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Publications
by alumni of
North-West University → Fakulteit Economiese en Bestuurwetenskappe
→ Faculty of Economic and Management Sciences
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |
Working papers
2020
- Katleho Makatjane & Roscoe van Wyk, 2020, "Identifying structural changes in the exchange rates of South Africa as a regime-switching process," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2020-162.
Journal articles
2022
- Katleho Makatjane, 2022, "Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 4, pages 217-225, July.
- Katleho Makatjane & Tshepiso Tsoku, 2022, "Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods," IJFS, MDPI, volume 10, issue 1, pages 1-23, January.
2021
- Katleho Makatjane & Ntebogang Moroke, 2021, "Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index," IJFS, MDPI, volume 9, issue 2, pages 1-18, March.
2018
- Katleho Makatjane & Ntebogang Moroke & Diteboho Xaba, 2018, "On the Prediction of the Inflation Crises of South Africa Using Markov-Switching Bayesian Vector Autoregressive and Logistic Regression Models," Journal of Social Economics Research, Conscientia Beam, volume 5, issue 1, pages 10-28.
2017
- Katleho Makatjane & Ntebogang Moroke & Diteboho Xaba, 2017, "Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate," Journal of Economics and Behavioral Studies, AMH International, volume 9, issue 3, pages 163-170, DOI: 10.22610/jebs.v9i3(J).1755.
Chapters
2021
- Katleho Makatjane & Ntebo Moroke & Elias Munapo, 2021, "Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach," Springer Books, Springer, in: Burcu Adıgüzel Mercangöz, "Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics", DOI: 10.1007/978-3-030-54108-8_2.