Franz Ruch
Personal Details
First Name: | Franz |
Middle Name: | Ulrich |
Last Name: | Ruch |
Suffix: | |
RePEc Short-ID: | pru194 |
[This author has chosen not to make the email address public] | |
Affiliation
(44%) South African Reserve Bank
Pretoria, South Africahttp://www.resbank.co.za/
RePEc:edi:rbagvza (more details at EDIRC)
(50%) World Bank Group
Washington, District of Columbia (United States)http://www.worldbank.org/
RePEc:edi:wrldbus (more details at EDIRC)
(6%) Economic Research Southern Africa (ERSA)
Cape Town, South Africahttp://www.econrsa.org/
RePEc:edi:ersacza (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Kasyanenko,Sergiy & Kenworthy,Philip George & Ruch,Franz Ulrich & Vashakmadze,Ekaterine T. & Vorisek,Dana Lauren & Wheeler,Collette Mari, 2023. "Investment in Emerging Market and Developing Economy Regions : Trends, Prospects, and Policy Options," Policy Research Working Paper Series 10369, The World Bank.
- Kilic Celik, Sinem & Kose, Ayhan M. & Ohnsorge, Franziska & Ruch, Franz, 2023.
"Potential Growth: A Global Database,"
MPRA Paper
116902, University Library of Munich, Germany.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge & F. Ulrich Ruch, 2023. "Potential Growth: A Global Database," CAMA Working Papers 2023-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge & F. Ulrich Ruch, 2023. "Potential Growth: A Global Database," Koç University-TUSIAD Economic Research Forum Working Papers 2302, Koc University-TUSIAD Economic Research Forum.
- Kilic Celik, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska & Ruch, Franz, 2023. "Potential Growth: A Global Database," CEPR Discussion Papers 18061, C.E.P.R. Discussion Papers.
- Kasyanenko,Sergiy & Kenworthy,Philip George & Kilic Celik,Sinem & Ruch,Franz Ulrich & Vashakmadze,Ekaterine T. & Wheeler,Collette Mari, 2023. "The Past and Future of RegionalPotential Growth : Hopes, Fears, and Realities," Policy Research Working Paper Series 10368, The World Bank.
- Mumtaz,Haroon & Ruch,Franz Ulrich, 2023. "Policy Uncertainty and Aggregate Fluctuations : Evidence from Emerging and Developed Economies," Policy Research Working Paper Series 10564, The World Bank.
- Temel Taskin & Franz Ulrich Ruch, 2023.
"Global Demand and Supply Sentiment: Evidence from Earnings Calls,"
Staff Working Papers
23-37, Bank of Canada.
- Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
- Ruch,Franz Ulrich & Taskin,Temel, 2022. "Demand and Supply Shocks : Evidence from Corporate Earning Calls," Policy Research Working Paper Series 9922, The World Bank.
- Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
- Ergys Islamaj & Franz Ulrich Ruch & Eka Vashakmadze, 2021. "Demand and Supply Dynamics in East Asia During the COVID-19 Recession," World Bank Publications - Reports 35671, The World Bank Group.
- Ruch,Franz Ulrich, 2020. "Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade," Policy Research Working Paper Series 9181, The World Bank.
- Ruch,Franz Ulrich, 2020. "Policy Challenges for Emerging and Developing Economies : Lessons from the Past Decade," Policy Research Working Paper Series 9180, The World Bank.
- Lauren Kuhn & Franz Ruch & Rudi Steinbach, 2019. "Reaching for the rstars estimating South Africas neutral real interest rate," Working Papers 9097, South African Reserve Bank.
- Byron Botha & Koketso Mano & Franz Ruch, 2019. "A Stylised Semi structural Model of the Equilibrium REER," Occasional Bulletin of Economic Notes 9341, South African Reserve Bank.
- Franz Ruch, 2018. "04 Is our core rotten Franz Ruch Nov 17," Occasional Bulletin of Economic Notes 8885, South African Reserve Bank.
