Examining the relationship between term structure of interest rates and economic activity in Namibia

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dc.contributor.authorSheefeni, Johannes Peyavali Sheefeni
dc.contributor.authorKaulihowa, Teresia
dc.date.accessioned2021-03-11T07:21:11Z
dc.date.available2021-03-11T07:21:11Z
dc.date.issued2016
dc.description.abstractThis 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.en_US
dc.identifier.citationSheefeni, J. P. S., & Kaulihowa, T. (2016). Examining the relationship between term structure of interest rates and economic activity in Namibia. International Journal of Economics and Financial Research,2(9), 161-168,en_US
dc.identifier.issn2411-9407
dc.identifier.urihttp://arpgweb.com/?ic=journal&journal=5&info=aims
dc.identifier.urihttp://hdl.handle.net/10566/5978
dc.language.isoenen_US
dc.publisherAcademic Research Publishing Groupen_US
dc.subjectYield-curveen_US
dc.subjectForecastingen_US
dc.subjectEconomic activityen_US
dc.subjectNamibiaen_US
dc.subjectCointegrationen_US
dc.titleExamining the relationship between term structure of interest rates and economic activity in Namibiaen_US
dc.typeArticleen_US

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