Browsing 03 Faculty of Business and Economics by Subject "dynamic model averaging"

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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 ...