Greg Farrell : Citation Profile

University of the Witwatersrand

5

H index

3

i10 index

87

Citations

RESEARCH PRODUCTION:

10

Articles

7

Papers

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 3
   Journals where Greg Farrell has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (1.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa304
   Updated: 2026-04-04    RAS profile: 2025-11-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Balcilar, Mehmet (8)

Du Plessis, Stan (8)

Ruch, Franz (7)

Rankin, Neil (6)

Steenkamp, Daan (4)

USMAN, OJONUGWA (4)

Kabundi, Alain (4)

GUPTA, RANGAN (4)

LOEWALD, Christopher (4)

Makrelov, Konstantin (4)

Kotze, Kevin (4)

Cites to:

Kose, Ayhan (9)

Claessens, Stijn (9)

Aron, Janine (8)

Swanson, Eric (6)

muellbauer, john (6)

Schularick, Moritz (6)

Taylor, Alan (6)

Jorda, Oscar (5)

BORIO, Claudio (5)

Goldberg, Linda (5)

Obstfeld, Maurice (5)

Main data

Where Greg Farrell has published?

Journals with more than one article published# docs
South African Journal of Economics4
Studies in Economics and Econometrics4

Working Papers Series with more than one paper published# docs
Working Papers / South African Reserve Bank3

Recent works citing Greg Farrell (2025 and 2024)

YearTitle of citing document
2026Dynamics of exchange rate pass-through: The role of pricing strategies and economic shocks. (2026). Shah, Sayar Ahmad ; Garg, Bhavesh. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003487.

Full description at Econpapers || Download paper

2025Predicting financial cycles with dynamic ensemble selection frameworks using leading, coincident and lagging indicators. (2025). Chaudhuri, Tamal Datta ; Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Ghosh, Indranil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003708.

Full description at Econpapers || Download paper

2025Determinants of Financial Stability and Development in South Africa: Insights from a Quantile ARDL Model of the South African Financial Cycle. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:495-:d:1742444.

Full description at Econpapers || Download paper

2024Exploring causal interactions between macroprudential policy and financial cycles in South Africa. (2024). Magubane, Khwazi. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:5:p:513-531.

Full description at Econpapers || Download paper

2024Does financial stability spur or retard output and price stability in South Africa?. (2024). Magubane, Khwazi ; de Jongh, Jacques ; Mncayi-Makhanya, Precious ; Makhalima, Jabulile ; Maziya, Phindile ; Wesi, Boingotlo. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:9:p:138-156.

Full description at Econpapers || Download paper

2024The lending implications of banks holding excess capital. (2024). Pillay, Neryvia ; Makrelov, Konstantin. In: Working Papers. RePEc:rbz:wpaper:11056.

Full description at Econpapers || Download paper

2025Household debt and consumption dynamics: A non-developed world view following the ï¬ nancial crisis. (2021). Koch, Steven ; Clance, Matthew ; Bosch, Adl. In: Working Papers. RePEc:rza:wpaper:868.

Full description at Econpapers || Download paper

2025Local-Currency sovereign risk on South African government bonds. (2022). Mamburu, Mulalo. In: Working Papers. RePEc:rza:wpaper:882.

Full description at Econpapers || Download paper

2024Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa. (2024). Kuttu, Saint ; Abor, Joshua Yindenaba ; Amewu, Godfred. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09668-9.

Full description at Econpapers || Download paper

2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

Full description at Econpapers || Download paper

Works by Greg Farrell:

YearTitleTypeCited
2009A NOTE ON THE TRIMMED MEAN MEASURE OF CORE INFLATION IN SOUTH AFRICA In: South African Journal of Economics.
[Full Text][Citation analysis]		article12
2012WHAT PRICE-LEVEL DATA CAN TELL US ABOUT PRICING CONDUCT IN SOUTH AFRICA In: South African Journal of Economics.
[Full Text][Citation analysis]		article7
2012What pricelevel data can tell us about pricing conduct in South Africa.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data In: South African Journal of Economics.
[Full Text][Citation analysis]		article3
2020Measuring the Financial Cycle in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article17
2010Exchange Rate Pass-through and Monetary Policy in South Africa In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2025The Governance of Macroprudential Policy In: CSAE Working Paper Series.
[Full Text][Citation analysis]		paper0
2014Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2016Countercyclical Capital Buffers and Real-Time Credit-To-GDP Gap Estimates: A South African Perspective.(2016) In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2012The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises In: Working Papers.
[Full Text][Citation analysis]		paper5
2012The HighFrequency Response of the RandDollar Rate to Inflation Surprises.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa In: Working Papers.
[Full Text][Citation analysis]		paper32
2014Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa.(2014) In: Journal of Development Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
1997The minerals-energy complex and South African industrialisation In: Development Southern Africa.
[Full Text][Citation analysis]		article2
2006An Estimate of the Weight of the Import Component of the South African CPI and CPIX In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article1
2008Distinguishing Between Tradables and Non-Tradables: The Case of South Africa In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article0
2018Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team