Filter by: Subject

Filter by: Subject

Results Per Page:

South Africa (SA) (8)
Volatility (8)
Economic growth (6)
Gross domestic product (GDP) (6)
Bootstrap (5)
Causality (5)
Economic policy uncertainty (EPU) (5)
Forecasting (5)
Monetary policy (5)
Inflation (4)
Multivariate regime-switching (4)
Stock returns (4)
Time-varying causality (4)
Time-varying correlations (4)
Uncertainty (4)
Economic policy uncertainty (3)
Equity market uncertainty (EMU) (3)
Markov-switching (3)
Nonparametric quantile causality (3)
Quantile causality (3)
Returns (3)
Rolling window (3)
Time varying causality (3)
Bubbles (2)
Exchange rates (2)
Financial integration (2)
Granger causality (2)
House prices (2)
Housing -- Prices -- South Africa (2)
Housing market (2)
International portfolio diversification (2)
Linear and nonlinear models (2)
Long memory (2)
Nonlinear (2)
Nonparametric (2)
Oil markets (2)
Real GDP per capita (2)
Real house price (2)
Regime switching (2)
Seasonality (2)
South African economy (2)
Stock market (2)
Time-varying parameter (TVP) (2)
ARFIMA models (1)
Asymmetry (1)
Autoregressive fractionally integrated moving average (ARFIMA) (1)
Autoregressive model (1)
Band-threshold autoregressive model (1)
Bayesian autoregressive models (1)
Bayesian estimation (1)
Bayesian MCMC method (1)
Bayesian methods (1)
Bayesian shrinkage (1)
Bayesian sign-restricted VAR (1)
Bayesian VAR (1)
Bayesian-dynamic conditional correlation (B-DCC) (1)
Bitcoin (1)
Bootstrap rolling window (1)
Bootstrapping (1)
Brazil, Russia, India, China and South Africa (BRICS) (1)
BRICS countries (1)
Bubble indicators (1)
Business cycles (1)
C10 (1)
Causal relationship (1)
Causality test (1)
Causality-in-quantiles test (1)
CBOE Volatility Index® (VIX®) (1)
CO2 allowance prices (1)
Collapse (1)
Combination forecasts (1)
Commodity prices (1)
Common cycles (1)
Common features (1)
Communication (1)
Consumption-wealth ratio (cay) (1)
Country risks (1)
Crude oil price (1)
Debt ceiling (1)
Demand (1)