- Byron Botha & Franz Ruch & Rudi Steinbach, 2018. "Shortlived supply shocks to potential growth," Working Papers 8605, South African Reserve Bank.
- Byron Botha & Franz Ruch & Rudi Steinbach, 2018. "Update to the Quarterly Projection Model," Occasional Bulletin of Economic Notes 8879, South African Reserve Bank.
- Byron Botha & Shaun de Jager & Franz Ruch & Rudi Steinbach, 2017. "The Quarterly Projection Model of the SARB," Working Papers 8000, South African Reserve Bank.
- Franz Ruch & Byron Botha & Rudi Steinbach, 2017. "Output gap uncertainty February 2016," Occasional Bulletin of Economic Notes 8889, South African Reserve Bank.
- Alain Kabundi & Elmarie Nel & Franz Ruch, 2016.
"Nowcasting Real GDP growth in South Africa,"
Working Papers
7068, South African Reserve Bank.
- Alain Kabundi & Elmarie Nel & Franz Ruch, 2016. "Nowcasting Real GDP growth in South Africa," Working Papers 54, Economic Research Southern Africa.
- Alain Kabundi & Elmarie Nel & Franz Ruch, 2016. "Nowcasting Real GDP growth in South Africa," Working Papers 581, Economic Research Southern Africa.
- Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Decomposing inflation using microprice data Stickyprice inflation," Working Papers 7354, South African Reserve Bank.
- Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Decomposing inflation using micropricelevel data South Africas pricing dynamics," Working Papers 7353, South African Reserve Bank.
- Franz Ruch & Stan du Plessis, 2015. "SecondRound Effects from Food and Energy Prices an SBVAR approach," Working Papers 7008, South African Reserve Bank.
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015.
"Forecasting Core Inflation: The Case of South Africa,"
Working Papers
15-08, Eastern Mediterranean University, Department of Economics.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020. "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
- F Ruch, 2013. "The Impact of International Spillovers on the South African Economy," Working Papers 5705, South African Reserve Bank.
- Adel Bosch & Franz Ruch, 2012.
"An Alternative Business Cycle Dating Procedure for South Africa,"
Working Papers
5210, South African Reserve Bank.
- Adél Bosch & Franz Ruch, 2013. "An Alternative Business Cycle Dating Procedure for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- Mr Franz Ruch & Mr Dirk Bester, 2012. "Towards a Measure of Core Inflation using Singular Spectrum," Working Papers 5145, South African Reserve Bank.
- Dirk Besteri & Franz Ruch, 2011.
"Towards a Measure of Core Inflation using Singular Spectrum Analysis,"
Working Papers
256, Economic Research Southern Africa.
- Franz Ruch & Dirk Bester, 2013. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 307-329, September.
Articles
- Franz Ulrich Ruch & Temel Taskin, 2024.
"Global Demand and Supply Sentiment: Evidence From Earnings Calls,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
- Temel Taskin & Franz Ulrich Ruch, 2023. "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers 23-37, Bank of Canada.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020.
"Forecasting core inflation: the case of South Africa,"
Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 15-08, Eastern Mediterranean University, Department of Economics.
- Adél Bosch & Franz Ruch, 2013.
"An Alternative Business Cycle Dating Procedure for South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- Adel Bosch & Franz Ruch, 2012. "An Alternative Business Cycle Dating Procedure for South Africa," Working Papers 5210, South African Reserve Bank.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- Franz Ruch & Dirk Bester, 2013.
"Towards a Measure of Core Inflation using Singular Spectrum Analysis,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 307-329, September.
- Dirk Besteri & Franz Ruch, 2011. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," Working Papers 256, Economic Research Southern Africa.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Ruch,Franz Ulrich, 2021.
"Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies,"
Policy Research Working Paper Series
9711, The World Bank.
