Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
Mehmet Balcilar, Rangan Gupta, Kevin Kotzé
| Year of publication: |
August 2017
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| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Kotzé, Kevin |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 1, p. 117-135
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| Subject: | Monetary policy | Inflation targeting | Markov-switching | Dynamic stochastic general equilibrium model | Bayesian estimation | Small open-economy | Geldpolitik | Kleine offene Volkswirtschaft | Small open economy | Inflationssteuerung | Markov-Kette | Markov chain | Dynamisches Gleichgewicht | Dynamic equilibrium | Südafrika | South Africa | Bayes-Statistik | Bayesian inference | DSGE-Modell | DSGE model | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | Prognoseverfahren | Forecasting model | Schock | Shock | Offene Volkswirtschaft | Open economy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1157-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011935894