8
H index
3
i10 index
178
Citations
University of Stellenbosch | 8 H index 3 i10 index 178 Citations RESEARCH PRODUCTION: 17 Articles 57 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 Daan Steenkamp. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| ERSA Working Paper Series | 5 |
| Reserve Bank of New Zealand Bulletin | 4 |
| South African Journal of Economics | 2 |
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / South African Reserve Bank | 15 |
| Occasional Bulletin of Economic Notes / South African Reserve Bank | 8 |
| MPRA Paper / University Library of Munich, Germany | 7 |
| 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 | Earthquakes and the wealth of nations: The cases of Chile and New Zealand. (2024). Paniagua, Pablo ; D'Iaz, Diego ; Larroulet, Cristi'An. In: Papers. RePEc:arx:papers:2405.12041. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. 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 | Herding behaviour and monetary policy: Evidence from the ZAR market. (2024). Sibande, Xolani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000352. Full description at Econpapers || Download paper |
| 2025 | Oil supply and U.S.-China tensions: A multinational perspective. (2025). Hong, Yanran ; Guo, Xiaozhu ; Yao, Shibin ; Hao, Yixue. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003655. Full description at Econpapers || Download paper |
| 2025 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981. Full description at Econpapers || Download paper |
| 2025 | The multifaceted effect of monetary policy on U.S. credit aggregates. (2025). Coussin, Maximilien. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000114. Full description at Econpapers || Download paper |
| 2025 | The labour market effects of cash transfers to the unemployed: Evidence from South Africa. (2025). Köhler, Timothy ; Bhorat, Haroon ; Khler, Timothy. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24003607. Full description at Econpapers || Download paper |
| 2025 | Negative interest rate policy and bank lending channel: evidence from the Swedish experience. (2025). Ozbugday, Fatih Cemil ; Özgür, Önder ; Karagol, Erdal Tanas. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00673-9. Full description at Econpapers || Download paper |
| 2024 | Cash transfers and prices what is the impact of social welfare on prices. (2024). Pillay, Neryvia ; Allison, Chloe. In: Working Papers. RePEc:rbz:wpaper:11057. Full description at Econpapers || Download paper |
| 2025 | The impact of 2010–11 Christchurch earthquakes on the individuals’ income by sector and income level. (2025). Noy, Ilan ; Abdeljawad, Yousef. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:2:d:10.1007_s00168-025-01392-4. Full description at Econpapers || Download paper |
| 2024 | Debt-financed fiscal stimulus in South Africa. (2024). Hollander, Hylton. In: Studies in Economics and Econometrics. RePEc:taf:rseexx:v:48:y:2024:i:1:p:87-112. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Factor Substitution and Productivity in New Zealand In: The Economic Record. [Full Text][Citation analysis] | article | 4 |
| 2016 | Factor substitution and productivity in New Zealand.(2016) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Nowcasting South African gross domestic product using a suite of statistical models In: South African Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 2024 | The macroeconomics of establishing a basic income grant in South Africa In: South African Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | The macroeconomics of establishing a basic income grant in South Africa.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | The macroeconomics of establishing a basic income grant in South Africa.(2022) In: ERSA Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Deviations in real exchange rate levels in the OECD countries and their structural determinants In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Deviations in Real Exchange Rate Levels in the OECD Countries and their Structural Determinants.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | Deviations in real exchange rate levels in the OECD countries and their structural determinants.(2018) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | Deviations in real exchange rate levels in the OECD countries and their structural determinants.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2022 | Big data forecasting of South African inflation In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Big data forecasting of South African inflation.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Big data forecasting of South African inflation.(2022) In: ERSA Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | Big data forecasting of South African inflation.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2018 | Explosiveness in G11 currencies In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2017 | Explosiveness in G11 currencies.(2017) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2025 | Risk and return spillovers among developed and emerging market currencies In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2024 | A bank-level analysis of interest rate pass-through in South Africa In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 2022 | A banklevel analysis of interest rate passthrough in South Africa.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks.(2013) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | Extending the Reserve Bank’s macroeconomic balance model of the exchange rate In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 3 |
| 2013 | New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Structural adjustment in New Zealand since the commodity boom In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Constructing cross country estimates of relative industry MFP levels. In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Funding cost pass-through to mortgage rates In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 4 |
| 2010 | New Zealand’s imbalances in a cross-country context In: Reserve Bank of New Zealand Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2014 | Measuring New Zealand’s effective exchange rate In: Reserve Bank of New Zealand Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2014 | How volatile are New Zealand’s terms of trade? An international comparison In: Reserve Bank of New Zealand Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2012 | The economic impact of the Canterbury earthquakes In: Reserve Bank of New Zealand Bulletin. [Full Text][Citation analysis] | article | 28 |
| 2017 | How bubbly is the New Zealand dollar? In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Term premium estimation for South Africa In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2022 | South Africa’s yield curve conundrum In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The impact of global FX liquidity on the rand In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Gaps in the South African Inflation Targeting Debate In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Forecasting economic downturns in South Africa using leading indicators and machine learning In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Introducing a new measure of inflation pressure for South Africa In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020 In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Industry TFP estimates for South Africa In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Occasional Bulletin of Economic Notes 2101 A Truckometer for South Africa In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Occasional Bulletin of Economic Notes 2101 Has publication of a repo path provided guidance In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Has publication of a repo path provided guidance In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Truckometer for South Africa In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The structure of South Africa s external position In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Rand misalignment Evidence from Bayesian Threshold VECMs In: Occasional Bulletin of Economic Notes. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Developments in debt issuance costs of South African banks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Nowcasting South African GDP using a suite of statistical models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Estimates of banklevel funding costs in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Estimates of bank-level funding costs in South Africa.(2021) In: ERSA Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Risk and Return Spillovers in a Global Model of the Foreign Exchange Network In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Risk and Return Spillovers in a Global Model of the Foreign Exchange Network.(2021) In: ERSA Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | The bond market impact of the South African Reserve Bank bond purchase programme In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The bond market impact of the South African Reserve Bank bond purchase programme.(2022) In: ERSA Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | The cost of complying with Basel III liquidity regulations for South African banks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Joint estimation of liquidity and credit risk premia in bond prices with an application In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Productivity estimates for South Africa from CES production functions In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | The role of the rand as a shock absorber In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Developments in bank funding costs in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Term premium and rate expectation estimates from the South African yield curve In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | Policy Bulletin 04: Electricity reforms: Experience and approach In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Policy Bulletin 05: The impact of global FX liquidity on the rand In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2022 | South Africa€™s yield curve conundrum In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2022 | The South African sovereign term premium and its drivers In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Productivity estimates for South Africa from CES production functions In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The role of the rand as a shock absorber In: Working Papers. [Citation analysis] | paper | 6 |
| 2021 | Estimates of bank-level funding costs in South Africa In: Working Papers. [Citation analysis] | paper | 1 |
| 2022 | Big data forecasting of South African inflation In: Working Papers. [Citation analysis] | paper | 2 |
| 2022 | The bond market impact of the South African Reserve Bank bond purchase programme In: Working Papers. [Citation analysis] | paper | 1 |
| Technical background paper: The macroeconomics of establishing a basic income grant in South Africa In: Working Papers. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team