Browsing Research Articles (Economics) by Author "Paya, Ivan"

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Browsing Research Articles (Economics) by Author "Paya, Ivan"

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  • Forecasting monetary policy rules in South Africa 
    Naraidoo, Ruthira; Paya, Ivan (Elsevier, 2012-04)
    This paper is the first one to analyse the ability of linear and nonlinear monetary policy rule specifications as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes ...