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Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Autoregression Approach

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  • Monaheng Seleteng

Abstract

The paper investigates the effects of South African monetary policy implementation on selected macroeconomic variables in the rest of the Common Monetary Area (CMA) looking specifically at the response of a shock to South African key interest rate (repo rate) on macroeconomic variables such as the regional lending rates, interest rate spread, private sector credit, […]

Suggested Citation

  • Monaheng Seleteng, 2016. "Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Autoregression Approach," Working Papers 643, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:643
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    More about this item

    Keywords

    Banking Regulation; fiscal policy; Monetary Policy; Other Macroeconomic Variables; Quantitative Methods;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination

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