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Bootstrap (3)
South Africa (SA) (3)
Time varying causality (3)
Economic growth (2)
House prices (2)
Long memory (2)
Seasonality (2)
Stock returns (2)
Aggregate realized volatility (1)
ARFIMA models (1)
Autoregressive fractionally integrated moving average (ARFIMA) (1)
Band-threshold autoregressive model (1)
Bayesian shrinkage (1)
Bayesian sign-restricted VAR (1)
Brazil, Russia, India, China and South Africa (BRICS) (1)
BRICS countries (1)
Causality (1)
Combination forecasts (1)
Debt ceiling (1)
Density forecast (1)
Economic policy uncertainty (EPU) (1)
Equity market uncertainty (EMU) (1)
Evidence (1)
Exponential smooth transition autoregressive model (1)
Exports (1)
Factor-augmented models (1)
Firm-level political risk (1)
Fiscal policy (1)
Forecasting (1)
Fractional integration (1)
Government shutdown (1)
Granger causality (1)
Gross domestic product (GDP) (1)
House price (1)
Housing -- Prices -- South Africa (1)
Housing prices (1)
Inflation (1)
Inflation uncertainty (1)
Interval forecast (1)
Linear (1)
Long-horizon prediction (1)
Long-memory (1)
Markov switching model (1)
Military spending (1)
Monetary policy (1)
Monetary policy -- South Africa (1)
Nonlinear (1)
Nonlinearity (1)
Point forecast (1)
Precious metal (1)
Predictability (1)
Predictive regressions (1)
Private residential investment (1)
Quantile causality (1)
Real exchange rate (1)
Real stock returns (1)
Regime switching (1)
Residential investment (1)
Retailsalesforecasting (1)
Rolling window (1)
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