Browsing Working Papers (Economics) by Title

Browsing Working Papers (Economics) by Title

Sort by: Order: Results:

  • Bank lending channel in South Africa : bank-level dynamic panel data analysis 
    Sichei, Moses Muse (University of Pretoria, Department of Economics, 2005-11)
    The paper investigates the bank-lending channel (BLC) of monetary policy in South Africa using quarterly bank-level data for the period 2000Q1-2004Q4. Capital adequacy and bank size are used as indicators for information ...
  • Bayesian methods of forecasting inventory investment in South Africa 
    Gupta, Rangan (University of Pretoria, Department of Economics, 2007-02)
    This paper develops a Bayesian Vector Error Correction Model (BVECM) for forecasting inventory investment in South Africa. The model is estimated using quarterly data on actual sales, production, unfilled orders, price ...
  • The blessing of dimensionality in forecasting real house price growth in the nine census divisions of the US 
    Gupta, Rangan; Das, Sonali; Kabundi, Alain (University of Pretoria, Department of Economics, 2009-01)
    This paper analyzes whether a wealth of information contained in 126 monthly series used by large-scale Bayesian Vector Autoregressive (LBVAR) models, as well as Factor Augmented Vector Autoregressive (FAVAR) models, ...
  • Border tax adjustment to negate the impact of an electricity generation tax 
    Chitiga-Mabugu, Margaret; Van Heerden, J.H. (Jan Horn), 1957-; Seymore, Reyno (University of Pretoria, Department of Economics, 2010-02)
    In the 2008 Budget Review, the South African government announced its intention to levy a 2c/kWh tax on the sale of electricity generated from non-renewable sources. This measure is intended to serve a dual purpose of ...
  • Bubbles in South African house prices and their impact on consumption 
    Gupta, Rangan; Kanda, Patrick T.; Das, Sonali (University of Pretoria, Department of Economics, 2010-07)
    This paper tests for house price bubbles in the South African housing market, using quarterly data from 1969:Q2 to 2009:Q3, based on the unit root test developed by Phillips et al. (2010). This test allows us to detect ...
  • A causality analysis between financial development and economic growth for Botswana 
    Eita, Joel Hinaunye; Jordaan, Andre Cillie (University of Pretoria, Department of Economics, 2007-10)
    This paper analyses the causal relationship between financial development and economic growth in Botswana for the period 1977 to 2006, using Granger causality through cointegrated Vector Autoregression methods. The results ...
  • Child mortality in eastern and southern Africa 
    Koch, Steven F.; Handa, Sudhanshu; Ng, Shu Wen (University of Pretoria, Department of Economics, 2008-10)
    High rates of infant mortality in Africa continue to be a major public health concern today, despite the fact that most deaths can be prevented from well known, relatively low cost technologies. Using multiple years of ...
  • Comparing South African inflation volatility across monetary policy regimes : an application of saphe cracking 
    Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2009-02)
    Recent empirical evidence on the direct link of inflation targeting and inflation volatility is at best mixed. However, comparing inflation volatility across alternative monetary policy regimes within a country based on ...
  • The competitiveness effect of a multilateral electricity generation tax 
    Chitiga-Mabugu, Margaret; Van Heerden, J.H. (Jan Horn), 1957-; Seymore, Reyno (University of Pretoria, Department of Economics, 2009-08)
    The South African Government announced, in the 2008 Budget Review, the intention to tax the generation of electricity from non-renewable sources with 2c/kWh. This tax is to be collected by the producers/generators of ...
  • A computable general equilibrium micro-simulation analysis of the impact of trade policies on poverty in Zimbabwe 
    Chitiga-Mabugu, Margaret; Mabugu, Ramos; Kandiero, Tonia (University of Pretoria, Department of Economics, 2007-09)
    The paper uses a micro-simulation computable general equilibrium (CGE) model to study the impact on poverty of a complete removal of tariffs in Zimbabwe. The model incorporates 14006 households derived from the 1995 ...
  • Conditional loss estimation using a South African global error correcting macroeconometric model 
    Van Eyden, Renee; Gupta, Rangan; De Wet, Albertus Hendrik (University of Pretoria, Department of Economics, 2008-07)
    Active credit portfolio management is becoming a central part of capital and credit management within the banking industry. Stimulated by the Basel II capital accord the estimation of risk sensitive credit and capital ...
  • Consumption behaviour in Zambia : the linkage to poverty alleviation? 
    Ludi, Kirsten L. (University of Pretoria, Department of Economics, 2006-02)
    In order to be able to suggest viable solutions to the overwhelming problem of poverty on the African continent, it is first necessary to know exactly what is causing that poverty. It is the intention of this paper to ...
  • Costly tax enforcement and financial repression : a reconsideration using an endogenous growth model 
    Gupta, Rangan; Ziramba, Emmanuel (University of Pretoria, Department of Economics, 2008-06)
    Using a monetary endogenous growth overlapping generations model characterized by financial repression, purposeful government expenditures and costly tax enforcement, we analyze whether financial repression can be explained ...
  • Could we have predicted the recent downturn in home sales of the four US census regions? 
    Gupta, Rangan; Tipoy, Christian Kakese; Das, Sonali (University of Pretoria, Department of Economics, 2009-12)
    This paper analyzes the ability of a random walk and, classical and Bayesian versions of autoregressive, vector autoregressive and vector error correction models in forecasting home sales for the four US census regions ...
  • Could we have predicted the recent downturn in the South African housing market? 
    Gupta, Rangan; Das, Sonali; Kabundi, Alain (University of Pretoria, Department of Economics, 2008-10)
    This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and smallmiddle- segment housing ...
  • Currency substitution and financial repression 
    Gupta, Rangan (University of Pretoria, Department of Economics, 2008)
    In this paper, we use a general equilibrium overlapping generations monetary endogenous growth model of a small open economy, to analyze whether financial repression, measured via the "high" mandatory reserve-deposit ...
  • Defining the tax revenue base for individuals in the South African economy using a micro-simulating tax model 
    Schoeman, N.J. (Nicolaas Johannes); Van Heerden, Yolande (University of Pretoria, Department of Economics, 2010-10)
    The use of micro-simulation tax modelling techniques is reasonably well-documented in a broad spectrum of literature in the field of public economics. This article is primarily concerned with assessing the revenue base for ...
  • Determinants of South Africa's exports for leather products 
    Eita, Joel Hinaunye; Jordaan, Andre Cillie (University of Pretoria, Department of Economics, 2007-10)
    This paper analysed the determinants of South African exports of raw hides and skins (other than fur skins) and leather (H41) using annual data covering the period 1997 to 2004 for 32 main trading partners. The results ...
  • Do neighbors of host countries matter to aggregate US FDI outflows? 
    Kemegue, Francis M. (University of Pretoria, Department of Economics, 2009-12)
    Modeling spatial interaction among contiguous host countries receiving foreign direct investment from the same source country is usually conceived as reflection of market seeking behaviors or cost saving strategies of firms ...
  • Does South Africa have the potential and capacity to grow at 7 per cent? : a labour market perspective 
    Van Eyden, Renee; Du Toit, Charlotte Barbara; Ground, Marc (University of Pretoria, Department of Economics, 2006-02)
    Facing the challenge to adjust, the question is to what extent South African markets, specifically labour and investment markets, are flexible enough to enhance its global competitiveness, without having to revert to inward ...