Details about Charl Jooste

Access statistics for papers by Charl Jooste.

Last updated 2019-10-09. Update your information in the RePEc Author Service.

Short-id: pjo317

Working Papers

2019

1. Estimating and Calibrating MFMod: A Panel Data Approach to Identifying the Parameters of Data Poor Countries in the World Bank's Structural Macro Model
   Policy Research Working Paper Series, The World Bank
2. Fiscal Rules for the Western Balkans
   Policy Research Working Paper Series, The World Bank
3. The World Bank Macro-Fiscal Model Technical Description
   Policy Research Working Paper Series, The World Bank
4. When the Cycle Becomes the Trend: The Emerging Market Experience with Fiscal Policy during the Last Commodity Super Cycle
   Policy Research Working Paper Series, The World Bank

2017

5. How does port efficiency affect maritime transport costs and trade ? evidence from Indian and western Pacific Ocean countries
   Policy Research Working Paper Series, The World Bank View citations (1)

2016

6. Periodically Collapsing Bubbles in the South African Stock Market
   Working Papers, University of Pretoria, Department of Economics View citations (5)
   See also Journal Article in Research in International Business and Finance (2016)
7. The time-series linkages between US fiscal policy and asset prices
   Working papers, University of Connecticut, Department of Economics
   Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (5)

2015

8. Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
   Working Papers, Eastern Mediterranean University, Department of Economics
   Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
9. How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model
   Working Papers, University of Pretoria, Department of Economics
10. The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
    Working Papers, University of Pretoria, Department of Economics
11. The Macroeconomic Effects of Government Spending Under Fiscal Foresight
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in South African Journal of Economics (2017)
12. The Macroeconomic Effects of Uncertainty Shocks in India
    Working Papers, University of Pretoria, Department of Economics
13. The South African Economic Response to Monetary Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Economic Studies (2017)
14. Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in International Economics and Economic Policy (2018)

2014

15. Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
    See also Journal Article in Journal of Developing Areas (2016)
16. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    Working Papers, Eastern Mediterranean University, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (6)
    See also Journal Article in Applied Economics Letters (2015)
17. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (4)
    Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (5)
    Working Papers, University of Pretoria, Department of Economics (2012) View citations (7)
18. Is the Rand Really Decoupled from Economic Fundamentals?
    Working Papers, University of Pretoria, Department of Economics
19. Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?
    Working Papers, University of Pretoria, Department of Economics
20. The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
21. The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)

2013

22. A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article in Journal of Financial Economic Policy (2014)

2012

23. Analysing the Effects of Fiscal Policy Shocks in the South African Economy
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Economic Modelling (2013)

2011

24. Fiscal sustainability and the fiscal reaction function for South Africa
    IMF Working Papers, International Monetary Fund View citations (20)

2010

25. NONLINEAR TAX ELASTICITIES AND THEIR IMPLICATIONS FOR THE STRUCTURAL BUDGET BALANCE
    Working Papers, University of Pretoria, Department of Economics View citations (3)

Journal Articles

2018

1. South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model
   Applied Economics Letters, 2018, 25, (12), 840-846
2. Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?
   International Economics and Economic Policy, 2018, 15, (3), 683-703 View citations (1)
   See also Working Paper (2015)

2017

3. Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
   Applied Economics, 2017, 49, (11), 1047-1054 View citations (9)
4. South Africa’s economic response to monetary policy uncertainty
   Journal of Economic Studies, 2017, 44, (2), 282-293 View citations (2)
   See also Working Paper (2015)
5. South Africa’s inflation persistence: a quantile regression framework
   Economic Change and Restructuring, 2017, 50, (4), 367-386 View citations (2)
6. The Macroeconomics Effects of Government Spending Under Fiscal Foresight
   South African Journal of Economics, 2017, 85, (1), 68-85
   See also Working Paper (2015)
7. The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach
   Journal of Applied Economics, 2017, 20, 105-120

2016

8. Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter
   Journal of Developing Areas, 2016, 50, (1), 47-57 View citations (5)
   See also Working Paper (2014)
9. Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching?
   Economia Internazionale / International Economics, 2016, 69, (1), 33-44
10. Periodically collapsing bubbles in the South African stock market
    Research in International Business and Finance, 2016, 38, (C), 191-201 View citations (5)
    See also Working Paper (2016)
11. The dynamic response of the rand real exchange rate to fundamental shocks
    Journal of Economic Studies, 2016, 43, (1), 108-121

2015

12. Are there long-run diversification gains from the Dow Jones Islamic finance index?
    Applied Economics Letters, 2015, 22, (12), 945-950 View citations (1)
    See also Working Paper (2014)
13. The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India
    Economia Internazionale / International Economics, 2015, 68, (3), 373-383

2014

14. A time-varying approach to analysing fiscal policy and asset prices in South Africa
    Journal of Financial Economic Policy, 2014, 6, (1), 46-63 View citations (4)
    See also Working Paper (2013)
15. Fiscal Policy Shocks and the Dynamics of Asset Prices
    Public Finance Review, 2014, 42, (4), 511-531 View citations (3)
16. The Determinants of Time-Varying Exchange Rate Pass-Through in South Africa
    South African Journal of Economics, 2014, 82, (4), 603-615 View citations (9)

2013

17. Analysing the effects of fiscal policy shocks in the South African economy
    Economic Modelling, 2013, 32, (C), 215-224 View citations (9)
    See also Working Paper (2012)

2012

18. FISCAL SUSTAINABILITY AND THE FISCAL REACTION FUNCTION FOR SOUTH AFRICA: ASSESSMENT OF THE PAST AND FUTURE POLICY APPLICATIONS
    South African Journal of Economics, 2012, 80, (2), 209-227 View citations (10)
19. SOUTH AFRICA'S TRANSITION TO A CONSOLIDATED BUDGET
    South African Journal of Economics, 2012, 80, (2), 181-199 View citations (1)