Dave Liu

Stellenbosch University

Senior Lecturer

Stellenbosch, Western Cape 7602

South Africa

SCHOLARLY PAPERS

5

DOWNLOADS

282

SSRN CITATIONS
Rank 49,845

SSRN RANKINGS

Top 49,845

in Total Papers Citations

2

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.

A New-Keynesian DSGE Model for Forecasting the South African Economy

Journal of Forecasting, Vol. 28, pp. 387–404, 2009
Number of pages: 18 Posted: 20 Sep 2010
Rangan Gupta, Eric Schaling and Dave Liu
University of Pretoria - Department of Economics, Rand Afrikaans University - Department of Economics and Stellenbosch University
Downloads 88 (311,200)
Citation 1

Abstract:

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New-Keynesian DSGE Model, VAR and BVAR Model, Forecast Accuracy

2.

A Small-Scale DSGE Model for Forecasting the South African Economy

South African Journal of Economics, Vol. 75, No. 2, June 2007
Number of pages: 15 Posted: 20 Sep 2010
Rangan Gupta and Dave Liu
University of Pretoria - Department of Economics and Stellenbosch University
Downloads 77 (337,229)
Citation 1

Abstract:

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DSGE Model, VAR and BVAR Model, Forecast Accuracy, DSGE Forecasts, VAR Forecasts, BVAR Forecasts

3.

Forecasting the South African Economy: A DSGE-VAR Approach

CentER Working Paper No. 2008-32
Number of pages: 23 Posted: 20 Sep 2010
Rangan Gupta, Eric Schaling and Dave Liu
University of Pretoria - Department of Economics, Rand Afrikaans University - Department of Economics and Stellenbosch University
Downloads 52 (411,851)
Citation 1

Abstract:

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DSGE Model, VAR and BVAR Model, Forecast Accuracy, DSGE Forecasts, VAR Forecasts, BVAR Forecasts

4.

Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand

South African Journal of Economics, Vol. 77, No. 3, September 2009
Number of pages: 17 Posted: 20 Sep 2010 Last Revised: 19 Nov 2010
Andrew Stuart Duncan and Dave Liu
University of Johannesburg and Stellenbosch University
Downloads 36 (475,388)

Abstract:

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Currency crisis, exchange rate, volatility, ICSS algorithm, GARCH

5.

Endogenous Money or Sticky Wages: A Bayesian Approach

Number of pages: 24 Posted: 20 Sep 2010
Dave Liu
Stellenbosch University
Downloads 29 (509,570)

Abstract:

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Endogenous money, Sticky wages, New Keynesian model, Bayesian analysis