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A DSGE-VAR model for forecasting key South African macroeconomic variables. (2013). Steinbach, Max ; GUPTA, RANGAN.
In: Economic Modelling.
RePEc:eee:ecmode:v:33:y:2013:i:c:p:19-33.

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Cited: 29

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  2. Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron.
    In: Empirical Economics.
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  5. Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron.
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  7. Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Steinbach, Max ; Hollander, Hylton ; GUPTA, RANGAN.
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  8. An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy. (2020). Brens, Paola Mariell.
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  9. Inflation targeting and exchange rate management in less developed countries. (2018). Airaudo, M ; Zanna, Felipe ; Buffie, Edward F.
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  10. Fiscal policy within the DSGE-VAR framework. (2018). Rysanek, Jakub ; Franta, Michal ; Babecký, Jan ; Ryanek, Jakub.
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  11. LIMITED ASSET MARKET PARTICIPATION AND DETERMINACY IN THE OPEN ECONOMY. (2018). Zanna, Luis-Felipe ; Buffie, Edward F.
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  12. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
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  13. Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina.
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  14. An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
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  15. Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina.
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  16. Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation. (2016). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
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  17. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). Paetz, Michael ; GUPTA, RANGAN.
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  18. Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy. (2016). de Menezes, Fernando.
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  19. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Patrick ; GUPTA, RANGAN ; Modise, Mampho P.
    In: Open Access publications.
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  20. DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P..
    In: Applied Economics.
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  21. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  22. Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). GUPTA, RANGAN ; Paetz, Michael.
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  23. Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). Paetz, Michael ; GUPTA, RANGAN.
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  24. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
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  25. DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Modise, Mampho P. ; Paccagnini, Alessia.
    In: Working Papers.
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  26. Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). Kanda, Tunda P. ; Bahramian, Pejman.
    In: Working Papers.
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  27. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
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  28. DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa. (2013). Paccagnini, Alessia ; Kanda, Tunda P. ; GUPTA, RANGAN ; Modise, Mampho P..
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  29. Do we need a global VAR model to forecast inflation and output in South Africa?. (2013). GUPTA, RANGAN ; van Eyden, Renee ; De Waal, Annari.
    In: Working Papers.
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    RePEc:pre:wpaper:201313.

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  41. FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING. (2013). GUPTA, RANGAN ; van Eyden, Renee ; de Bruyn, Riane.
    In: Working Papers.
    RePEc:pre:wpaper:201307.

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  42. The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand. (2013). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C. ; Stofberg, Francois .
    In: Working Papers.
    RePEc:pre:wpaper:201304.

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  43. Forecasting Exchange Rate from Combination Taylor Rule Fundamental. (2013). Kim, Hyeyoen ; Ryu, Doojin.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:49:y:2013:i:s4:p:81-92.

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  44. Exchange rate intervention in small open economies: The role of risk premium and commodity price shocks. (2013). Gonzalez P., Wildo ; García, Carlos ; Garcia, Carlos J..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:424-447.

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  45. A DSGE-VAR model for forecasting key South African macroeconomic variables. (2013). Steinbach, Max ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:19-33.

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  46. Structural and reduced-form modeling and forecasting with application to Armenia. (2012). Poghosyan, Karen.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:ad1a24c3-15e6-4f04-b338-385a9c8a57de.

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  47. Monetary policy and commodity terms of trade shocks in emerging market economies. (2012). Touna Mama, Albert ; Tchana Tchana, Fulbert ; Hove, Seedwell.
    In: Working Papers.
    RePEc:rza:wpaper:307.

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  48. Trends and Structural Changes in South African Macroeconomic Volatility. (2012). Kotze, Kevin ; Du Plessis, Stan.
    In: Working Papers.
    RePEc:rza:wpaper:297.

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  49. Bayesian evaluation of DSGE models with financial frictions. (2012). Kolasa, Marcin ; Brzoza-Brzezina, Michal.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:109.

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  50. Endogenous Persistence in an estimated DSGE Model Under Imperfect Information. (2012). Yang, Bo ; Perendia, George ; Pearlman, Joseph ; Levine, Paul.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:565:p:1287-1312.

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  51. Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Tlotlego, Naomi ; GUPTA, RANGAN ; Nkambule, Nonophile ; Chama-Chiliba, Mirriam Chitalu .
    In: Working Papers.
    RePEc:pre:wpaper:201132.

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  52. Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model. (2010). Steinbach, Max ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201019.

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  53. Is more exchange rate intervention necessary in small open economies? The role of risk premium and commodity shocks. (2010). Gonzalez P., Wildo ; García, Carlos ; Garcia, Carlos.
    In: ILADES-UAH Working Papers.
    RePEc:ila:ilades:inv248.

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  54. Epstein-Zin preferences and their use in macro-finance models: implications for optimal monetary policy. (2010). DARRACQ PARIES, Matthieu ; Loublier, Alexis .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101209.

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  55. Rationale behind the responses of monetary policy to the real exchange rate in small open economies. (2009). Gonzalez P., Wildo ; García, Carlos ; Garcia, Carlos.
    In: ILADES-UAH Working Papers.
    RePEc:ila:ilades:inv228.

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