16
H index
27
i10 index
782
Citations
International Monetary Fund (IMF) | 16 H index 27 i10 index 782 Citations RESEARCH PRODUCTION: 43 Articles 52 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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South African Journal of Economics | 11 |
Economic Modelling | 9 |
The African Finance Journal | 2 |
Empirical Economics | 2 |
Journal of Economic Studies | 2 |
Journal of Housing Economics | 2 |
Journal of Forecasting | 2 |
Year | Title of citing document |
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2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper |
2022 | The role of central bank communication in inflation-targeting Eastern European emerging economies. (2022). Coco, Alberto ; Ciarlone, Alessio ; Astuti, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1381_22. Full description at Econpapers || Download paper |
2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper |
2022 | On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407. Full description at Econpapers || Download paper |
2022 | Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275. Full description at Econpapers || Download paper |
2022 | Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis. (2022). Shaaba, Saba Charles. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:28:y:2022:i:1:p:51-100:n:1. Full description at Econpapers || Download paper |
2022 | Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544. Full description at Econpapers || Download paper |
2023 | Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17. Full description at Econpapers || Download paper |
2022 | Inflation dynamics in an emerging market: The case of South Africa. (2022). Malikane, Christopher ; Dladla, Pholile. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:262-271. Full description at Econpapers || Download paper |
2022 | Central bank credibility and its effect on stabilization. (2022). Bicchal, Motilal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:73-94. Full description at Econpapers || Download paper |
2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper |
2022 | Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414. Full description at Econpapers || Download paper |
2022 | Do export quality and destination income matter for exchange rate pass-through? Evidence from China. (2022). Wang, Xiuling ; Zhang, YU ; Zou, Zongsen. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002991. Full description at Econpapers || Download paper |
2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper |
2023 | To lend or not to lend? The ECB as the ‘intermediary of last resort’. (2023). Burietz, Aurore ; Picault, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000408. Full description at Econpapers || Download paper |
2022 | The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262. Full description at Econpapers || Download paper |
2022 | Financial condition indices for emerging market economies: Can Google help?. (2022). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001410. Full description at Econpapers || Download paper |
2022 | How do trade openness, public expenditure and institutional performance affect unemployment in OIC countries? Evidence from the DCCE approach. (2022). Ali, Sajid ; He, Huiyuan ; Saydaliev, Hayot Berk ; Ngo, Thanh Quang ; Liu, Zhen. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522000851. Full description at Econpapers || Download paper |
2023 | Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338. Full description at Econpapers || Download paper |
2022 | Systemic risk, Islamic banks, and the COVID-19 pandemic: An empirical investigation. (2022). Ashraf, Dawood ; Ahmad, Ghufran ; Rizwan, Muhammad Suhail. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000073. Full description at Econpapers || Download paper |
2022 | Monetary policy and wage inequality in South Africa. (2022). Merrino, Serena. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s1566014122000280. Full description at Econpapers || Download paper |
2023 | Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681. Full description at Econpapers || Download paper |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper |
2022 | Unexpected economic growth and oil price shocks. (2022). Liao, Hua ; Wang, Fangzhi. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200559x. Full description at Econpapers || Download paper |
2023 | The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731. Full description at Econpapers || Download paper |
2022 | Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118. Full description at Econpapers || Download paper |
2023 | On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521. Full description at Econpapers || Download paper |
2022 | Financial risks, monetary policy in the QE era, and regulation. (2022). Tavlas, George ; Kouretas, Georgios ; Papadopoulos, Athanasios P. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000730. Full description at Econpapers || Download paper |
2023 | Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101. Full description at Econpapers || Download paper |
2022 | Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142. Full description at Econpapers || Download paper |
2022 | Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345. Full description at Econpapers || Download paper |
2022 | The medium-run Phillips curve: A time–frequency investigation for the UK. (2022). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000465. Full description at Econpapers || Download paper |
2023 | Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063. Full description at Econpapers || Download paper |
2023 | Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399. Full description at Econpapers || Download paper |
2023 | Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). Al-Faryan, Mamdouh Abdulaziz Sa ; Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Pui Kiew ; Yaya, Olaoluwa Simon ; Furuoka, Fumitaka. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478. Full description at Econpapers || Download paper |
