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Trade Shocks from BRIC to South Africa: A Global VAR Analysis

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  • Alain Kabundi
  • Mustafa Y. Çakir

Abstract

This paper studies the trade linkages between South Africa and the BRIC (Brazil, Russia, India, and China) countries. We apply a global vector autoregressive model (global VAR) to investigate the degree of trade linkages and shock trans- mission between South Africa and the BRIC countries over the period 1995Q1-2009Q4. The model contains 32 countries and […]

Suggested Citation

  • Alain Kabundi & Mustafa Y. Çakir, 2011. "Trade Shocks from BRIC to South Africa: A Global VAR Analysis," Working Papers 250, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:250
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    More about this item

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • F14 - International Economics - - Trade - - - Empirical Studies of Trade

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