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A large factor model for forecasting macroeconomic variables in South Africa

โœ Scribed by Rangan Gupta; Alain Kabundi


Book ID
113648172
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
251 KB
Volume
27
Category
Article
ISSN
0169-2070

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Forecasting macroeconomic variables in a
โœ Rangan Gupta; Alain Kabundi ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 147 KB

## Abstract This paper compares the forecasting ability of five alternative types of models in predicting four key macroeconomic variables, namely, per capita growth rate, the CPI inflation, the money market rate, and the growth rate of the nominal effective exchange rate for the South African econ