Time Series Analysis | Economic Research Southern Africa

Keyword: Time Series Analysis

Analysing the Effects of Fiscal Policy Shocks in the South African Economy

This paper is the first one to analyse the effect of aggregate gove...

Ruthira Naraidoo, Guangling Dave Liu, Charl Jooste

Working Paper

The Impact of Economic Freedom on Economic Growth in the SADC: An Individual Component ...

The SADC is attempting to achieve development and economic growth. ...

Vsevolod I. Gorlach, Pierre Le Roux

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

Bank concentration and the interest rate pass-through in Sub-Saharan African countries

This study investigates the link between bank concentration and int...

Tadiwa Mangwengwende, Zivanemoyo Chinzara, Heinrich Nel

Working Paper

Macroeconomic uncertainty and emerging market stock market volatility: The case for Sou...

This paper analyses how systematic risk emanating from the macro-ec...

Zivanemoyo Chinzara

Working Paper

Arbitrage, Cointegration and Efficiency in Financial Markets in the Presence of Financi...

The authors gratefully acknowledge the assistance of Genesis Analyt...

Working Paper

Temporal association, the dynamics of crime, and their economic determinants: A time se...

Policy Paper (Interest) 12 The paper examines the association betwe...

John M. Luiz

Policy Paper