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Variable Parameter Estimation Of Consumer Price Expectations For The South African Economy

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  • Reneéa Koekemoer

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  • Reneéa Koekemoer, 2001. "Variable Parameter Estimation Of Consumer Price Expectations For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 69(1), pages 1-39, March.
    • Handle: RePEc:bla:sajeco:v:69:y:2001:i:1:p:1-39
    DOI: 10.1111/j.1813-6982.2001.tb00001.x
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    References listed on IDEAS

    as
    1. Cuthbertson, Keith, 1988. "Expectations, Learning and the Kalman Filter," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(3), pages 223-246, September.
    2. Milton Friedman, 1957. "Introduction to "A Theory of the Consumption Function"," NBER Chapters, in: A Theory of the Consumption Function, pages 1-6, National Bureau of Economic Research, Inc.
    3. Janine Aron & John Muellbauer, 2000. "Personal and Corporate Saving in South Africa," The World Bank Economic Review, World Bank, vol. 14(3), pages 509-544, September.
    4. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    5. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    6. John Muellbauer & Janine Aron, 1999. "Estimates of personal sector wealth for South Africa," CSAE Working Paper Series 1999-17, Centre for the Study of African Economies, University of Oxford.
    7. Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
    8. T. Lawson, 1980. "Adaptive Expectations and Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(2), pages 305-320.
    9. repec:fth:oxesaf:99-17 is not listed on IDEAS
    10. Harvey, A C, et al, 1986. "Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equations," Economic Journal, Royal Economic Society, vol. 96(384), pages 975-985, December.
    11. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1.
    12. Walters, A A, 1971. "Consistent Expectations, Distributed Lags and the Quantity Theory," Economic Journal, Royal Economic Society, vol. 81(322), pages 273-281, June.
    13. Janine Aron & John Muellbauer, 2000. "Personal and Corporate Saving in South Africa," World Bank Economic Review, World Bank Group, vol. 14(3), pages 509-544, September.
    Full references (including those not matched with items on IDEAS)

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