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 ...
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 ...