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Co-movement between South Africa and the Southern African Development Community: An empirical analysis


  • Kabundi, Alain
  • Loots, Elsabe


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  • Kabundi, Alain & Loots, Elsabe, 2007. "Co-movement between South Africa and the Southern African Development Community: An empirical analysis," Economic Modelling, Elsevier, vol. 24(5), pages 737-748, September.
  • Handle: RePEc:eee:ecmode:v:24:y:2007:i:5:p:737-748

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    References listed on IDEAS

    1. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
    2. Forni, Mario & Lippi, Marco, 2001. "The Generalized Dynamic Factor Model: Representation Theory," Econometric Theory, Cambridge University Press, vol. 17(06), pages 1113-1141, December.
    3. Francisco d Nadal De Simone, 2002. "Common and Idiosyncratic Components in Real Output; Further International Evidence," IMF Working Papers 02/229, International Monetary Fund.
    4. Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
    5. Vivek B. Arora & Athanasios Vamvakidis, 2005. "The Implications of South African Economic Growth for the Rest of Africa," IMF Working Papers 05/58, International Monetary Fund.
    6. Perron, Pierre & Rodriguez, Gabriel, 2003. "GLS detrending, efficient unit root tests and structural change," Journal of Econometrics, Elsevier, vol. 115(1), pages 1-27, July.
    7. Pretorius, Anmar & de Beer, Jesse, 2004. "Contagion in Africa: South Africa and a troubled neighbour, Zimbabwe," Economic Modelling, Elsevier, vol. 21(4), pages 703-717, July.
    8. Elsabe Loots, 2002. "Globalisation, Emerging Markets and the South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 70(2), pages 123-132, March.
    9. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March.
    10. Vivek Arora & Athanasios Vamvakidis, 2005. "The Implications Of South African Economic Growth For The Rest Of Africa," South African Journal of Economics, Economic Society of South Africa, vol. 73(2), pages 229-242, June.
    11. Martin KHOR, 2000. "Globalization And The South: Some Critical Issues," UNCTAD Discussion Papers 147, United Nations Conference on Trade and Development.
    12. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters,in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409 National Bureau of Economic Research, Inc.
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    Cited by:

    1. Çakır, Mustafa Yavuz & Kabundi, Alain, 2013. "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, vol. 32(C), pages 190-202.
    2. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
    3. Olivier Basdevant & Andrew Jonelis & Borislava Mircheva & Slavi Slavov, 2015. "The Mystery of Missing Real Spillovers in Southern Africa: Some Facts and Possible Explanations," South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 371-389, September.
    4. repec:eco:journ1:2017-05-48 is not listed on IDEAS

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