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Browsing Economic and Management Sciences by Type "Working Paper"
Now showing items 1-20 of 130
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(University of Pretoria, Department of Economics, 2006-10)This paper develops a general equilibrium endogenous growth model in an overlapping generations framework, and compares, in terms of economic growth, a passive unemployment policy (unemployment insurance) with an ...
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(University of Pretoria, Department of Economics, 2009-11)Most of the growth in international production over the past decade has been carried out via cross-border mergers and acquisitions. Yet previous empirical work relating to CBM&As has been confined to firm-specific factors. ...
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(University of Pretoria, Department of Economics, 2005-12)The study applies an “augmented” gravity equation to South Africa’s exports of motor vehicles, parts & accessories (SIC 381-383) to 76 countries over the period 1994 to 2003. The study employs a dynamic panel data model ...
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(University of Pretoria, Department of Economics, 2005-11)The paper investigates the bank-lending channel (BLC) of monetary policy in South Africa using quarterly bank-level data for the period 2000Q1-2004Q4. Capital adequacy and bank size are used as indicators for information ...
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(University of Pretoria, Department of Economics, 2007-02)This paper develops a Bayesian Vector Error Correction Model (BVECM) for forecasting inventory investment in South Africa. The model is estimated using quarterly data on actual sales, production, unfilled orders, price ...
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(University of Pretoria, Department of Economics, 2009-01)This paper analyzes whether a wealth of information contained in 126 monthly series used by large-scale Bayesian Vector Autoregressive (LBVAR) models, as well as Factor Augmented Vector Autoregressive (FAVAR) models, ...
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(University of Pretoria, Department of Economics, 2010-02)In the 2008 Budget Review, the South African government announced its intention to levy a 2c/kWh tax on the sale of electricity generated from non-renewable sources. This measure is intended to serve a dual purpose of ...
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(University of Pretoria, Department of Economics, 2010-07)This paper tests for house price bubbles in the South African housing market, using quarterly data from 1969:Q2 to 2009:Q3, based on the unit root test developed by Phillips et al. (2010). This test allows us to detect ...
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(University of Pretoria, Department of Economics, 2008-10)High rates of infant mortality in Africa continue to be a major public health concern today, despite the fact that most deaths can be prevented from well known, relatively low cost technologies. Using multiple years of ...
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(University of Pretoria, Department of Economics, 2009-02)Recent empirical evidence on the direct link of inflation targeting and inflation volatility is at best mixed. However, comparing inflation volatility across alternative monetary policy regimes within a country based on ...
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(University of Pretoria, Department of Economics, 2009-08)The South African Government announced, in the 2008 Budget Review, the intention to tax the generation of electricity from non-renewable sources with 2c/kWh. This tax is to be collected by the producers/generators of ...
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(University of Pretoria, Department of Economics, 2007-09)The paper uses a micro-simulation computable general equilibrium (CGE) model to study the impact on poverty of a complete removal of tariffs in Zimbabwe. The model incorporates 14006 households derived from the 1995 ...
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(University of Pretoria, Department of Economics, 2008-07)Active credit portfolio management is becoming a central part of capital and credit management within the banking industry. Stimulated by the Basel II capital accord the estimation of risk sensitive credit and capital ...
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(University of Pretoria, Department of Economics, 2006-02)In order to be able to suggest viable solutions to the overwhelming problem of poverty on the African continent, it is first necessary to know exactly what is causing that poverty. It is the intention of this paper to ...
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Costly tax enforcement and financial repression : a reconsideration using an endogenous growth model (University of Pretoria, Department of Economics, 2008-06)Using a monetary endogenous growth overlapping generations model characterized by financial repression, purposeful government expenditures and costly tax enforcement, we analyze whether financial repression can be explained ...
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(University of Pretoria, Department of Economics, 2009-12)This paper analyzes the ability of a random walk and, classical and Bayesian versions of autoregressive, vector autoregressive and vector error correction models in forecasting home sales for the four US census regions ...
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(University of Pretoria, Department of Economics, 2008-10)This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and smallmiddle- segment housing ...
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(University of Pretoria, Department of Economics, 2008)In this paper, we use a general equilibrium overlapping generations monetary endogenous growth model of a small open economy, to analyze whether financial repression, measured via the "high" mandatory reserve-deposit ...
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(University of Pretoria, Department of Economics, 2010-10)The use of micro-simulation tax modelling techniques is reasonably well-documented in a broad spectrum of literature in the field of public economics. This article is primarily concerned with assessing the revenue base for ...
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(University of Pretoria, Department of Economics, 2009-12)Modeling spatial interaction among contiguous host countries receiving foreign direct investment from the same source country is usually conceived as reflection of market seeking behaviors or cost saving strategies of firms ...
Now showing items 1-20 of 130