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

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

This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil importing country, South Africa. Monthly data covering the period 1990:01 to 2015:12 is used. The Structural Vector Autoregressive (SVAR) methodology is applied incorporating realized...

Full description

Bibliographic Details
Main Authors: Junior T. Chiweza, Goodness C. Aye
Format: Article
Language:English
Published: Taylor & Francis Group 2018-01-01
Series:Cogent Economics & Finance
Subjects:
oil price uncertainty
volatility
economic activities
short run
svar
south africa
Online Access:http://dx.doi.org/10.1080/23322039.2018.1518117

Similar Items

Similar Items