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CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts

Author

Listed:
  • Matthew Greenwood-Nimmo
  • Daan Steenkamp
  • Rossouw van Jaarsveld

Abstract

Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts

Suggested Citation

  • Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
  • Handle: RePEc:rbz:wpaper:11035
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    References listed on IDEAS

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    5. Byron Botha & Shaun de Jager & Franz Ruch & Rudi Steinbach, 2017. "The Quarterly Projection Model of the SARB," Working Papers 8000, South African Reserve Bank.
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