Hylton Hollander
Personal Details
First Name: | Hylton |
Middle Name: | |
Last Name: | Hollander |
Suffix: | |
RePEc Short-ID: | pho643 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/hyltonhollander/home | |
Twitter: | @econ5piracy |
Terminal Degree: | 2014 Department of Economics; Faculty of Economic and Management Sciences; University of Stellenbosch (from RePEc Genealogy) |
Affiliation
School of Economics
Faculty of Commerce
University of Cape Town
Cape Town, South Africahttp://www.economics.uct.ac.za/
RePEc:edi:seuctza (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gideon du Rand & Hylton Hollander & Dawie van Lill, 2023. "A deep learning approach to estimation of the Phillips curve in South Africa," WIDER Working Paper Series wp-2023-79, World Institute for Development Economic Research (UNU-WIDER).
- David de Villiers & Hylton Hollander & Dawie van Lill, 2023. "The effectiveness of macroprudential policies in managing extreme capital flow episodes," Working Papers 06/2023, Stellenbosch University, Department of Economics.
- Gideon du Rand & Hylton Hollander & Dawie van Lill, 2023. "Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach," WIDER Working Paper Series wp-2023-106, World Institute for Development Economic Research (UNU-WIDER).
- Jeanne Terblanche & Dawie van Lill & Hylton Hollander, 2023. "Fiscal policy and dimensions of inequality in South Africa: A time-varying coefficient approach," Working Papers 05/2023, Stellenbosch University, Department of Economics.
- Roy Havemann & Hylton Hollander, 2022.
"Fiscal policy in times of fiscal stress: Or what to do when r > g,"
WIDER Working Paper Series
wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
- Havemann, Roy & Hollander, Hylton, 2024. "Fiscal policy in times of fiscal stress (or what to do when r > g)," Journal of Policy Modeling, Elsevier, vol. 46(5), pages 1020-1054.
- Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022.
"The macroeconomics of establishing a basic income grant in South Africa,"
MPRA Paper
114614, University Library of Munich, Germany.
- Hylton Hollander & Roy Havemann & Daan Steenkamp, 2024. "The macroeconomics of establishing a basic income grant in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 57-68, March.
- Hylton Hollander & Roy Haveman & Daan Steenkamp, 2022. "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
- Hylton Hollander, 2021.
"Debt-financed fiscal stimulus in South Africa,"
WIDER Working Paper Series
wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- Hylton Hollander, 2024. "Debt-financed fiscal stimulus in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
- Ruan Erasmus & Hylton Hollander, 2020.
"A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm,"
Working Papers
04/2020, Stellenbosch University, Department of Economics.
- R. Erasmus & H. Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 44(3), pages 41-72, December.
- Johannes Hermanus Kemp & Hylton Hollander, 2020. "A medium-sized, open-economy, fiscal DSGE model of South Africa," WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
- Hylton Hollander & Dawie van Lill, 2019. "A Review of the South African Reserve Bank’s Financial Stability Policies," Working Papers 11/2019, Stellenbosch University, Department of Economics.
- Hollander, Hylton & Christensen , Lars, 2018.
"Monetary Regimes, Money Supply, and the US Business Cycle since 1959: Implications for Monetary Policy Today,"
Working Papers
08926, George Mason University, Mercatus Center.
- Hollander, Hylton & Christensen, Lars, 2022. "Monetary Regimes, Money Supply, And The Usa Business Cycle Since 1959: Implications For Monetary Policy Today," Macroeconomic Dynamics, Cambridge University Press, vol. 26(7), pages 1806-1832, October.
- Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016. "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers 201652, University of Pretoria, Department of Economics.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015.
"Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve,"
Working Papers
201567, University of Pretoria, Department of Economics.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020. "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
- Hylton Hollander & Guangling Liu, 2014.
"Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession,"
Working Papers
15/2014, Stellenbosch University, Department of Economics.
