Alain Kabundi : Citation Profile


Are you Alain Kabundi?

World Bank Group

14

H index

19

i10 index

545

Citations

RESEARCH PRODUCTION:

36

Articles

72

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 34
   Journals where Alain Kabundi has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 41 (7 %)

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   Permalink: http://citec.repec.org/pka395
   Updated: 2021-03-01    RAS profile: 2021-02-16    
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Relations with other researchers


Works with:

Mbelu, Asithandile (4)

Ohnsorge, Franziska (4)

Ruch, Franz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Kabundi.

Is cited by:

GUPTA, RANGAN (155)

Balcilar, Mehmet (41)

Reid, Monique (26)

Miller, Stephen (22)

Plakandaras, Vasilios (20)

Papadimitriou, Theophilos (17)

Phiri, Andrew (15)

Simo-Kengne, Beatrice Desiree (14)

Gogas, Periklis (13)

Pierdzioch, Christian (12)

Kanda, Patrick (11)

Cites to:

Reichlin, Lucrezia (109)

Forni, Mario (77)

GUPTA, RANGAN (71)

Giannone, Domenico (70)

Stock, James (67)

Watson, Mark (65)

Lippi, Marco (58)

Kose, Ayhan (49)

Ng, Serena (45)

Hallin, Marc (39)

Sims, Christopher (38)

Main data


Where Alain Kabundi has published?


Journals with more than one article published# docs
South African Journal of Economics10
Economic Modelling9
Journal of Housing Economics2
The African Finance Journal2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Economic Research Southern Africa23
Working Papers / University of Pretoria, Department of Economics15
Working Papers / South African Reserve Bank10
IMF Working Papers / International Monetary Fund6
Working Papers / University of Nevada, Las Vegas , Department of Economics4
Policy Research Working Paper Series / The World Bank4
Occasional Bulletin of Economic Notes / South African Reserve Bank2

Recent works citing Alain Kabundi (2021 and 2020)


YearTitle of citing document
2020Exchange rate volatility and pass?through to inflation in South Africa. (2020). Miyajima, Ken. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:404-418.

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2020Monetary policy under a multiple‐tool environment. (2020). Berument, Hakan M ; Varlik, Serdar. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:225-250.

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2020Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322.

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2020Does fiscal stance affect inflation expectations? Evidence for European economies. (2020). Mackiewicz-Łyziak, Joanna ; Mackiewicz-Yziak, Joanna. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:296-310.

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2020Economic uncertainty in South Africa. (2020). Boshoff, Willem ; Binge, Laurie. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:113-131.

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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2020An investigation on mixed housing-cycle structures and asymmetric tail dependences. (2020). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303164.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries. (2020). Zhou, Xiaoxia ; Liow, Kim Hiang ; Huang, Yuting. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300280.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452.

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2020How financially integrated are trading blocs in Africa?. (2020). Bonga-Bonga, Lumengo ; Mabe, Queen Magadi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:84-94.

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2020Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189.

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2021Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies. (2021). Bergeijk, Peter ; PEter, ; Papyrakis, Elissaios ; Lan, Thi Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:567-583.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2021The role of financial journalists in the expectations channel of the monetary transmission mechanism. (2021). Du Plessis, Stan ; Guetterman, Timothy ; Siklos, Pierre ; Reid, Monique. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309272.

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2020Modeling the Balance Sheet Channel of Monetary Transmission in Russia. (2020). Shchepeleva, Mariya A. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:200203:p:39-56.

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2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Wenting. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715.

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2020Are there inequality spillovers? Evidence through a modified inequality measure and European dynamics of inequality. (2020). Collinson, Simon ; Flores, Edgar Mata ; Sevinc, Deniz. In: Working Papers. RePEc:inq:inqwps:ecineq2020-545.

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2020The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

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2020Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis. (2020). Lan, Thi Mai. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:1:p:68-85.

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2020The CBI Suite of Business Surveys. (2020). Mizen, Paul ; Lee, Kevin ; Mahony, Michael. In: Economic Statistics Centre of Excellence (ESCoE) Technical Reports. RePEc:nsr:escoet:escoe-tr-08.

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2020Unprecedented but not Unpredictable: Effects of the COVID-19 Crisis on Commodity-Dependent Countries. (2020). Kublbock, Karin ; Troster, Bernhard. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:32:y:2020:i:5:d:10.1057_s41287-020-00313-9.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2021The Transmission of Monetary Policy via the Banks Balance Sheet - Does Bank Size Matter?. (2021). Viegi, Nicola ; Loate, Tumisang. In: Working Papers. RePEc:pre:wpaper:202109.

