Browsing Faculty of Economic and Management Sciences by Subject "Stationarity"
Now showing items 1-2 of 2
-
Is the South African exchange rate volatile? Application of the arch framework
(Virtus Interpress, 2015)This study applies the autoregressive conditional heteroscedasticity (ARCH) model to forecast exchange rate volatility in South Africa for the period 1990Q1 to 2014Q2. The ARCH (1) and ARCH (2) models were constructed using ... -
A pairwise unit-root-test based approach to investigating convergence of household debt in South Africa and the United States
(Virtus Interpress, 2015)The purpose of this paper was to test convergence of household debts in the United States and South Africa taking a pairwise unit root tests based approaches into account. Substantial number of studies dealt with convergence ...