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Macroeconomic Uncertainty in South Africa
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Cited by:
- Binge, Laurie H. & Boshoff, Willem H., 2020. "Economic uncertainty in South Africa," Economic Modelling, Elsevier, vol. 88(C), pages 113-131.
- Kabundi, Alain & Mlachila, Montfort, 2019. "The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa," Economic Modelling, Elsevier, vol. 79(C), pages 173-185.
- Ken Miyajima, 2020.
"Exchange rate volatility and pass‐through to inflation in South Africa,"
African Development Review, African Development Bank, vol. 32(3), pages 404-418, September.
- Mr. Ken Miyajima, 2019. "Exchange Rate Volatility and Pass-Through to Inflation in South Africa," IMF Working Papers 2019/277, International Monetary Fund.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021.
"The impact of uncertainty shocks in South Africa: The role of financial regimes,"
Review of Financial Economics, John Wiley & Sons, vol. 39(4), pages 442-454, October.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
- Eugene Msizi Buthelezi, 2023. "Dynamics of Macroeconomic Uncertainty on Economic Growth in the Presence of Fiscal Consolidation in South Africa from 1994 to 2022," Economies, MDPI, vol. 11(4), pages 1-24, April.
- Sandile Hlatshwayo & Anne Oeking & Mr. Manuk Ghazanchyan & David Corvino & Ananya Shukla & Mr. Lamin Y Leigh, 2018. "The Measurement and Macro-Relevance of Corruption: A Big Data Approach," IMF Working Papers 2018/195, International Monetary Fund.
- Christou, Christina & Gupta, Rangan, 2020.
"Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 243-248.
- Christina Christou & Rangan Gupta, 2016. "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers 201622, University of Pretoria, Department of Economics.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2022.
"The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(4), pages 1008-1026, March.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2019. "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers 201975, University of Pretoria, Department of Economics.
- Chris Redl, 2018.
"Macroeconomic Uncertainty in South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 361-380, September.
- Chris Redl, 2015. "Macroeconomic Uncertainty in South Africa," Working Papers 509, Economic Research Southern Africa.
- Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021. "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, vol. 102(C).
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016.
"The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-20.
- Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015. "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers 201558, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers 2016-14, Kiel Institute for the World Economy (IfW Kiel).
- Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
- Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017.
"Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 178-191.
- Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016. "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers 201656, University of Pretoria, Department of Economics.
- Redl, Chris, 2020.
"Uncertainty matters: Evidence from close elections,"
Journal of International Economics, Elsevier, vol. 124(C).
- Chris Redl, 2019. "Uncertainty Matters: Evidence from Close Elections," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
- Redl, Chris, 2018. "Uncertainty matters: evidence from close elections," Bank of England working papers 722, Bank of England.
- Arango-Castillo, Lenin & Orraca, María José & Molina, G. Stefano, 2023. "The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance," Economic Modelling, Elsevier, vol. 120(C).
- Mario Canales & Bernabe Lopez-Martin, 2021. "Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata," Working Papers Central Bank of Chile 908, Central Bank of Chile.
- Nasha Maveé & Mr. Roberto Perrelli & Mr. Axel Schimmelpfennig, 2016. "Surprise, Surprise: What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 2016/205, International Monetary Fund.
- Serdar Ongan & Ismet Gocer, 2017. "Testing The Causalities Between Economic Policy Uncertainty And The Us Stock Indices: Applications Of Linear And Nonlinear Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-20, December.
- Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022.
"Geopolitical risks and historical exchange rate volatility of the BRICS,"
International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
- Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
- Sandile Hlatshwayo & Mr. Magnus Saxegaard, 2016. "The Consequences of Policy Uncertainty: Disconnects and Dilutions in the South African Real Effective Exchange Rate-Export Relationship," IMF Working Papers 2016/113, International Monetary Fund.
- Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019. "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 150-163.
- Johnson Worlanyo Ahiadorme, 2022. "On the aggregate effects of global uncertainty: Evidence from an emerging economy," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 390-407, September.
- Pavitra Dhamija, 2020. "Economic Development and South Africa: 25 Years Analysis (1994 to 2019)," South African Journal of Economics, Economic Society of South Africa, vol. 88(3), pages 298-322, September.
- Alain N. Kabundi & Mr. Montfort Mlachila, 2018.
"Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa,"
IMF Working Papers
2018/173, International Monetary Fund.
- Alain Kabundi & Montfort Mlachila, 2018. "Monetary Policy Credibility and Exchange Rate PassThrough in South Africa," Working Papers 8690, South African Reserve Bank.
- Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Kaelo Mpho Ntwaepelo, 2023. "Bank Stability versus Financial Development: A Generous Deposit Insurer's Dilemma," Economics Discussion Papers em-dp2023-09, Department of Economics, University of Reading.
- Keagile Lesame, 2021. "The asymmetric impact of economic policy uncertainty on firm-level investment in South Africa: Firm-level evidence from administrative tax data," WIDER Working Paper Series wp-2021-52, World Institute for Development Economic Research (UNU-WIDER).