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Working Papers / South African Reserve Bank

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
11
Impact Factor (IF)
0.24
5 Years IF
0.21
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 35 0 0 0 0 0 0.29
2009 0.17 0.58 0.13 0.17 2 8 53 1 3 6 1 6 1 0 0 0.33
2010 1 0.53 0.18 0.25 3 11 17 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 0.37
2012 0 0.67 0.1 0.08 8 20 65 2 9 4 12 1 0 1 0.13 0.36
2013 0.56 0.65 0.42 0.71 6 26 41 11 20 9 5 14 10 0 0 0.34
2014 0.79 0.67 1 0.95 9 35 39 35 55 14 11 20 19 2 5.7 9 1 0.34
2015 0.53 0.65 0.63 0.52 5 40 19 25 80 15 8 27 14 2 8 1 0.2 0.36
2016 0.71 0.63 0.68 0.69 10 50 25 34 114 14 10 29 20 6 17.6 1 0.1 0.34
2017 0.4 0.61 0.48 0.5 6 56 20 27 141 15 6 38 19 7 25.9 1 0.17 0.34
2018 0.5 0.6 0.45 0.44 15 71 20 32 173 16 8 36 16 3 9.4 0 0.34
2019 0.19 0.61 0.28 0.24 5 76 12 21 194 21 4 45 11 1 4.8 0 0.35
2020 0.3 0.68 0.66 0.29 14 90 56 57 253 20 6 41 12 27 47.4 10 0.71 0.72
2021 0.89 0.87 0.59 0.46 21 111 41 66 319 19 17 50 23 38 57.6 4 0.19 0.36
2022 0.69 0.66 0.64 0.44 18 129 18 82 401 35 24 61 27 44 53.7 4 0.22 0.21
2023 0.31 0.48 0.38 0.26 14 143 2 55 456 39 12 73 19 31 56.4 0 0.16
2024 0.22 0.47 0.15 0.19 20 163 5 25 481 32 7 72 14 5 20 0 0.18
2025 0.24 0.65 0.21 0.21 19 182 4 38 519 34 8 87 18 10 26.3 2 0.11 0.24
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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54
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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30
32007The 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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19
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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19
52017The 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
62010A 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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14
72012Modelling 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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14
82016Nowcasting 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
92020Time 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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12
102007The formation of inflation expectations in South Africa. (2007). Steinbach, Max ; Ehlers, Nelene . In: Working Papers. RePEc:rbz:wpaper:3243.

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11
112013Important 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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11
122013The 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
132020Is 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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10
142013Achieving 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
152014Monetary 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
162021Estimates of banklevel funding costs in South Africa. (2021). Steenkamp, Daan ; Olds, Tim. In: Working Papers. RePEc:rbz:wpaper:11005.

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9
172014Straightforward 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
182020The 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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8
192015Speculative 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
202015Labour Market and Monetary Policy in South Africa. (2015). Viegi, Nicola. In: Working Papers. RePEc:rbz:wpaper:6607.

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8
212014A 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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8
222019The role of the rand as a shock absorber. (2019). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9254.

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8
232018Monetary 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
242018Productivity estimates for South Africa from CES production functions. (2018). Steenkamp, Daan. In: Working Papers. RePEc:rbz:wpaper:8937.

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7
252014A 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
262020Developments in bank funding costs in South Africa. (2020). Steenkamp, Daan ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9818.

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7
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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7
282012What 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
292020Building 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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7
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
312013South African Capital Markets An Overview. (2013). Hassan, Shakill. In: Working Papers. RePEc:rbz:wpaper:5962.

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6
322021Fiscal 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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6
332021Sailing 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
342014Exploring 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
352016Estimating 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
362020Developments 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
372021Addressing 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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5
382018Shortlived supply shocks to potential growth. (2018). Steinbach, Max ; Ruch, Franz ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:8605.

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5
392012Exchange 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
402020Building 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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5
412020Climate 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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5
422007A 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
432022The 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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5
442017Estimating 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
452022The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; Havemann, Roy ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse. In: Working Papers. RePEc:rbz:wpaper:11024.

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4
462020Commodity Prices and Policy Stabilisation in South Africa. (2020). Botha, Byron ; Schaling, Eric. In: Working Papers. RePEc:rbz:wpaper:10225.

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4
472025Joint estimation of liquidity and credit risk premia in bond prices with an application. (2025). Steenkamp, Daan. In: Working Papers. RePEc:rbz:wpaper:11074.

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4
482021Understanding South Africas trade policy and performance. (2021). Ramkolowan, Yash ; Stern, Matthew. In: Working Papers. RePEc:rbz:wpaper:11017.

