Browsing Research Articles (Economics) by Author "De Wet, Albertus Hendrik"

Browsing Research Articles (Economics) by Author "De Wet, Albertus Hendrik"

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  • Capital mobility in Sub-Saharan Africa : a panel data approach 
    De Wet, Albertus Hendrik; Van Eyden, Renee (Blackwell, 2005-03)
    In this paper we are primarily concerned with assessing the degree of capital mobility in sub-Saharan Africa. Using the methodology as proposed by Feldstein and Horioka (1980)-later termed the "Feldstein-Horioka puzzle"-we ...
  • Linking global economic dynamics to a South African-specific credit risk correlation model 
    Van Eyden, Renee; Gupta, Rangan; De Wet, Albertus Hendrik (Elsevier, 2009)
    In order to address practical questions in credit portfolio management it is necessary to link the cyclical or systematic components of firm credit risk with the firm's own idiosyncratic credit risk as well as the systematic ...
  • Loan portfolio conditional loss estimation using an error-correcting macroeconometric model 
    De Wet, Albertus Hendrik; Van Eyden, Renee; Gupta, Rangan (Africagrowth Institute, 2010)
    Credit portfolio managers must be able to identify the interdependencies between exposures in a portfolio and be able to relate credit risk to tangible portfolio effects on which action could be taken. To these ends, ...
  • The South African tax mix and economic growth 
    De Wet, Albertus Hendrik; Schoeman, N.J. (Nicolaas Johannes); Koch, Steven F. (Juta, 2005-06)
    The research reported in this paper suggests that government fiscal policy can influence economic growth through alterations in the tax mix and the overall size of government spending. The authors estimate the impact on ...