Cited by:
- M. Ayhan Kose & Sergio Kurlat & Franziska Ohnsorge & Naotaka Sugawara, 2017.
"A cross-country database of fiscal space,"
CAMA Working Papers
2017-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Kurlat, Sergio & Ohnsorge, Franziska & Sugawara, Naotaka, 2022. "A cross-country database of fiscal space," Journal of International Money and Finance, Elsevier, vol. 128(C).
- M. Ayhan Kose & Sergio Kurlat & Franziska Ohnsorge & Naotaka Sugawara, 2017. "A Cross-Country Database of Fiscal Space," Koç University-TUSIAD Economic Research Forum Working Papers 1713, Koc University-TUSIAD Economic Research Forum.
- Kose, M. Ayhan & Kurlat , Sergio & Ohnsorge, Franziska & Sugawara, Naotaka, 2017. "A Cross-Country Database of Fiscal Space," CEPR Discussion Papers 12196, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Kurlat,Sergio Andres & Ohnsorge,Franziska Lieselotte & Sugawara,Naotaka, 2017. "A cross-country database of fiscal space," Policy Research Working Paper Series 8157, The World Bank.
- Solís, Pavel, 2023. "Do central bank words matter in emerging markets? Evidence from Mexico," Journal of Macroeconomics, Elsevier, vol. 78(C).
- M. Ayhan Kose & Sergio Kurlat & Franziska Ohnsorge & Naotaka Sugawara, 2017.
"A cross-country database of fiscal space,"
CAMA Working Papers
2017-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ruch,Franz Ulrich, 2020.
"Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade,"
Policy Research Working Paper Series
9181, The World Bank.
Cited by:
- Gnangnon, Sèna Kimm, 2023. "Effect of the duration of membership in the GATT/WTO on economic growth volatility," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 448-467.
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024.
"Spillover effects of US monetary policy on emerging markets amidst uncertainty,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2024. "Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty," Papers 2402.07266, arXiv.org.
- Pineau, Edouard & Le, Phuong & Estran, Rémy, 2022. "Importance of ESG factors in sovereign credit ratings," Finance Research Letters, Elsevier, vol. 49(C).
- Lauren Kuhn & Franz Ruch & Rudi Steinbach, 2019.
"Reaching for the rstars estimating South Africas neutral real interest rate,"
Working Papers
9097, South African Reserve Bank.
Cited by:
- Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
- Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
- Daniel Rees & Guofeng Sun, 2021. "The natural interest rate in China," BIS Working Papers 949, Bank for International Settlements.
- Byron Botha & Franz Ruch & Rudi Steinbach, 2018.
"Shortlived supply shocks to potential growth,"
Working Papers
8605, South African Reserve Bank.
Cited by:
- Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020.
"Time consistency and economic growth: A case study of South African macroeconomic policy,"
Working Papers
842, Economic Research Southern Africa.
- Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Time consistency and economic growth a case study of south african macroeconomic policy," Working Papers 10421, South African Reserve Bank.
- World Bank, 2020. "China Economic Update, July 2020," World Bank Publications - Reports 34264, The World Bank Group.
- Eric Schaling & Kgotso Morema, 2022. "Optimalinterestrategapsforflexibleinflationtargeting," Working Papers 11037, South African Reserve Bank.
- Cobus Vermeulen, 2023. "The inherent uncertainties in output gap estimation a South African perspective," Working Papers 11051, South African Reserve Bank.
- Byron Botha & Eric Schaling, 2020. "Commodity Prices and Policy Stabilisation in South Africa," Working Papers 10225, South African Reserve Bank.
- Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020.
"Time consistency and economic growth: A case study of South African macroeconomic policy,"
Working Papers
842, Economic Research Southern Africa.
- Byron Botha & Franz Ruch & Rudi Steinbach, 2018.
"Update to the Quarterly Projection Model,"
Occasional Bulletin of Economic Notes
8879, South African Reserve Bank.