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4
492010Exchange 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
502019Reaching 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
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12022The 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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5
22007The core forecasting model of the South African Reserve Bank. (2007). Ehlers, Nelene ; Smal, Daleen ; Pretorius, Coen . In: Working Papers. RePEc:rbz:wpaper:3195.

Full description at Econpapers || Download paper

4
32025Joint estimation of liquidity and credit risk premia in bond prices with an application. (2025). Steenkamp, Daan. In: Working Papers. RePEc:rbz:wpaper:11074.

Full description at Econpapers || Download paper

4
42020Term 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
52021Estimates of banklevel funding costs in South Africa. (2021). Steenkamp, Daan ; Olds, Tim. In: Working Papers. RePEc:rbz:wpaper:11005.

Full description at Econpapers || Download paper

3
62022Leaning 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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3
72013Important channels of transmission of monetary policy shock in South Africa. (2013). Ndou, Eliphas ; Kabundi, Alain ; Gumata, Nombulelo. In: Working Papers. RePEc:rbz:wpaper:6021.

Full description at Econpapers || Download paper

3
82021Statedependent 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.

Full description at Econpapers || Download paper

3
92020Is 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.

Full description at Econpapers || Download paper

3
102010A macroeconomic credit risk model for stress testing the South African banking sector. (2010). Havrylchyk, Olena. In: Working Papers. RePEc:rbz:wpaper:3579.

Full description at Econpapers || Download paper

3
112009An 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.

Full description at Econpapers || Download paper

3
122022The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; Havemann, Roy ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse. In: Working Papers. RePEc:rbz:wpaper:11024.

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2
132018Monetary 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
142012A Financial Conditions Index for South Africa. (2012). Ndou, Eliphas ; Gumata, Nombulelo ; Klein, Nir. In: Working Papers. RePEc:rbz:wpaper:5119.

Full description at Econpapers || Download paper

2
152020Climate 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.

Full description at Econpapers || Download paper

2
162021Fiscal 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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2
172020Building 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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2
182022Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts. (2022). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Working Papers. RePEc:rbz:wpaper:11035.

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2
192019The role of the rand as a shock absorber. (2019). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9254.

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2
Citing documents used to compute impact factor: 8
YearTitle
2025Semi-Structural Model of Economy of the Southern Macroregion of Russia. (2025). Panteeva, Sophia ; Tumanyants, Karen ; Arzhenovskiy, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:65-88.

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2025The impact of globalisation on industrial development in South Africa: the mediating role of institutional quality. (2025). Wesi, Boingotlo ; Mncayi-Makhanya, Precious ; Makhalima, Jabulile ; Jongh, Jacques ; Mdluli-Maziya, Phindile ; Magubane, Khwazi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00493-y.

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2025The South African NiGEM expansion. (2025). Sibande, Xolani ; Makrelov, Konstantin ; Morema, Kgotso ; Hurst, Ian ; Ed, BY ; Patel, Urvish. In: Working Papers. RePEc:rbz:wpaper:11081.

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2025Cash transfers and inflation: An overview of the evidence. (2025). Allen, James ; Gentilini, Ugo. In: Other briefs. RePEc:fpr:othbrf:177175.

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2025Whose inflation expectations forecast best Alternatives based on survey and financial data. (2025). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11077.

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2025Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487.

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2025Can CBDC Mimic Cash? A Deep Dive into the Digital Euro Case. (2025). Schueffel, Patrick. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:394-:d:1703312.

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2025The role of household and firm heterogeneity in the South African Reserve Banks monetary policy deliberations. (2025). Reserve, South African. In: BIS Papers chapters. RePEc:bis:bisbpc:157-19.

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Recent citations
Recent citations received in 2025
YearCiting document
2025The Trump Administration’s ‘earthquake’ is why we need the New Public Health Order. (2025). Murray-Evans, Peg ; Kakinda, Maria Birungi ; Harman, Sophie ; Mulumba, Moses ; Koduah, Augustina ; Sekalala, Sharifah. In: PLOS Global Public Health. RePEc:plo:pgph00:0005040.

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2025Gaps in the South African Inflation Targeting Debate. (2025). Steenkamp, Daan ; Pretorius, Jan H ; Horn, Aidan J ; Martin, Lisa. In: MPRA Paper. RePEc:pra:mprapa:124010.

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Recent citations received in 2024
YearCiting document

Recent citations received in 2023
YearCiting document

Recent citations received in 2022
YearCiting document
2022South Africa’s yield curve conundrum. (2022). Steenkamp, Daan ; Erasmus, Ruan. In: MPRA Paper. RePEc:pra:mprapa:115398.

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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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