Browsing Research Articles (Economics) by Subject "Small open-economy"

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Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model

Balcilar, Mehmet; Gupta, Rangan; Kotze, Kevin (Springer, 2017-08)

This paper seeks to identify evidence of regime-switching behaviour in the monetary policy response function and the variance of the shocks. It makes use of various specifications of a small open-economy Markov-switching ...
Monetary policy, financial frictions and structural changes in Uganda : a Markov-switching DSGE approach

Anguyoa, Francis Leni; Gupta, Rangan; Kotze, Kevin (Taylor and Francis, 2020)

This paper considers the use of regime-switching dynamic stochastic general equilibrium models for monetary policy analysis and forecasting purposes. The objective is to determine whether or not the inclusion of these ...

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