Search Results - subject:"Markov-Switching Dynamic Regression (MSDR)."

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 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

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

This paper investigates the impact of inflation in different states of unemployment: evidence with the Phillips curve in South Africa. The contribution of this paper is to examine the impact of inflation on different states of unemployment in South Africa. The Paper employs Markov-switching...

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