Search Results - subject:"Markov-Switching Dynamic Regression"

Impact of government expenditure on economic growth in different states in South Africa

Buthelezi, Eugene Msizi - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-17

(VEC) and Markov-switching dynamic regression with the data from 1994 to 2021. The significance of the paper is that it …

Persistent link: https://www.econbiz.de/10015074918

Impact of fiscal consolidation in different states of domestic government debt in South Africa 1979 to 2022

Buthelezi, Eugene Msizi; Nyatanga, Phocenah - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-19

Africa. The government budget constraint theoretical framework and Markov-switching dynamic regression (MSDR) from 1979 to …

Persistent link: https://www.econbiz.de/10015074989

Impact of government expenditure on economic growth in different states in South Africa

Buthelezi, Eugene Msizi - In: Cogent economics & finance 11 (2023) 1, pp. 1-17

(VEC) and Markov-switching dynamic regression with the data from 1994 to 2021. The significance of the paper is that it …

Persistent link: https://www.econbiz.de/10014500814

Impact of fiscal consolidation in different states of domestic government debt in South Africa 1979 to 2022

Buthelezi, Eugene Msizi; Nyatanga, Phocenah - In: Cogent economics & finance 11 (2023) 2, pp. 1-19

Africa. The government budget constraint theoretical framework and Markov-switching dynamic regression (MSDR) from 1979 to …

Persistent link: https://www.econbiz.de/10014501064

Impact of money supply in different states of inflation and economic growth in South Africa

Buthelezi, Eugene Msizi - In: Economies : open access journal 11 (2023) 2, pp. 1-22

Africa from 1990 to 2021. The term "states" defines periods of low and high rates of economic variables of interest. Markov-switching … dynamic regression (MSDRM) and time-varying parameter structural vector autoregression (TVP-VAR) are used in this paper. The …

Persistent link: https://www.econbiz.de/10014230763

Dynamics of macroeconomic uncertainty on economic growth in the presence of fiscal consolidation in South Africa from 1994 to 2022

Buthelezi, Eugene Msizi - In: Economies : open access journal 11 (2023) 4, pp. 1-24

consolidation in South Africa. Markov-switching dynamic regression (MSDR) and time-varying parameter vector autoregression (TVP …

Persistent link: https://www.econbiz.de/10014318263

Impact of inflation in different states of unemployment : evidence with the Phillips Curve in South Africa from 2008 to 2022

Buthelezi, Eugene Msizi - In: Economies : open access journal 11 (2023) 1, pp. 1-12

in South Africa. The Paper employs Markov-switching dynamic regression and data from 2008 to 2022. It was found that …

Persistent link: https://www.econbiz.de/10013500632

Examining the dynamic nexus of monetary and fiscal policy in South Africa : evidence from key macroeconomic economic indicators

Buthelezi, Eugene Msizi - In: Journal of Economics and Financial Analysis 7 (2023) 1, pp. 13-42

Persistent link: https://www.econbiz.de/10014486877

Expectations and quantitative easing in the Eurozone

Apergēs, Nikolaos - In: Economics and Business Letters : EBL 7 (2018) 1, pp. 18-23

Persistent link: https://www.econbiz.de/10011859265

New Zealand's happiness and COVID-19: a Markov Switching Dynamic Regression Model

Rossouw, Stephanie; Greyling, Talita; Adhikari, Tamanna - 2021

Happiness levels (states) are volatile and often fluctuate between a happy and unhappy state from one day to the next. The reasons for these shifts are mostly unobservable and not predictable. In this paper, we fit a Marko Switching Dynamic Regression Model (MSDR) to better understand the...

Persistent link: https://www.econbiz.de/10012511363