Studies in Economics and Econometrics

1996 - 2025

Current editor(s): Willem Bester

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Volume 43, issue 3, 2019

The Impact of China's Fdi and Fdi From Other Sources on Growth in Sub-Sahara Africa Through Export Upgrading pp. 1-30

M. Ngundu and Nicholas Ngepah

Examining The Non-Linearities In Inflation-Growth Nexus: Further Evidence From a Fixed-Effect Panel Threshold Regression Approach For The Sacu Region pp. 31-61

C. Urom, D. Yuni, A. Lasbrey and C. Emenekwe

Scenario-Based Asset Allocation With Fat Tails And Non-Linear Correlation pp. 61-94

V. Gorlach

The Effect of a Charter School in Peru (Fe Y AlegrÍA) on School Achievement:Exploiting a School Lottery Selection as a Natural Experiment pp. 95-110

Pablo Lavado, Santiago Cueto, Gustavo Yamada and M. Wensjoe

South African Historical Interest Rate Volatility - Evidence of Regime- Switching pp. 111-132

Storme Kennedy-Palmer

Volume 43, issue 2, 2019

Suicide and the South African Business Cycle pp. 1-8

Ferdi Botha and A. Pitot

A Decomposition and Counterfactual Analysis of the Effect of Parents' Educational Status on Youth Employment Outcomes pp. 9-28

F.G. Sackey, P.N. Amponsah and P. Yeboah

Accounting for Threshold Effects and Asymmetric Adjustment Between Inflation and Equity Returns in South Africa pp. 29-54

P. Moores-Pitt, B.S. Strydom and M. Murray

Macroeconomic Variables and Current Account Balance in an Open Economy: Evidence from Namibia pp. 55-70

Joel Eita, V. Manuel and E. Naimhwaka

Volume 43, issue 1, 2019

Exchange-Rate Regimes And Monetary Autonomy: The Transmission Of Interest Rates In The Sadc pp. 1-16

T. Qabhobho, C.V.R. Wait and P. le Roux

An Analysis of Media 24's “Economist of the Year” Forecasting Competition pp. 17-38

C. Van Walbeek and M. Kilumelume

The J-Curve Hypothesis: Evidence from Commodity Trade Between South Africa and the United States pp. 39-62

H. Amusa and David Fadiran

An Analysis of the Impact of the Financialization of Commodity Markets pp. 63-95

T. Ndawona, G. Keeton, N. Cattaneo and L. Mann

Volume 42, issue 3, 2018

Cross-Border Banking, International Financial Flows and Financial Deepening pp. 1-34

A. Bara and S. Abel

Comparing Macroeconomic Forecasts For South Africa From 2001 to 2017: Do We Need Official Forecasts? pp. 35-70

F. Bhoola, J. Rossouw and M. Giannaros

Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa pp. 71-114

C. May and Greg Farrell

Electricity Disruptions and the Efficiency of Manufacturing Firms in Africa: A Stochastic Frontier Analysis pp. 115-135

Busani Moyo

Volume 42, issue 2, 2018

Cliometrics in South Africa pp. 1-14

Johan Fourie

The Khoikhoi Population, 1652-1780: A Review of the Evidence and Two New Estimates pp. 15-34

Sumner La Croix

Why Local Context Matters: Property Rights and Debt Trading in Colonial South Africa pp. 35-60

Christie Swanepoel and Johan Fourie

All that Glitters is not Gold: The Return on British Investments in South Africa, 1869-1969 pp. 61-80

K. Rönnbäck and O. Broberg

Long-Run Spatial Inequality in South Africa: Early Settlement Patterns and Separate Development pp. 81-102

Dieter von Fintel

Bamboo Shoots: Asian Migration, Trade and Business Networks in South Africa pp. 103-137

E. Kerby

Volume 42, issue 1, 2018

Recommendation Pattern Preferences and Share Analysts Bias on the JSE pp. 1-22

R. Lötter and E. vd M. Smit

Paying the High Price of Active Management: A New Look at Unit Trust Fees pp. 23-40

C. Janse van Rensburg and J.D. Krige

An Empirical Assessment of Low Volatilty Portfolio Construction Techniques in the South African Environment pp. 41-62

O.S. Oladele and D. Bradfield

Volatility Spillover Between the FTSE/JSE Top 40 Index and Index Futures: A Bekk-Garch and DCC-Garch Approach pp. 63-86

K. McCullough, M. Murray and B. Strydom

Value at Risk and Extreme Value Theory: Application To The Johannesburg Securities Exchange pp. 87-114

R. Williams, J.D. van Heerden and W.J. Conradie

Unemployment Persistence Insouthern African Countries: Further Evidence from Panel Unit Root Tests pp. 115-134

E. Kouassi and L. Sethlare

The Effects of Inflation on Employment in African Countries: A Non-dynamic Panel Threshold Approach pp. 135-150

C.F.J. N’Guessan

Volume 41, issue 3, 2017

The Business Cycle Resilience of the Western Cape Economy: A Regional Analysis of the 2009 Recession and Subsequent Recovery pp. 1-24

Pieter Laubscher

Original Article: The Business Cycle Resilience of the Western Cape Economy: A Regional Analysis of the 2009 Recession and Subsequent Recovery pp. 35-38

