Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia

dc.contributor.author	Sheefeni, Johannes, Peyavali
dc.date.accessioned	2021-07-23T11:58:09Z
dc.date.available	2021-07-23T11:58:09Z
dc.date.issued	2016
dc.description.abstract	Abstract: This paper analysed the forecasting ability of yield-curve as a predictor of the short-run fluctuations in economic activities in Namibia. The study employed the techniques of unit root, cointegration, impulse response functions and forecast error variance decomposition on the quarterly data covering the period 1996 to 2015. The results revealed a negative relationship between the term structure of interest rates and economic activities, though statistically insignificant. This suggests that the yield-curve has no forecasting ability as a predictor of economic activity in Namibia. Keywords: Yield-curve; Forecasting; Economic activity; Namibia; Cointegration; Impulse response function.	en_US
dc.identifier.citation	Sheefeni, J. P. & Kaulihowa, T. (2016) Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia	en_US
dc.identifier.issn	2411-9407
dc.identifier.uri	http://hdl.handle.net/10566/6464
dc.language.iso	en	en_US
dc.publisher	Academic research publishing group	en_US
dc.subject	Yield-curve	en_US
dc.subject	forecasting	en_US
dc.subject	Economic activity	en_US
dc.subject	Namibia	en_US
dc.subject	cointegration	en_US
dc.subject	impulse response function	en_US
dc.title	Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia	en_US
dc.type	Article	en_US

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