1. Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Modise, Mampho P..
   In: Working Papers.
   RePEc:pre:wpaper:201543.

   Full description at Econpapers || Download paper

2. Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Balcilarauthor-Name, Mehmet ; Modise, Mampho P.
   In: Working Papers.
   RePEc:emu:wpaper:15-08.pdf.

   Full description at Econpapers || Download paper

3. 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.
   RePEc:ipg:wpaper:2014-562.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

9. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). van Eyden, Renee ; Thompson, Kirsten.
   In: Working Papers.
   RePEc:ipg:wpaper:2014-468.

   Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

1. Alpanda S, Kotze K and Woglom G (2011) Forecasting Performance of an Estimated DSGE Model for the South African Economy, South African Journal of Economics, 79(1): 50-67.

2. Aron J and Muellbauer (2012) Improving Forecasting in an Emerging Economy, South Africa: Changing Trends, Long-run Restrictions and Disaggregation, International Journal of Forecasting, 28: 456476.

3. Ascari G and Marrocu E (2003) Forecasting Inflation: A Comparison of Linear Phillips Curve Models and Nonlinear Time Series Models, Centro Ricerche Economiche Nord Sud Working Paper No. 2003-7.

4. Balcilar M, Gupta R and Kotz e K (2013) Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model, University of Pretoria Department of Economics Working Paper No. 2013-13.

5. Balcilar M, Gupta R and Miller S M (2012) The Out-of-sample Forecasting Performance of Non-linear Models of Regional Housing Prices in the US, University of Pretoria Department of Economics Working Paper No. 2012-26.

6. Binner J M, Bissoondeeal R K, Elger T, Gazely A M and Mullineux A W (2005) A Comparison of Linear Forecasting Models and Neural Networks: Application to Euro Inflation and Euro Divisia, Applied Economics, 37(6): 665-680.

7. Bishop, C M (1995) Neural Networks for Pattern Recognition, New York, Oxford University Press Inc., NY, USA.
   Paper not yet in RePEc: Add citation now
   

8. Carstensen K, Wohlrabe K and Ziegler C (2010) Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production, University of Munich Discussion Paper No. 2010-16.

9. Chauvet M, Lima E C R and Vasquez B (2002) Forecasting Brazilian Output in the Presence of Breaks: A Comparison of Linear and Nonlinear Models, Federal Reserve Bank of Atlanta Working Paper No. 2002-28.

10. Clements M P, Frances P H and Swanso N R (2003) Forecasting Economic and Financial Time-series with Non-linear Models, Rutgers University Departmental Working Papepr No. 200309.

11. Croce E and Khan M S (2000) Monetary Regimes and Inflation Targeting, IMF Finance and Development, 37(3).
    Paper not yet in RePEc: Add citation now
    

12. Diebold F X and Mariano R S (1995) Comparing Predictive Accuracy, Journal of Business and Economic Statistics, 13(3): 253-263.

13. Green J H (1996) Inflation Targeting: Theory snd Policy Implications, IMF Staff Papers, 43(4): 779795.

14. Gupta R (2006) Forecasting the South African Economy with VARs and VECMs, South African Journal of Economics, 74(4): 611-628.

15. Gupta R and Hartley F (2013) The Role of Asset Prices in Forecasting Inflation and Output in South Africa, Journal of Emerging Market Finance, 12(3): 239-291.

16. Gupta R and Kabundi A (2010) Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models, Journal of Forecasting, 29(1-2, Special Issue: Advances in Business Cycle Analysis and Forecasting): 168-185.

17. Gupta R and Steinbach R (2013) Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model, textitEconomic Modelling, 33(1): 19-33.

18. Harvey D I, Leybourne S and Newbold P (1997) Testing the Equality of Prediction Mean Squared Errors, International Journal of Forecasting, 13: 281291.

19. Kanyama I K and Thobejane B M (2013) Forecasting Macroeconomic Variables in South Africa: Parametric vs. Non-parametric Methods, Paper presented at the Economic Society of South Africa 2013 Conference.
    Paper not yet in RePEc: Add citation now
    
20. Leiderman L, Svensson L E O, eds. (1995) Inflation Targets, London: Centre for Economic Policy.
    Paper not yet in RePEc: Add citation now
    

21. Liu D, Gupta R and Schaling E (2009) A New-Keynesian DSGE Model for Forecasting the South African Economy, Journal of Forecasting, 28(5): 387-404.

22. Pretorius C J and Janse van Rensburg T N (1996) The Forecast Performance of Alternative Models of Inflation, South African Reserve Bank Occasional Paper No. 10.
    Paper not yet in RePEc: Add citation now
    
23. Stock J W and Watson M W (1998) A Comparison of Linear and Non-linear Univariate Models for Forecasting Macroeconomic Time-series, National Bureau for Economic Research Working Paper No. 6607.
    Paper not yet in RePEc: Add citation now
    

24. Stock J W and Watson M W (1999) Forecasting Inflation, Journal of Monetary Economics, 44: 293335.

25. Stock J W and Watson M W (2003) Forecasting Output Growth and Inflation: The Role of Asset Prices, Journal of Economic Literature, 41: 788829.

26. Stock J W and Watson M W (2004) Combination Forecasts of Output Growth in a Seven Country Data Set, Journal of Forecasting, 23: 405-430.

