Printed from https://ideas.repec.org/s/rbz/wpaper.html
Content
2024
- 11066 Reevaluating South Africas export sophistication from a valueadded perspective
by Guannan Miao & Fons Strik - 11065 Transition and systemic risk in the South African banking sector assessment and macroprudential options
by Pierre Monnin & Ayanda Sikhosana & Kerschyl Singh - 11064 The impact of bank regulation on commercial bank performance evidence from South Africa
by Tendai Gwatidzo - 11063 The impact of liquidity on bank lending in South Africa
by Barbara Casu & Laura Chiaramonte & Doriana Cucinelli - 11062 Macroprudential policy and credit allocation evidence from South Africa
by Serena Merrino & Keagile Lesame & Ilias Chondrogiannis - 11061 Financial inclusion and banking sector competition in South Africa
by Tendai Gwatidzo & Witness Simbanegavi - 11060 Did Basel III reduce bank spillovers in South Africa
by Serena Merrino & Ilias Chondrogiannis - 11059 Bank business model identification evolution and outcomes evidence for South Africa
by John O S Wilson & Linh Nguyen & Anna Sobiech & Lechedzani Kgari - 11058 Firm level expectations and macroeconomic conditions underpinnings and disagreement
by Monique Reid & Pierre Siklos - 11057 Cash transfers and prices what is the impact of social welfare on prices
by Chloe Allison & Neryvia Pillay - 11056 The lending implications of banks holding excess capital
by Neryvia Pillay & Konstantin Makrelov - 11055 The impact of Basel III implementation on bank lending in South Africa
by Xolani Sibande & Alistair Milne - 11054 Can monetary and fiscal policy account for South Africas economic stagnation
by Tumisang Loate & Nicola Viegi
2023
- 11053 Monetary policy and herding behaviour in the ZAR market
by Xolani Sibande - 11052 A network approach to interbank contagion risk in South Africa
by Pierre Nkou Mananga & Shiqiang Lin & Hairui Zhang - 11051 The inherent uncertainties in output gap estimation a South African perspective
by Cobus Vermeulen - 11050 Rationality and biases insights from disaggregated firm level inflation expectations data
by Monique Reid & Pierre Siklos - 11049 Less sacrifice from collective to competitive price coordination in the South African economy
by Christopher Loewald & Nic Spearman Andreas Wrgtter - 11048 Enhancing the Quarterly Projection Model
by Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach - 11047 Dividends policy and payouts evidence from South Africa
by Ciaran Driver & Anna Grosman & Pasquale Scaramozzino & Keagile Lesame - 11046 Is South Africa falling into a fiscal dominant regime
by Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi - 11045 South Africas integration into global value chains status risks and challenges
by Guannan Miao - 11044 EnhancingtheQuarterlyProjectionModel
by Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach - 11043 Investigating unemployment hysteresis in South Africa
by Nicola Viegi & Vincent Dadam - 11042 DividendspolicyandpayoutsevidencefromSouthAfrica
by Ciaran Driver & Anna Grosman & Pasquale Scaramozzino & Keagile Lesame - 11041 IsSouthAfricafallingintoafiscaldominantregime
by Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi - 11040 SouthAfricasintegrationintoglobalvaluechainsstatusrisksandchallenges
by Guannan Miao
2022
- 11039 AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme
by Rhea Choudhary - 11038 CharacteristicsoftheSouthAfricanretirementfundindustry
by Neryvia Pillay & Johannes Fedderke - 11037 Optimalinterestrategapsforflexibleinflationtargeting
by Eric Schaling & Kgotso Morema - 11036 TheconsumerpriceeffectsofspecifictradepolicyrestrictionsinSouthAfrica
by Lawrence Edwards & Zaakirah Ismail & Godfrey Kamutando & Simbarashe Mambara & Matthew Stern & Fouche - 11035 CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts
by Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld - 11034 TheimplicationsofnationalandinternationalcarbonpricingpoliciesfortheSouthAfricanReserveBank
by Luca Deidda & Laurence Harris - 11033 Leaningagainstthewindwithfiscalandmonetarypolicy
by Shaun de Jager & Chris Loewald & Konstantin Makrelov & Xolani Sibande - 11032 ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks
by Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp - 11031 CanNationalTreasurydocontractionarymonetarypolicy
by Luchelle Soobyah & Nicola Viegi - 11030 AclimatechangemodellingframeworkforfinancialstresstestinginSouthernAfrica
by Vafa Anvari & Channing Arndt & Faaiqa Hartley & Konstantin Makrelov & Kenneth Strezepek & Tim Thomas & Sherwin Gabriel & Bruno Merven - 11029 TheshorttermcostsofreducingtrendinflationinSouthAfrica
by Chris Loewald & Konstantin Makrelov & Ekaterina Pirozhkova - 11028 Technological developments to address climate change in South Technological developments to address climate change in South Africa and their potential economic impacts
by Jarrad Wright - 11027 A banklevel analysis of interest rate passthrough in South Africa
by Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld - 11026 Not so easy why quantitative easing is inappropriate for South Africa
by David Fowkes - 11025 Analysing the spillover effects of the South African Reserve Banks bond purchase programme
by Rhea Choudhary - 11024 The bond market impact of the South African Reserve Bank bond purchase programme
by Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld - 11023 Building back fairer from the COVID19 pandemic in South Africa Some firststep reforms in an era of fiscal constraints
by Channing Arndt & Robert J. Davies & Sherwin Gabriel & Laurence Harris & Michael Sachs & Dirk van Seventer - 11022 Big data forecasting of South African inflation
by Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp
2021
- 11021 Macro works applying integrated policy frameworks to South Africa
by Christopher Loewald - 11020 Shortterm impacts and interaction of macroprudential policy tools
by Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar - 11019 Tariffs on basic foods evolution and impacts
by Neva Seidman Makgetla - 11018 Wage inequality under inflationtargeting in South Africa
by Serena Merrino - 11017 Understanding South Africas trade policy and performance
by Matthew Stern & Yash Ramkolowan - 11016 Macro works applying integrated policy frameworks to South Africa
by Christopher Loewald - 11015 Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa
by Serena Merrino - 11014 Risk and Return Spillovers in a Global Model of the Foreign Exchange Network
by Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld - 11013 Identifying SteadyState Growth and Inflation in the South African Economy 19602020
by Johannes W. Fedderke - 11012 Identifying Supply and Demand Shocks in the South African Economy 19602020
by Johannes W. Fedderke - 11011 Human Capital and the Timing of the First Birth
by Jesse Naidoo - 11010 Building a competitive and dynamic green industrial sector in South Africa after COVID19
by Tendai Gwatidzo & Witness Simbanegavi - 11009 Macro works a decisiontree approach to exchange rate policy
by Christopher Loewald - 11008 Addressing low labour utilisation in South Africa
by Christopher Loewald & Konstantin Makrelov & Andreas Wrgtter - 11007 Fiscal multipliers in South Africa after the global financial crisis
by Theo Janse van Rensburg & Shaun de Jager & Konstantin Makrelov - 11006 Sailing into the Wind evaluating the near future of Monetary Policy in South Africa
by Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi - 11005 Estimates of banklevel funding costs in South Africa
by Tim Olds & Daan Steenkamp - 11004 Measuring Systemic Risk in South African Banks
by Somnath Chatterjee & Marea Sing - 11003 How firms and experts view the Phillips curve evidence from individual and aggregate data from South Africa
by Monique B Reid & Pierre L Siklos - 11002 Taxpayer responsiveness to taxation Evidence from bunching at kink points of the South African income tax schedule
by Neryvia Pillay - 11001 Nowcasting South African GDP using a suite of statistical models
by Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld
2020
- 10421 Time consistency and economic growth a case study of south african macroeconomic policy
by Christopher Loewald & David Faulkner & Konstantin Makrelov - 10225 Commodity Prices and Policy Stabilisation in South Africa
by Byron Botha & Eric Schaling - 10211 Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa
by Byron Botha & Lauren Kuhn & Daan Steenkamp - 10157 Developments in debt issuance costs of South African banks
by Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp - 10144 Building Credibility and Influencing Expectations The Evolution of Central Bank Communication
by Monique Reid & Pierre Siklos - 10142 Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa
by Johannes W. Fedderke - 10024 The monetary policy of the South African Reserve Bank stance communication and credibility
by Alberto Coco & Nicola Viegi - 10023 The impacts of unconditional cash transfers on schooling in adolescence and young adulthood Evidence from South Africa
by Neryvia Pillay Bell - 10001 Climate change and its implications for central banks in emerging and developing economies
by Channing Arndt & Chris Loewald & Konstantin Makrelov - 9998 Term premium and rate expectation estimates from the South African yield curve
by Luchelle Soobyah & Daan Steenkamp - 9819 Competition in South African Banking An assessment using the Boone Indicator and PanzarRosse approaches
by Mpho Rapapali & Witness Simbanegavi - 9818 Developments in bank funding costs in South Africa
by Mpho Rapapali & Daan Steenkamp
2019
- 9392 The impact of capital flow reversal shocks in South Africa a stock and flowconsistent analysis
by Konstantin Makrelov & Rob Davies & Laurence Harris - 9382 Aggregate and sectoral publicprivate remuneration patterns in South Africa
by Andreas Wrgtter & Sihle Nomdebevana - 9256 Credit Market Access and Efficiency in South Africa
by Alex Smith - 9254 The role of the rand as a shock absorber
by Luchelle Soobyah & Daan Steenkamp - 9097 Reaching for the rstars estimating South Africas neutral real interest rate
by Lauren Kuhn & Franz Ruch & Rudi Steinbach
2018
- 8937 Productivity estimates for South Africa from CES production functions
by Daan Steenkamp - 8690 Monetary Policy Credibility and Exchange Rate PassThrough in South Africa
by Alain Kabundi & Montfort Mlachila - 8655 The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads
by Jenny Kilp & Vafa Anvari & Samantha Springfield & Crystal Roberts - 8620 Aggregate publicprivate remuneration patterns in South Africa
by Andreas Wrgtter & Sihle Nomdebevana - 8605 Shortlived supply shocks to potential growth
by Byron Botha & Franz Ruch & Rudi Steinbach - 8421 Aggregate publicprivate remuneration patterns in South Africa
by Andreas Wrgtter & Sihle Nomdebevana
2017
- 8169 Order flow and randdollar exchange rate dynamics
by Aadila Hoosain & Alta Joubert & Alain Kabundi - 8008 Estimating a timevarying financial conditions index for South Africa
by Alain Kabundi & Asi Mbelu - 8000 The Quarterly Projection Model of the SARB
by Byron Botha & Shaun de Jager & Franz Ruch & Rudi Steinbach
2016
- 7556 Has the Exchange Rate PassThrough changed in South Africa
by Alain Kabundi & Asi Mbelu - 7434 Qualitative Guidance and Predictability of Monetary Policy in South Africa
by Alain Kabundi & Ntuthuko Tsokodibane - 7355 Working Paper WP1608 Modeling and Forecasting Daily Financial and Commodity Term Structures A Unified Global Approach
by Shakill Hassan & Leonardo Morales-Arias - 7354 Decomposing inflation using microprice data Stickyprice inflation
by Franz Ruch & Neil Rankin & Stan du Plessis - 7353 Decomposing inflation using micropricelevel data South Africas pricing dynamics
by Franz Ruch & Neil Rankin & Stan du Plessis - 7277 Estimating a TimeVarying Phillips Curve for South Africa
by Alain Kabundi & Eric Schaling & Modeste Some - 7276 Accounting for Productivity Growth Schumpeterian versus SemiEndogenous Explanations
by Johannes Fedderke & Yang Liu - 7275 Inflation in South Africa An Assessment of Alternative Inflation Models
by Johannes Fedderke & Yang Liu - 7191 Estimating South Africas output gap and potential growth rate
by Johannes Fedderke & Daniel Mengisteab - 7068 Nowcasting Real GDP growth in South Africa
by Alain Kabundi & Elmarie Nel & Franz Ruch
2015
- 7008 SecondRound Effects from Food and Energy Prices an SBVAR approach
by Franz Ruch & Stan du Plessis - 6941 Vulnerability to Normalization of Global Financing Conditions An Operational Approach
by Shakill Hassan & Merrisa Paul & Siobhan Redford - 6839 A Revised Quarterly Projection Model for South Africa
