Browsing Working Papers (Economics) by Title

Browsing Working Papers (Economics) by Title

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  • A causality analysis between financial development and economic growth for Botswana 
    Eita, Joel Hinaunye; Jordaan, Andre Cillie (University of Pretoria, Department of Economics, 2007-10)
    This paper analyses the causal relationship between financial development and economic growth in Botswana for the period 1977 to 2006, using Granger causality through cointegrated Vector Autoregression methods. The results ...
  • Child mortality in eastern and southern Africa 
    Koch, Steven F.; Handa, Sudhanshu; Ng, Shu Wen (University of Pretoria, Department of Economics, 2008-10)
    High rates of infant mortality in Africa continue to be a major public health concern today, despite the fact that most deaths can be prevented from well known, relatively low cost technologies. Using multiple years of ...
  • Comparing South African inflation volatility across monetary policy regimes : an application of saphe cracking 
    Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2009-02)
    Recent empirical evidence on the direct link of inflation targeting and inflation volatility is at best mixed. However, comparing inflation volatility across alternative monetary policy regimes within a country based on ...
  • The competitiveness effect of a multilateral electricity generation tax 
    Chitiga-Mabugu, Margaret; Van Heerden, J.H. (Jan Horn), 1957-; Seymore, Reyno (University of Pretoria, Department of Economics, 2009-08)
    The South African Government announced, in the 2008 Budget Review, the intention to tax the generation of electricity from non-renewable sources with 2c/kWh. This tax is to be collected by the producers/generators of ...
  • A computable general equilibrium micro-simulation analysis of the impact of trade policies on poverty in Zimbabwe 
    Chitiga-Mabugu, Margaret; Mabugu, Ramos; Kandiero, Tonia (University of Pretoria, Department of Economics, 2007-09)
    The paper uses a micro-simulation computable general equilibrium (CGE) model to study the impact on poverty of a complete removal of tariffs in Zimbabwe. The model incorporates 14006 households derived from the 1995 ...
  • Conditional loss estimation using a South African global error correcting macroeconometric model 
    Van Eyden, Renee; Gupta, Rangan; De Wet, Albertus Hendrik (University of Pretoria, Department of Economics, 2008-07)
    Active credit portfolio management is becoming a central part of capital and credit management within the banking industry. Stimulated by the Basel II capital accord the estimation of risk sensitive credit and capital ...
  • Consumption behaviour in Zambia : the linkage to poverty alleviation? 
    Ludi, Kirsten L. (University of Pretoria, Department of Economics, 2006-02)
    In order to be able to suggest viable solutions to the overwhelming problem of poverty on the African continent, it is first necessary to know exactly what is causing that poverty. It is the intention of this paper to ...
  • Costly tax enforcement and financial repression : a reconsideration using an endogenous growth model 
    Gupta, Rangan; Ziramba, Emmanuel (University of Pretoria, Department of Economics, 2008-06)
    Using a monetary endogenous growth overlapping generations model characterized by financial repression, purposeful government expenditures and costly tax enforcement, we analyze whether financial repression can be explained ...
  • Could we have predicted the recent downturn in home sales of the four US census regions? 
    Gupta, Rangan; Tipoy, Christian Kakese; Das, Sonali (University of Pretoria, Department of Economics, 2009-12)
    This paper analyzes the ability of a random walk and, classical and Bayesian versions of autoregressive, vector autoregressive and vector error correction models in forecasting home sales for the four US census regions ...
  • Could we have predicted the recent downturn in the South African housing market? 
    Gupta, Rangan; Das, Sonali; Kabundi, Alain (University of Pretoria, Department of Economics, 2008-10)
    This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and smallmiddle- segment housing ...
  • Currency substitution and financial repression 
    Gupta, Rangan (University of Pretoria, Department of Economics, 2008)
    In this paper, we use a general equilibrium overlapping generations monetary endogenous growth model of a small open economy, to analyze whether financial repression, measured via the "high" mandatory reserve-deposit ...
  • Defining the tax revenue base for individuals in the South African economy using a micro-simulating tax model 
    Schoeman, N.J. (Nicolaas Johannes); Van Heerden, Yolande (University of Pretoria, Department of Economics, 2010-10)
    The use of micro-simulation tax modelling techniques is reasonably well-documented in a broad spectrum of literature in the field of public economics. This article is primarily concerned with assessing the revenue base for ...
  • Determinants of South Africa's exports for leather products 
    Eita, Joel Hinaunye; Jordaan, Andre Cillie (University of Pretoria, Department of Economics, 2007-10)
    This paper analysed the determinants of South African exports of raw hides and skins (other than fur skins) and leather (H41) using annual data covering the period 1997 to 2004 for 32 main trading partners. The results ...
  • Do neighbors of host countries matter to aggregate US FDI outflows? 
    Kemegue, Francis M. (University of Pretoria, Department of Economics, 2009-12)
    Modeling spatial interaction among contiguous host countries receiving foreign direct investment from the same source country is usually conceived as reflection of market seeking behaviors or cost saving strategies of firms ...
  • Does South Africa have the potential and capacity to grow at 7 per cent? : a labour market perspective 
    Van Eyden, Renee; Du Toit, Charlotte Barbara; Ground, Marc (University of Pretoria, Department of Economics, 2006-02)
    Facing the challenge to adjust, the question is to what extent South African markets, specifically labour and investment markets, are flexible enough to enhance its global competitiveness, without having to revert to inward ...
  • A Dynamic enquiry into the causes of hyperinflation in Zimbabwe 
    Makochekanwa, Albert (University of Pretoria, Department of Economics, 2007-07)
    The purpose of this study is to determine the causes of hyperinflation in Zimbabwe for the period February 1999 to December 2006 using appropriate econometric techniques. Results from long run and shot run econometric ...
  • A dynamic factor model for forecasting macroeconomic variables in South Africa 
    Gupta, Rangan; Kabundi, Alain (University of Pretoria, Department of Economics, 2008-06)
    This paper uses the Dynamic Factor Model (DFM) framework, which accommodates a large cross-section of macroeconomic time series for forecasting the per capita growth rate, inflation, and the nominal shortterm interest ...
  • Dynamic health care decisions and child health in South Africa 
    Koch, Steven F.; Alaba, Olufunke A. (University of Pretoria, Department of Economics, 2008-10)
    A large number of child deaths in developing countries could be averted if ill children received care sooner rather than later. However, analysis in these developing countries rarely considers the pathway, through which, ...
  • An econometric model of rand-US dollar nominal exchange rate 
    Sichei, Moses Muse; Gebreselasie, Tewodros G.; Akanbi, Olusegun Ayodele (University of Pretoria, Department of Economics, 2005-12)
    Modeling the nominal exchange rate has been one of the most difficult exercises in economics. This paper attempts to estimate the nominal rand-USD exchange rate under the Dornbusch(1980) and Frankel (1979) overshooting ...
  • The economic rationale for agricultural regeneration and rural infrastructure investment in South Africa 
    Meyer, Nicolaas G.; Breitenbach, M.C. (Marthinus); Fenyes, T.I. (Tamas Imre); Jooste, Alta (University of Pretoria, Department of Economics, 2009-02)
    This paper informs government policy insofar as it relates to the agricultural and rural de- velopment sectors and infrastructure investment within these sectors. The paper first quantifies the role of agriculture in the ...