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A DSGE-VAR model for forecasting key South African macroeconomic variables

✍ Scribed by Gupta, Rangan; Steinbach, Rudi


Book ID
120341278
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
683 KB
Volume
33
Category
Article
ISSN
0264-9993

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## Abstract This paper develops a New‐Keynesian Dynamic Stochastic General Equilibrium (NKDSGE) model for forecasting the growth rate of output, inflation, and the nominal short‐term interest rate (91 days Treasury Bill rate) for the South African economy. The model is estimated via maximum likelih