17
H index
28
i10 index
860
Citations
Alain Kabundi : Citation Profile
International Monetary Fund (IMF) | RESEARCH PRODUCTION: 46 Articles 53 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alain Kabundi. | Is cited by:
| Cites to:
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Main data
Where Alain Kabundi has published?
| Journals with more than one article published | # docs |
|---|---|
| South African Journal of Economics | 11 |
| Economic Modelling | 10 |
| Journal of Forecasting | 2 |
| Journal of Housing Economics | 2 |
| The African Finance Journal | 2 |
| Empirical Economics | 2 |
| Journal of Economic Studies | 2 |
| Journal of Housing Research | 2 |
Recent works citing Alain Kabundi (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-9. Full description at Econpapers || Download paper |
| 2024 | Belief-dependent pricing decisions. (2024). Frache, Serafin ; Turen, Javier ; Lluberas, Rodrigo. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932300442x. Full description at Econpapers || Download paper |
| 2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper |
| 2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper |
| 2024 | Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457. Full description at Econpapers || Download paper |
| 2024 | Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Hassan, M. Kabir ; Shakib, Mohammed ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575. Full description at Econpapers || Download paper |
| 2024 | The black box of natural gas market: Past, present, and future. (2024). Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001923. Full description at Econpapers || Download paper |
| 2024 | Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Apostolakis, George N ; Giannellis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459. Full description at Econpapers || Download paper |
| 2024 | Weather-related disasters and inflation in the euro area. (2024). Kriwoluzky, Alexander ; Beirne, John ; Wittich, Jana ; Volz, Ulrich ; Renzhi, Nuobu ; Dafermos, Yannis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002127. Full description at Econpapers || Download paper |
| 2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper |
| 2024 | Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206. Full description at Econpapers || Download paper |
| 2024 | Mortgages, house prices, and business cycle dynamic: A medium-run exploration using the continuous wavelet transform. (2024). Giri, Federico ; Andreani, Michele. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003721. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Keynesian Policy Space in Globalized Economies. (2024). Bossone, Biagio. In: Working Papers. RePEc:pke:wpaper:pkwp2405. Full description at Econpapers || Download paper |
| 2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420. Full description at Econpapers || Download paper |
| 2024 | Does the export-to-import ratio affect environmental sustainability? Evidence from BRICS countries. (2024). Halim, Md Abdul ; Rahman, Md Mominur. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:2:p:904-926. Full description at Econpapers || Download paper |
| 2024 | General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective. (2024). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:213-272. Full description at Econpapers || Download paper |
Works by Alain Kabundi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Working Paper 152 - Dynamics of Inflation in Uganda In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2009 | Stock Market Integration: A South African Perspective In: The African Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2011 | Monetary Policy Action and Inflation in South Africa: An Empirical Analysis In: The African Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 2009 | SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006 In: South African Journal of Economics. [Citation analysis] | article | 0 |
| 2011 | ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT In: South African Journal of Economics. [Citation analysis] | article | 13 |
| 2011 | EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT In: South African Journal of Economics. [Citation analysis] | article | 2 |
| 2012 | APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Inflation and Inflation Expectations in South Africa: an Attempt at Explanation In: South African Journal of Economics. [Full Text][Citation analysis] | article | 17 |
| 2014 | Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets In: South African Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2017 | Transmission of Chinas Shocks to the BRIS Countries In: South African Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Transmission of Chinas Shocks to the BRIS Countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Has the Exchange Rate Pass‐Through changed in South Africa? In: South African Journal of Economics. [Full Text][Citation analysis] | article | 12 |
| 2016 | Has the Exchange Rate PassThrough changed in South Africa.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis In: South African Journal of Economics. [Full Text][Citation analysis] | article | 8 |
| 2020 | Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Implications of Cheap Oil for Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Implications of cheap oil for emerging markets.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Implications of Cheap Oil for Emerging Markets.(2020) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2011 | Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs In: Indian Economic Review. [Citation analysis] | article | 5 |
| 2008 | Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2023 | A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2007 | Co-movement between South Africa and the Southern African Development Community: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2010 | The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach In: Economic Modelling. [Full Text][Citation analysis] | article | 71 |
| 2009 | THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2011 | Forecasting the US real house price index: Structural and non-structural models with and without fundamentals In: Economic Modelling. [Full Text][Citation analysis] | article | 45 |
| 2010 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2009 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2009 | Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals.(2009) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2012 | Recent French relative export performance: Is there a competitiveness problem? In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2013 | Domestic and foreign sources of volatility spillover to South African asset classes In: Economic Modelling. [Full Text][Citation analysis] | article | 36 |
