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Browsing Research Articles (Economics) by Subject "Macroeconomic forecasting"

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A DSGE-VAR model for forecasting key South African macroeconomic variables

Gupta, Rangan; Steinbach, Rudi (Elsevier, 2013-07)

The paper develops a Small Open Economy New Keynesian DSGE-VAR (SOENKDSGE-VAR) model of the South African economy, characterised by incomplete pass-through of exchange rate changes, external habit formation, partial ...
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model

Balcilar, Mehmet; Gupta, Rangan; Kotze, Kevin (Elsevier, 2015-01)

This paper considers the forecasting performance of a nonlinear dynamic stochastic general equilibrium (DSGE) model. The results are compared with those of a wide selection of competing models, which include a linear DSGE ...

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