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Cogent Economics & Finance Volume 6, 2018 - Issue 1
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Research Article

The effects of oil price uncertainty on economic activities in South Africa

Junior T. ChiwezaDepartment of Economics, University of Pretoria, Pretoria, South AfricaORCID Iconhttps://orcid.org/0000-0001-9329-4615View further author information
ORCID Icon &
Goodness C. AyeDepartment of Economics, University of Pretoria, Pretoria, South AfricaCorrespondence[email protected]
View further author information
|
Lanouar CharfeddineQatar University, QatarView further author information
(Reviewing Editor)
Article: 1518117 | Received 28 Dec 2017, Accepted 28 Aug 2018, Published online: 20 Sep 2018

Figures & data

Figure 1. Realised oil price volatility series.

Figure 1. Realised oil price volatility series.

Figure 2. Stationary VAR residuals.

Figure 2. Stationary VAR residuals.

Figure 3. Generalised impulse response functions.

Figure 3. Generalised impulse response functions.

Table 1. Descriptive properties of the macroeconomic variables

Table 2. Generalised forecast error variance decomposition of realised volatility

Figure 4. Impulse response functions: 2009–2015 data.

Figure 4. Impulse response functions: 2009–2015 data.

Figure 5. Variable growth rates impulse response functions: 1990-2015 data.

Figure 5. Variable growth rates impulse response functions: 1990-2015 data.

Figure 6. OVX impulse response functions: 2009–2015 data.

Figure 6. OVX impulse response functions: 2009–2015 data.

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