Kevin Kotze : Citation Profile


Are you Kevin Kotze?

University of Cape Town (99% share)
Economic Research Southern Africa (ERSA) (1% share)

6

H index

3

i10 index

91

Citations

RESEARCH PRODUCTION:

10

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 9
   Journals where Kevin Kotze has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 9 (9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko495
   Updated: 2021-10-16    RAS profile: 2020-11-29    
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Relations with other researchers


Works with:

GUPTA, RANGAN (18)

Balcilar, Mehmet (3)

Demirer, Riza (2)

Ivashchenko, Sergey (2)

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

Is cited by:

GUPTA, RANGAN (32)

Kanda, Patrick (12)

Kanda, Tunda P. (12)

Balcilar, Mehmet (11)

Steinbach, Max (8)

Paccagnini, Alessia (8)

Du Plessis, Stan (5)

Kolasa, Marcin (4)

Paetz, Michael (4)

Rubaszek, Michał (4)

Bahramian, Pejman (4)

Cites to:

GUPTA, RANGAN (11)

Belke, Ansgar (9)

Engle, Robert (9)

Smit, Ben (8)

Giannone, Domenico (8)

Woglom, Geoffrey (8)

Reichlin, Lucrezia (7)

Kabundi, Alain (7)

Alpanda, Sami (7)

Steinbach, Max (6)

Gros, Daniel (6)

Main data


Where Kevin Kotze has published?


Journals with more than one article published# docs
South African Journal of Economics4
Empirical Economics2

Working Papers Series with more than one paper published# docs
School of Economics Macroeconomic Discussion Paper Series / School of Economics, University of Cape Town8
Working Papers / University of Pretoria, Department of Economics8
Working Papers / Economic Research Southern Africa2

Recent works citing Kevin Kotze (2021 and 2020)


YearTitle of citing document
2021Effects of Fiscal and Monetary Policy Uncertainty on Economic Activity in South Africa. (2021). Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:167-187.

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2020Inflation, Output and Monetary Policy in South Africa. (). Komba, Coretha ; Ngalawa, Harold. In: Working Papers. RePEc:aer:wpaper:398.

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2021Effects of Fiscal and Monetary Policy Uncertainty on Economic Activity in South Africa. (2021). Aye, Goodness C. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:167-187.

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2020The Optimal Monetary and Macroprudential Policies for the South African Economy. (2020). Molise, Thabang ; Liu, Guangling. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:368-404.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

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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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2020Oil Price Shocks and Macroeconomic Dynamics in an Oil-Exporting Emerging Economy: A New Keynesian DSGE Approach. (2020). Oladunni, Sunday. In: MPRA Paper. RePEc:pra:mprapa:104551.

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2020Modelling and forecasting inflation rate in Nigeria using ARIMA models. (2020). Olayinka, Hammed Abiola ; Olalude, Gbenga Adelekan ; Ankeli, Uchechi Constance. In: MPRA Paper. RePEc:pra:mprapa:105342.

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2020Effect of Fiscal and Monetary Policies on Economic Activities in South Africa: The Role of Policy Uncertainty. (2020). Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202082.

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2020Alternative Core Inflation Measures in Nigeria: An Examination. (2020). Usman, Nuruddeen ; Mbaka, Donald G ; Bala-Keffi, Ladi R. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:4:p:112-120.

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2021Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach. (2021). Škrinjarić, Tihana ; Ego, Boko ; Dedi, Lidija. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:1:p:93-108.

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2020Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Hollander, Hylton ; GUPTA, RANGAN ; Steinbach, Rudi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-018-1607-4.

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2020Does monetary policy react asymmetrically to exchange rate misalignments? Evidence for South Africa. (2020). Mateane, Lebogang ; Proao, Christian R. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1595-4.

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2020A medium-sized, open-economy, fiscal DSGE model of South Africa. (2020). Kemp, Johannes ; Hollander, Hylton. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2020-92.

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2021Forecasting exchange rates for Central and Eastern European currencies using country?specific factors. (2021). Jaworski, Krystian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:977-999.

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Works by Kevin Kotze:


YearTitleTypeCited
2010THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics.
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article20
2011FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics.
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article27
2014Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies In: South African Journal of Economics.
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article6
2015Measuring Core Inflation in South Africa In: South African Journal of Economics.
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article2
2016The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach In: School of Economics Macroeconomic Discussion Paper Series.
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paper1
2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach.(2017) In: Energy Economics.
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This paper has another version. Agregated cites: 1
article
2015The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series.
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paper2
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics.
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This paper has another version. Agregated cites: 2
article
2017Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda In: School of Economics Macroeconomic Discussion Paper Series.
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paper0
2017Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Monetary policy and financial frictions in a small open-economy model for Uganda.(2020) In: Empirical Economics.
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This paper has another version. Agregated cites: 0
article
2017Fiscal Policy Uncertainty and Economic Activity in South Africa In: School of Economics Macroeconomic Discussion Paper Series.
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paper3
2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach In: School of Economics Macroeconomic Discussion Paper Series.
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paper0
2017Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Inflation Dynamics in Uganda: A Quantile Regression Approach In: School of Economics Macroeconomic Discussion Paper Series.
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paper0
2017Inflation Dynamics in Uganda: A Quantile Regression Approach.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2020Inflation dynamics in Uganda: a quantile regression approach.(2020) In: Macroeconomics and Finance in Emerging Market Economies.
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This paper has another version. Agregated cites: 0
article
2018Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series.
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paper0
2020Forecasting with Second-Order Approximations and Markov-Switching DSGE Models.(2020) In: Computational Economics.
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2018Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers.
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2020This paper provides a long-term perspective to the causal linkages between currency dynamics and macroeconomic conditions by utilising a long span data set for the United Kingdom that extends back to In: School of Economics Macroeconomic Discussion Paper Series.
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paper0
2015Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling.
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article9
2013Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model In: Working Papers.
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paper9
2020Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data In: Working Papers.
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paper0
2010Should Central Banks of Small Open Economies Respond to Exchange Rate Fluctuations? The Case of South Africa In: Working Papers.
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paper11
2012Trends and Structural Changes in South African Macroeconomic Volatility In: Working Papers.
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paper1

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