Cited by:
- Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10211, South African Reserve Bank.
- Byron Botha & Shaun de Jager & Franz Ruch & Rudi Steinbach, 2017.
"The Quarterly Projection Model of the SARB,"
Working Papers
8000, South African Reserve Bank.
Cited by:
- Byron Botha & Franz Ruch & Rudi Steinbach, 2018. "Shortlived supply shocks to potential growth," Working Papers 8605, South African Reserve Bank.
- Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023.
"Is South Africa falling into a fiscal dominant regime,"
Working Papers
11046, South African Reserve Bank.
- Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023. "IsSouthAfricafallingintoafiscaldominantregime," Working Papers 11041, South African Reserve Bank.
- Dladla, Pholile & Malikane, Christopher, 2022. "Inflation dynamics in an emerging market: The case of South Africa," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 262-271.
- Monique B. Reid & Pierre L. Siklos, 2022.
"How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3355-3376, September.
- Monique B Reid & Pierre L Siklos, 2021. "How firms and experts view the Phillips curve evidence from individual and aggregate data from South Africa," Working Papers 11003, South African Reserve Bank.
- Lutho Mbekeni & Andrew Phiri, 2019. "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers 1906, Department of Economics, Nelson Mandela University, revised Sep 2019.
- Mr. Gee Hee Hong & Rahul Anand & Yaroslav Hul, 2019. "Achieving the Bank of Japan’s Inflation Target," IMF Working Papers 2019/229, International Monetary Fund.
- Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
- Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10211, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Eric Schaling & Kgotso Morema, 2022. "Optimalinterestrategapsforflexibleinflationtargeting," Working Papers 11037, South African Reserve Bank.
- Cobus Vermeulen, 2023. "The inherent uncertainties in output gap estimation a South African perspective," Working Papers 11051, South African Reserve Bank.
- Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
- Byron Botha & Eric Schaling, 2020. "Commodity Prices and Policy Stabilisation in South Africa," Working Papers 10225, South African Reserve Bank.
- Patrick Honohan & Athanasios Orphanides, 2022. "Monetary policy in South Africa, 2007-21," WIDER Working Paper Series wp-2022-29, World Institute for Development Economic Research (UNU-WIDER).
- Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023. "Enhancing the Quarterly Projection Model," Working Papers 11048, South African Reserve Bank.
- Alain Kabundi & Elmarie Nel & Franz Ruch, 2016.
"Nowcasting Real GDP growth in South Africa,"
Working Papers
7068, South African Reserve Bank.
- Alain Kabundi & Elmarie Nel & Franz Ruch, 2016. "Nowcasting Real GDP growth in South Africa," Working Papers 54, Economic Research Southern Africa.
- Alain Kabundi & Elmarie Nel & Franz Ruch, 2016. "Nowcasting Real GDP growth in South Africa," Working Papers 581, Economic Research Southern Africa.
Cited by:
- Chien-jung Ting & Yi-Long Hsiao & Rui-jun Su, 2022. "Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-4.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Wolszczak-Derlacz Joanna, 2014. "The Impact Of Domestic And Foreign Competition On Sectoral Growth: A Cross-Country Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 110-131, December.
- Sara Amoroso & Peter M. Kort & Bertrand Melenberg & Joseph Plasmans & Mark Vancauteren, 2010. "Firm Level Productivity under Imperfect Competition in Output and Labor Markets," CESifo Working Paper Series 3082, CESifo.
- Kumar, Saten & Pacheco, Gail & Rossouw, Stephanie, 2010.
"How to Increase the Growth Rate in South Africa?,"
MPRA Paper
26105, University Library of Munich, Germany.
- Saten Kumar & Gail Pacheco & Stephanié Rossouw, 2010. "How to Increase the Growth Rate in South Africa?," EERI Research Paper Series EERI_RP_2010_31, Economics and Econometrics Research Institute (EERI), Brussels.