- Hollander, Hylton & Liu, Guangling, 2016. "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
- Hylton Hollander, 2014. "The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability," Working Papers 19/2014, Stellenbosch University, Department of Economics.
- Hylton Hollander & Guangling Liu, 2013.
"The equity price channel in a New-Keynesian DSGE model with financial frictions and banking,"
Working Papers
16/2013, Stellenbosch University, Department of Economics, revised 2014.
- Hollander, Hylton & Liu, Guangling, 2016. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
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Articles
- Hylton Hollander & Rick Walker & Dawie van Lill & Gideon du Rand, 2025. "Using Apple Products to Evaluate the Law of One Price and Exchange Rate Passthrough," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
- Havemann, Roy & Hollander, Hylton, 2024.
"Fiscal policy in times of fiscal stress (or what to do when r > g),"
Journal of Policy Modeling, Elsevier, vol. 46(5), pages 1020-1054.
- Roy Havemann & Hylton Hollander, 2022. "Fiscal policy in times of fiscal stress: Or what to do when r > g," WIDER Working Paper Series wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
- Jeanne Terblanche & Dawie van Lill & Hylton Hollander, 2024. "Fiscal policy and dimensions of inequality in South Africa: A time‐varying coefficient approach," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 105-119, March.
- Hylton Hollander & Roy Havemann & Daan Steenkamp, 2024.
"The macroeconomics of establishing a basic income grant in South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 57-68, March.
- Hylton Hollander & Roy Haveman & Daan Steenkamp, 2022. "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
- Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," MPRA Paper 114614, University Library of Munich, Germany.
- Hylton Hollander, 2024.
"Debt-financed fiscal stimulus in South Africa,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
- Hylton Hollander, 2021. "Debt-financed fiscal stimulus in South Africa," WIDER Working Paper Series wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- David de Villiers & Hylton Hollander & Dawie van Lill, 2024. "The effectiveness of macroprudential policies in managing extreme capital flow episodes," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 31-46, March.
- Hylton Hollander & Rick Walker & Dawie van Lill & Gideon du Rand, 2024. "Nonlinear Real Exchange Rate Adjustments: Insights from iPad Price Data," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
- Hollander, Hylton & Christensen, Lars, 2022.
"Monetary Regimes, Money Supply, And The Usa Business Cycle Since 1959: Implications For Monetary Policy Today,"
Macroeconomic Dynamics, Cambridge University Press, vol. 26(7), pages 1806-1832, October.
- Hollander, Hylton & Christensen , Lars, 2018. "Monetary Regimes, Money Supply, and the US Business Cycle since 1959: Implications for Monetary Policy Today," Working Papers 08926, George Mason University, Mercatus Center.
- Gideon du Rand & Ruan Erasmus & Hylton Hollander & Monique Reid & Dawie van Lill, 2021. "The evolution of central bank communication as experienced by the South Africa Reserve Bank," Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(2), pages 282-312, May.
- Hylton Hollander & Roy Havemann, 2021. "South Africa’s 2003–2013 credit boom and bust: Lessons for macroprudential policy," Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(2), pages 339-365, May.
- R. Erasmus & H. Hollander, 2020.
"A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 44(3), pages 41-72, December.
- Ruan Erasmus & Hylton Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Working Papers 04/2020, Stellenbosch University, Department of Economics.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020.
"Forecasting output growth using a DSGE-based decomposition of the South African yield curve,"
Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015. "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers 201567, University of Pretoria, Department of Economics.
- Hylton Hollander & Rangan Gupta & Mark E. Wohar, 2019. "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(7), pages 1593-1618, May.
- Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
- Hollander, Hylton & Liu, Guangling, 2016.
"Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession,"
Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
- Hylton Hollander & Guangling Liu, 2014. "Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession," Working Papers 15/2014, Stellenbosch University, Department of Economics.
- Hollander, Hylton & Liu, Guangling, 2016.
