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Raziyeh AmirTeymoori, Seyed AbdolMajid Jalaee, Mohsen ZayandehRoodi
Pág. 124 - 134
The synchronization of business cycles is one of the new topics that have been raised in recent decades in the field of international business at the same time of increased economic integration between countries. Accordingly, considering the influenced I...
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Muhammad Ridhwan Assel,Bin Raudha Arif Hanoeboen,Abdul Aziz Laitupa,Fibryano Saptenno
Pág. 322 - 337
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Gary Koop
Pág. 33 - 56
Bayesian econometric methods are increasingly popular in empirical macroeconomics. They have been particularly popular among macroeconomists working with Big Data (where the number of variables under study is large relative to the number of observations)...
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Katleho Makatjane and Tshepiso Tsoku
This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts, which a...
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Brina Miftahurrohmah,Catur Wulandari,Yogantara Setya Dharmawan
Pág. 11 - 21
Background: Stock investment has been gaining momentum in the past years due to the development of technology. During the pandemic lockdown, people have invested more. One the one hand, stock investment has high potential profitability, but on the other,...
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Brina Miftahurrohmah,Catur Wulandari,Yogantara Setya Dharmawan
Pág. 11 - 21
Background: Stock investment has been gaining momentum in the past years due to the development of technology. During the pandemic lockdown, people have invested more. One the one hand, stock investment has high potential profitability, but on the other,...
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Alex Bara,Pierre Le Roux
Pág. 400 - 412
The study assesses the spillover effects of shocks to South Africa?s financial sector on economic growth and financial development of other SADC countries. The study uses Generalised Impulse Response and Vector Decomposition of Bayesian VAR estimations a...
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Chun-Kai Huang, Knowledge Chinhamu, Chun-Sung Huang, Jahvaid Hammujuddy
South Africa is a cornucopia of mineral riches and the performance of its mining industry has significant impacts on the economy. Hence, an accurate distributional assumption of the underlying mining index returns is imperative for the forecasting and un...
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