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Browsing by UP Author "De Waal, Annari"
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De Waal, Annari; Van Eyden, Renee; Gupta, Rangan (Routledge, 2015)This study determines whether the global vector autoregressive (GVAR) approach provides better forecasts of key South African variables than a vector error correction model (VECM) and a Bayesian vector autoregressive (BVAR) ...
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The impact of economic shocks in the rest of the world on South Africa : evidence from a global VAR De Waal, Annari; Van Eyden, Renee (Routledge, 2016-03)The substantial change in South Africa’s trade patterns over the past two decades has affected the impact of economic shocks in major world economies on South Africa. To investigate the effect, we use a global vector ...
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De Waal, Annari; De Waal, Annari (University of Pretoria, 2013)Trade of South Africa with the rest of the world has changed substantially since the mid-1990s. The United States (US), which used to be the main trading partner of South Africa, is now only the third largest trading ...
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De Waal, Annari; Van Eyden, Renee (Wiley-Blackwell, 2014-03)We develop a structural cointegrated vector autoregressive (VAR) model with weakly exogenous foreign variables, known as an augmented VECM or VECX*, suitable for a small open economy like South Africa. This model is novel ...
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De Waal, Annari; Gupta, Rangan; Jooste, Charl (Routledge, 2018)We study the response of South African monetary policy decisions to foreign monetary policy shocks. We estimate the extent of foreign monetary policy pass through by augmenting standard Taylor rules and comparing the results ...
Now showing items 1-5 of 5