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Working Papers / South African Reserve Bank

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
10
Impact Factor (IF)
0.13
5 Years IF
0.11
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2007 0 0.52 0 0 6 6 31 0 0 0 0 0 0.29
2009 0.17 0.59 0.13 0.17 2 8 48 1 3 6 1 6 1 0 0 0.33
2010 1 0.52 0.18 0.25 3 11 15 2 5 2 2 8 2 0 0 0.3
2011 0.2 0.61 0.17 0.18 1 12 2 2 7 5 1 11 2 0 0 0.36
2012 0 0.67 0.15 0.17 8 20 61 3 10 4 12 2 0 1 0.13 0.36
2013 0.56 0.64 0.42 0.71 6 26 37 11 21 9 5 14 10 0 0 0.34
2014 0.71 0.67 0.97 0.9 9 35 38 34 55 14 10 20 18 2 5.9 9 1 0.34
2015 0.53 0.65 0.63 0.52 5 40 18 25 80 15 8 27 14 2 8 1 0.2 0.36
2016 0.86 0.63 0.76 0.76 10 50 24 38 118 14 12 29 22 6 15.8 2 0.2 0.34
2017 0.4 0.61 0.48 0.5 6 56 20 27 145 15 6 38 19 7 25.9 1 0.17 0.33
2018 0.5 0.6 0.48 0.44 15 71 19 34 179 16 8 36 16 3 8.8 0 0.34
2019 0.19 0.6 0.28 0.24 5 76 11 21 200 21 4 45 11 1 4.8 0 0.35
2020 0.3 0.68 0.62 0.29 14 90 42 54 256 20 6 41 12 27 50 10 0.71 0.72
2021 0.89 0.91 0.59 0.46 21 111 36 66 322 19 17 50 23 38 57.6 4 0.19 0.37
2022 0.69 0.66 0.62 0.44 18 129 9 80 402 35 24 61 27 44 55 3 0.17 0.21
2023 0.23 0.5 0.31 0.18 14 143 1 44 446 39 9 73 13 31 70.5 0 0.16
2024 0.13 0.53 0.1 0.11 20 163 2 17 463 32 4 72 8 0 0 0.2
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12009An open economy New Keynesian DSGE model of the South African economy. (2009). Steinbach, Max ; Smit, Ben ; Mathuloe, Patience. In: Working Papers. RePEc:rbz:wpaper:3431.

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49
22012A Financial Conditions Index for South Africa. (2012). Ndou, Eliphas ; Gumata, Nombulelo ; Klein, Nir. In: Working Papers. RePEc:rbz:wpaper:5119.

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29
32017The Quarterly Projection Model of the SARB. (2017). Steinbach, Max ; Ruch, Franz ; Botha, Byron ; de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:8000.

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17
42020Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998.

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17
52007The core forecasting model of the South African Reserve Bank. (2007). Ehlers, Nelene ; Smal, Daleen ; Pretorius, Coen . In: Working Papers. RePEc:rbz:wpaper:3195.

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15
62012Modelling South Africas equilibrium real effective exchange rate A VECM approach. (2012). de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:5020.

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13
72016Nowcasting Real GDP growth in South Africa. (2016). Ruch, Franz ; Kabundi, Alain ; Nel, Elmarie. In: Working Papers. RePEc:rbz:wpaper:7068.

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13
82010A macroeconomic credit risk model for stress testing the South African banking sector. (2010). Havrylchyk, Olena. In: Working Papers. RePEc:rbz:wpaper:3579.

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12
92007The formation of inflation expectations in South Africa. (2007). Steinbach, Max ; Ehlers, Nelene . In: Working Papers. RePEc:rbz:wpaper:3243.

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11
102013The pace of potential output growth in the South African economy. (2013). Ehlers, N ; Smal, M M ; Mboji, L. In: Working Papers. RePEc:rbz:wpaper:5600.

