Details about Kevin Kotze

Access statistics for papers by Kevin Kotze.

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

Short-id: pko495

Working Papers

2022

1. Big data forecasting of South African inflation
   School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town
   Also in Working Papers, South African Reserve Bank (2022)

2020

2. 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)
   See also Journal Article in Journal of Multinational Financial Management (2021)

2018

3. 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) View citations (1)
   See also Journal Article in Computational Economics (2020)

2017

4. Fiscal Policy Uncertainty and Economic Activity in South Africa
   School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town View citations (6)
5. Inflation Dynamics in Uganda: A Quantile Regression Approach
   School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town
   Also in Working Papers, University of Pretoria, Department of Economics (2017)
   See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2020)
6. Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda
   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)
   See also Journal Article in Empirical Economics (2020)
7. 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)

2016

8. 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 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)
9. 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
   Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
   See also Journal Article in Energy Economics (2017)

2013

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

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) View citations (2)
   See also Working Paper (2020)

2020

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

2017

5. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
   Empirical Economics, 2017, 53, (1), 117-135 View citations (3)
   See also Working Paper (2016)
6. The role of oil prices in the forecasts of South African interest rates: A Bayesian approach
   Energy Economics, 2017, 61, (C), 270-278 View citations (1)
   See also Working Paper (2016)

2015

7. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
   Economic Modelling, 2015, 44, (C), 215-228 View citations (13)
8. Measuring Core Inflation in South Africa
   South African Journal of Economics, 2015, 83, (4), 527-548 View citations (5)

2014

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

2011

10. 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

11. 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 View citations (25)