Details about Katleho Makatjane

Access statistics for papers by Katleho Makatjane.

Last updated 2025-02-19. Update your information in the RePEc Author Service.

Short-id: pma3489

Working Papers

2020

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) View citations (1)

Journal Articles

2024

1. An improved model accuracy for forecasting risk measures: application of ensemble methods
   Journal of Applied Economics, 2024, 27, (1), 2395775

2022

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

2021

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

2018

5. 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

2017

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

Chapters

2021

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