Browsing by Subject "Cointegration"
Now showing items 1-10 of 15
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An analysis of a relationship between Remuneration and Labour Productivity in South Africa
(2014)This study analyses the relationship between remuneration (real wage) and labour productivity in South Africa at the macroeconomic level, using time series and econometric techniques. The results depict that there is a ... -
Analysis of Bank Failure: An Application of CVAR Methodology On Liquidity
(Virtus Interpress, 2017)In this paper, balance sheet liquidity data was analyzed comprising of 157 Class I and 234 Class II banks. Class I banks are categorized as those with tier 1 capital in excess of $4 billion and internationally active while ... -
An application of the Vector Error Correction Model with Garch effects to financial data
(North-West University (South Africa), 2021)The aim of this study is to investigate the relationship of assets, capital, liabilities and liquidity by using monthly time series data for the South African economy. The period examined ranged from 2005 to 2018. The study ... -
The causal and cointegration relationship between government revenue and government expenditure: a case of South Africa from 1980 2015
(North-West University (South Africa), Mafikeng Campus, 2016)Government is an important institution in every country because it can assist in stabilising the economy by implementing proper economic policies. One of these policies is the fiscal policy that consists of government ... -
Credit growth, asset prices and financial stability in South Africa : a policy perspective
(2013)The worldwide economic downturn and recession in the second half of 2008 were mainly the result of the crises that influenced the world‟s financial markets. After the financial crisis, the extended period of rapid credit ... -
Determinants of private fixed investment in South Africa
(North-West University (South Africa), Mafikeng Campus, 2017)This study investigates determinants of private fixed investment in South Africa using macroeconomic time series quarterly data from 1994 – 2015. The determinants of private fixed investment on this study include gross ... -
Effect of exchange rate volatility on returns of investment portfolios in South Africa
(North-West University (South Africa), Vaal Triangle Campus, 2016)The movement of globalisation has undoubtedly shaped the modern world of today. Investors have countless options available to them in their investment endeavours, including exploiting investment opportunities in foreign ... -
Effect of political risk shocks on tourism revenue in South Africa: time series analysis
(The Social Sciences Research Society, 2016)Although political risk has an impact on all types of businesses, political risk affects tourism business performance in terms of tourist arrivals and tourism revenue because tourists are very sensitive to political risk ... -
Estimating Namibia's Equilibrium Real Exchange Rate
(The Clute Institute, 2014)This paper estimates the equilibrium real exchange rate for Namibia for the post independence period (1998 to 2012) using quarterly data. Increases in the ratio of investment to GDP and resource balance are associated with ... -
Financial crisis and household indebtedness in South Africa : an econometric analysis
(2012)The 2007-2008 US subprime mortgage crisis evolved into a financial crisis that negatively affected many economies in the world and therefore it was widely referred to as the global financial crisis. Since the beginning ...