Browsing by Subject "Co-integration"
Now showing items 1-7 of 7
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Analysis of short- and long-run interactions between the stock market and prices of different sizes of properties in South Africa
(Business Perspectives Publishing Company, 2015)Stock and property markets are regarded as investment alternatives and the interaction between these two markets has been established. However, there is a debate on whether this interaction starts from the property market, ... -
Econometric analysis of the impact of foreign direct investment on economic growth in Namibia: evidence from annual data
(The Social Sciences Research Society, 2016)The driving objective of the study was to measure in quantitative terms the influence of foreign direct investment on economic growth through cointegration techniques. Namibia was used as a case study. Annual dataset ... -
Managing an agricultural commodities portfolio in South Africa with pairs trading
(North-West University, 2007)Although a pair trading is well known among South African agricultural commodity traders, there are no comprehensive documented accounts for the selection and trading of agricultural commodity pairs in South Africa. The ... -
Manufacturing production and non-agricultural employment rate in South Africa: Time series analysis
(International Foundation for Research & Development, 2014)South African is faced with a high unemployment rate; however, the country's manufacturing sector is one of the sectors that have been linked with job creation. Nevertheless, the growth in manufacturing production may not ... -
The relationship between the forward– and the realized spot exchange rate in South Africa
(North-West University, 2010)The inability to effectively hedge against unfavourable exchange rate movements, using the current forward exchange rate as the only guideline, is a key inhibiting factor of international trade. Market participants use the ... -
Supply Response of Field Crops in South Africa
(North-West University, 2019)Existing empirical evidence on agricultural supply response is very mixed, ambiguous and generally assumed to be inelastic. This study develops an econometric framework to test the hypothesis that supply is inelastic and ... -
Time Series Analysis of interaction between aggregate expenditure and job creation in South Africa
(Virtus Interpress, 2015)Jobs are the pillars of the economy and aggregate expenditure is among the key factor used to create an employment stimulating environment. This study scrutinizes the relationship between the component of aggregate expenditure ...