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Browsing by Author "Paccagnini, Alessia"
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Gupta, Rangan; Kanda, Patrick T.; Modise, Mampho P.; Paccagnini, Alessia
(Routledge, 2015)
Inflation forecasts are a key ingredient for monetary policy-making –
especially in an inflation targeting country such as South Africa.
Generally, a typical Dynamic Stochastic General Equilibrium (DSGE)
only includes ...
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Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia
(Elsevier, 2015-07)
Information on economic policy uncertainty does matter in predicting the change in oil prices. We
compare the forecastability of standard, Bayesian and time-varying VAR against univariate models. The
time-varying VAR ...