Browsing by Author "Paccagnini, Alessia"

Please be advised that the site will be down for maintenance on Sunday, September 1, 2024, from 08:00 to 18:00, and again on Monday, September 2, 2024, from 08:00 to 09:00. We apologize for any inconvenience this may cause.

Browsing by Author "Paccagnini, Alessia"

Sort by: Order: Results:

  • DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa 
    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 ...
  • Oil price forecastability and economic uncertainty 
    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 ...