Forecasting Performance Of An Estimated Dsge Model For The South African Economy
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Citations
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Cited by:
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016.
"Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Open Economies Review,
Springer, vol. 27(2), pages 229-250, April.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
- Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "A medium-sized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
- Paetz, Michael & Gupta, Rangan, 2016.
"Stock price dynamics and the business cycle in an estimated DSGE model for South Africa,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 44(C), pages 166-182.
- Michael Paetz & Rangan Gupta, 2014. "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers 201441, University of Pretoria, Department of Economics.
- Stan Du Plessis & Kevin Kotze, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
- Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
- repec:ipg:wpaper:2014-471 is not listed on IDEAS
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
- Hove, Seedwell & Touna Mama, Albert & Tchana Tchana, Fulbert, 2015.
"Monetary policy and commodity terms of trade shocks in emerging market economies,"
Economic Modelling,
Elsevier, vol. 49(C), pages 53-71.
- Seedwell Hove & Albert Touna Mama & Fulbert Tchana Tchana, 2012. "Monetary policy and commodity terms of trade shocks in emerging market economies," Working Papers 307, Economic Research Southern Africa.
- Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015.
"DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa,"
Applied Economics,
Taylor & Francis Journals, vol. 47(3), pages 207-221, January.
- Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013. "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 201374, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015. "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications 10197/7351, School of Economics, University College Dublin.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015.
"Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa,"
The Developing Economies,
Institute of Developing Economies, vol. 53(4), pages 237-271, December.
- Fadia Al Hajj & Gilles Dufrénot & Kimiko Sugimoto & Romain Wolf, 2015. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa," Post-Print hal-01457315, HAL.
- Annari De Waal & Reneé Van Eyden & Rangan Gupta, 2015.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Applied Economics,
Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
- Kolasa, Marcin & Rubaszek, Michał, 2018.
"Does the foreign sector help forecast domestic variables in DSGE models?,"
International Journal of Forecasting,
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- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," EcoMod2016 9393, EcoMod.
- Marcin Kolasa & Michal Rubaszek, 2016. "Does foreign sector help forecast domestic variables in DSGE models?," Working Papers 2016-022, Warsaw School of Economics, Collegium of Economic Analysis.
- Marcin Kolasa & Michał Rubaszek, 2018. "Does the foreign sector help forecast domestic variables in DSGE models?," NBP Working Papers 282, Narodowy Bank Polski, Economic Research Department.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017.
"Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model,"
Empirical Economics,
Springer, vol. 53(1), pages 117-135, August.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers 201603, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series 2016-05, School of Economics, University of Cape Town.
- Vo Phuong Mai Le & Ruthira Naraidoo, 2019.
"Monetary policy in a model with commodity and financial market,"
Working Papers
782, Economic Research Southern Africa.
- Vo Phuong Mai Le & Ruthira Naraidoo, 2019. "Monetary policy in a Model with Commodity and Financial Markets," Working Papers 201928, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013.
"The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand,"
European Journal of Comparative Economics,
Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
- Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
- repec:ipg:wpaper:2014-562 is not listed on IDEAS
- Charl Jooste & Ruthira Naraidoo, 2017.
"The Macroeconomics Effects of Government Spending Under Fiscal Foresight,"
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Economic Society of South Africa, vol. 85(1), pages 68-85, March.
- Charl Jooste & Ruthira Naraidoo, 2015. "The Macroeconomic Effects of Government Spending Under Fiscal Foresight," Working Papers 201506, University of Pretoria, Department of Economics.
- Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016.
"Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation,"
Applied Economics,
Taylor & Francis Journals, vol. 48(26), pages 2412-2427, June.
- Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 15-19, Eastern Mediterranean University, Department of Economics.
- Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
- Hyeyoen Kim & Doojin Ryu, 2013. "Forecasting Exchange Rate from Combination Taylor Rule Fundamental," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 81-92, September.
- Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
- Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
- Fadia Al Hajj & Gilles Dufr??not, & Kimiko Sugimoto & Romain Wolf, 2013. "Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU," William Davidson Institute Working Papers Series wp1062, William Davidson Institute at the University of Michigan.
- Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
- Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013.
"DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa,"
Working Papers
201374, University of Pretoria, Department of Economics.
- Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013. "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
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