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South Africa VAR Model: Inflation & Rates by baonguyen.31231025678 is a document available to read on EtoBox.

What is South Africa VAR Model: Inflation & Rates about?

The document discusses the assessment of South African macroeconomic data using a VAR model, focusing on economic output, inflation, and interest rates. It employs the Hodrick-Prescott filter to estimate the output gap and conducts various tests to evaluate data persistence, model fit, and Granger causality. The findings indicate that inflation is primarily influenced by its past values, while interest rates depend on their previous observations, with implications for structural stability and the potential

Author

baonguyen.31231025678

Language

EN