Browsing 03 Faculty of Business and Economics by Author "Rangan, Gupta"

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Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa

Mehmet, Balcılar; Rangan, Gupta; Renee van, Eyden; Kirsten, Thompson (2015)

In this paper we test the forecasting ability of three estimated financial conditions indices (FCIs) with respect to key macroeconomic variables of output growth, inflation and interest rates. We do this by forecasting the ...
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model

Mehmet, Balcılar; Rangan, Gupta; Kevin, Kotze (University of Pretoria, 2016-01)

The aim of this paper is to investigate structural changes in the South African economy using an estimated small open-economy dynamic stochastic general equilibrium(DSGE) model. The structure of the model follows recent ...