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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Lau, Chi Keung; Sheng, Xin - In: Applied economics 51 (2019) 33, pp. 3624-3631

Persistent link: https://www.econbiz.de/10012196883

Time-variation in the persistence of carbon price uncertainty : the role of carbon policy uncertainty

Cepni, Oguzhan; Gil-Alaña, Luis A.; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10015080005

Causality between economic policy uncertainty and real housing returns in emerging economies : a cross-sample validation approach

Aye, Goodness C. - In: Cogent economics & finance 6 (2018) 1, pp. 1-16

This paper examines whether economic policy uncertainty (EPU) causes real housing returns in 8 emerging economies for which EPU data are available namely: Brazil, Chile, China, India, Ireland, Russia, South Africa and South Korea. Quarterly data were used for the analysis. The study uses...

Persistent link: https://www.econbiz.de/10011905243

Short and long run asymmetric effects of monetary and fiscal policy uncertainty on economic activity in the U.S.

Aye, Goodness C. - In: Economia internazionale 74 (2021) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10012620857

Is inflation uncertainty a self-fulfilling prophecy in South Africa?

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - In: The South African journal of economics 91 (2023) 3, pp. 306-329

Persistent link: https://www.econbiz.de/10014381020

Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2023

Persistent link: https://www.econbiz.de/10014369392

Oil price uncertainty and savings in South Africa

Dave, Diksha; Aye, Goodness C. - In: OPEC energy review 39 (2015) 3, pp. 285-297

Persistent link: https://www.econbiz.de/10011414534

The effects of oil price uncertainty on economic activities in South Africa

Chiweza, Junior T.; Aye, Goodness C. - In: Cogent economics & finance 6 (2018) 1, pp. 1-17

This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil importing country, South Africa. Monthly data covering the period 1990:01 to 2015:12 is used. The Structural Vector Autoregressive (SVAR) methodology is applied incorporating...

Persistent link: https://www.econbiz.de/10012023148