"The equity price channel in a New-Keynesian DSGE model with financial frictions and banking,"
Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
- Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
RePEc:rza:wpaper:897 is not listed on IDEAS
Chapters
- H. Hollander & D. Lill, 2020. "On the Estimation and Application of Structural Decompositions of the South African Business Cycle," Advances in African Economic, Social and Political Development, in: Willem H. Boshoff (ed.), Business Cycles and Structural Change in South Africa, pages 167-234, Springer.
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022.
"The macroeconomics of establishing a basic income grant in South Africa,"
MPRA Paper
114614, University Library of Munich, Germany.
- Hylton Hollander & Roy Havemann & Daan Steenkamp, 2024. "The macroeconomics of establishing a basic income grant in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 57-68, March.
- Hylton Hollander & Roy Haveman & Daan Steenkamp, 2022. "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
Mentioned in:
- The macroeconomics of establishing a basic income grant in South Africa
by Christian Zimmermann in NEP-DGE blog on 2022-11-21 16:27:17
Working papers
- Gideon du Rand & Hylton Hollander & Dawie van Lill, 2023.
"Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach,"
WIDER Working Paper Series
wp-2023-106, World Institute for Development Economic Research (UNU-WIDER).
Cited by:
- Abhishek Kumar & Sushanta Mallick, 2024. "Government size and risk premium," WIDER Working Paper Series wp-2024-24, World Institute for Development Economic Research (UNU-WIDER).
- Roy Havemann & Hylton Hollander, 2022.
"Fiscal policy in times of fiscal stress: Or what to do when r > g,"
WIDER Working Paper Series
wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
- Havemann, Roy & Hollander, Hylton, 2024. "Fiscal policy in times of fiscal stress (or what to do when r > g)," Journal of Policy Modeling, Elsevier, vol. 46(5), pages 1020-1054.
Cited by:
- Hylton Hollander, 2024.
"Debt-financed fiscal stimulus in South Africa,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
- Hylton Hollander, 2021. "Debt-financed fiscal stimulus in South Africa," WIDER Working Paper Series wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.
- Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022.
"The macroeconomics of establishing a basic income grant in South Africa,"
MPRA Paper
114614, University Library of Munich, Germany.
- Hylton Hollander & Roy Havemann & Daan Steenkamp, 2024. "The macroeconomics of establishing a basic income grant in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 57-68, March.
- Hylton Hollander & Roy Haveman & Daan Steenkamp, 2022. "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
Cited by:
- Chloe Allison & Neryvia Pillay, 2024. "Cash transfers and prices what is the impact of social welfare on prices," Working Papers 11057, South African Reserve Bank.
- Hylton Hollander, 2021.
"Debt-financed fiscal stimulus in South Africa,"
WIDER Working Paper Series
wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- Hylton Hollander, 2024. "Debt-financed fiscal stimulus in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
Cited by:
- Roy Havemann & Hylton Hollander, 2022.
"Fiscal policy in times of fiscal stress: Or what to do when r > g,"
WIDER Working Paper Series
wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
- Havemann, Roy & Hollander, Hylton, 2024. "Fiscal policy in times of fiscal stress (or what to do when r > g)," Journal of Policy Modeling, Elsevier, vol. 46(5), pages 1020-1054.
- Kathryn Bankart & Xolani Sibande & Konstantin Makrelov, 2023. "Drivers of corporate credit in South Africa," Occasional Bulletin of Economic Notes 11047, South African Reserve Bank.
- Gideon du Rand & Hylton Hollander & Dawie van Lill, 2023. "Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach," WIDER Working Paper Series wp-2023-106, World Institute for Development Economic Research (UNU-WIDER).
- Johannes Hermanus Kemp & Hylton Hollander, 2020.
"A medium-sized, open-economy, fiscal DSGE model of South Africa,"
WIDER Working Paper Series
wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
Cited by:
- Hylton Hollander, 2024.
"Debt-financed fiscal stimulus in South Africa,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
- Hylton Hollander, 2021. "Debt-financed fiscal stimulus in South Africa," WIDER Working Paper Series wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- Lwazi Senzo Ntshangase & Thando Ngozo, 2024. "Quantifying Fiscal Multipliers in South Africa: A Structural Var Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 16(2), pages 45-55.
