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Characterising the South Africa business cycle : is GDP difference-stationary or trend-stationary in a Markov-switching setup?
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
;
Ranjbar, Omid
(
Chamber of Commerce of Genova
,
2016-02
)
The dynamic response of the rand real exchange rate to fundamental shocks
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
(
Emerald
,
2016-01
)
Periodically collapsing bubbles in the South African stock market
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
;
Wohar, Mark E.
(
Elsevier
,
2016-09
)
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
(
Tennessee State University College of Business
,
2016
)
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Author
Balcilar, Mehmet (4)
Gupta, Rangan (4)
Jooste, Charl (4)
Ranjbar, Omid (1)
Wohar, Mark E. (1)
Subject
Bubbles (1)
Collapse (1)
Demand (1)
Difference-stationary (1)
Exchange rates (1)
Fundamentals (1)
Gross domestic product (GDP) (1)
Inflation persistence (1)
Inflation regimes (1)
Markov-switching (1)
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Date Issued
2016 (4)
Has File(s)
true (4)