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Browsing by Supervisor "Gupta, Rangan"
Now showing items 1-14 of 14
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(University of Pretoria, 2011-10-14)Besides the introduction and conclusion, this thesis is comprised of six independent chapters. In this thesis we provide an in-sample and out-of-sample assessment of how the South African Reserve Bank (SARB) sets its policy ...
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(University of Pretoria, 2013)Following the recent recession, major global economies are still experiencing weak recoveries. The likelihood that the global economy may experience a double-dip recession driven by poor performance by advanced economies ...
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(University of Pretoria, 2009-04-28)This thesis comprises of six independent chapters, besides the introduction and conclusions, with the common theme of optimal public policies in dynamic general equilibrium models with different kinds of distortions. Broadly ...
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(University of Pretoria, 2013)This study investigates the relevant factors that drive house prices in South Africa with the aim of facilitating a better understanding of the dynamic relationship between house prices and key macroeconomic variables. ...
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(University of Pretoria, 2018)This study investigates the relevant factors that drive income and wealth inequality in the United States with the aim of facilitating a better understanding of the dynamic relationships between inequality and key macroeconomic ...
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(University of Pretoria, 2019)The rapid decline in housing prices of the United States (US), following a prolonged boom, is generally associated with the global economic and financial crisis of 2008-2009. Naturally, from a policy perspective, understanding ...
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(University of Pretoria, 2010)The South African Reserve Bank (SARB) moved to an official inflation targeting regime in the February of 2000, with the sole aim of maintaining the CPIX inflation between a target-band of three to six percent. Against this ...
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(University of Pretoria, 2008-07-02)The thesis focuses on finding solutions to major exchange rate puzzles, which were discussed in detail by Obstfeld and Rogoff (2000). The first puzzle is the purchasing power parity puzzle. The first version of the latter ...
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(University of Pretoria, 2008-07-02)The objective of this thesis is to develop alternative forms of Dynamic Stochastic General Equilibrium (DSGE) models for forecasting the South African economy and, in turn, compare them with the forecasts generated by the ...
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(University of Pretoria, 2010-09-25)This study develops comprehensive full-sector macro-econometric models for the Nigerian economy with the aim of explaining and providing a long-term solution for the persistent growth-poverty divergence experienced by the ...
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(University of Pretoria, 2010-02-19)Driven by intense competition for market share, banks across the globe have allowed credit portfolios to become less diversified (across all dimensions country, industry, sector and size) and have become willing to accept ...
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(University of Pretoria, 2011-10-17)The aim of the thesis is to address issues concerning modelling and evaluation of monetary policy by obtaining targeting rules from optimisation techniques using welfare loss functions that capture asymmetries and zone ...
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Uncertainty related to infectious diseases and forecastability of the volatility of financial assets (University of Pretoria, 2022)In the context of the great turmoil in the financial markets caused by the COVID-19 outbreak, we examine the predictability of the US Treasury securities (Chapter 2), international stocks (Chapter 3), foreign exchange rates ...
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(University of Pretoria, 2021)In this thesis, we examine the role of economic uncertainty and financial market stress in the South African economy and its implications for monetary policy. Financial market disruptions and economic uncertainty are ...
Now showing items 1-14 of 14