2023 | Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461. Full description at Econpapers || Download paper |
2022 | Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642. Full description at Econpapers || Download paper |
2022 | Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630. Full description at Econpapers || Download paper |
2023 | Effects of oil shocks and central bank credibility on price diffusion. (2023). de Mendonça, Helder ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:304-317. Full description at Econpapers || Download paper |
2023 | Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Chang, Wen-Chang ; Wang, Ying-Wei ; Tsai, Pei-Hsuan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610. Full description at Econpapers || Download paper |
2023 | Smart city and green development: Empirical evidence from the perspective of green technological innovation. (2023). Zhao, Minjuan ; Shi, Rui ; Sun, Zao ; Yan, Zheming. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523001920. Full description at Econpapers || Download paper |
2022 | Commodity Exports, Financial Frictions and International Spillovers. (2022). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain. In: Globalization Institute Working Papers. RePEc:fip:feddgw:95404. Full description at Econpapers || Download paper |
2022 | Exchange Rate Volatility, Inflation and Economic Growth in Developing Countries: Panel Data Approach for SADC. (2022). Maredza, Andrew ; Ogujiuba, Kanayo ; Olamide, Ebenezer. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:67-:d:773058. Full description at Econpapers || Download paper |
2023 | Monetary Policy Implications on Macroeconomic Performance in the Common Monetary Area: A Panel-SVAR Framework. (2023). Mukorera, Sophia ; Shumba, Theron. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:144-:d:1144118. Full description at Econpapers || Download paper |
2022 | The Characteristics of the Housing Market and the Goal of Stable and Healthy Development in China’s Cities. (2022). Yao, Shuntian ; Tang, Juan ; Xiang, Guocheng. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:450-:d:933324. Full description at Econpapers || Download paper |
2022 | Crude Oil Market Functioning and Sustainable Development Goals: Case of OPEC++-Participating Countries. (2022). Vatutina, Larisa A ; Ponkratov, Vadim V ; Vasiljeva, Marina V ; Elyakova, Izabella D ; Goncharov, Dmitrii K ; Kireeva, Elena F ; Semenova, Nadezhda N ; Kuznetsov, Nikolay V ; Romanenko, Elena V ; Ivleva, Marina I ; Volkova, Maria V. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4742-:d:794604. Full description at Econpapers || Download paper |
2023 | The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach. (2023). Valizadeh, Shahla ; Takaloo, Amir ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4409-:d:1084843. Full description at Econpapers || Download paper |
2023 | Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joo Tovar. In: Working Papers REM. RePEc:ise:remwps:wp02762023. Full description at Econpapers || Download paper |
2022 | Nexus between defence spending, economic growth and development: evidence from a disaggregated panel data analysis. (2022). Ngepah, Nicholas ; Saba, Charles Shaaba. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09311-7. Full description at Econpapers || Download paper |
2022 | Risk and Equity Release Mortgages in the UK. (2022). French, Declan ; McKillop, Donal ; Sharma, Tripti. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:2:d:10.1007_s11146-020-09793-2. Full description at Econpapers || Download paper |
2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper |
2023 | Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819. Full description at Econpapers || Download paper |
2022 | Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2022). Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Piu Kiew ; Yaya, Olaoluwa S ; Furuoka, Fumitaka. In: MPRA Paper. RePEc:pra:mprapa:117003. Full description at Econpapers || Download paper |
2023 | The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955. Full description at Econpapers || Download paper |
2022 | Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022. Full description at Econpapers || Download paper |
2022 | A banklevel analysis of interest rate passthrough in South Africa. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Working Papers. RePEc:rbz:wpaper:11027. Full description at Econpapers || Download paper |
2022 | TheshorttermcostsofreducingtrendinflationinSouthAfrica. (2022). Pirozhkova, Ekaterina ; Makrelov, Konstantin ; Loewald, Chris. In: Working Papers. RePEc:rbz:wpaper:11029. Full description at Econpapers || Download paper |
2022 | Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Chiyaba, Grivas ; Mtwaepelo, Kaelo. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-06. Full description at Econpapers || Download paper |
2022 | The Credibility of Monetary Policy and Procyclical Fiscal Policy. (2022). Kurnia, Akhmad Syakir ; Izzulhaq, Syahid. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:121-139. Full description at Econpapers || Download paper |
2022 | How on Earth Did Spanish Banking Sell the Housing Stock?. (2022). Prado-Romn, Camilo ; Raya, Josep Maria ; Garca-Estvez, Pablo ; Torres-Pruonosa, Jose. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079916. Full description at Econpapers || Download paper |
2023 | Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y. Full description at Econpapers || Download paper |
2023 | Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9. Full description at Econpapers || Download paper |
2022 | Nowcasting the GDP in Taiwan and the Real-Time Tourism Data. (2022). Hsiao, Yi-Long ; Ting, Chien-Jung. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:12:y:2022:i:3:f:12_3_2. Full description at Econpapers || Download paper |