- Evzen Kocenda & Karen Poghosyan, 2018.
"Nowcasting real GDP growth with business tendency surveys data: A cross country analysis,"
KIER Working Papers
1002, Kyoto University, Institute of Economic Research.
- Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Evžen Kočenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018.
"Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017. "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers 201766, University of Pretoria, Department of Economics.
- Chien-jung Ting & Yi-Long Hsiao, 2022. "Nowcasting the GDP in Taiwan and the Real-Time Tourism Data," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
- Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018.
"Macroeconomic Nowcasting and Forecasting with Big Data,"
Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
- Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
- Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
- Alain Kabundi & Asithandile Mbelu, 2021.
"Estimating a time-varying financial conditions index for South Africa,"
Empirical Economics, Springer, vol. 60(4), pages 1817-1844, April.
- Alain Kabundi & Asi Mbelu, 2017. "Estimating a timevarying financial conditions index for South Africa," Working Papers 8008, South African Reserve Bank.
- Lisa-Cheree Martin, 2019. "Machine Learning vs Traditional Forecasting Methods: An Application to South African GDP," Working Papers 12/2019, Stellenbosch University, Department of Economics.
- Harold P. E. Ngawala & Ntokozo P. Nzimande, 2017.
"Is There A SADC Business Cycle: Evidence from Dynamic Factor Model,"
Working Papers
114, Economic Research Southern Africa.
- Delfin Go & Marna Kearney & Vijdan Korman & Sherman Robinson & Karen Thierfelder, 2010. "Wage Subsidy and Labour Market Flexibility in South Africa," Journal of Development Studies, Taylor & Francis Journals, vol. 46(9), pages 1481-1502.
- Go, Delfin S. & Kearney, Marna & Korman, Vijdan & Robinson, Sherman & Thierfelder, Karen, 2009. "Wage subsidy and labor market flexibility in south Africa," Policy Research Working Paper Series 4871, The World Bank.
- Ashwin Madhou & Tayushma Sewak & Imad Moosa & Vikash Ramiah, 2017. "GDP nowcasting: application and constraints in a small open developing economy," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3880-3890, August.
- Raffaele Mattera & Michelangelo Misuraca & Maria Spano & Germana Scepi, 2023. "Mixed frequency composite indicators for measuring public sentiment in the EU," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2357-2382, June.
- Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
- Byron Botha & Tim Olds & Geordie Reid & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African gross domestic product using a suite of statistical models," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 526-554, December.
- Franz Ruch & Neil Rankin & Stan du Plessis, 2016.
"Decomposing inflation using microprice data Stickyprice inflation,"
Working Papers
7354, South African Reserve Bank.
Cited by:
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Franz Ruch & Neil Rankin & Stan du Plessis, 2016.
"Decomposing inflation using micropricelevel data South Africas pricing dynamics,"
Working Papers
7353, South African Reserve Bank.
Cited by:
- Yılmaz, Engin & Süslü, Bora, 2018. "The Determinants of Price Frequency in Turkey," MPRA Paper 86350, University Library of Munich, Germany.
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015.
"Forecasting Core Inflation: The Case of South Africa,"
Working Papers
15-08, Eastern Mediterranean University, Department of Economics.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020. "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
Cited by:
- Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022.
"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
- Sukono & Riza Andrian Ibrahim & Moch Panji Agung Saputra & Yuyun Hidayat & Hafizan Juahir & Igif Gimin Prihanto & Nurfadhlina Binti Abdul Halim, 2022. "Modeling Multiple-Event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates," Mathematics, MDPI, vol. 10(24), pages 1-18, December.
- F Ruch, 2013.
"The Impact of International Spillovers on the South African Economy,"
Working Papers
5705, South African Reserve Bank.
Cited by:
- Elod Takáts & Abraham Vela, 2014. "International monetary policy transmission," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 25-44, Bank for International Settlements.
