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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 26, issue 3, 2002

The South African Share Index Futures and Share Markets: Efficiency and Causality Revisited pp. 1-18 Downloads
H M J Leng
South African Unit Trusts: Selection Ability and Information Effects pp. 19-42 Downloads
H R Oosthuizen and E vd M Smit
The Term Structure as a Predictor of Recessions pp. 43-52 Downloads
E Moolman
Using Demographic and Health Surveys to Measure Poverty - An Application to South Africa pp. 53-70 Downloads
F le R Booysen
An Application of Self-Organising and Backpropagation Neural Networks for Predicting Segment Classification pp. 71-90 Downloads
J Z Bloom

Volume 26, issue 2, 2002

Labour Costs and Inflation in South Africa: An Econometric Study pp. 1-18 Downloads
O A Akinboade and E W Niedermeier
Modelling the Demand Behaviour of Spanish Consumers Using Parametric and Non-Parametric Approaches pp. 19-37 Downloads
José Alberto Molina
Axiomatic Analysis of Choosing the Second Best pp. 37-50 Downloads
S Lahiri
Business Confidence and the South African Business Cycle pp. 51-67 Downloads
G M Pellissier
On the Market Risk Premium pp. 69-80 Downloads
C Firer and D Bradfield
Modelling Exchange Rate Variations Using Principal Components Analysis: A Note pp. 81-85 Downloads
Nicholas Biekpe

Volume 26, issue 1, 2002

Supply Constraints, Export Opportunities and Agriculture in the Western Cape of South Africa pp. 1-16 Downloads
S McDonald and Cecilia Punt
Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? pp. 17-32 Downloads
S Davidson, Robert Faff and H Mitchell
An Evaluation of the Ber's Trade and Building Survey Panels pp. 33-50 Downloads
G J Kershoff
The Behaviour of Financial Ratios for Capital and Labour Intensive Enterprises During the Economic Cycle pp. 51-70 Downloads
J Z Bloom, I J Lambrechts and N J le Roux
Measuring Contagion – The Profile of South African and Emerging Market Risk Over the 1998 Crisis pp. 71-82 Downloads
G D I Barr and L Sharp
Market Segmentation on the Johannesburg Stock Exchange II pp. 83-100 Downloads
P van Rensburg

Volume 25, issue 3, 2001

Empirical Regularities in the Growth of Government pp. 1-30 Downloads
M Q Dao
Investigating the Relevance of Supply-Side Factors for Export-Oriented Investment pp. 31-56 Downloads
Alberto Behar
Possible Implications of the Price, Cross-Price and Income Elasticities of the Demand for Public Road Transport in the Cape Metropolitan Area - a Co-Integration Analysis pp. 57-74 Downloads
S E Neubrech and W J Pienaar
Forecasting Cyclical Turning Points by Means of a Probabilistic Approach: Some South African Evidence pp. 75-104 Downloads
M P Cook and E vd M Smit
Modelling Exchange Rates Returns Using a Nested Design Model pp. 105-114 Downloads
Nicholas Biekpe
A Note on the Oman Stock Market and the Problem of Over-Subscriptions pp. 115-122 Downloads
N Al-Mawali and A N M Wahid

Volume 25, issue 2, 2001

Price Discovery in South African Financial Markets: Investigating the Relationship Between South Africa's Stock Index Futures Market and the Underlying Market pp. 1-24 Downloads
Johannes Fedderke and M Joao
Revisiting the Concentration-Profits Relationship in South Africa: Moving the Debate Beyond Deadlock pp. 25-60 Downloads
F C v N Fourie and A Smith
Dividendveranderings in Suid-Afrika - Tekenend Van Die Verlede of Toekoms? pp. 61-86 Downloads
A E Nell, W D Hamman and E vd M Smit
Verifying Return-Based Style Analysis Using Composition-Based Factor Returns pp. 87-102 Downloads
M Robertson, C Firer and D Bradfield
Financial Leasing And Investment Decisions: An Empirical Investigation pp. 103-108 Downloads
J Papanastasiou, J Lazaridis and K Lyroudi

Volume 25, issue 1, 2001

Growth and Institutions: A Study of the Link Between Political Institutions and Economic Growth In South Africa — a Times Series Study: 1935-97 pp. 1-26 Downloads
J W Fedderke, R H J de Kadt and John Luiz
Seasonal Patterns On the Johannesburg Stock Exchange: Some New Evidence pp. 27-61 Downloads
J le Roux and E vd M Smit
Income Inequality In South Africa — a Statistical Analysis pp. 63-75 Downloads
A K Ngwane, V S S Yadavalli and F E Steffens
Poverty In South Africa In 1995 — a Totally Fuzzy and Relative Approach pp. 77-87 Downloads
A K Ngwane, V S S Yadavalli and F E Steffens
Deregulation of the Liquid Fuels Sector In South Africa pp. 89-103 Downloads
J H P van Heerden and C Odendaai

Volume 24, issue 3, 2000

Introduction to Special Edition pp. 1-5 Downloads
Murray Leibbrandt and Nicoli Nattrass
South Africa’s Changing Income Distribution in the 1990s pp. 7-30 Downloads
A Whiteford and D E van Seventer
Understanding Contemporary Household Inequality in South Africa pp. 31-51 Downloads
Murray Leibbrandt, Ingrid Woolard and Haroon Bhorat
Visions of Society: Peasants, Workers and the Unemployed in a Changing South Africa pp. 53-71 Downloads
J Seekings
The Debate about Unemployment in the 1990s pp. 73-89 Downloads
N Nattrass
Discrimination is Declining in South Africa But Inequality is Not pp. 91-108 Downloads
P Moll
The Changing Pattern of Segmentation in the South African Labour Market pp. 109-128 Downloads
J Hofmeyr
Inequality, Unemployment and Wage-Setting Institutions in South Africa pp. 129-141 Downloads
N Nattrass
Will Lower Wages Cause Faster Growth in South Africa? pp. 143-163 Downloads
B Gibson

Volume 24, issue 2, 2000

Inflation Targeting in South Africa: A Var Analysis pp. 1-17 Downloads
G Woglom
Purchasing Power Parity in the Long Run: An Empirical Re-Evaluation of the South African Evidence pp. 19-34 Downloads
T de Wet
Generational Accounting: A Comparison Between Various Taxes’ Incidence on the Young and Old in South Africa pp. 35-51 Downloads
J H van Heerden and Nicolaas Schoeman
A Study of Convergence in the World Economy, 1960-97 pp. 53-65 Downloads
L Yadavalli and V S S Yadavalli
Social Rates of Discount Revisited, With Derivations For Trinidad and South Africa pp. 67-85 Downloads
Stefano Mainardi
Detecting Heteroscedasticity Using a Non-Parametric Regression Technique pp. 87-95 Downloads
Nicholas Biekpe

Volume 24, issue 1, 2000

The Black-Scholes Model of Option Prices if Individuals’ Utilities are Admitted pp. 1-10 Downloads
H Abraham
The White Paper on Population Policy: The Economic-Demographic Perspective pp. 11-20 Downloads
J L Sadie
Import Demand Elasticities for South Africa: A Cointegration Analysis pp. 21-37 Downloads
V Gumede
A Comparison of Earnings Per Share and Dividends Per Share as Explanatory Variables for Share Price pp. 39-53 Downloads
Christo Auret and J U de Villiers
Mean Reversion of Rates and Prices in the South African Market pp. 55-67 Downloads
M Botha, G van Vuuren and P Styger
The Behaviour of Equity Trading Volume on the London Stock Exchange pp. 69-85 Downloads
K K Opong, Nicholas Biekpe and P McIlkenny
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