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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| Format: | Article |
| Language: | English |
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AOSIS
2020-02-01
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| Series: | South African Journal of Economic and Management Sciences |
| Subjects: | |
| Online Access: | https://sajems.org/index.php/sajems/article/view/3350 |