- Fowowe, Babajide & Shuaibu, Mohammed, 2016.
"Dynamic spillovers between Nigerian, South African and international equity markets,"
International Economics, Elsevier, vol. 148(C), pages 59-80.
- Babajide Fowowe & Mohammed Shuaibu, 2016. "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, CEPII research center, issue 148, pages 59-80.
- Alex Bara & Pierre Le Roux, 2017. "South Africa's Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 400-412.
- Adel Bosch & Franz Ruch, 2012.
"An Alternative Business Cycle Dating Procedure for South Africa,"
Working Papers
5210, South African Reserve Bank.
- Adél Bosch & Franz Ruch, 2013. "An Alternative Business Cycle Dating Procedure for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
Cited by:
- Binge, Laurie H. & Boshoff, Willem H., 2020. "Economic uncertainty in South Africa," Economic Modelling, Elsevier, vol. 88(C), pages 113-131.
- Ferdi Botha & Gavin Keeton, 2014.
"A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 468-473, September.
- Ferdi Botha & Gavin Keeton, 2014. "A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," Working Papers 449, Economic Research Southern Africa.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Ranjbar, Omid, 2016. "Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 33-44.
- Greg Farrell & Esti Kemp, 2020. "Measuring the Financial Cycle in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 123-144, June.
- Malibongwe Cyprian Nyati & Paul-Francois Muzindutsi & Christian Kakese Tipoy, 2023. "Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation," Economies, MDPI, vol. 11(11), pages 1-23, November.
- Martin Wichlinski & Rajendra Rajaram, 2019. "The Use of RONA/WACC as a Proxy for Investment Quality," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 177-185.
- Dirk Besteri & Franz Ruch, 2011.
"Towards a Measure of Core Inflation using Singular Spectrum Analysis,"
Working Papers
256, Economic Research Southern Africa.
- Franz Ruch & Dirk Bester, 2013. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 307-329, September.
Cited by:
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015.
"Forecasting Core Inflation: The Case of South Africa,"
Working Papers
15-08, Eastern Mediterranean University, Department of Economics.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020. "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
- Gideon Du Rand & Kevin Kotze & Stan Du Plessis, 2015.
"Measuring Core Inflation in South Africa,"
Working Papers
503, Economic Research Southern Africa.
- Stan Plessis & Gideon Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 527-548, December.
Articles
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020.
"Forecasting core inflation: the case of South Africa,"
Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
See citations under working paper version above.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 15-08, Eastern Mediterranean University, Department of Economics.
- Adél Bosch & Franz Ruch, 2013.
"An Alternative Business Cycle Dating Procedure for South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(4), pages 491-516, December.
See citations under working paper version above.
- Adel Bosch & Franz Ruch, 2012. "An Alternative Business Cycle Dating Procedure for South Africa," Working Papers 5210, South African Reserve Bank.
- Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- Franz Ruch & Dirk Bester, 2013.
"Towards a Measure of Core Inflation using Singular Spectrum Analysis,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 307-329, September.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Dirk Besteri & Franz Ruch, 2011. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," Working Papers 256, Economic Research Southern Africa.
More information
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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 12 papers 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.- NEP-MAC: Macroeconomics (9) 2012-03-21 2015-06-27 2015-08-30 2016-03-29 2018-01-15 2018-01-15 2018-06-25 2018-12-24 2019-03-04. Author is listed
- NEP-MON: Monetary Economics (6) 2011-11-28 2015-06-27 2015-08-30 2018-01-15 2019-03-04 2022-11-07. Author is listed
- NEP-FOR: Forecasting (4) 2015-06-27 2015-08-30 2016-03-29 2018-01-15
- NEP-CBA: Central Banking (2) 2015-06-27 2015-08-30
- NEP-AFR: Africa (1) 2012-03-21
- NEP-GER: German Papers (1) 2015-08-30
- NEP-SEA: South East Asia (1) 2011-11-28
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