by Shaun de Jager & Michael Johnston & Rudi Steinbach - 6610 Speculative Flows Exchange Rate Volatility and Monetary Policy the South African Experience
by Shakill Hassan - 6607 Labour Market and Monetary Policy in South Africa
by Nicola Viegi
2014
- 6516 Variance Bounds as Thresholds for Excessive Currency Volatility Inflation Targeting Emerging Economies
by Shaista Amod & Shakill Hassan - 6504 A semistructural approach to estimate South Africas potential output
by Vafa Anvari & Nelne Ehlers & Rudi Steinbach - 6465 Exploring Unbalanced Growth in South Africa Understanding the Sectoral Structure of the South African Economy
by Johannes W. Fedderke - 6457 Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models
by Michael K. Johnston & Robert G. King & Denny Lie - 6345 Transmission of Chinas Shocks to the BRIS Countries
by Mustafa akir & Alain Kabundi - 6319 A mediumsized open economy DSGE model of South Africa
by Stan du Plessis & Ben Smit & Rudi Steinbach - 6285 Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies
by Johannes Fedderke - 6218 Relative price variability Which components of the consumer price index contribute towards its variability
by Eliphas Ndou & Siobhan Redford - 6107 Monetary Policy and Heterogeneous Inflation Expectations in South Africa
by Alain Kabundi & Eric Schaling & Modeste Some
2013
- 6021 Important channels of transmission of monetary policy shock in South Africa
by Nombulelo Gumata & Alain Kabundi & Eliphas Ndou - 5965 Nominal GDP Targeting and the Monetary Policy Framework
by Shakill Hassan & Chris Loewald - 5962 South African Capital Markets An Overview
by Shakill Hassan - 5806 Achieving higher growth and employment Policy options for South Africa
by David Faulkner & Christopher Loewald & Konstantin Makrelov - 5705 The Impact of International Spillovers on the South African Economy
by F Ruch - 5600 The pace of potential output growth in the South African economy
by N Ehlers & L Mboji & M M Smal
2012
- 5210 An Alternative Business Cycle Dating Procedure for South Africa
by Adel Bosch & Franz Ruch - 5152 Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa
by Janine Aron & Greg Farrell & John Muellbauer & Peter Sinclair - 5145 Towards a Measure of Core Inflation using Singular Spectrum
by Mr Franz Ruch & Mr Dirk Bester - 5119 A Financial Conditions Index for South Africa
by Miss Nombulelo Gumata & Mr Nir Klein & Mr Eliphas Ndou - 5117 What pricelevel data can tell us about pricing conduct in South Africa
by Dr. Kenneth Creamer & Dr. Greg Farrell & Prof. Neil Rankin - 5028 The HighFrequency Response of the RandDollar Rate to Inflation Surprises
by Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi - 5020 Modelling South Africas equilibrium real effective exchange rate A VECM approach
by Shaun de Jager - 4946 NoArbitrage OneFactor Models of the South African TermStructure of Interest Rates
by Peter Aling & Dr. Shakill Hassan
2011
- 4878 The Rand as a Carry Trade Target Risk Returns and Policy Implications
by Dr. Shakill Hassan & Sean Smith
2010
- 3580 Exchange Rate Passthrough in South Africa Panel Evidence from Individual Goods and Services
by David C. Parsley - 3579 A macroeconomic credit risk model for stress testing the South African banking sector
by Olena Havrylchyk - 3578 Central bank balance sheet policy in South Africa and its implications for moneymarket liquidity
by N Brink & M Kock
2009
- 3488 Inflation and the HouseholdTowards a Measurement of the Welfare Costs of Inflation
by Steven F. Koch & Adl Bosch - 3431 An open economy New Keynesian DSGE model of the South African economy
by Rudi Steinbach & Patience Mathuloe & Ben Smit
2007
- 3247 The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature
by Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas - 3245 A steady state QPM model for the South African economy
by Shaun de Jager - 3243 The formation of inflation expectations in South Africa
by Nelene Ehlers & Rudi Steinbach - 3242 Content
by Stephen G Hall & George Hondroyiannis & P A V B Swamy & George S Tavlas - 3195 The core forecasting model of the South African Reserve Bank
by Daleen Smal & Coen Pretorius & Nelene Ehlers - 3112 Balance Sheet Estimates for South Africas Household Sector from 1975 to 2005
by Janine Aron & John Muellbauer & Johan Prinsloo