Purpose: The purpose of this paper is to assess the efficiency of agricultural production in South Africa from 1970 to 2014, using an integrated two-stage fuzzy approach. Design/methodology/approach: Fuzzy technique for order preference by similarity to ideal solution is used to assess the...

Given the rapid rise and volatility of oil prices, the paper investigates the effect of oil price uncertainty on the South African manufacturing production using monthly observations covering the period 1974:02 to 2012:12. In addition, we quantify the responses of manufacturing production to...

This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear Granger causality tests. We use annual South African data on real exports and real gross domestic product from 1911-2011. The linear Granger causality result shows no evidence of...

Forecasting aggregate retail sales may improve portfolio investors׳ ability to predict movements in the stock prices of retail chains. This paper uses 26 (23 single and 3 combination) forecasting models to forecast South Africa׳s aggregate seasonal retail sales. We use data from...

This article examines the existence of long memory in daily stock market returns from Brazil, Russia, India, China and South Africa (BRICS) countries and also attempts to shed light on the efficacy of autoregressive fractionally integrated moving average (ARFIMA) models in predicting stock...

This paper examines the housing-output growth nexus in South Africa by accounting for the time variation in the causal link with a bootstrapped rolling Granger non-causality test. We use quarterly data on real gross domestic product, real house prices, real gross fixed capital formation and...