| 2013 | Trade shocks from BRIC to South Africa: A global VAR analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 29 |
| 2015 | Monetary policy and heterogeneous inflation expectations in South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 34 |
| 2014 | Monetary Policy and Heterogeneous Inflation Expectations in South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2019 | The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 2020 | Monetary policy and systemic risk-taking in the euro area banking sector In: Economic Modelling. [Full Text][Citation analysis] | article | 18 |
| 2024 | Do supercycles dominate commodity price movements? In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Euro area banking and monetary policy shocks in the QE era In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 6 |
| 2011 | A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 2009 | Could we have predicted the recent downturn in the South African housing market? In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 22 |
| 2008 | COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2011 | Housing, credit, and real activity cycles: Characteristics and comovement In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 45 |
| 2017 | Monetary policy and balance sheets In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 29 |
| 2013 | Monetary Policy and Balance Sheets.(2013) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2023 | Commodity price shocks: Order within chaos? In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
| 2021 | Commodity Price Shocks : Order within Chaos ?.(2021) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach In: EcoMod2009. [Full Text][Citation analysis] | paper | 5 |
| 2009 | THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | The effect of monetary policy on house price inflation In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | The effect of monetary policy on house price inflation In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 63 |
| 2019 | Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 3 |
| 2004 | Estimation of Economic Growth in France Using Business Survey Data In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | France in the global economy: a structural approximate dynamic factor model analysis.(2011) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2009 | Recent French Export Performance: Is There a Competitiveness Problem? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Three Cycles: Housing, Credit, and Real Activity In: IMF Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2018 | Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa In: IMF Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Monetary Policy Credibility and Exchange Rate PassThrough in South Africa.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2022 | How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy In: IMF Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 45 |
| 2008 | Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2011 | Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2010 | Has the SARB become more effective post inflation targeting? In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 11 |
| 2009 | Has the SARB Become More Effective Post Inflation Targeting?.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States.(2009) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | Using Large Data Sets to Forecast Sectoral Employment In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Using Large Data Sets to Forecast Sectoral Employment.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Using large data sets to forecast sectoral employment.(2014) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | Using Large Data Sets to Forecast Sectoral Employment.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | The role of income and substitution in commodity demand In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 16 |
| 2020 | The Role of Income and Substitution in Commodity Demand.(2020) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2015 | Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
| 2008 | Is a DFM Well-Suited in Forecasting Regional House Price Inflation? In: Working Papers. [Citation analysis] | paper | 0 |
| 2008 | A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa In: Working Papers. [Citation analysis] | paper | 9 |
| 2009 | THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US In: Working Papers. [Citation analysis] | paper | 13 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | ||
| 2009 | FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS In: Working Papers. [Citation analysis] | paper | 3 |
| 2009 | THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH In: Working Papers. [Citation analysis] | paper | 13 |
| 2010 | THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH.(2010) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2018 | Has the South African economy run out of fiscal space In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Bulletin In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Important channels of transmission of monetary policy shock in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Nowcasting Real GDP growth in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2016 | Estimating a TimeVarying Phillips Curve for South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Qualitative Guidance and Predictability of Monetary Policy in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Estimating a timevarying financial conditions index for South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Estimating a time-varying financial conditions index for South Africa.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2017 | Order flow and randdollar exchange rate dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Business cycle co-movements between South Africa and the BRIC countries In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2023 | Commodity Price Cycles : Commonalities, Heterogeneities, and Drivers In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The role of major emerging markets in global commodity demand In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Adding Fuel to the Fire : Cheap Oil during the COVID-19 Pandemic In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
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