W. Krugell

Obtaining Clear and Timely Business Cycle Turning Point Signals With a Composite Leading Business Cycle Indicator pp. 39-60

J.C. Venter

Original Article: Obtaining Clear and Timely Business Cycle Turning Point Signals With a Composite Leading Business Cycle Indicator pp. 61-64

G. Keeton

Economic Growth and Formal Sector Employment pp. 65-84

P. Burger

Original Article: The Uneven Link Between Economic Growth and Employment in South Africa pp. 85-92

Dieter von Fintel

Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011 pp. 93-112

C. Claassen, Elsabe Loots, Alain Kabundi and Wilma Viviers

Original Article: Business Cycle Co-Movement Between Africa and Advanced Economies: 1980-2011 pp. 113-115

Ilse Botha

Volume 41, issue 2, 2017

The Profit Efficiency of Commercial Banks in Zimbabwe: An Application of Data Envelopment Analysis pp. 1-18

S. Abel

The Remarkable Persistence of the Rational Expectations Hypothesis pp. 19-44

D. Hodge

Using Discrete Choice Analysis to Determine Beachgoer Preferences for Beach Management: A South African Case Study pp. 45-68

D.E. Lee and M. du Preez

The Causal Relationship Between Electricity Supply and Economic Growth in South Africa pp. 69-86

H. Khobai, G. Mugano and P. le Roux

The Impact of Payoff Period, Time and Liquidity on Style Investing in South Africa pp. 87-110

J.D. van Heerden and P. van Rensburg

From the Business Cycle to the Output Cycle: Predicting South African Economic Activity pp. 111-133

Cobus Vermeulen, F. Joubert, A. Bosch and J. Rossouw

Volume 41, issue 1, 2017

Decomposition of Latent Class Regression Model Estimates: An Application to Hunting Land Lease Prices pp. 1-18

José Carrasco-Gallego, Steven B Caudill, Franklin Mixon and Richard Cebula

When did South African Markets Integrate into the Global Economy? pp. 19-32

Willem Boshoff and Johan Fourie

Using the Generalized Pareto and Pearson Type-IV Distributions to Measure Value-At-Risk for the Daily South African Mining Index pp. 33-54

R. Chifurira and K. Chinhamu

The Impact of a Shopping Centre on the Value of Adjacent Residential Properties pp. 55-72

M.C. Sale

Long Range Dependence in G7 Stock Markets’ Return Rates Using Mutual Information and Detrended Cross-Correlation Analysis pp. 73-92

Paulo Ferreira and A. Diomsio

Volume 40, issue 3, 2016

An Evaluation of the Nexus Between Banking Competition and Efficiency in Zimbabwe pp. 1-20

S. Abel and P. Le Roux

Estimating and Explaining Changes in Potential Growth in South Africa pp. 21-38

Johannes Kemp and Ben Smit

Gender Inequalities in Morbidity: A South African Investigation pp. 39-64

M. Ntuli, Margaret Mabugu, S. Karuaihe, F. Alaba, Nthabiseng Tsoanamatsie and P. Kwenda

Financial Development and Economic Growth in the Southern African Development Community (SADC) pp. 65-93

A. Bara, G. Mugano and P. Le Roux

Volume 40, issue 2, 2016

Investigating the Interaction Between Long-Term Reversal and value on the JSE pp. 1-24

J. Britten, D. Page and Christo Auret

On the Accuracy of the Private Sector Macroeconomic Forecasts of the South African Economy pp. 25-52

F. Bhoola, J. Rossouw, F. Joubert and B.N. Iyke

A Note on the Predictive Power of the Variance Risk Premium: South African Evidence Benchmarked Against the USA pp. 53-70

Y. Gopi and D. Bradfield

The Performance of Artificial Neural Networks and Tier-Structured Information Transmission in Identifying Aggregate Consumption Patterns in New Zealand pp. 71-86

D. Farhat

The Impact of Obesity on Employment in South Africa pp. 87-104

M. Some, N. Rashied and Abieyuwa Ohonba

Director Dealings as an Investment Strategy pp. 105-123

N. Moodley, C. Muller and M. Ward

Volume 40, issue 1, 2016

Countercyclical Capital Buffers and Real-Time Credit-To-GDP Gap Estimates: A South African Perspective pp. 1-20

Greg Farrell

Complementarity of Fundamental and Technical Analysis of JSE-Listed Stocks: An Empirical Appraisal pp. 21-40

V.A. Mashiqa, T. Mokoaleli-Mokoteli and Imhotep Alagidede

Nelson Siegel Parameterisation of the South African Sovereign Yield Curve: A Link to the Rand Exchange Rate and Jse Sectors pp. 41-70

T. Petousis and G.D.I. Barr

Financial Reforms and Firm Performance on the Johannesburg Stock Exchange pp. 71-94

C. Chipeta and C. Deressa

Analysing the Theoretical and Empirical Foundations of Public Debt Dynamics in Zimbabwe pp. 95-118

N. Mupunga and P. Le Roux

Comparing Linear and Non-Linear Benchmarks of Exchange Rate Forecasting pp. 119-138

S.j Retief, Marinda Pretorius and Ilse Botha