Forecasting core inflation: the case of South Africa-Reference-Cited by-同舟云学术

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Forecasting core inflation: the case of South Africa

Published:2019-12-23 Issue:28 Volume:52 Page:3004-3022
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Ruch Franz¹,Balcilar Mehmet²³,Gupta Rangan³,Modise Mampho P.⁴

Affiliation:

1. South African Reserve Bank , Pretoria, South Africa

2. Department of Economics, Eastern Mediterranean University , Famagusta, Turkey

3. Department of Economics, University of Pretoria , Pretoria, South Africa

4. National Treasury , Pretoria, South Africa

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1701181

Reference69 articles.

1. Improved penalization for determining the number of factors in approximate factor models

2. Regime Switches in Interest Rates

3. Determining the Number of Factors in Approximate Factor Models

4. Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter

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