Details about Alain Kabundi

Access statistics for papers by Alain Kabundi.

Last updated 2009-11-06. Update your information in the RePEc Author Service.

Short-id: pka395

Working Papers

2009

1. FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
   Working Papers, University of Pretoria, Department of Economics
2. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
   Working Papers, University of Nevada, Las Vegas , Department of Economics
   Also in Working papers, University of Connecticut, Department of Economics (2009)
   Working Papers, University of Pretoria, Department of Economics (2009)
3. Recent French Export Performance: Is There a Competitiveness Problem?
   IMF Working Papers, International Monetary Fund
4. THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US
   Working Papers, University of Pretoria, Department of Economics
5. THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
   Working Papers, University of Pretoria, Department of Economics
6. THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
   Working Papers, University of Pretoria, Department of Economics View citations
7. THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
   Working Papers, University of Pretoria, Department of Economics
8. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
   Working Papers, University of Nevada, Las Vegas , Department of Economics
   Also in Working papers, University of Connecticut, Department of Economics (2009)
   Working Papers, University of Pretoria, Department of Economics (2009)

2008

9. A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
   Working Papers, University of Pretoria, Department of Economics View citations
10. COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?
    Working Papers, University of Pretoria, Department of Economics
11. Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    Working Papers, University of Pretoria, Department of Economics View citations
12. Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
    Working Papers, University of Pretoria, Department of Economics View citations
13. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    Working Papers, University of Pretoria, Department of Economics

2007

14. France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis
    IMF Working Papers, International Monetary Fund

2004

15. Estimation of Economic Growth in France Using Business Survey Data
    IMF Working Papers, International Monetary Fund View citations

Journal Articles

2009

1. SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS
   South African Journal of Economics, 2009, 77, (1), 1-27

2007

2. Co-movement between South Africa and the Southern African Development Community: An empirical analysis
   Economic Modelling, 2007, 24, (5), 737-748