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11
112013Achieving higher growth and employment Policy options for South Africa. (2013). Makrelov, Konstantin ; LOEWALD, Christopher ; Faulkner, David. In: Working Papers. RePEc:rbz:wpaper:5806.

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10
122014Monetary Policy and Heterogeneous Inflation Expectations in South Africa. (2014). Schaling, Eric ; Kabundi, Alain ; Some, Modeste. In: Working Papers. RePEc:rbz:wpaper:6107.

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10
132020Time consistency and economic growth a case study of south african macroeconomic policy. (2020). Makrelov, Konstantin ; LOEWALD, Christopher ; Faulkner, David. In: Working Papers. RePEc:rbz:wpaper:10421.

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10
142015Labour Market and Monetary Policy in South Africa. (2015). Viegi, Nicola. In: Working Papers. RePEc:rbz:wpaper:6607.

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8
152013Important channels of transmission of monetary policy shock in South Africa. (2013). Ndou, Eliphas ; Kabundi, Alain ; Gumata, Nombulelo. In: Working Papers. RePEc:rbz:wpaper:6021.

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8
162014Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models. (2014). Lie, Denny ; King, Robert G ; Johnston, Michael K. In: Working Papers. RePEc:rbz:wpaper:6457.

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8
172018Monetary Policy Credibility and Exchange Rate PassThrough in South Africa. (2018). Kabundi, Alain ; Mlachila, Montfort. In: Working Papers. RePEc:rbz:wpaper:8690.

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8
182015Speculative Flows Exchange Rate Volatility and Monetary Policy the South African Experience. (2015). Hassan, Shakill. In: Working Papers. RePEc:rbz:wpaper:6610.

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8
192021Estimates of banklevel funding costs in South Africa. (2021). Steenkamp, Daan ; Olds, Tim. In: Working Papers. RePEc:rbz:wpaper:11005.

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7
202014A mediumsized open economy DSGE model of South Africa. (2014). Steinbach, Max ; Smit, Ben ; Du Plessis, Stan. In: Working Papers. RePEc:rbz:wpaper:6319.

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7
212020Developments in bank funding costs in South Africa. (2020). Steenkamp, Daan ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9818.

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7
222014A semistructural approach to estimate South Africas potential output. (2014). Steinbach, Max ; Anvari, Vafa ; Ehlers, Nelne . In: Working Papers. RePEc:rbz:wpaper:6504.

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7
232012What pricelevel data can tell us about pricing conduct in South Africa. (2012). Rankin, Neil ; Farrell, Greg ; Creamer, Kenneth. In: Working Papers. RePEc:rbz:wpaper:5117.

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7
242019The role of the rand as a shock absorber. (2019). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9254.

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7
252020The monetary policy of the South African Reserve Bank stance communication and credibility. (2020). Viegi, Nicola ; Coco, Alberto. In: Working Papers. RePEc:rbz:wpaper:10024.

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6
262018Productivity estimates for South Africa from CES production functions. (2018). Steenkamp, Daan. In: Working Papers. RePEc:rbz:wpaper:8937.

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6
272021Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11015.

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6
282014Exploring Unbalanced Growth in South Africa Understanding the Sectoral Structure of the South African Economy. (2014). Fedderke, Johannes. In: Working Papers. RePEc:rbz:wpaper:6465.

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6
292021Sailing into the Wind evaluating the near future of Monetary Policy in South Africa. (2021). Viegi, Nicola ; Pirozhkova, Ekaterina ; Loate, Tumisang. In: Working Papers. RePEc:rbz:wpaper:11006.

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6
302012The HighFrequency Response of the RandDollar Rate to Inflation Surprises. (2012). Viegi, Nicola ; Hassan, Shakill ; Farrell, Greg. In: Working Papers. RePEc:rbz:wpaper:5028.

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6
312020Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa. (2020). Steenkamp, Daan ; Botha, Byron ; Kuhn, Lauren. In: Working Papers. RePEc:rbz:wpaper:10211.

