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Identifying SteadyState Growth and Inflation in the South African Economy 19602020

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  • Johannes W. Fedderke

Abstract

Identifying Steady-State Growth and Inflation in the South African Economy, 1960-2020

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  • Johannes W. Fedderke, 2021. "Identifying SteadyState Growth and Inflation in the South African Economy 19602020," Working Papers 11013, South African Reserve Bank.
  • Handle: RePEc:rbz:wpaper:11013
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    File URL: http://www.resbank.co.za/content/dam/sarb/publications/working-papers/2021/WP%202114.pdf
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    5. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
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    10. Claudio Borio & Piti Disyatat & Mikael Juselius, 2014. "A parsimonious approach to incorporating economic information in measures of potential output," BIS Working Papers 442, Bank for International Settlements.
    11. Schwert, G William, 2002. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 5-17, January.
    12. Johannes Hermanus Kemp, 2015. "Measuring Potential Output for the South African Economy: Embedding Information About the Financial Cycle," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 549-568, December.
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    Cited by:

    1. Johannes W. Fedderke, 2021. "Identifying Supply and Demand Shocks in the South African Economy 19602020," Working Papers 11012, South African Reserve Bank.
    2. Johannes W. Fedderke, 2022. "Identifying supply and demand shocks in the South African Economy, 1960–2020," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 349-389, September.

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