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Details about Greg Farrell

E-mail:
Postal address:Economics Department, SEBS University of the Witwatersrand 1 Jan Smuts Avenue, Braamfontein 2000
Workplace:School of Economic and Finance, Faculty of Commerce, Law and Management, University of the Witwatersrand, (more information at EDIRC)

Access statistics for papers by Greg Farrell.

Last updated 2021-09-14. Update your information in the RePEc Author Service.

Short-id: pfa304


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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 Downloads
  2. Modelling exchange rate volatility dynamics: Empirical evidence from South Africa
    Working Papers, Economic Research Southern Africa Downloads
    See also Journal Article in Studies in Economics and Econometrics (2018)

2014

  1. Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Studies in Economics and Econometrics (2016)
  2. The reliability of South African real-time output gap estimates
    Working Papers, Economic Research Southern Africa Downloads View citations (4)

2012

  1. Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (3)
    See also Journal Article in Journal of Development Studies (2014)
  2. The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (3)
    Also in Working Papers, Economic Research Southern Africa (2012) Downloads View citations (4)
    Working Papers, South African Reserve Bank (2012) Downloads View citations (3)
  3. What pricelevel data can tell us about pricing conduct in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (6)
    See also Journal Article in South African Journal of Economics (2012)

2010

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

Journal Articles

2020

  1. Measuring the Financial Cycle in South Africa
    South African Journal of Economics, 2020, 88, (2), 123-144 Downloads View citations (7)

2018

  1. 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 Downloads View citations (2)
  2. Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa
    Studies in Economics and Econometrics, 2018, 42, (3), 71-114 Downloads
    See also Working Paper (2017)

2016

  1. Countercyclical Capital Buffers and Real-Time Credit-To-GDP Gap Estimates: A South African Perspective
    Studies in Economics and Econometrics, 2016, 40, (1), 1-20 Downloads
    See also Working Paper (2014)

2014

  1. Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa
    Journal of Development Studies, 2014, 50, (1), 144-164 Downloads View citations (27)
    See also Working Paper (2012)

2012

  1. WHAT PRICE-LEVEL DATA CAN TELL US ABOUT PRICING CONDUCT IN SOUTH AFRICA
    South African Journal of Economics, 2012, 80, (4), 490-509 Downloads View citations (6)
    See also Working Paper (2012)

2009

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

2008

  1. Distinguishing Between Tradables and Non-Tradables: The Case of South Africa
    Studies in Economics and Econometrics, 2008, 32, (3), 81-94 Downloads

2006

  1. An Estimate of the Weight of the Import Component of the South African CPI and CPIX
    Studies in Economics and Econometrics, 2006, 30, (2), 87-101 Downloads

1997

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