Studies in Economics and Econometrics
1996 - 2025
Current editor(s): Willem Bester From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (). Access Statistics for this journal.
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Volume 39, issue 3, 2015
- Hedge Fund Performance Evaluation Using the Kalman Filter pp. 1-24

- G. van Vuuren and R. Yacumakis
- Adapting the Singular Spectrum Analysis Trajectory Matrix Technique to Identify Multiple Additive Time-Series Outliers pp. 25-48

- J. de Klerk
- Profitability of Momentum Strategies on the JSE pp. 49-66

- P.L. la Grange and J.D. Krige
- Profitability of Short Term Reversal Strategies on the Johannesburg Stock Exchange pp. 67-92

- S.E. Terblanche and J.H. Venter
- Analysing the Effects of Macroeconomic Shocks on Public Debt in Zimbabwe pp. 93-116

- N. Mupunga and P. Le Roux
- Population Dynamics and Economic Outcomes in West Africa pp. 117-145

- Rasaki Dauda and J.M. Aziakpono
Volume 39, issue 2, 2015
- Rand Hedge as an Investment Strategy on the JSE pp. 1-19

- D. Page, J. Britten and Christo Auret
- The Impact of Economic Freedom on Economic Growth in the SADC: An Individual Component Analysis pp. 41-63

- V.I. Gorlach and P. le Roux
- Security Expenditure: Cost Benefit Analyses Based on the Quantified Crime Hypothesis pp. 63-86

- C. Roelofse
- Predicting the Highest Grade Most Likely to Be Reached By a Learner in the South African Education System pp. 87-103

- D.W. Uys and E.J.T. Alant
Volume 39, issue 1, 2015
- Copious Structural Shifts in Exchange Rates of the South African Rand (Post-1994) pp. 1-24

- C. May
- The Export-Output Relationship in South Africa: An Empirical Investigation pp. 25-46

- P. C. Wa Cipamba
- Risk Factors in Returns of the South African Stock Market pp. 47-70

- J.J. Szczygielski and C. Chipeta
- Money Demand Stability and Inflation Prediction in the EAC Countries: Burundi, Kenya, Rwanda, Tanzania, and Uganda pp. 71-98

- A. Nsabimana and M.K. Ocran
- Some Impacts of South African FDI Flows on the Current Account Balance pp. 99-116

- B. De Beer and Logan Rangasamy
Volume 38, issue 3, 2014
- Value At Risk Using Garch Volatility Models Augmented With Extreme Value Theory pp. 1-18

- A. Dicks, W.J. Conradie and T. de Wet
- The Adjustment of Current Account (Im-)Balances in Africa pp. 19-38

- Stan Du Plessis and Andreas Freytag
- Extending the Oaxaca-Blinder Decomposition to the Independent Double Hurdle Model: With Application to Parental Spending on Education in Malawi pp. 39-54

- Richard Mussa
- Fiscal Sustainability in South Africa: Will History Repeat Itself? pp. 55-78

- Estian Calitz, Stan Du Plessis and F.K. Siebrits
- A Review and Update of Value at Risk pp. 79-102

- D. Maxwell and G. van Vuuren
Volume 38, issue 2, 2014
- Thin-Trading and Beta Estimation: Results From a Simulated Environment pp. 19-31

- D.E. McClelland, Christo Auret and T.K. Wright
- Monitoring Market Fragility Using the Absorption Ratio pp. 33-46

- D. Bradfield and D Hendricks
- A Cross-Model Comparison of Travel Time Inclusion Techniques in Recreational Fishing Demand Analysis pp. 47-64

- J.W. Kinghorn, J.D. Snowball, P.J. Britz and O.L.F. Weyl
- The Economic Contribution of the Ocean Sector in South Africa pp. 65-82

- S. Hosking, D. Du Preez, V. Kaczynsky, J. Hosking, M. Du Preez and R. Haines
Volume 38, issue 1, 2014
- The Prominence of Stationarity in Time Series Forecasting pp. 1-16

- J van Greunen, A Heymans, Chris van Heerden and G van Vuuren
- Is Liquidity a Pricing Factor on the JSE? pp. 17-34

- A Reisinger and J D van Heerden
- Rising Unemployment in a Growing Economy: A Business Cycle, Generational and Life Cycle Perspective of Post-Transition South Africa’s Labour Market pp. 35-64

- Rulof Burger and Dieter von Fintel
- The Asymmetry of Gain Loss Time Horizons on the JSE pp. 65-74