- Sarb, 2020. "OBEN 2001 November 2020," Occasional Bulletin of Economic Notes 11003, South African Reserve Bank.
- Serena Merrino, 2021. "Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa," Working Papers 11015, South African Reserve Bank.
- Roy Havemann & Hylton Hollander, 2022.
"Fiscal policy in times of fiscal stress: Or what to do when r > g,"
WIDER Working Paper Series
wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
- Havemann, Roy & Hollander, Hylton, 2024. "Fiscal policy in times of fiscal stress (or what to do when r > g)," Journal of Policy Modeling, Elsevier, vol. 46(5), pages 1020-1054.
- Alexis Habiyaremye & Olebogeng Molewa & Pelontle Lekomanyane, 2022. "Estimating Employment Gains of the Proposed Infrastructure Stimulus Plan in Post-Covid-19 South Africa," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(1), pages 540-567, February.
- Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).
- 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.
- Lawrence B. Dacuycuy & Fernando T. Aldaba, 2024. "Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation," Department of Economics, Ateneo de Manila University, Working Paper Series 202405, Department of Economics, Ateneo de Manila University.
- Hylton Hollander, 2024.
"Debt-financed fiscal stimulus in South Africa,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
- Hylton Hollander & Dawie van Lill, 2019.
"A Review of the South African Reserve Bank’s Financial Stability Policies,"
Working Papers
11/2019, Stellenbosch University, Department of Economics.
Cited by:
- Lenhle Dlamini & Harold Ngalawa, 2022. "Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 304-336, June.
- Kaelo Mpho Ntwaepelo, 2021. "The Effects of Macroprudential and Monetary Policy Shocks in BRICS economies," Economics Discussion Papers em-dp2021-20, Department of Economics, University of Reading.
- Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016.
"The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa,"
Working Papers
201652, University of Pretoria, Department of Economics.
Cited by:
- Omotosho, Babatunde S. & Yang, Bo, 2024. "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Omotosho, Babatunde S., 2020. "Oil price shocks, fuel subsidies and macroeconomic (in)stability in Nigeria," MPRA Paper 105464, University Library of Munich, Germany.
- Vo Phuong Mai Le & Ruthira Naraidoo, 2019. "Monetary policy in a Model with Commodity and Financial Markets," Working Papers 201928, University of Pretoria, Department of Economics.
- Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
- van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015.
"Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve,"
Working Papers
201567, University of Pretoria, Department of Economics.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020. "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
Cited by:
- Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016.
"Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty,"
Working Papers
201680, University of Pretoria, Department of Economics.
- Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019. "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., vol. 31(1), pages 101-116, January.
- Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019.
"Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis,"
Working Papers
201911, University of Pretoria, Department of Economics.
- João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021. "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4312-4329, December.
- Ronald Ravinesh Kumar & Peter Josef Stauvermann & Hang Thi Thu Vu, 2021. "The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries," JRFM, MDPI, vol. 14(2), pages 1-23, February.
- Hylton Hollander & Guangling Liu, 2014.
"Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession,"
Working Papers
15/2014, Stellenbosch University, Department of Economics.
- Hollander, Hylton & Liu, Guangling, 2016. "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
Cited by:
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2020.
"Mildly Explosive Dynamics in U.S. Fixed Income Markets,"
Working Papers
667, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated". "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series 1001, Economics Department, Pomona College, revised 12 Feb 2020.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020. "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, vol. 287(2), pages 712-724.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2017. "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Globalization Institute Working Papers 324, Federal Reserve Bank of Dallas.
- Hylton Hollander & Dawie van Lill, 2019. "A Review of the South African Reserve Bank’s Financial Stability Policies," Working Papers 11/2019, Stellenbosch University, Department of Economics.
- Hylton Hollander & Guangling Liu, 2013.
