Determining South Africa's export potential to Australia: A panel data approach

Jordaan, Andre Cillie

doi:10.17159/2222-3436/2015/v18n3a5

Cited by 2 publications

(2 citation statements)

References 17 publications

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“…The Transfer function equation model and the noise time series for the South African Exchange rate could be written as: 7 do not indicate any mean term as its estimated values are given with one autoregressive parameter and the input terms' coefficient. The p-values are seen to be significant with the order of parameters been (b = 12, r = 0, s = [2,5,8]). The noise term series and transfer function could be written as…”

Section: Transfer Function Approachmentioning

confidence: 96%

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Forecasting Exchange Rate Across Countries with Gold Price as Exogenous Variable Using Transfer Function and VARI-X Model

Sesay

Suhartono

Prastyo³

2020

MATEMATIKA

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Investors and collectors hold gold as protection for their savings and wealth atlarge. Gold does not pay interest like treasure bonds or savings accounts, but current goldprices often reflect increases and decreases of an asset. This research aims to provide amodel for the relationship between the exchange rate, which is vital in exporting gold, andgold prices across countries. The Australia, Brazil, and South Africa exchange rates areused as a case study against the gold price. The ARIMA model is used for forecasting goldprice as an input for the Transfer Function and VARIX models. The Transfer Functionmodel only considers the relationship between gold prices as input with the exchange ratein each country, whereas the VARIX model also considers the interrelationship betweenexchange rates in these countries. Daily data is used for the period 1st June 2010 to the28th February 2018. The RMSE and MAPE are used as criteria for selecting the bestmodel. The results show that VARIX is the best model for forecasting the Australianexchange rate, while the Transfer function is the best model for forecasting South Africanand Brazilian exchange rates.

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Section: Transfer Function Approachmentioning

confidence: 96%

“…The models for the South African, Australian, and Brazilian exchange rates using subset ARIMA ( [8,13,16],1,0), ARIMA(0,1,1), and subset ARIMA (0,1, [7]) respectively, are written in equation ( 8)-(10) as follows.…”

Section: Modeling Of the Exchange Rate And Gold Price Using Arimamentioning

confidence: 99%

Forecasting Exchange Rate Across Countries with Gold Price as Exogenous Variable Using Transfer Function and VARI-X Model

Sesay

Suhartono

Prastyo³

2020

MATEMATIKA

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A Gravity Model for Indonesian Canned Tuna Exports to the European Union Market: An Application of PPML Estimator

Wiranthi

Aminudin

Dewi

2019

Sriwijaya Int. J. of Dynamic Eco. And Buss.

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In this study, we examine the factors that affect the export of Indonesian canned tuna to the European Union (EU) market through a gravity model approach. This paper employs a gravity model approach through Poisson Pseudo-Maximum Likelihood (PPML) estimation. Data from 2006 to 2015 covering 10 countries in the EU market (Netherlands, Belgium, Italy, Germany, Poland, Portugal, Slovenia, Spain, Sweden, and the United Kingdom) were employed with HS 160414 product code specifications. Constant Market Share Analysis (CMSA) was performed to examine Indonesian export growth as well as its competitors. The findings indicated that the performance of Indonesian canned tuna exports to the EU market is prominently affected by competitiveness effect while Thai canned tuna export is more affected by the import growth effect and composition effect. The Philippines and Vietnam canned tuna exports are more affected by composition effect and competitiveness effect. The factors that significantly affect the export of Indonesian canned tuna to the EU market are the population of the importing countries, tuna production volumes and real exchange rate.

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Determining South Africa's export potential to Australia: A panel data approach

Cited by 2 publications

References 17 publications

Forecasting Exchange Rate Across Countries with Gold Price as Exogenous Variable Using Transfer Function and VARI-X Model

Forecasting Exchange Rate Across Countries with Gold Price as Exogenous Variable Using Transfer Function and VARI-X Model

A Gravity Model for Indonesian Canned Tuna Exports to the European Union Market: An Application of PPML Estimator

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