- F Toerien, D Rosenberg and R Kruger
- Drivers of Economic Growth in Developing Countries pp. 75-85

- M Q Dao
Volume 37, issue 3, 2013
- How Accurate are South African Macroeconomic Forecasts? pp. 1-24

- C P van Walbeek
- Dating the Business Cycle in South Africa by Using a Markov-Switching Model pp. 25-40

- Francis Bismans and P Le Roux
- On Market Power And Cartel Detection: The South African Flour Cartel pp. 41-60

- Liberty Mncube
- Financial Integration and Economic Growth: Theory and a Survey of Evidence pp. 61-86

- Meshach Aziakpono
- The Targeting of Zero-Rated Basic Foodstuffs Under Value-Added Tax (VAT) in South Africa pp. 87-104

- A Jansen, E Stoltz and D Yu
Volume 37, issue 2, 2013
- A Framework for South African Industrial Cluster Identification and Analysis pp. 1-22

- E J Zeelie and H R Lloyd
- Money Supply and Economic Activity in South Africa – the Relationship Updated To 2011 pp. 23-39

- G D I Barr and B S Kantor
- Nonparametric Estimation of A Hedonic Price Model: A South African Case Study pp. 41-62

- M du Preez, D E Lee and M C Sale
- International Trade and Labour Demand Elasticities: Empirical Evidence from South Africa pp. 63-93

- A C Mahomedy
- More Countries, Similar Results: A Nonlinear Programming Approach to Normalising test Scores Needed for Growth Regressions pp. 95-114

- M Gustafsson
Volume 37, issue 1, 2013
- A Comparison of Cointegration and Copula Asset Allocation Approaches pp. 1-28

- Y S Stander, D J Marais and Ilse Botha
- Optimal Asset Allocation Strategies for South African Pension Funds pp. 29-53

- J D van Heerden and F J Koegelenberg
- Trends and Volatility in Residential Property Prices in South Africa pp. 55-74

- M K Ocran and Izunna Anyikwa
- Financial Constraints and Capital Structure Dynamics Across the Business Cycle: Some Evidence from The Jse pp. 75-103

- Christo Auret, C Chipeta and S Krishna
- An Exploratory Look at Associated Factors of Poverty on Educational Attainment in Africa and in-Depth Multi- Level Modelling for Namibia pp. 105-127

- O Adegboye and D Kotze
Volume 36, issue 3, 2012
- Banking Instability And Deposit Insurance In Low Income Countries pp. 1-24

- H P E Ngalawa
- The Impact Of Dwindling Opportunities For Mine Migration On Rural Household Income In Lesotho pp. 25-46

- S N A Mensah
- Monetary Policy Transmission In Namibia: A Review Of The Interest Rate Channel pp. 47-64

- J P S Sheefeni and M K Ocran
- Mutual Accessibility Amongst Markets In India, Brazil And South Africa (IBSA) pp. 65-100

- T E Mutambara
- Market Reaction To Open Market Share Repurchases On The Johannesburg Stock Exchange Over The Period 2000 To 2007 pp. 101-122

- H P Pienaar and J D Krige
Volume 36, issue 2, 2012
- Macroeconomic Environment and Remittances in Post-Independent Sub-Saharan Africa: Magnitudes, Trends and Stylised Facts pp. 1-22

- Deodat Adenutsi, Meshach Aziakpono and M K Ocran
- Determining the Impact of a Low-Cost Housing Development on Nearby Property Prices Using Discrete Choice Analysis pp. 23-36

- M Du Preez and M C Sale
- A Production Function for Cricket: the South African Perspective pp. 37-52

- K Brock, G Fraser and Ferdi Botha
- Estimating the Inflation Threshold for South Africa pp. 53-66

- Temitope Leshoro
- Revisiting the South African Aggregate Import Demand: a View From Expenditure Components pp. 67-83

- E Ziramba
Volume 36, issue 1, 2012
- Africa’ s Comparative advantage In Travel Service Exports pp. 1-22

- L du Toit and Johan Fourie
- Time Varying Parameter Error Correction Model Approach To Forecasting Tourist Arrivals In South Africa pp. 23-42

- Ilse Botha and Andrea Saayman
- Gasoline, Diesel Fuel And Jet Fuel Demand In South Africa pp. 43-78

- Willem Boshoff
- The Determinants Of Monetary Policy Transparency In Sub-Saharan Africa pp. 79-106

- J D G Nhavira and M K Ocran
- The Future Of The Euro As a Global Key Currency: First Place Or Second Fiddle? pp. 107-125

- G M Wessels
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