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Studies in Economics and Econometrics Volume 40, 2016 - Issue 3
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Original Article

Estimating and Explaining Changes in Potential Growth in South Africa

J. KempCorrespondence[email protected]
&
B. Smit
Pages 21-38 | Published online: 10 Nov 2020

References

  • Anvari, V., Ehlers, N. & Steinbach, R. 2014. A semi-structural approach to estimate South Africa's potential output. South African Reserve Bank Working Papers, WP/14/08.
  • Alichi, A. 2015. A new methodology for estimating the output gap in the United States. IMF Working Paper, WP/15/144.
  • Benes, J., Clinton, K., Garcia-Saltos, R., Johnson, M., Laxton, D., Manchev, P. & Matheson, T. 2010. Estimating potential output with a multivariate filter. IMF Working Paper, WP/10/285.
  • Blagrave, P., Garcia-Saltos, R., Laxton, D. & Zhang, F. 2015. A simple multivariate filter for estimating potential output. IMF Working Paper, WP/15/79.
  • Burger, P. 2014. ‘Inflation and market uncertainty in South Africa’, South African Journal of Economics, 82(4): 583–602.
  • Cubeddu, L., Culiuc, A., Fayad, G., Gao, Y., Kochhar, K., Kyobe, A., Oner, C., Perrelli, R., Sanya, S., Tsounta, E. & Zhang, Z. 2014. Emerging markets in transition: Growth prospects and challenges. IMF Staff Discussion Note, 14/06.
  • Ehlers, N., Mboji, L. & Smal, M. 2013. The pace of potential output growth in the South African economy. South African Reserve Bank Working Paper, No. 13/01.
  • Hodrick, R. J. & Prescott, E. C. 1997. ‘Postwar U.S. business cycles: An empirical investigation’, Journal of Money, Credit and Banking, 29(1): 1–16.
  • IMF. 2014. South Africa: Selected issues paper. IMF Country Report No. 14/339, December 2014.
  • IMF. 2015. IMF World Economic Outlook: Chapter 3. April 2015.
  • Kemp, J.H. 2015. ‘Measuring potential output for the South African economy: Embedding information about the financial cycle’, South African Journal of Economics, 83(4): 549–568.
  • Laxton, D. & R. Tetlow. 1992. A simple multivariate filter for the measurement of potential output. Technical Report No. 59. Ottawa: Bank of Canada.
  • Ljung, L. 1999. System identification: Theory for the user. Prentice-Hall: New Jersey.
  • Okun, A.M. 1962. Potential GNP: Its measurement and significance. In Proceedings of the Business and Economic Statistics Section: 98-104. Washington: American Statistical Association.
  • Rangasamy, L. 2009. How persistent is South Africa's inflation?. South African Reserve Bank Working Paper, No. 09/115.
  • Ravn, M.O. & Uhlig, H. 2002. ‘On adjusting the Hodrick-Prescott filter for the frequency of observations’, The Review of Economics and Statistics, 84(2): 371–376.
  • South African Reserve Bank. 2015. Policy statement of the monetary policy committee, March 2015.

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