6
H index
3
i10 index
111
Citations
University of Cape Town (99% share) | 6 H index 3 i10 index 111 Citations RESEARCH PRODUCTION: 13 Articles 18 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 Kevin Kotze. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| South African Journal of Economics | 4 |
| Empirical Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| School of Economics Macroeconomic Discussion Paper Series / School of Economics, University of Cape Town | 9 |
| Working Papers / University of Pretoria, Department of Economics | 8 |
| Year | Title of citing document |
|---|---|
| 2024 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249. Full description at Econpapers || Download paper |
| 2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper |
| 2024 | Navigating post-Covid-19 economic recovery in WAEMU: A DSGE approach. (2024). de Araujo, Jevuks Matheus ; Mohamed, Abdoulaye Aboubacari ; Garca, Alejandro C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:707-724. Full description at Econpapers || Download paper |
| 2025 | Integrating policy design with agricultural emissions reduction in China: A multi-sector DSGE Approach. (2025). Zhang, Xiaodi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2019-2048. Full description at Econpapers || Download paper |
| 2025 | Spillover effects of the recent US monetary policy shocks on the South African economy: The role of monetary and fiscal policy coordination. (2025). Mustapher, Marrium ; Liu, Guangling. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125000950. Full description at Econpapers || Download paper |
| 2025 | The interplay of energy justice, fossil fuel energy, and financial development with the moderating role of green investment funding on crude oil price fluctuations in G20 countries. (2025). Khan, Saba. In: Energy. RePEc:eee:energy:v:339:y:2025:i:c:s0360544225045876. Full description at Econpapers || Download paper |
| 2024 | Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; GUPTA, RANGAN ; Ivashchenko, Sergey ; Ekin, Semih Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001078. Full description at Econpapers || Download paper |
| 2025 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981. Full description at Econpapers || Download paper |
| 2024 | Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Lyu, Yongjian ; Zhang, Xinyu ; Yang, MO ; Cao, Jin ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900. Full description at Econpapers || Download paper |
| 2024 | The macroeconomic effects of productivity shocks: Predictions of conventional business cycle models are not always incompatible with SSA economies. (2024). Ameyaw, Emmanuel. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000760. Full description at Econpapers || Download paper |
| 2024 | A Historical perspective on Indias inflation persistence: A Quantile analysis. (2024). Ghosh, Taniya ; Ajit, Yadavindu. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2024-015. Full description at Econpapers || Download paper |
| 2025 | Introducing a new measure of inflation pressure for South Africa. (2025). Steenkamp, Daan ; Guest, Oliver ; Cleaver, Cynan. In: MPRA Paper. RePEc:pra:mprapa:126439. Full description at Econpapers || Download paper |
| 2026 | Impact of Climate Change on South Africa: Evidence from a DSGE Model. (2026). GUPTA, RANGAN ; Bejarano, Jesus. In: Working Papers. RePEc:pre:wpaper:202601. Full description at Econpapers || Download paper |
| 2025 | Can AI-Driven National ESG in Big Data Help Improve Macroeconomic Forecasting?. (2025). Xiao, Hao ; Li, Xiaofen ; Yang, Junyi ; Ye, Xinjian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:2:p:84-103. Full description at Econpapers || Download paper |
| 2026 | Adaptive LASSO quantile regression for regime-switching exchange rate dependence: the case of major currencies against the USD. (2026). Ismail, Mohd Tahir ; Zhong, Sumin ; Liang, Zhuqin. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:3:d:10.1007_s43546-026-01077-w. Full description at Econpapers || Download paper |
| 2026 | What online prices reveal about inflation in South Africa. (2026). Steenkamp, Daan ; Mitrovic, Aleksandar. In: EconStor Research Reports. RePEc:zbw:esrepo:336211. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | THE ROLE OF THE EXCHANGE RATE IN A NEW KEYNESIAN DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics. [Full Text][Citation analysis] | article | 25 |
| 2011 | FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY In: South African Journal of Economics. [Citation analysis] | article | 31 |
| 2014 | Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies In: South African Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2015 | Measuring Core Inflation in South Africa In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2016 | The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2017 | The role of oil prices in the forecasts of South African interest rates: A Bayesian approach.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Forecasting 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 nother version. Agregated cites: 2 | paper | |
| 2017 | Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | Monetary policy and financial frictions in a small open-economy model for Uganda.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Fiscal Policy Uncertainty and Economic Activity in South Africa In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Inflation Dynamics in Uganda: A Quantile Regression Approach In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Inflation Dynamics in Uganda: A Quantile Regression Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Inflation dynamics in Uganda: a quantile regression approach.(2020) In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Forecasting with Second-Order Approximations and Markov-Switching DSGE Models.(2020) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data.(2021) In: Journal of Multinational Financial Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Big data forecasting of South African inflation In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Big data forecasting of South African inflation.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Big data forecasting of South African inflation.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2015 | Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2013 | Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model In: Working Papers. [Citation analysis] | paper | 9 |
| 2020 | Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach In: Economic Research-Ekonomska Istraživanja. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team