Details about Greg Farrell

Access statistics for papers by Greg Farrell.

Last updated 2020-08-09. Update your information in the RePEc Author Service.

Short-id: pfa304

Working Papers

2017

1. Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data
   Working Papers, Economic Research Southern Africa
2. Modelling exchange rate volatility dynamics: Empirical evidence from South Africa
   Working Papers, Economic Research Southern Africa

2014

3. Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective
   MPRA Paper, University Library of Munich, Germany View citations (4)
4. The reliability of South African real-time output gap estimates
   Working Papers, Economic Research Southern Africa View citations (3)

2012

5. The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   Also in Working Papers, Economic Research Southern Africa (2012) View citations (3)
6. Working Paper WP1203 The HighFrequency Response of the RandDollar Rate to Inflation Surprises
   Working Papers, South African Reserve Bank View citations (2)
7. Working Paper WP1204 What pricelevel data can tell us about pricing conduct in South Africa
   Working Papers, South African Reserve Bank View citations (3)
8. Working Paper WP1208 Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa
   Working Papers, South African Reserve Bank View citations (3)

2010

9. Exchange Rate Pass-through and Monetary Policy in South Africa
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

Journal Articles

2020

1. Measuring the Financial Cycle in South Africa
   South African Journal of Economics, 2020, 88, (2), 123-144 View citations (2)

2018

2. Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data
   South African Journal of Economics, 2018, 86, (3), 308-338

2014

3. Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa
   Journal of Development Studies, 2014, 50, (1), 144-164 View citations (23)

2012

4. WHAT PRICE-LEVEL DATA CAN TELL US ABOUT PRICING CONDUCT IN SOUTH AFRICA
   South African Journal of Economics, 2012, 80, (4), 490-509 View citations (5)

2009

5. A NOTE ON THE TRIMMED MEAN MEASURE OF CORE INFLATION IN SOUTH AFRICA
   South African Journal of Economics, 2009, 77, (4), 538-552 View citations (10)

1997

6. The minerals-energy complex and South African industrialisation
   Development Southern Africa, 1997, 14, (4), 591-613 View citations (2)