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Katleho Makatjane | IDEAS/RePEc
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Katleho Makatjane

Personal Details

First Name:Katleho
Middle Name:
Last Name:Makatjane
Suffix:
RePEc Short-ID:pma3392
[This author has chosen not to make the email address public]
Terminal Degree:2020 Fakulteit Economiese en Bestuurwetenskappe; North-West University (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Katleho Makatjane & Roscoe van Wyk, 2020. "Identifying structural changes in the exchange rates of South Africa as a regime-switching process," WIDER Working Paper Series wp-2020-162, World Institute for Development Economic Research (UNU-WIDER).

Articles

  1. Katleho Makatjane & Tshepiso Tsoku, 2022. "Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods," IJFS, MDPI, vol. 10(1), pages 1-23, January.
  2. Katleho Makatjane, 2022. "Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 217-225, July.
  3. Katleho Makatjane & Ntebogang Moroke, 2021. "Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index," IJFS, MDPI, vol. 9(2), pages 1-18, March.
  4. Katleho Makatjane & Ntebogang Moroke & Diteboho Xaba, 2018. "On the Prediction of the Inflation Crises of South Africa Using Markov-Switching Bayesian Vector Autoregressive and Logistic Regression Models," Journal of Social Economics Research, Conscientia Beam, vol. 5(1), pages 10-28.
  5. Katleho Makatjane & Ntebogang Moroke & Diteboho Xaba, 2017. "Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate," Journal of Economics and Behavioral Studies, AMH International, vol. 9(3), pages 163-170.

Chapters

  1. Katleho Makatjane & Ntebo Moroke & Elias Munapo, 2021. "Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 31-64, Springer.

Citations

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Working papers

  1. Katleho Makatjane & Roscoe van Wyk, 2020. "Identifying structural changes in the exchange rates of South Africa as a regime-switching process," WIDER Working Paper Series wp-2020-162, World Institute for Development Economic Research (UNU-WIDER).

    Cited by:

    1. Mathias Manguzvane & Mduduzi Biyase, 2023. "Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach," Economics Working Papers edwrg-04-2023, College of Business and Economics, University of Johannesburg, South Africa, revised 2023.

Articles

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Chapters

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More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (1) 2020-12-14. Author is listed

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