Infrastructure (Quantity and Quality) and Economic Growth

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Working Paper

Gift Mugano, Hlalefang Khobai, Pierre Le Roux

January 13, 2017

Exploring the nexus of electricity supply and economic growth in South Africa

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Working Paper

Melvin M. Khomo, Meshach J. Aziakpono

October 20, 2016

The behaviour of the real effective exchange rate of South Africa: is there a misalignm...

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Working Paper

Alex Bara, Gift Mugano, Pierre Le Roux

August 18, 2016

Financial Innovation and Economic Growth in the SADC

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Policy Brief

Ailie Charteris, Barry Strydom

May 24, 2016

Stock Return Predictability in South Africa: An Alternative Approach

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Working Paper

Asmus Zoch, Rulof P. Burger, Stephan Klasen

May 19, 2016

Estimating Income Mobility When Income is Measured with Error: The Case of South Africa

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Working Paper

Pierre Le Roux, William Kavila

May 19, 2016

Inflation Dynamics in a Dollarised Economy: The Case of Zimbabwe

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Policy Brief

Trust R. Mpofu

May 12, 2016

The Determinants of Exchange Rate Volatility in South Africa

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Working Paper

Bernard N. Iyke, Sin-Yu Ho

March 24, 2016

On the Causal Links between the Stock Market and the Economy of Hong Kong

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Working Paper

Bernard N. Iyke

November 2, 2015

On the Term Structure of South African Interest Rates: Cointegration and Threshold Adju...

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Working Paper

Audrey N. Bekale, Cobus Vermeulen, Erika Botha

March 2, 2015

Institutionalisation of Derivatives Trading and Economic Growth: Evidence from South Af...

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Working Paper

Francis M. Kemegue, Marthinus C. Breitenbach, Mulatu F. Zerihun

February 4, 2015

Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root T...

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Working Paper

Ilse Botha, Marinda Pretorius, S. J. Retief

February 4, 2015

Comparing Linear and Non-linear Benchmarks of Exchange Rate Forecasting

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Working Paper

Andrea Saayman, Ilse Botha

January 30, 2015

Evaluating Non-Linear Approaches in Forecasting Tourist Arrivals

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Working Paper

Francis M. Kemegue, Marthinus C. Breitenbach, Mulatu F. Zerihun

February 12, 2014

Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union

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Working Paper

Daniel King, Ferdi Botha

January 21, 2014

Modelling Stock Return Volatility Dynamics in Selected African Markets

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Working Paper

Cyril May

July 29, 2013

Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do Th...

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Working Paper

Paul Cipamba Wa Cipamba

July 10, 2013

The Export-Output Relationship in South Africa: An Empirical Investigation