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5
322016Estimating South Africas output gap and potential growth rate. (2016). Fedderke, Johannes ; Mengisteab, Daniel. In: Working Papers. RePEc:rbz:wpaper:7191.

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5
332013South African Capital Markets An Overview. (2013). Hassan, Shakill. In: Working Papers. RePEc:rbz:wpaper:5962.

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5
342012Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa. (2012). muellbauer, john ; Farrell, Greg ; Aron, Janine ; Sinclair, Peter. In: Working Papers. RePEc:rbz:wpaper:5152.

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5
352020Developments in debt issuance costs of South African banks. (2020). Steenkamp, Daan ; Nkuna, Mukelani ; Naidoo, Eyollan. In: Working Papers. RePEc:rbz:wpaper:10157.

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5
362018Shortlived supply shocks to potential growth. (2018). Steinbach, Max ; Ruch, Franz ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:8605.

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5
372007A steady state QPM model for the South African economy. (2007). de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:3245.

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5
382021Fiscal multipliers in South Africa after the global financial crisis. (2021). Makrelov, Konstantin ; van Rensburg, Theo Janse ; de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:11007.

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5
392020Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication. (2020). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:10141.

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5
402021Understanding South Africas trade policy and performance. (2021). Ramkolowan, Yash ; Stern, Matthew. In: Working Papers. RePEc:rbz:wpaper:11017.

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4
412019Reaching for the rstars estimating South Africas neutral real interest rate. (2019). Steinbach, Max ; Ruch, Franz ; Kuhn, Lauren. In: Working Papers. RePEc:rbz:wpaper:9097.

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4
422021Addressing low labour utilisation in South Africa. (2021). Wörgötter, Andreas ; Makrelov, Konstantin ; LOEWALD, Christopher ; Wrgtter, Andreas. In: Working Papers. RePEc:rbz:wpaper:11008.

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4
432020Climate change and its implications for central banks in emerging and developing economies. (2020). Makrelov, Konstantin ; LOEWALD, Christopher ; Arndt, Channing. In: Working Papers. RePEc:rbz:wpaper:10001.

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4
442020Building Credibility and Influencing Expectations The Evolution of Central Bank Communication. (2020). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:10144.

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4
452017Estimating a timevarying financial conditions index for South Africa. (2017). Mbelu, Asithandile ; Kabundi, Alain. In: Working Papers. RePEc:rbz:wpaper:8008.

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4
462010Exchange Rate Passthrough in South Africa Panel Evidence from Individual Goods and Services. (2010). Parsley, David. In: Working Papers. RePEc:rbz:wpaper:3580.

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4
472020Commodity Prices and Policy Stabilisation in South Africa. (2020). Botha, Byron ; Schaling, Eric. In: Working Papers. RePEc:rbz:wpaper:10225.

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4
482007Balance Sheet Estimates for South Africas Household Sector from 1975 to 2005. (2007). muellbauer, john ; Aron, Janine ; Prinsloo, Johan . In: Working Papers. RePEc:rbz:wpaper:3112.

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3
492011The Rand as a Carry Trade Target Risk Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean. In: Working Papers. RePEc:rbz:wpaper:4878.

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3
502013The Impact of International Spillovers on the South African Economy. (2013). Ruch, Franz. In: Working Papers. RePEc:rbz:wpaper:5705.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017The Quarterly Projection Model of the SARB. (2017). Steinbach, Max ; Ruch, Franz ; Botha, Byron ; de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:8000.

Full description at Econpapers || Download paper

5
22021Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11015.

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4
32021Fiscal multipliers in South Africa after the global financial crisis. (2021). Makrelov, Konstantin ; van Rensburg, Theo Janse ; de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:11007.

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4
42020Time consistency and economic growth a case study of south african macroeconomic policy. (2020). Makrelov, Konstantin ; LOEWALD, Christopher ; Faulkner, David. In: Working Papers. RePEc:rbz:wpaper:10421.

