Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking
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- Rangan Gupta & Josine Uwilingiye, 2012. "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking," Journal of Developing Areas, Tennessee State University, College of Business, vol. 46(1), pages 45-54, January-J.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Giorgio Canarella & Stephen Miller, 2016.
"Inflation persistence and structural breaks: the experience of inflation targeting countries and the US,"
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- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016.
"Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter,"
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Tennessee State University, College of Business, vol. 50(1), pages 47-57, January-M.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 15-09, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 201440, University of Pretoria, Department of Economics.
- Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
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- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
More about this item
KeywordsCosine-Squared Cepstrum; Inflation Targeting; Inflation Volatility; Saphe Cracking;
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E64 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Incomes Policy; Price Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2009-02-14 (Africa)
- NEP-ALL-2009-02-14 (All new papers)
- NEP-CBA-2009-02-14 (Central Banking)
- NEP-MAC-2009-02-14 (Macroeconomics)
- NEP-MON-2009-02-14 (Monetary Economics)
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