Phiri, Andrew; Nyoni, Botha - Volkswirtschaftliche Fakultät, … - 2014
growth in South Africa using quarterly data collected from 1983Q1 to 2013:Q4. In our study, we employ a momentum-threshold co-integration … results reveal significant nonlinear co-integration behavior between the time series variables with uni-directional causality … existing between the variables in both the short and long-run. Generally, our study highlights that co-integration and causal …