Measuring and testing a modified version of the South African financial cycle
Malibongwe C Nyati, Christian K Tipoy and Paul F Muzindutsi
| Year of publication: |
October 2021
|
|---|---|
| Authors: | Nyati, Malibongwe C. ; Tipoy, Christian K. ; Muzindutsi, Paul-Francois |
| Publisher: |
[Cape Town] : Economic Research Southern Africa |
| Subject: | Composite Financial Cycle Index | Macroprudential Policy | State Space modelling | Dynamic Factor Model | Multinomial Logit Model | Markov Regime Switching | Konjunktur | Business cycle | Markov-Kette | Markov chain | Südafrika | South Africa | Finanzmarktaufsicht | Financial supervision | Logit-Modell | Logit model | Finanzmarkt | Financial market | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | ERSA working paper. - Cape Town : Economic Research Southern Africa, ZDB-ID 3053126-3. - Vol. 869 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796711