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Details about Kevin Kotze

E-mail:
Homepage:https://www.economodel.com/
Workplace:School of Economics, Faculty of Commerce, University of Cape Town, (more information at EDIRC)
Economic Research Southern Africa (ERSA), (more information at EDIRC)

Access statistics for papers by Kevin Kotze.

Last updated 2022-06-07. Update your information in the RePEc Author Service.

Short-id: pko495


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Working Papers

2022

  1. Big data forecasting of South African inflation
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, South African Reserve Bank (2022) Downloads

2020

  1. Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data
    Working Papers, University of Pretoria, Department of Economics
    Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2020) Downloads

    See also Journal Article in Journal of Multinational Financial Management (2021)

2018

  1. Forecasting with Second-Order Approximations and Markov Switching DSGE Models
    Working Papers, University of Pretoria, Department of Economics
    Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2018) Downloads

    See also Journal Article in Computational Economics (2020)

2017

  1. Fiscal Policy Uncertainty and Economic Activity in South Africa
    School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town Downloads View citations (5)
  2. Inflation Dynamics in Uganda: A Quantile Regression Approach
    School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2017)

    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2020)
  3. Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda
    School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2017)

    See also Journal Article in Empirical Economics (2020)
  4. Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach
    Working Papers, University of Pretoria, Department of Economics
    Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2017) Downloads

2016

  1. Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model
    School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (2)

    See also Journal Article in Empirical Economics (2017)
  2. The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach
    School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)

    See also Journal Article in Energy Economics (2017)

2013

  1. Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    Working Papers, University of Pretoria, Department of Economics View citations (9)

2012

  1. Trends and Structural Changes in South African Macroeconomic Volatility
    Working Papers, Economic Research Southern Africa Downloads View citations (2)

2010

  1. Should Central Banks of Small Open Economies Respond to Exchange Rate Fluctuations? The Case of South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (16)

Journal Articles

2021

  1. Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data
    Journal of Multinational Financial Management, 2021, 61, (C) Downloads View citations (1)
    See also Working Paper (2020)

2020

  1. Forecasting with Second-Order Approximations and Markov-Switching DSGE Models
    Computational Economics, 2020, 56, (4), 747-771 Downloads View citations (1)
    See also Working Paper (2018)
  2. Inflation dynamics in Uganda: a quantile regression approach
    Macroeconomics and Finance in Emerging Market Economies, 2020, 13, (2), 161-187 Downloads
    See also Working Paper (2017)
  3. Monetary policy and financial frictions in a small open-economy model for Uganda
    Empirical Economics, 2020, 59, (3), 1213-1241 Downloads
    See also Working Paper (2017)

2017

  1. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
    Empirical Economics, 2017, 53, (1), 117-135 Downloads View citations (2)
    See also Working Paper (2016)
  2. The role of oil prices in the forecasts of South African interest rates: A Bayesian approach
    Energy Economics, 2017, 61, (C), 270-278 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
    Economic Modelling, 2015, 44, (C), 215-228 Downloads View citations (11)
  2. Measuring Core Inflation in South Africa
    South African Journal of Economics, 2015, 83, (4), 527-548 Downloads View citations (5)

2014

  1. Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies
    South African Journal of Economics, 2014, 82, (2), 209-238 Downloads View citations (6)

2011

  1. FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2011, 79, (1), 50-67 View citations (33)

2010

  1. THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2010, 78, (2), 170-191 Downloads View citations (24)
 
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