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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 ...
An optimal generalized autoregressive conditional heteroscedasticity model for forecasting the South African inflation volatility
(International Foundation for Research & Development, 2015)
In most cases, financial variables are explained by leptokurtic distribution and often fail the assumption of normal distribution. This paper sought to explore the robustness of GARCH–type models in forecasting inflation ...
Box-Jenkins transfer function framework applied to saving-investment nexus in the South African context
(Virtus Interpress, 2015)
This paper studied the relationship between investment and savings in South Africa for the period 1990 quarter 1 to 2014 quarter 3. The unit root test confirmed the non-stationarity of the series prior to first differencing. ...
How applicable is export-led growth and import-led growth hypotheses to South African economy? The VECM and causality approach
(Virtus Interpress, 2015)
This paper investigated exports, imports and the economic growth nexus in the context of South Africa. The paper sets out to examine if long-run and causal relationships exist between these variables. Quarterly time series ...
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 ...
Students' perceptions and attitudes towards statistics in South African university: an exploratory factor analysis approach
(Virtus Interpress, 2015)
The major part of students at institutions of higher learning has shown an aversion for statistics. These
attitudes impede on students’ performance. Among factors affecting students’ achievement in the
subject is ...
An empirical study of staff compliance to information security policy in a South African municipality
(Virtus Interpress, 2015)
Despite increasing investment in information security and its strategic role in today’s business success,
effective implementation of information security strategies still remains one of the top challenges
facing global ...
A discriminant analysis appraoch to classifying adopters and non-adopters of internet-banking services
(Virtus Interpress, 2015)
Several technology acceptance theories have been proposed and used to study the adoption of IB
services world over. However, TAM has gained wide popularity compared to other behavioral theories.
This study uses some ...