Browsing Working Papers (Economics) by Subject "Dynamic stochastic general equilibrium (DSGE) model"

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Forecasting key macroeconomic variables of the South African economy : a small open economy New Keyenesian DSGE-VAR model

Gupta, Rangan; Steinbach, Rudi (University of Pretoria, Department of Economics, 2010-09)

The paper develops a Small Open Economy New Keynesian DSGE-VAR (SOENKDSGEVAR) model of the South African economy, characterised by incomplete pass-through of exchange rate changes, external habit formation, partial indexation ...
Forecasting the South African economy : a DSGE-VAR approach

Gupta, Rangan; Lui, Guangling; Schaling, Eric (University of Pretoria, Department of Economics, 2007-07-30)

This paper develops an estimable hybrid model that combines the micro-founded DSGE model with the °exibility of the theoretical VAR model. The model is estimated via the maximum likelihood technique based on quarterly ...

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