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Markov switching
Working Paper
Do fiscal regimes matter for fiscal sustainability in South Africa?: A Markov-switching approach

This paper empirically examines South Africa’s fiscal sustainability through a Markov-switching model which utilizes quarterly datasets for the period from 1960 to 2019...

Fiscal Fiscal policy Sustainability
Working Paper
Identifying structural changes in the exchange rates of South Africa as a regime-switching process

Exchange rate volatility is said to exemplify the economic health of a country. Exchange rate break points (known as structural breaks) have a momentous impact on the macroeconomy of a country...

Machine learning Markov switching Principal component analysis
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