Forecasting the South African Economy: A DSGE-VAR Approach

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Forecasting the South African Economy: A DSGE-VAR Approach

Author Info

Liu, G.
Gupta, R.
Schaling, E. (Tilburg University, Center for Economic Research)

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Abstract

Journal of Economic Literature Classification: E17, E27, E32, E37, E47

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2008-32.

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Date of creation: 2008
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Handle: RePEc:dgr:kubcen:200832

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Paper
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.

This paper has been announced in the following NEP Reports:

NEP-AFR-2008-04-12 (Africa)
NEP-ALL-2008-04-12 (All new papers)
NEP-CBA-2008-04-12 (Central Banking)
NEP-DGE-2008-04-12 (Dynamic General Equilibrium)
NEP-FOR-2008-04-12 (Forecasting)
NEP-MAC-2008-04-12 (Macroeconomics)

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 35-50. [Downloadable!]
Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January. [Downloadable!] (restricted)
Peter N. Ireland, 2001. "Money's Role in the Monetary Business Cycle," NBER Working Papers 8115, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Peter N. Ireland, 2000. "Money's Role in the Monetary Business Cycle," Boston College Working Papers in Economics 458, Boston College Department of Economics. [Downloadable!]
- Ireland, Peter N, 2004. "Money's Role in the Monetary Business Cycle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 969-83, December.
- Peter Ireland, 2000. "Matlab code for Money's Role in the Monetary Business Cycle," QM&RBC Codes 47, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
Rogerson, Richard, 1988. "Indivisible labor, lotteries and equilibrium," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 3-16, January. [Downloadable!] (restricted)
Ingram, Beth F. & Whiteman, Charles H., 1994. "Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 497-510, December. [Downloadable!] (restricted)
Ingram, Beth Fisher & Kocherlakota, Narayana R. & Savin, N. E., 1994. "Explaining business cycles: A multiple-shock approach," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 415-428, December. [Downloadable!] (restricted)
Other versions:
- Ingram, B.F. & Kocherlakota, N.R. & Savin, N.E., 1992. "Explaining Business Cycles : A Multiple Shock Approach," Working Papers 92-09, University of Iowa, Department of Economics.
Zellner, Arnold, 1986. "A tale of forecasting 1001 series : The Bayesian knight strikes again," International Journal of Forecasting, Elsevier, vol. 2(4), pages 491-494. [Downloadable!] (restricted)

Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics. [Downloadable!]
Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
Other versions:
- Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009. "A New-Keynesian DSGE model for forecasting the South African economy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 387-404. [Downloadable!]

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