Studies in Economics and Econometrics

1996 - 2025

Current editor(s): Willem Bester

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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