Details about Kevin Kotze

Access statistics for papers by Kevin Kotze.

Last updated 2024-07-27. 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 View citations (2)
   Also in Working Papers, Economic Research Southern Africa (2022) View citations (2)
   Working Papers, South African Reserve Bank (2022) View citations (2)
   See also Journal Article Big data forecasting of South African inflation, Empirical Economics, Springer (2023) View citations (1) (2023)

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 Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data, Journal of Multinational Financial Management, Elsevier (2021) View citations (2) (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 Forecasting with Second-Order Approximations and Markov-Switching DSGE Models, Computational Economics, Springer (2020) View citations (2) (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
   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 Inflation dynamics in Uganda: a quantile regression approach, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2020) (2020)
6. 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
   Also in Working Papers, University of Pretoria, Department of Economics (2017)
   See also Journal Article Monetary policy and financial frictions in a small open-economy model for Uganda, Empirical Economics, Springer (2020) (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
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2016) View citations (2)
   See also Journal Article Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model, Empirical Economics, Springer (2017) View citations (3) (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 The role of oil prices in the forecasts of South African interest rates: A Bayesian approach, Energy Economics, Elsevier (2017) View citations (1) (2017)

2015

10. Measuring Core Inflation in South Africa
    Working Papers, Economic Research Southern Africa View citations (9)
    See also Journal Article Measuring Core Inflation in South Africa, South African Journal of Economics, Economic Society of South Africa (2015) View citations (5) (2015)

2013

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

2012

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

2010

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

Journal Articles

2023

1. Big data forecasting of South African inflation
   Empirical Economics, 2023, 65, (1), 149-188 View citations (1)
   See also Working Paper Big data forecasting of South African inflation, School of Economics Macroeconomic Discussion Paper Series (2022) View citations (2) (2022)

2021

2. 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 Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data, Working Papers (2020) (2020)

2020

3. Forecasting with Second-Order Approximations and Markov-Switching DSGE Models
   Computational Economics, 2020, 56, (4), 747-771 View citations (2)
   See also Working Paper Forecasting with Second-Order Approximations and Markov Switching DSGE Models, Working Papers (2018) (2018)
4. Inflation dynamics in Uganda: a quantile regression approach
   Macroeconomics and Finance in Emerging Market Economies, 2020, 13, (2), 161-187
   See also Working Paper Inflation Dynamics in Uganda: A Quantile Regression Approach, Working Papers (2017) (2017)
5. Monetary policy and financial frictions in a small open-economy model for Uganda
   Empirical Economics, 2020, 59, (3), 1213-1241
   See also Working Paper Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda, School of Economics Macroeconomic Discussion Paper Series (2017) (2017)
6. Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach
   Economic Research-Ekonomska Istraživanja, 2020, 33, (1), 1538-1561

2017

7. 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 Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model, Working Papers (2016) View citations (2) (2016)
8. 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 The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach, School of Economics Macroeconomic Discussion Paper Series (2016) (2016)

2015

9. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
   Economic Modelling, 2015, 44, (C), 215-228 View citations (13)
10. Measuring Core Inflation in South Africa
    South African Journal of Economics, 2015, 83, (4), 527-548 View citations (5)
    See also Working Paper Measuring Core Inflation in South Africa, Working Papers (2015) View citations (9) (2015)

2014

11. 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

12. 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

13. 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 (26)