The Impact of Economic Shocks in the Rest of the World on South Africa: Evidence from a Global VAR
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DOI: 10.1080/1540496X.2015.1103141
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- Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.
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Cited by:
- Zuzana Brixiova & Qingwei Meng & Mthuli Ncube, 2015.
"Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?,"
World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 16(3), pages 141-162, July.
- Mthuli Ncube & Zuzana Brixiova & Qingwei Meng, 2014. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," William Davidson Institute Working Papers Series wp1073, William Davidson Institute at the University of Michigan.
- Zuzana Brixiová & Qingwei Meng & Mthuli Ncube, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," SALDRU Working Papers 154, Southern Africa Labour and Development Research Unit, University of Cape Town.
- Brixiova, Zuzana & Meng, Qingwei & Ncube, Mthuli, 2015. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," IZA Discussion Papers 9205, Institute of Labor Economics (IZA).
- Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023.
"Commodity exports, financial frictions, and international spillovers,"
European Economic Review, Elsevier, vol. 158(C).
- Romain Houssa & Jolan Mohimont & Christopher Otrok, 2022. "Commodity Exports, Financial Frictions and International Spillovers," Globalization Institute Working Papers 419, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Thanda Sithole & Beatrice D. Simo-Kengne & Modeste Some, 2017.
"The role of financial conditions in transmitting external shocks to South Africa,"
International Economics, CEPII research center, issue 150, pages 36-56.
- Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017. "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, vol. 150(C), pages 36-56.
- Faryna, Oleksandr & Simola, Heli, 2021. "The transmission of international shocks to CIS economies: A global VAR approach," Economic Systems, Elsevier, vol. 45(2).
- Johnson Worlanyo Ahiadorme, 2022. "On the aggregate effects of global uncertainty: Evidence from an emerging economy," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 390-407, September.
- Mthuli Ncube & Zuzana Brixiova & Meng Qingwei, 2014. "Working Paper 198 - Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," Working Paper Series 2104, African Development Bank.
- Annari De Waal & Rene頖an 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.
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JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
- O55 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Africa
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