Details about Greg Farrell

Access statistics for papers by Greg Farrell.

Last updated 2021-09-14. 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
   See also Journal Article in Studies in Economics and Econometrics (2018)

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)
   See also Journal Article in Studies in Economics and Econometrics (2016)
4. The reliability of South African real-time output gap estimates
   Working Papers, Economic Research Southern Africa View citations (4)

2012

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

2010

8. 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 (7)

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

2016

4. 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
   See also Working Paper (2014)

2014

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

2012

6. 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 (6)
   See also Working Paper (2012)

2009

7. 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)

2008

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

2006

9. 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

1997

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