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Details about Katleho Makatjane

Access statistics for papers by Katleho Makatjane.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pma3392

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Working Papers


  1. Identifying structural changes in the exchange rates of South Africa as a regime-switching process
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (1)

Journal Articles


  1. Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods
    IJFS, 2022, 10, (1), 1-23 Downloads
  2. Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption
    International Journal of Energy Economics and Policy, 2022, 12, (4), 217-225 Downloads


  1. Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index
    IJFS, 2021, 9, (2), 1-18 Downloads


  1. On the Prediction of the Inflation Crises of South Africa Using Markov-Switching Bayesian Vector Autoregressive and Logistic Regression Models
    Journal of Social Economics Research, 2018, 5, (1), 10-28 Downloads


  1. Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate
    Journal of Economics and Behavioral Studies, 2017, 9, (3), 163-170 Downloads



  1. Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach
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