Macroeconomic implications of uncertainty in South Africa

Macroeconomic implications of uncertainty in South Africa

Aim:This article explores the extent to which economic policy uncertainty (EPU) influences selected macroeconomic variables in South Africa (SA). Methods: To this end, I construct a constant parameter vector autoregressive (VAR) model and a time-varying parameter (TVP) VAR model, where the latter mo...

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Bibliographic Details
Main Author: Theshne Kisten
Format: Article
Language:English
Published: AOSIS 2020-02-01
Series:South African Journal of Economic and Management Sciences
Subjects:
uncertainty
south africa
var
time-varying
macroeconomic.
Online Access:https://sajems.org/index.php/sajems/article/view/3350

Internet

https://sajems.org/index.php/sajems/article/view/3350

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