5
H index
3
i10 index
93
Citations
Greg Farrell : Citation Profile
University of the Witwatersrand | RESEARCH PRODUCTION: 10 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1997 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Greg Farrell. | Is cited by:
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Main data
Where Greg Farrell has published?
| Journals with more than one article published | # docs |
|---|---|
| South African Journal of Economics | 4 |
| Studies in Economics and Econometrics | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / South African Reserve Bank | 3 |
Recent works citing Greg Farrell (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Determinants of Financial Stability and Development in South Africa: Insights from a Quantile ARDL Model of the South African Financial Cycle. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:495-:d:1742444. Full description at Econpapers || Download paper |
| 2024 | Exploring causal interactions between macroprudential policy and financial cycles in South Africa. (2024). Magubane, Khwazi. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:5:p:513-531. Full description at Econpapers || Download paper |
| 2024 | The lending implications of banks holding excess capital. (2024). Pillay, Neryvia ; Makrelov, Konstantin. In: Working Papers. RePEc:rbz:wpaper:11056. Full description at Econpapers || Download paper |
| 2024 | Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa. (2024). Kuttu, Saint ; Abor, Joshua Yindenaba ; Amewu, Godfred. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09668-9. Full description at Econpapers || Download paper |
| 2024 | Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069. Full description at Econpapers || Download paper |
Works by Greg Farrell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | A NOTE ON THE TRIMMED MEAN MEASURE OF CORE INFLATION IN SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 12 |
| 2012 | WHAT PRICE-LEVEL DATA CAN TELL US ABOUT PRICING CONDUCT IN SOUTH AFRICA In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | What pricelevel data can tell us about pricing conduct in South Africa.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Measuring the Financial Cycle in South Africa In: South African Journal of Economics. [Full Text][Citation analysis] | article | 15 |
| 2010 | Exchange Rate Pass-through and Monetary Policy in South Africa In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | The Governance of Macroprudential Policy In: CSAE Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Countercyclical Capital Buffers and Real-Time Credit-To-GDP Gap Estimates: A South African Perspective.(2016) In: Studies in Economics and Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | The HighFrequency Response of the RandDollar Rate to Inflation Surprises.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2014 | Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa.(2014) In: Journal of Development Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2017 | Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Measuring the Financial Cycle in South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 2012 | The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises In: Working Papers. [Citation analysis] | paper | 5 |
| 2014 | The reliability of South African real-time output gap estimates In: Working Papers. [Citation analysis] | paper | 4 |
| 2017 | Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data. In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Modelling exchange rate volatility dynamics: Empirical evidence from South Africa In: Working Papers. [Citation analysis] | paper | 0 |
| 1997 | The minerals-energy complex and South African industrialisation In: Development Southern Africa. [Full Text][Citation analysis] | article | 2 |
| 2006 | An Estimate of the Weight of the Import Component of the South African CPI and CPIX In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Distinguishing Between Tradables and Non-Tradables: The Case of South Africa In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team