Browsing Research Articles (Economics) by Author "Liu, Guangling"

Browsing Research Articles (Economics) by Author "Liu, Guangling"

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  • A New-Keynesian DSGE model for forecasting the South African economy 
    Liu, Guangling; Gupta, Rangan; Schaling, Eric (Wiley-Blackwell, 2009-08)
    This paper develops a New-Keynesian Dynamic Stochastic General Equilibrium (NKDSGE) model for forecasting the growth rate of output, inflation, and the nominal short-term interest rate (91 days Treasury Bill rate) for the ...
  • A small-scale DSGE model for forecasting the South African economy 
    Liu, Guangling; Gupta, Rangan (Blackwell, 2007-06)
    This paper uses a version of Hansen's (1985) Dynamic Stochastic General Equilibrium (DSGE) model to forecast the South African economy. The calibrated model, based on annual data over the period of 1970-2000, is used to ...