A BVAR model for the south African economy

South African Journal of Economics

Volumn 74, Issue 3, 2006, Pages 391-409

  Gupta, Rangan ^a   Sichei, Moses ^b  

^a UNIVERSITY OF PRETORIA   (South Africa)

^b Kenya Institute for Public Policy Research and Analysis   (Kenya)

Author keywords

BVAR forecasts; BVAR model; Forecast cccuracy; Univariate forecasts; VAR forecasts

Indexed keywords

BAYESIAN ANALYSIS; ECONOMETRICS; GROSS DOMESTIC PRODUCT; INTEREST RATE; INVESTMENT; MACROECONOMICS; VECTOR AUTOREGRESSION;

AFRICA; SOUTH AFRICA; SOUTHERN AFRICA; SUB-SAHARAN AFRICA;

EID: 33749513204     PISSN: 00382280     EISSN: 18136982     Source Type: Journal    
DOI: 10.1111/j.1813-6982.2006.00077.x     Document Type: Article

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