A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa

A provincial analysis of Okun’s law in South Africa is provided in this article from 1996 to 2016. Empirically, we rely on the nonlinear autoregressive distributive lag (N-ARDL) model whilst the Corbae-Ouliaris filter is used to extract the ‘gap’ variables required for our regression estimates. Okun...

Full description

Bibliographic Details
Main Authors: Kavese Kambale, Phiri Andrew
Format: Article
Language:English
Published: Vasile Goldis University Press 2020-09-01
Series:Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice
Subjects:
c13
c32
c51
e24
o40
Online Access:https://doi.org/10.2478/sues-2020-0017