"The equity price channel in a New-Keynesian DSGE model with financial frictions and banking,"
Working Papers
16/2013, Stellenbosch University, Department of Economics, revised 2014.
- Hollander, Hylton & Liu, Guangling, 2016. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
Cited by:
- Giri, Federico, 2014.
"Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area,"
FinMaP-Working Papers
27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Giri, Federico, 2018. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," Economic Modelling, Elsevier, vol. 75(C), pages 10-22.
- Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Hylton Hollander & Guangling Liu, 2014.
"Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession,"
Working Papers
15/2014, Stellenbosch University, Department of Economics.
- Hollander, Hylton & Liu, Guangling, 2016. "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
- Gallegati, Marco & Giri, Federico & Palestrini, Antonio, 2019. "DSGE model with financial frictions over subsets of business cycle frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 152-163.
- Girstmair, Stefan, 2024. "The effect of new housing supply in structural models: a forecasting performance evaluation," Working Paper Series 2895, European Central Bank.
- Ma, Li & Li, Danna, 2024. "Would macro policy promote green and low-carbon transformation of energy companies?," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024. "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series 217, University of Pavia, Department of Economics and Management.
- Olatunji Abdul Shobande & Oladimeji Tomiwa Shodipe, 2021. "Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 203-226.
- Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.
Articles
- Havemann, Roy & Hollander, Hylton, 2024.
"Fiscal policy in times of fiscal stress (or what to do when r > g),"
Journal of Policy Modeling, Elsevier, vol. 46(5), pages 1020-1054.
See citations under working paper version above.
- Roy Havemann & Hylton Hollander, 2022. "Fiscal policy in times of fiscal stress: Or what to do when r > g," WIDER Working Paper Series wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
- Hylton Hollander, 2024.
"Debt-financed fiscal stimulus in South Africa,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
See citations under working paper version above.
- Hylton Hollander, 2021. "Debt-financed fiscal stimulus in South Africa," WIDER Working Paper Series wp-2021-152, World Institute for Development Economic Research (UNU-WIDER).
- Gideon du Rand & Ruan Erasmus & Hylton Hollander & Monique Reid & Dawie van Lill, 2021.
"The evolution of central bank communication as experienced by the South Africa Reserve Bank,"
Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(2), pages 282-312, May.
Cited by:
- Eugene Msizi Buthelezi, 2023. "Impact of Money Supply in Different States of Inflation and Economic Growth in South Africa," Economies, MDPI, vol. 11(2), pages 1-22, February.
- Arnold Segawa, 2021. "Causality Analysis of South Africa Reserve Bank’s Monetary Policy Statements and Communication," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 10(4), pages 55-74, October.
- Hylton Hollander & Roy Havemann, 2021.
"South Africa’s 2003–2013 credit boom and bust: Lessons for macroprudential policy,"
Economic History of Developing Regions, Taylor & Francis Journals, vol. 36(2), pages 339-365, May.
Cited by:
- Shaun de Jager & Chris Loewald & Konstantin Makrelov & Xolani Sibande, 2022. "Leaningagainstthewindwithfiscalandmonetarypolicy," Working Papers 11033, South African Reserve Bank.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020.
"Forecasting output growth using a DSGE-based decomposition of the South African yield curve,"
Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
See citations under working paper version above.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015. "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers 201567, University of Pretoria, Department of Economics.
- Hylton Hollander & Rangan Gupta & Mark E. Wohar, 2019.
"The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(7), pages 1593-1618, May.
Cited by:
- Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020.
"The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries,"
Energy Economics, Elsevier, vol. 91(C).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers 202024, University of Pretoria, Department of Economics.
- Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019. "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, vol. 178(C), pages 234-251.
- Romain Houssa & Jolan Mohimont & Chris Otrok, 2019.
"A Model for International Spillovers to Emerging Markets,"
CESifo Working Paper Series
7702, CESifo.
- Romain Houssa & Jolan Mohimont & Chris Otrok, 2019. "A model for international spillovers to emerging markets," Working Paper Research 370, National Bank of Belgium.
