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Browsing BE – Journal Articles: Pre-Prints (Pre-Refereeing Author Versions) – Business and Economics by Title

Browsing BE – Journal Articles: Pre-Prints (Pre-Refereeing Author Versions) – Business and Economics by Title

Now showing items 1-4 of 4

Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach

Balcılar, Mehmet; Gupta, Rangan; Nguyen, Duc K.; Wohar, Mark E. (University of Pretoria, 2015-12)

This paper adopts a nonparametric quantile causality approach to examine the causal effects of the U.S. and Japan stock markets on the stock markets of the Pacific‐Rim region. This approach allows us to detect not only ...
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 ...
Sources of Macroeconomic Fluctuations in MENA Countries

Mehmet, Balcılar; Kemal, Bağzıbağlı (2010)

A close examination of the MENA region economies reveals a number of fundamental sources of macroeconomic fluctuations. These include economic factors such as exchange rate instability, large public debt, current account ...