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Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
In: Working Papers.
RePEc:emu:wpaper:15-18.pdf.

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  1. A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne.
    In: Working Papers.
    RePEc:pre:wpaper:202011.

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  2. Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa. (2015). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten.
    In: Working Papers.
    RePEc:emu:wpaper:15-06.pdf.

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  3. DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-562.

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  4. A la recherche de Maurice Allais. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-548.

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  5. The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-516.

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  6. Is Chad Affected by Dutch or Nigerian Disease?. (2014). Loening, Josef ; Kablan, Sandrine.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-492.

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  7. Exploring the Causality Links between Energy and Employment in African Countries. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-475.

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  8. A Time-Varying Approach of the US Welfare Cost of Inflation. (2014). Martins, Luis Filipe ; Miller, Stephen M..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-474.

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  9. Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). Kanda, Tunda P. ; Bahramian, Pejman .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-471.

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  10. Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Aye, Goodness C. ; Chang, Tsangyao.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-462.

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References

References cited by this document

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  8. Granger, C. & Teräsvirta, T., 1993. Modeling Nonlinear Economic Relationships. New York: Oxford University Press.
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  18. Tsiddon, D., 1993. The (Mis)Behavior of the Aggregate Price Level. Review of Economic Studies, 60(4), pp. 889-902.

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