2022 | Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan. (2022). Su, Rui-Jun ; Hsiao, Yi-Long ; Ting, Chien-Jung. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:4:f:12_4_4. Full description at Econpapers || Download paper |
2022 | The nonlinearity of exchange rate pass?through on currency invoice: A quantile, generalized method of moments and threshold effect?test from sub?Sahara African economies. (2022). Abdulqadir, Idris Abdullahi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1473-1494. Full description at Econpapers || Download paper |
2023 | Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738. Full description at Econpapers || Download paper |
2022 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2022). Kurter, Zeynep O. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1407. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Working Paper 152 - Dynamics of Inflation in Uganda In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
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 | 8 |
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 | 3 |
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 | 1 |
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 another 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 | 10 |
2016 | Has the Exchange Rate PassThrough changed in South Africa.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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 | 6 |
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 | 1 |
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 another 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 another 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 another version. Agregated cites: 5 | paper | |
2007 | Co-movement between South Africa and the Southern African Development Community: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
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 | 68 |
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 another version. Agregated cites: 68 | 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 | 43 |
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 another version. Agregated cites: 43 | 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 another version. Agregated cites: 43 | 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 another version. Agregated cites: 43 | 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 | 16 |
2015 | Monetary policy and heterogeneous inflation expectations in South Africa In: Economic Modelling. [Full Text][Citation analysis] | article | 32 |
2014 | Monetary Policy and Heterogeneous Inflation Expectations in South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | 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 | 17 |
2020 | Monetary policy and systemic risk-taking in the euro area banking sector In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2022 | Euro area banking and monetary policy shocks in the QE era In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 4 |
2011 | A large factor model for forecasting macroeconomic variables in South Africa In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 29 |
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 another 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 | 41 |
2017 | Monetary policy and balance sheets In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 25 |
2013 | Monetary Policy and Balance Sheets.(2013) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2023 | Commodity price shocks: Order within chaos? In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2021 | Commodity Price Shocks : Order within Chaos ?.(2021) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 another 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 | 4 |
2011 | France in the global economy: a structural approximate dynamic factor model analysis.(2011) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 19 |
2018 | Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Monetary Policy Credibility and Exchange Rate PassThrough in South Africa.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2022 | How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
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 | 44 |
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 another version. Agregated cites: 44 | 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 | 15 |
2010 | Has the SARB become more effective post inflation targeting? In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 10 |
2009 | Has the SARB Become More Effective Post Inflation Targeting?.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | 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 another 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 another 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 | 28 |
2009 | Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model.(2009) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 28 | 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 another version. Agregated cites: 28 | 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 another 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 another 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 another 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 another 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 | 8 |
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 |
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 | 12 |
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 another version. Agregated cites: 12 | 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 | 11 |
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 another 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 |
2011 | Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model In: International Journal of Strategic Property Management. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 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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