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Studies in Economics and Econometrics

1996 - 2025

Current editor(s): Willem Bester

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

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Volume 39, issue 3, 2015

Hedge Fund Performance Evaluation Using the Kalman Filter pp. 1-24 Downloads
G. van Vuuren and R. Yacumakis
Adapting the Singular Spectrum Analysis Trajectory Matrix Technique to Identify Multiple Additive Time-Series Outliers pp. 25-48 Downloads
J. de Klerk
Profitability of Momentum Strategies on the JSE pp. 49-66 Downloads
P.L. la Grange and J.D. Krige
Profitability of Short Term Reversal Strategies on the Johannesburg Stock Exchange pp. 67-92 Downloads
S.E. Terblanche and J.H. Venter
Analysing the Effects of Macroeconomic Shocks on Public Debt in Zimbabwe pp. 93-116 Downloads
N. Mupunga and P. Le Roux
Population Dynamics and Economic Outcomes in West Africa pp. 117-145 Downloads
Rasaki Dauda and J.M. Aziakpono

Volume 39, issue 2, 2015

Rand Hedge as an Investment Strategy on the JSE pp. 1-19 Downloads
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 Downloads
V.I. Gorlach and P. le Roux
Security Expenditure: Cost Benefit Analyses Based on the Quantified Crime Hypothesis pp. 63-86 Downloads
C. Roelofse
Predicting the Highest Grade Most Likely to Be Reached By a Learner in the South African Education System pp. 87-103 Downloads
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 Downloads
C. May
The Export-Output Relationship in South Africa: An Empirical Investigation pp. 25-46 Downloads
P. C. Wa Cipamba
Risk Factors in Returns of the South African Stock Market pp. 47-70 Downloads
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 Downloads
A. Nsabimana and M.K. Ocran
Some Impacts of South African FDI Flows on the Current Account Balance pp. 99-116 Downloads
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 Downloads
A. Dicks, W.J. Conradie and T. de Wet
The Adjustment of Current Account (Im-)Balances in Africa pp. 19-38 Downloads
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 Downloads
Richard Mussa
Fiscal Sustainability in South Africa: Will History Repeat Itself? pp. 55-78 Downloads
Estian Calitz, Stan Du Plessis and F.K. Siebrits
A Review and Update of Value at Risk pp. 79-102 Downloads
D. Maxwell and G. van Vuuren

Volume 38, issue 2, 2014

Thin-Trading and Beta Estimation: Results From a Simulated Environment pp. 19-31 Downloads
D.E. McClelland, Christo Auret and T.K. Wright
Monitoring Market Fragility Using the Absorption Ratio pp. 33-46 Downloads
D. Bradfield and D Hendricks
A Cross-Model Comparison of Travel Time Inclusion Techniques in Recreational Fishing Demand Analysis pp. 47-64 Downloads
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 Downloads
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 Downloads
J van Greunen, A Heymans, Chris van Heerden and G van Vuuren
Is Liquidity a Pricing Factor on the JSE? pp. 17-34 Downloads
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 Downloads
Rulof Burger and Dieter von Fintel
The Asymmetry of Gain Loss Time Horizons on the JSE pp. 65-74 Downloads
F Toerien, D Rosenberg and R Kruger
Drivers of Economic Growth in Developing Countries pp. 75-85 Downloads
M Q Dao

Volume 37, issue 3, 2013

How Accurate are South African Macroeconomic Forecasts? pp. 1-24 Downloads
C P van Walbeek
Dating the Business Cycle in South Africa by Using a Markov-Switching Model pp. 25-40 Downloads
Francis Bismans and P Le Roux
On Market Power And Cartel Detection: The South African Flour Cartel pp. 41-60 Downloads
Liberty Mncube
Financial Integration and Economic Growth: Theory and a Survey of Evidence pp. 61-86 Downloads
Meshach Aziakpono
The Targeting of Zero-Rated Basic Foodstuffs Under Value-Added Tax (VAT) in South Africa pp. 87-104 Downloads
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 Downloads
E J Zeelie and H R Lloyd
Money Supply and Economic Activity in South Africa – the Relationship Updated To 2011 pp. 23-39 Downloads
G D I Barr and B S Kantor
Nonparametric Estimation of A Hedonic Price Model: A South African Case Study pp. 41-62 Downloads
M du Preez, D E Lee and M C Sale
International Trade and Labour Demand Elasticities: Empirical Evidence from South Africa pp. 63-93 Downloads
A C Mahomedy
More Countries, Similar Results: A Nonlinear Programming Approach to Normalising test Scores Needed for Growth Regressions pp. 95-114 Downloads
M Gustafsson

Volume 37, issue 1, 2013

A Comparison of Cointegration and Copula Asset Allocation Approaches pp. 1-28 Downloads
Y S Stander, D J Marais and Ilse Botha
Optimal Asset Allocation Strategies for South African Pension Funds pp. 29-53 Downloads
J D van Heerden and F J Koegelenberg
Trends and Volatility in Residential Property Prices in South Africa pp. 55-74 Downloads
M K Ocran and Izunna Anyikwa
Financial Constraints and Capital Structure Dynamics Across the Business Cycle: Some Evidence from The Jse pp. 75-103 Downloads
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 Downloads
O Adegboye and D Kotze

Volume 36, issue 3, 2012

Banking Instability And Deposit Insurance In Low Income Countries pp. 1-24 Downloads
H P E Ngalawa
The Impact Of Dwindling Opportunities For Mine Migration On Rural Household Income In Lesotho pp. 25-46 Downloads
S N A Mensah
Monetary Policy Transmission In Namibia: A Review Of The Interest Rate Channel pp. 47-64 Downloads
J P S Sheefeni and M K Ocran
Mutual Accessibility Amongst Markets In India, Brazil And South Africa (IBSA) pp. 65-100 Downloads
T E Mutambara
Market Reaction To Open Market Share Repurchases On The Johannesburg Stock Exchange Over The Period 2000 To 2007 pp. 101-122 Downloads
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 Downloads
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 Downloads
M Du Preez and M C Sale
A Production Function for Cricket: the South African Perspective pp. 37-52 Downloads
K Brock, G Fraser and Ferdi Botha
Estimating the Inflation Threshold for South Africa pp. 53-66 Downloads
Temitope Leshoro
Revisiting the South African Aggregate Import Demand: a View From Expenditure Components pp. 67-83 Downloads
E Ziramba

Volume 36, issue 1, 2012

Africa’ s Comparative advantage In Travel Service Exports pp. 1-22 Downloads
L du Toit and Johan Fourie
Time Varying Parameter Error Correction Model Approach To Forecasting Tourist Arrivals In South Africa pp. 23-42 Downloads
Ilse Botha and Andrea Saayman
Gasoline, Diesel Fuel And Jet Fuel Demand In South Africa pp. 43-78 Downloads
Willem Boshoff
The Determinants Of Monetary Policy Transparency In Sub-Saharan Africa pp. 79-106 Downloads
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 Downloads
G M Wessels
Page updated 2025-07-21