Browsing by Author "Paccagnini, Alessia"

Browsing by Author "Paccagnini, Alessia"

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  • 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 ...