27. Ter asvirta T (2006) Forecasting Economic Variables with Non-linear Models, Handbook of Economic Forecasting, 1: 413-457.
    Paper not yet in RePEc: Add citation now
    

28. van den Heever J P (2001) A Note on Inflation Targeting in South Africa, The South African Journal of Economics, 69(1): 168-177.

29. Woglom G (2005) Forecasting South African Inflation, South African Journal of Economics, 73(2): 302-320.

1. The macroeconomic effects of productivity shocks: Predictions of conventional business cycle models are not always incompatible with SSA economies. (2024). Ameyaw, Emmanuel.
   In: Research in Economics.
   RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000760.

   Full description at Econpapers || Download paper

2. Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron.
   In: Empirical Economics.
   RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y.

   Full description at Econpapers || Download paper

3. Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron.
   In: Working Papers.
   RePEc:rbz:wpaper:11022.

   Full description at Econpapers || Download paper

4. Inflation‐Output Trade‐Off in South Africa: Is the Phillips Curve Symmetric?. (2020). Ngalawa, Harold ; Komba, Coretha.
   In: South African Journal of Economics.
   RePEc:bla:sajeco:v:88:y:2020:i:4:p:472-494.

   Full description at Econpapers || Download paper

5. Inflation, Output and Monetary Policy in South Africa. (2020). Ngalawa, Harold ; Komba, Coretha.
   In: Working Papers.
   RePEc:aer:wpaper:398.

   Full description at Econpapers || Download paper

6. Monetary policy in a Model with Commodity and Financial Markets. (2019). Naraidoo, Ruthira ; Le, Vo Phuong Mai ; Mai, Vo Phuong.
   In: Working Papers.
   RePEc:pre:wpaper:201928.

   Full description at Econpapers || Download paper

7. A model for international spillovers to emerging markets. (2019). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain.
   In: Working Paper Research.
   RePEc:nbb:reswpp:201904-370.

   Full description at Econpapers || Download paper

8. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
   In: NBP Working Papers.
   RePEc:nbp:nbpmis:282.

   Full description at Econpapers || Download paper

9. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:34:y:2018:i:4:p:809-821.

   Full description at Econpapers || Download paper

10. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model. (2017). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1157-6.

    Full description at Econpapers || Download paper

11. The Macroeconomics Effects of Government Spending Under Fiscal Foresight. (2017). Naraidoo, Ruthira ; Jooste, Charl.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:85:y:2017:i:1:p:68-85.

    Full description at Econpapers || Download paper

12. Does foreign sector help forecast domestic variables in DSGE models?. (2016). Rubaszek, Michał ; Kolasa, Marcin.
    In: KAE Working Papers.
    RePEc:sgh:kaewps:2016022.

    Full description at Econpapers || Download paper

13. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis .
    In: Working Papers.
    RePEc:lan:wpaper:144439514.

    Full description at Econpapers || Download paper

14. Does foreign sector help forecast domestic variables in DSGE models?. (2016). Rubaszek, Michał ; Kolasa, Marcin.
    In: EcoMod2016.
    RePEc:ekd:009007:9393.

    Full description at Econpapers || Download paper

15. Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). Paetz, Michael ; GUPTA, RANGAN.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182.

    Full description at Econpapers || Download paper

16. 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.
    RePEc:ucn:oapubs:10197/7351.

    Full description at Econpapers || Download paper

17. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). Wohar, Mark ; Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201599.

    Full description at Econpapers || Download paper

18. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model. (2015). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:215-228.

    Full description at Econpapers || Download paper

19. Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Sub-Saharan Africa. (2015). Dufrénot, Gilles ; Wolf, Romain ; Sugimoto, Kimiko ; Dufrenot, Gilles ; al Hajj, Fadia.
    In: The Developing Economies.
    RePEc:bla:deveco:v:53:y:2015:i:4:p:237-271.

    Full description at Econpapers || Download paper

20. A mediumsized open economy DSGE model of South Africa. (2014). Steinbach, Max ; Smit, Ben ; Du Plessis, Stan.
    In: Working Papers.
    RePEc:rbz:wpaper:6319.

    Full description at Econpapers || Download paper

21. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:pre:wpaper:201416.

    Full description at Econpapers || Download paper

22. 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.
    RePEc:ipg:wpaper:2014-562.

    Full description at Econpapers || Download paper

23. 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.

    Full description at Econpapers || Download paper

24. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:emu:wpaper:15-19.pdf.

    Full description at Econpapers || Download paper

25. Reactions to Shocks and Monetary Policy Regimes: Inflation Targeting Versus Flexible Currency Board in Ghana, South Africa and the WAEMU. (2013). Dufrénot, Gilles ; Wolf, Romain ; Sugimoto, Kimiko ; Dufrenot, Gilles ; al Hajj, Fadia.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2013-1062.

    Full description at Econpapers || Download paper

26. 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..
    In: Working Papers.
    RePEc:pre:wpaper:201374.

    Full description at Econpapers || Download paper

27. 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.
    RePEc:pre:wpaper:201346.

    Full description at Econpapers || Download paper

28. Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model. (2013). Kotze, Kevin ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201313.

    Full description at Econpapers || Download paper

29. 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.

    Full description at Econpapers || Download paper

30. 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.

    Full description at Econpapers || Download paper

31. 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.

    Full description at Econpapers || Download paper

32. 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.

    Full description at Econpapers || Download paper

33. 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.

    Full description at Econpapers || Download paper

34. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

36. 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.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 16:45:34 || Missing content? Let us know