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Keywords: Vector autoregression
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Journal Articles
African Journal of Economic and Management Studies (2023) 14 (4): 615–629.
Published: 04 April 2023
...Hayelom Yrgaw Gereziher; Naser Yenus Nuru Purpose This paper aims to examine the asymmetric effects of exchange rate shocks on inflation for a small open economy, namely South Africa, over the period 1970Q1–2020Q1. Design/methodology/approach A threshold vector autoregressive model that allows...
Journal Articles
African Journal of Economic and Management Studies (2020) 11 (1): 18–29.
Published: 04 October 2019
...Naser Yenus Nuru Purpose The purpose of this paper is to show the asymmetric effects of government spending shocks for South Africa over the period 1960Q1–2014Q2. Design/methodology/approach A threshold vector autoregressive model that allows parameters to switch according to whether...