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2020The monetary policy of the South African Reserve Bank- stance, communication and credibility. (2020). Viegi, Nicola ; Coco, Alberto. In: Working Papers. RePEc:rbz:wpaper:10024.

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2020Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa?. (2020). Steenkamp, Daan ; Kuhn, Lauren ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:10211.

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2020Working Paper No 12 of 2020 WP2012 Time consistency and economic growth a case study of south african macroeconomic policy. (2020). Makrelov, Konstantin ; Loewald, Christopher ; Faulkner, David. In: Working Papers. RePEc:rbz:wpaper:10421.

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2021Nowcasting South African GDP using a suite of statistical models. (2021). Reid, Geordie ; Botha, Byron ; van Jaarsveld, Rossouw ; Steenkamp, Daan ; Olds, Tim. In: Working Papers. RePEc:rbz:wpaper:11001.

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2020The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies. (2020). Bonga-Bonga, Lumengo ; Gnagne, Pascal Xavier. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0862.

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2020Trade Linkages and Business Cycle Co-movement: Analysis of Trade between African Economies and their Main Trading partners. (2020). Bonga-Bonga, Lumengo ; Kinfack, Emilie. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0872.

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2020Spillover Effects of Trade Shocks in the Central and Eastern European and Baltic Countries. (2020). Khan, Nazmus Sadat. In: Journal of Economic Integration. RePEc:ris:integr:0789.

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2020The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates?. (2020). Andrieș, Alin Marius ; Plecu, Ioana . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:3:p:5-30.

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2020.

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2020Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. (2020). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x.

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2020Commodity Markets Outlook, April 2020. (2020). Group, World Bank. In: World Bank Publications. RePEc:wbk:wbpubs:33624.

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2020Global Economic Prospects, June 2020. (2020). Bank, World. In: World Bank Publications. RePEc:wbk:wbpubs:33748.

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Works by Alain Kabundi:


