Estimating a time-varying financial conditions index for South Africa
Year of publication: |
2021
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Authors: | Kabundi, Alain ; Mbelu, Asithandile |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 60.2021, 4, p. 1817-1844
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Subject: | Time-varying parameters FAVAR | Time-varying factor loadings | Forecasting | Financial conditions index | Schätzung | Estimation | Südafrika | South Africa | Wirtschaftsindikator | Economic indicator | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model |
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