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Details about Renee van Eyden

E-mail:
Postal address:Department of Economics, University of Pretoria, Private Bag x20, Hatfield, 0028, South Africa
Workplace:Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, (more information at EDIRC)

Access statistics for papers by Renee van Eyden.

Last updated 2017-08-15. Update your information in the RePEc Author Service.

Short-id: pey11


Jump to Journal Articles

Working Papers

2016

  1. Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (8)

2015

  1. Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (3)
  2. Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2014

  1. Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in Emerging Markets Review (2015)
  2. Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2013) Downloads
  3. Inflation and Economic Growth: Evidence from the Southern African Development Countries
    Working Papers, Economic Research Southern Africa Downloads View citations (4)
  4. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (1)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2014) View citations (9)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
  5. The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (3)

2013

  1. Do we need a global VAR model to forecast inflation and output in South Africa?
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Applied Economics (2015)
  2. FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  3. Identifying a financial conditions index for South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  4. Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Defence and Peace Economics (2014)
  5. Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  6. The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (9)
  7. The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR model
    EcoMod2013, EcoMod Downloads View citations (3)
  8. Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics (2014)

2012

  1. Monetary policy and inflation in South Africa: A VECM augmented with foreign variables
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
    Also in Working Papers, Economic Research Southern Africa (2012) Downloads

    See also Journal Article in South African Journal of Economics (2014)
  2. Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
    Working Papers, University of Pretoria, Department of Economics
  3. The monetary transmission mechanism in South Africa: A VECM augmented with foreign variables
    EcoMod2012, EcoMod Downloads

2011

  1. Intertemporal portfolio allocation and hedging demand: An application to South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Journal of Business Economics and Management (2014)
  2. REMITTANCES AND THE DUTCH DISEASE IN SUB-SAHARAN AFRICA: A DYNAMIC PANEL APPROACH
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
    Also in Working Papers, Economic Research Southern Africa (2011) Downloads View citations (2)

    See also Journal Article in Contemporary Economics (2014)
  3. Remittance Inflows to Sub-Saharan Africa: The Case of SADC
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (5)
  4. What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (8)
    Also in Working Papers, Economic Research Southern Africa (2011) Downloads View citations (11)

2009

  1. Social Ingredients and Conditional Convergence in the Study of Sectoral Growth
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2009) Downloads

2008

  1. Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The IUP Journal of Monetary Economics (2010)
  3. Half-Life Deviations from PPP in the SADC
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  4. Market Microstructure Approach to the Exchange Rate Determination Puzzle
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The IUP Journal of Monetary Economics (2009)
  5. Testing for Fractional Integration in SADC Real Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  6. Testing for PPP Using SADC Real Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in South African Journal of Economics (2009)

2007

  1. Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Economic Modelling (2009)

2006

  1. Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (3)
  2. Modeling the Marginal Revenue of Water in Selected Agricultural Commodities: A Panel Date Approach
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
    See also Journal Article in Agrekon (2006)

Journal Articles

2016

  1. Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach
    Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 30-43 Downloads View citations (9)
    See also Working Paper (2014)

2015

  1. Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
    Emerging Markets Review, 2015, 24, (C), 46-68 Downloads View citations (6)
    See also Working Paper (2014)
  2. Do we need a global VAR model to forecast inflation and output in South Africa?
    Applied Economics, 2015, 47, (25), 2649-2670 Downloads View citations (4)
    See also Working Paper (2013)
  3. Identifying an index of financial conditions for South Africa
    Studies in Economics and Finance, 2015, 32, (2), 256-274 Downloads View citations (4)
  4. Inflation and Economic Growth: Evidence from the Southern African Development Community
    South African Journal of Economics, 2015, 83, (3), 411-424 Downloads View citations (9)

2014

  1. Harnessing remittances through formal channels for development in sub-saharan Africa
    Journal of Developing Areas, 2014, 48, (3), 321-337 Downloads View citations (1)
  2. Intertemporal portfolio allocation and hedging demand: an application to South Africa
    Journal of Business Economics and Management, 2014, 15, (4), 744-775 Downloads View citations (1)
    See also Working Paper (2011)
  3. Military expenditure, economic growth and structural instability: a case study of South Africa
    Defence and Peace Economics, 2014, 25, (6), 619-633 Downloads View citations (13)
    See also Working Paper (2013)
  4. Monetary policy and inflation in South Africa: A VECM augmented with foreign variables
    South African Journal of Economics, 2014, 82, (1), 117-140 Downloads View citations (2)
    See also Working Paper (2012)
  5. Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach
    Contemporary Economics, 2014, 8, (3) Downloads View citations (3)
    See also Working Paper (2011)
  6. The evolution and contribution of technological progress to the South African economy: Growth accounting and Kalman filter application
    Applied Econometrics and International Development, 2014, 14, (1), 175-188 Downloads View citations (1)
  7. Time-varying linkages between tourism receipts and economic growth in South Africa
    Applied Economics, 2014, 46, (36), 4381-4398 Downloads View citations (12)
    See also Working Paper (2013)

2013

  1. Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach
    Economic Modelling, 2013, 30, (C), 149-156 Downloads View citations (32)

2010

  1. Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
    The IUP Journal of Monetary Economics, 2010, VIII, (1 & 2), 77-112
    See also Working Paper (2008)
  2. Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model
    The African Finance Journal, 2010, 12, (2), 28-49 Downloads

2009

  1. Half-Life Deviations from PPP in the South African Development Community (SADC)
    Applied Econometrics and International Development, 2009, 9, (1) Downloads View citations (3)
  2. Linking global economic dynamics to a South African-specific credit risk correlation model
    Economic Modelling, 2009, 26, (5), 1000-1011 Downloads View citations (9)
    See also Working Paper (2007)
  3. Market Microstructure Approach to the Exchange Rate Determination Puzzle
    The IUP Journal of Monetary Economics, 2009, VII, (3-4), 101-115 View citations (2)
    See also Working Paper (2008)
  4. TESTING FOR FRACTIONAL INTEGRATION IN SOUTHERN AFRICAN DEVELOPMENT COMMUNITY REAL EXCHANGE RATES
    South African Journal of Economics, 2009, 77, (4), 531-537 Downloads
  5. TESTING FOR PPP USING SADC REAL EXCHANGE RATES
    South African Journal of Economics, 2009, 77, (3), 351-362 Downloads View citations (7)
    See also Working Paper (2008)

2006

  1. Modelling the marginal revenue of water in selected agricultural commodities: A panel data approach
    Agrekon, 2006, 45, (1), 11 Downloads View citations (3)
    See also Working Paper (2006)

2005

  1. CAPITAL MOBILITY IN SUB‐SAHARAN AFRICA: A PANEL DATA APPROACH
    South African Journal of Economics, 2005, 73, (1), 22-35 Downloads View citations (15)

1995

  1. An Econometric Model for Monetary Policy in South Africa
    South African Journal of Economics, 1995, 63, (4), 317-329 Downloads View citations (3)
 
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