YearTitleTypeCited
2012Working Paper 152 - Dynamics of Inflation in Uganda In: Working Paper Series.
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paper15
2009Stock Market Integration: A South African Perspective In: The African Finance Journal.
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article0
2011Monetary Policy Action and Inflation in South Africa: An Empirical Analysis In: The African Finance Journal.
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article7
2009SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS In: South African Journal of Economics.
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article1
2007Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis.(2007) In: Working Papers.
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2010PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006 In: South African Journal of Economics.
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article0
2011ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT In: South African Journal of Economics.
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article9
2011EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT In: South African Journal of Economics.
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article0
2012APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE In: South African Journal of Economics.
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article0
2013Inflation and Inflation Expectations in South Africa: an Attempt at Explanation In: South African Journal of Economics.
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article15
2014Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets In: South African Journal of Economics.
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article5
2011Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets.(2011) In: Working Papers.
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2017Transmission of Chinas Shocks to the BRIS Countries In: South African Journal of Economics.
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article0
2013Transmission of Chinas Shocks to the BRIS Countries.(2013) In: Working Papers.
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2018Has the Exchange Rate Pass‐Through changed in South Africa? In: South African Journal of Economics.
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article5
2016Has the Exchange Rate Pass-Through changed in South Africa?.(2016) In: Working Papers.
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2019The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis In: South African Journal of Economics.
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article1
2011Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs In: Indian Economic Review.
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article5
2008Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2008) In: Working Papers.
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2009Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2009) In: Working Papers.
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2007Co-movement between South Africa and the Southern African Development Community: An empirical analysis In: Economic Modelling.
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article4
2010The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach In: Economic Modelling.
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article55
2009THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers.
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2011Forecasting the US real house price index: Structural and non-structural models with and without fundamentals In: Economic Modelling.
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article38
2010Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2010) In: Working Papers.
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2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working Papers.
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2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working papers.
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2012Recent French relative export performance: Is there a competitiveness problem? In: Economic Modelling.
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2013Domestic and foreign sources of volatility spillover to South African asset classes In: Economic Modelling.
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article30
2013Trade shocks from BRIC to South Africa: A global VAR analysis In: Economic Modelling.
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2011Trade Shocks from BRIC to South Africa: A Global VAR Analysis.(2011) In: Working Papers.
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2015Monetary policy and heterogeneous inflation expectations in South Africa In: Economic Modelling.
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2014Monetary Policy and Heterogeneous Inflation Expectations in South Africa.(2014) In: Working Papers.
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2019The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa In: Economic Modelling.
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2020Monetary policy and systemic risk-taking in the euro area banking sector In: Economic Modelling.
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article1
2011A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting.
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2009A Large Factor Model for Forecasting Macroeconomic Variables in South Africa.(2009) In: Working Papers.
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2009Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics.
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2008COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers.
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2009Could we have predicted the recent downturn in the South African Housing Market?.(2009) In: Working Papers.
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2011Housing, credit, and real activity cycles: Characteristics and comovement In: Journal of Housing Economics.
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2017Monetary policy and balance sheets In: Journal of Policy Modeling.
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2013Monetary Policy and Balance Sheets.(2013) In: IMF Working Papers.
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2013Monetary Policy and Balance Sheets.(2013) In: Working Papers.
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2020Implications of cheap oil for emerging markets In: CAMA Working Papers.
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2020Implications of Cheap Oil for Emerging Markets.(2020) In: Policy Research Working Paper Series.
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2009The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach In: EcoMod2009.
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2010The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach.(2010) In: Journal of Economic Studies.
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2009THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers.
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2019Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach In: International Journal of Central Banking.
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2004Estimation of Economic Growth in France Using Business Survey Data In: IMF Working Papers.
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2007France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis In: IMF Working Papers.
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2011France in the global economy: a structural approximate dynamic factor model analysis.(2011) In: Empirical Economics.
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2009Recent French Export Performance; Is There a Competitiveness Problem? In: IMF Working Papers.
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2009Three Cycles; Housing, Credit, and Real Activity In: IMF Working Papers.
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2010Three Cycles: Housing, Credit and Real Activity.(2010) In: Working Papers.
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2018Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa In: IMF Working Papers.
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2010Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models In: Journal of Forecasting.
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article37
2008Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models.(2008) In: Working Papers.
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2011Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting.
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2010Has the SARB become more effective post inflation targeting? In: Economic Change and Restructuring.
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2009Has the SARB Become More Effective Post Inflation Targeting?.(2009) In: Working Papers.
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2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States In: Working Papers.
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2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working Papers.
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2009Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working papers.
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2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode In: Working Papers.
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2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working Papers.
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2011Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model.(2011) In: International Journal of Strategic Property Management.
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2009Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working papers.
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2011Using Large Data Sets to Forecast Sectoral Employment In: Working Papers.
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2011Using Large Data Sets to Forecast Sectoral Employment.(2011) In: Working Papers.
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2014Using large data sets to forecast sectoral employment.(2014) In: Statistical Methods & Applications.
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2012Using Large Data Sets to Forecast Sectoral Employment.(2012) In: Working papers.
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2015Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach In: MPRA Paper.
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2008Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers.
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2008A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa In: Working Papers.
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2009THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers.
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paper10
2009FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS In: Working Papers.
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paper3
2009THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH In: Working Papers.
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2010THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2010) In: Defence and Peace Economics.
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2018Has the South African economy run out of fiscal space In: Occasional Bulletin of Economic Notes.
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2017Bulletin In: Occasional Bulletin of Economic Notes.
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2013Working Paper WP1306 Important channels of transmission of monetary policy shock in South Africa In: Working Papers.
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2014Working Paper WP1401 Monetary Policy and Heterogeneous Inflation Expectations in South Africa In: Working Papers.
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2014Working Paper WP1405 Transmission of Chinas Shocks to the BRIS Countries In: Working Papers.
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2016Working Paper WP1601 Nowcasting Real GDP growth in South Africa In: Working Papers.
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2016Working Paper WP1605 Estimating a TimeVarying Phillips Curve for South Africa In: Working Papers.
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2016Working Paper WP1609 Qualitative Guidance and Predictability of Monetary Policy in South Africa In: Working Papers.
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2016Working Paper WP1610 Has the Exchange Rate PassThrough changed in South Africa In: Working Papers.
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2017Working Paper WP1702 Estimating a timevarying financial conditions index for South Africa In: Working Papers.
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2017Working Paper WP1703 Order flow and randdollar exchange rate dynamics In: Working Papers.
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2018Working Paper WP1804 Monetary Policy Credibility and Exchange Rate PassThrough in South Africa In: Working Papers.
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2009Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany In: Working Papers.
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2011Volatility Spillovers across South African Asset Classes during Domestic and Foreign In: Working Papers.
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2013Business Cycle Co-movements between South Africa and the BRIC Countries In: Working Papers.
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2013Business cycle co-movements between South Africa and the BRIC countries.(2013) In: Applied Economics.
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