Details about Charl Jooste

Access statistics for papers by Charl Jooste.

Last updated 2022-12-05. Update your information in the RePEc Author Service.

Short-id: pjo317

Working Papers

2022

1. Debt Vulnerability Analysis: A Multi-Angle Approach
   Policy Research Working Paper Series, The World Bank
2. How Regulation and Enforcement of Competition Affects ICT Productivity: Evidence from MatchedRegulatory-Production Surveys in Peru’s ICT Sector
   Policy Research Working Paper Series, The World Bank
3. Macroeconomic Consequences of Natural Disasters: A Modeling Proposal and Application to Floodsand Earthquakes in Turkey
   Policy Research Working Paper Series, The World Bank
4. Pollution and Labor Productivity: Evidence from Chilean Cities
   Policy Research Working Paper Series, The World Bank

2021

5. Climate Modeling for Macroeconomic Policy: A Case Study for Pakistan
   Policy Research Working Paper Series, The World Bank
6. Identification Properties for Estimating the Impact of Regulation on Markups and Productivity
   Policy Research Working Paper Series, The World Bank
7. Macroeconomic Modeling of Managing Hurricane Damage in the Caribbean: The Case of Jamaica
   Policy Research Working Paper Series, The World Bank

2020

8. Nowcasting Economic Activity in Times of COVID-19: An Approximation from the Google Community Mobility Report
   Policy Research Working Paper Series, The World Bank View citations (10)

2019

9. 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
10. Fiscal Rules for the Western Balkans
    Policy Research Working Paper Series, The World Bank
11. The World Bank Macro-Fiscal Model Technical Description
    Policy Research Working Paper Series, The World Bank View citations (2)
12. 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 View citations (1)

2017

13. 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 (3)

2016

14. Periodically Collapsing Bubbles in the South African Stock Market
    Working Papers, University of Pretoria, Department of Economics View citations (15)
    See also Journal Article in Research in International Business and Finance (2016)
15. The time-series linkages between US fiscal policy and asset prices
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (5)
    See also Journal Article in Public Finance Review (2020)

2015

16. Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
17. 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
18. The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework
    Working Papers, University of Pretoria, Department of Economics
19. 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)
20. The Macroeconomic Effects of Uncertainty Shocks in India
    Working Papers, University of Pretoria, Department of Economics
21. 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)
22. 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 (4)
    See also Journal Article in International Economics and Economic Policy (2018)

2014

23. 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 (3)
    See also Journal Article in Journal of Developing Areas (2016)
24. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (7)
    See also Journal Article in Applied Economics Letters (2015)
25. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (5)
    Also in 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)
    Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
26. Is the Rand Really Decoupled from Economic Fundamentals?
    Working Papers, University of Pretoria, Department of Economics
27. Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?
    Working Papers, University of Pretoria, Department of Economics
28. 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)
29. The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (7)

2013

30. 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

31. Analysing the Effects of Fiscal Policy Shocks in the South African Economy
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in Economic Modelling (2013)

2011

32. Fiscal sustainability and the fiscal reaction function for South Africa
    IMF Working Papers, International Monetary Fund View citations (25)

2010

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

Journal Articles

2020

1. The Time-series Linkages between US Fiscal Policy and Asset Prices
   Public Finance Review, 2020, 48, (3), 303-339 View citations (1)
   See also Working Paper (2016)

2018

2. South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model
   Applied Economics Letters, 2018, 25, (12), 840-846 View citations (1)
3. 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 (9)
   See also Working Paper (2015)

2017

4. Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
   Applied Economics, 2017, 49, (11), 1047-1054 View citations (16)
5. South Africa’s economic response to monetary policy uncertainty
   Journal of Economic Studies, 2017, 44, (2), 282-293 View citations (5)
   See also Working Paper (2015)
6. South Africa’s inflation persistence: a quantile regression framework
   Economic Change and Restructuring, 2017, 50, (4), 367-386 View citations (4)
7. Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain
   Iranian Economic Review (IER), 2017, 21, (2), 297-320 View citations (2)
8. The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach
   Journal of Applied Economics, 2017, 20, (1), 105-120
   Also in Journal of Applied Economics, 2017, 20, 105-120 (2017)
9. The Macroeconomics Effects of Government Spending Under Fiscal Foresight
   South African Journal of Economics, 2017, 85, (1), 68-85 View citations (4)
   See also Working Paper (2015)

2016

10. 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 (7)
    See also Working Paper (2014)
11. 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
12. Periodically collapsing bubbles in the South African stock market
    Research in International Business and Finance, 2016, 38, (C), 191-201 View citations (14)
    See also Working Paper (2016)
13. The dynamic response of the rand real exchange rate to fundamental shocks
    Journal of Economic Studies, 2016, 43, (1), 108-121

2015

14. Are there long-run diversification gains from the Dow Jones Islamic finance index?
    Applied Economics Letters, 2015, 22, (12), 945-950 View citations (6)
    See also Working Paper (2014)
15. 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

16. 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 (6)
    See also Working Paper (2013)
17. Fiscal Policy Shocks and the Dynamics of Asset Prices
    Public Finance Review, 2014, 42, (4), 511-531 View citations (4)
18. The Determinants of Time-Varying Exchange Rate Pass-Through in South Africa
    South African Journal of Economics, 2014, 82, (4), 603-615 View citations (14)

2013

19. Analysing the effects of fiscal policy shocks in the South African economy
    Economic Modelling, 2013, 32, (C), 215-224 View citations (22)
    See also Working Paper (2012)

2012

20. 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 (21)
21. SOUTH AFRICA'S TRANSITION TO A CONSOLIDATED BUDGET
    South African Journal of Economics, 2012, 80, (2), 181-199 View citations (1)