THE ROLE OF THE EXCHANGE RATE IN A SOUTH AFRICAN NEW KEYNESIAN DSGE MODEL S Alpanda, K Kotzé, G Woglom | 67* | |
The role of the exchange rate in a New Keynesian DSGE model for the South African economy S Alpanda, K Kotzé, G Woglom South African Journal of Economics 78 (2), 170-191, 2010 | 66 | 2010 |
Forecasting performance of an estimated DSGE model for the South African economy S Alpanda, K Kotzé, G Woglom South African Journal of Economics 79 (1), 50-67, 2011 | 50 | 2011 |
Should central banks of small open economies respond to exchange rate fluctuations? the case of South Africa S Alpanda, K Kotzé, G Woglom Economic Research Southern Africa, Working Paper 174, 2010 | 44 | 2010 |
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model M Balcilar, R Gupta, K Kotzé Economic Modelling 44, 215-228, 2015 | 29 | 2015 |
Spillovers in exchange rates and the effects of global shocks on emerging market currencies H Kavli, K Kotzé South African Journal of Economics 82 (2), 209-238, 2014 | 22 | 2014 |
Measuring Core Inflation in S outh A frica S Du Plessis, G du Rand, K Kotzé South African Journal of Economics 83 (4), 527-548, 2015 | 21 | 2015 |
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model M Balcilar, R Gupta, K Kotzé Empirical Economics 53 (1), 117-135, 2017 | 16 | 2017 |
The role of oil prices in the forecasts of South African interest rates: A Bayesian approach R Gupta, K Kotzé Energy Economics 61, 270-278, 2017 | 15 | 2017 |
The great moderation of the South African business cycle S Du Plessis, K Kotzé Economic History of Developing Regions 25 (1), 105-125, 2010 | 14 | 2010 |
Fiscal Policy Uncertainty and Economic Activity in South Africa K Kotze School of Economics Macroeconomic Discussion Paper Series, 2017 | 12 | 2017 |
Inflation Dynamics in Uganda: A Quantile Regression Approach FL Anguyo, R Gupta, K Kotzé School of Economics Macroeconomic Discussion Paper Series, 2017 | 11 | 2017 |
Trends and structural changes in South African macroeconomic volatility S Du Plessis, K Kotze Economic Research Southern Africa Working Paper 297, 2012 | 9 | 2012 |
Big data forecasting of South African inflation B Botha, R Burger, K Kotze, N Rankin, D Steenkamp Economic Research Southern Africa Working Papers, 2022 | 5 | 2022 |
Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda FL Anguyo, R Gupta, K Kotze School of Economics Macroeconomic Discussion Paper Series, 2017 | 5 | 2017 |
Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach FL Anguyo, R Gupta, K Kotzé Economic Research-Ekonomska Istraživanja 33 (1), 1538-1561, 2020 | 4 | 2020 |
The South African business cycle and the application of dynamic stochastic general equilibrium models KL Kotzé Stellenbosch: Stellenbosch University, 2014 | 4 | 2014 |
Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data D Bathia, R Demirer, R Gupta, K Kotze Journal of Multinational Financial Management 61, 100679, 2021 | 3 | 2021 |
Forecasting with second-order approximations and Markov-switching DSGE models S Ivashchenko, SE Çekin, K Kotzé, R Gupta Computational Economics, 1-25, 2018 | 3 | 2018 |
Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach FL Anguyo, R Gupta, K Kotzé University of Pretoria, Department of Economics Working Papers, 2017 | 1* | 2017 |