Full description at Econpapers || Download paper

4
52020Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998.

Full description at Econpapers || Download paper

3
62021Understanding South Africas trade policy and performance. (2021). Ramkolowan, Yash ; Stern, Matthew. In: Working Papers. RePEc:rbz:wpaper:11017.

Full description at Econpapers || Download paper

2
72021Sailing into the Wind evaluating the near future of Monetary Policy in South Africa. (2021). Viegi, Nicola ; Pirozhkova, Ekaterina ; Loate, Tumisang. In: Working Papers. RePEc:rbz:wpaper:11006.

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2
82020Competition in South African Banking An assessment using the Boone Indicator and PanzarRosse approaches. (2020). Simbanegavi, Witness ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9819.

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2
92022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:11022.

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2
102020Developments in bank funding costs in South Africa. (2020). Steenkamp, Daan ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9818.

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2
112012The HighFrequency Response of the RandDollar Rate to Inflation Surprises. (2012). Viegi, Nicola ; Hassan, Shakill ; Farrell, Greg. In: Working Papers. RePEc:rbz:wpaper:5028.

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2
122022Leaning against the wind with fiscal and monetary policy. (2022). Makrelov, Konstantin ; LOEWALD, Christopher ; Sibande, Xolani ; de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:11033.

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2
132012A Financial Conditions Index for South Africa. (2012). Ndou, Eliphas ; Gumata, Nombulelo ; Klein, Nir. In: Working Papers. RePEc:rbz:wpaper:5119.

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2
142021Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath. In: Working Papers. RePEc:rbz:wpaper:11004.

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2
152018Monetary Policy Credibility and Exchange Rate PassThrough in South Africa. (2018). Kabundi, Alain ; Mlachila, Montfort. In: Working Papers. RePEc:rbz:wpaper:8690.

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2
162009An open economy New Keynesian DSGE model of the South African economy. (2009). Steinbach, Max ; Smit, Ben ; Mathuloe, Patience. In: Working Papers. RePEc:rbz:wpaper:3431.

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2
172022A banklevel analysis of interest rate passthrough in South Africa. (2022). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Working Papers. RePEc:rbz:wpaper:11027.

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2
182012Modelling South Africas equilibrium real effective exchange rate A VECM approach. (2012). de Jager, Shaun. In: Working Papers. RePEc:rbz:wpaper:5020.

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2
Citing documents used to compute impact factor: 4
YearTitle
2024Nowcasting 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.

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2024A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545.

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2024A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443.

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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.

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Recent citations
Recent citations received in 2024
YearCiting document

Recent citations received in 2023
YearCiting document

Recent citations received in 2022
YearCiting document
2022The cost of complying with Basel III liquidity regulations for South African banks. (2022). Steenkamp, Daan ; Olds, Tim ; Nkuna, Mukelani ; Diesel, Howard. In: Working Papers. RePEc:rbz:wpaper:11032.

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2022Optimal interest rate gaps for flexible inflation targeting. (2022). Morema, Kgotso ; Schaling, Eric. In: Working Papers. RePEc:rbz:wpaper:11037.

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2022Analysing the spillover effects of the South African Reserve Banks bond purchase programme. (2022). Choudhary, Rhea. In: Working Papers. RePEc:rbz:wpaper:11039.

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Recent citations received in 2021
YearCiting document
2021The impact of global FX liquidity on the rand. (2021). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Olds, Tim. In: MPRA Paper. RePEc:pra:mprapa:116466.

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2021Risk and Return Spillovers in a Global Model of the Foreign Exchange Network. (2021). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Working Papers. RePEc:rbz:wpaper:11014.

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2021Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11015.

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2021The macroeconomic effect of fiscal policy in South Africa: A narrative analysis. (2021). Viegi, Nicola ; Houssa, Romain ; Loate, Tumisang. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-156.

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