- Ginn, William, 2024. "The paradox of fossil fuel subsidies," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 333-358.
- Omotosho, Babatunde S., 2020. "Oil price shocks, fuel subsidies and macroeconomic (in)stability in Nigeria," MPRA Paper 105464, University Library of Munich, Germany.
- Zając, P. & Avdiushchenko, A., 2020. "The impact of converting waste into resources on the regional economy, evidence from Poland," Ecological Modelling, Elsevier, vol. 437(C).
- Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
- Pavitra Dhamija, 2020. "Economic Development and South Africa: 25 Years Analysis (1994 to 2019)," South African Journal of Economics, Economic Society of South Africa, vol. 88(3), pages 298-322, September.
- Kassouri, Yacouba & Altıntaş, Halil & Bilgili, Faik, 2020. "An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
- Shangle, Ai & Solaymani, Saeed, 2020. "Responses of monetary policies to oil price changes in Malaysia," Energy, Elsevier, vol. 200(C).
- Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
- Turgut Yokuş, 2024. "Early Warning Systems for World Energy Crises," Sustainability, MDPI, vol. 16(6), pages 1-18, March.
- Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020.
"The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries,"
Energy Economics, Elsevier, vol. 91(C).
- Hollander, Hylton, 2017.
"Macroprudential policy with convertible debt,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
Cited by:
- Hylton Hollander & Dawie van Lill, 2019. "A Review of the South African Reserve Bank’s Financial Stability Policies," Working Papers 11/2019, Stellenbosch University, Department of Economics.
- Chrysanthopoulou, Xakousti, 2021. "Banks’ internalization effect and equilibrium," MPRA Paper 109275, University Library of Munich, Germany.
- Chrysanthopoulou Xakousti & Mylonidis Nikolaos & Sidiropoulos Moise, 2024. "Regulatory capital requirements, inflation targeting, and equilibrium determinacy," Working Papers of BETA 2024-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
- Hollander, Hylton & Liu, Guangling, 2016.
"Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession,"
Journal of Banking & Finance, Elsevier, vol. 67(C), pages 37-52.
See citations under working paper version above.
- Hylton Hollander & Guangling Liu, 2014. "Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession," Working Papers 15/2014, Stellenbosch University, Department of Economics.
- Hollander, Hylton & Liu, Guangling, 2016.
"The equity price channel in a New-Keynesian DSGE model with financial frictions and banking,"
Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
See citations under working paper version above.
- Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
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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 15 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) 2014-09-25 2014-10-17 2015-10-04 2016-07-09 2019-08-12 2020-03-16 2020-07-27 2021-10-25 2022-07-18. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2014-09-25 2014-10-17 2015-10-04 2016-07-09 2020-07-27 2022-10-24. Author is listed
- NEP-AFR: Africa (4) 2021-10-25 2022-10-24 2023-09-25 2024-01-15
- NEP-MON: Monetary Economics (4) 2014-09-25 2020-03-16 2023-01-02 2024-01-15
- NEP-BAN: Banking (3) 2014-09-25 2014-10-17 2024-01-15
- NEP-CBA: Central Banking (3) 2014-10-17 2020-03-16 2024-01-15
- NEP-OPM: Open Economy Macroeconomics (3) 2014-10-17 2016-07-09 2024-01-15
- NEP-BIG: Big Data (2) 2020-03-16 2023-07-31
- NEP-CMP: Computational Economics (1) 2023-07-31
- NEP-CWA: Central and Western Asia (1) 2021-10-25
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-ENE: Energy Economics (1) 2016-07-09
- NEP-FDG: Financial Development and Growth (1) 2024-01-15
- NEP-FOR: Forecasting (1) 2015-10-04
- NEP-HIS: Business, Economic and Financial History (1) 2023-07-31
- NEP-IFN: International Finance (1) 2024-01-15
- NEP-PBE: Public Economics (1) 2022-10-24
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