Details about Alain Kabundi
Access statistics for papers by Alain Kabundi.
Last updated 2023-10-02. Update your information in the RePEc Author Service.
Short-id: pka395
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Working Papers
2023
- Commodity Price Cycles: Commonalities, Heterogeneities, and Drivers
Policy Research Working Paper Series, The World Bank
2022
- How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy
IMF Working Papers, International Monetary Fund View citations (1)
2021
- Commodity Price Shocks: Order within Chaos ?
Policy Research Working Paper Series, The World Bank View citations (1)
See also Journal Article in Resources Policy (2023)
2020
- Adding Fuel to the Fire: Cheap Oil during the COVID-19 Pandemic
Policy Research Working Paper Series, The World Bank View citations (7)
- Implications of Cheap Oil for Emerging Markets
Policy Research Working Paper Series, The World Bank View citations (2)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (4) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
- Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
Working Papers, University of Pretoria, Department of Economics 
See also Journal Article in South African Journal of Economics (2020)
- The Role of Income and Substitution in Commodity Demand
Policy Research Working Paper Series, The World Bank View citations (16)
See also Journal Article in Oxford Economic Papers (2022)
2018
- Has the South African economy run out of fiscal space
Occasional Bulletin of Economic Notes, South African Reserve Bank
- Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa
IMF Working Papers, International Monetary Fund View citations (11)
Also in Working Papers, South African Reserve Bank (2018) View citations (6)
- The role of major emerging markets in global commodity demand
Policy Research Working Paper Series, The World Bank View citations (2)
2017
- Bulletin
Occasional Bulletin of Economic Notes, South African Reserve Bank
- Estimating a timevarying financial conditions index for South Africa
Working Papers, South African Reserve Bank View citations (4)
See also Journal Article in Empirical Economics (2021)
- Order flow and randdollar exchange rate dynamics
Working Papers, South African Reserve Bank
2016
- Estimating a TimeVarying Phillips Curve for South Africa
Working Papers, South African Reserve Bank
- Has the Exchange Rate PassThrough changed in South Africa
Working Papers, South African Reserve Bank View citations (2)
See also Journal Article in South African Journal of Economics (2018)
- Nowcasting Real GDP growth in South Africa
Working Papers, South African Reserve Bank View citations (13)
- Qualitative Guidance and Predictability of Monetary Policy in South Africa
Working Papers, South African Reserve Bank View citations (1)
2015
- Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach
MPRA Paper, University Library of Munich, Germany View citations (13)
2014
- Monetary Policy and Heterogeneous Inflation Expectations in South Africa
Working Papers, South African Reserve Bank View citations (10)
See also Journal Article in Economic Modelling (2015)
- Transmission of Chinas Shocks to the BRIS Countries
Working Papers, South African Reserve Bank 
See also Journal Article in South African Journal of Economics (2017)
2013
- Important channels of transmission of monetary policy shock in South Africa
Working Papers, South African Reserve Bank View citations (7)
- Monetary Policy and Balance Sheets
IMF Working Papers, International Monetary Fund View citations (15)
See also Journal Article in Journal of Policy Modeling (2017)
2012
- Using Large Data Sets to Forecast Sectoral Employment
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Pretoria, Department of Economics (2011) View citations (2) Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (3)
See also Journal Article in Statistical Methods & Applications (2014)
- Working Paper 152 - Dynamics of Inflation in Uganda
Working Paper Series, African Development Bank View citations (21)
2010
- Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (4) Working papers, University of Connecticut, Department of Economics (2009) View citations (6)
See also Journal Article in Economic Modelling (2011)
2009
- FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
Working Papers, University of Pretoria, Department of Economics View citations (5)
- Has the SARB Become More Effective Post Inflation Targeting?
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Economic Change and Restructuring (2010)
- Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (4) Working papers, University of Connecticut, Department of Economics (2009) View citations (21)
- Recent French Export Performance: Is There a Competitiveness Problem?
IMF Working Papers, International Monetary Fund View citations (8)
- THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US
Working Papers, University of Pretoria, Department of Economics View citations (18)
- THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Defence and Peace Economics (2010)
- THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (8)
Also in EcoMod2009, EcoMod (2009) View citations (3)
- THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in Economic Modelling (2010)
- Three Cycles: Housing, Credit, and Real Activity
IMF Working Papers, International Monetary Fund View citations (19)
- Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Working papers, University of Connecticut, Department of Economics View citations (9)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (6) Working Papers, University of Pretoria, Department of Economics (2009) View citations (6)
2008
- A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
Working Papers, University of Pretoria, Department of Economics View citations (9)
- COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?
Working Papers, University of Pretoria, Department of Economics View citations (9)
See also Journal Article in Journal of Housing Economics (2009)
- Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
Working Papers, University of Pretoria, Department of Economics View citations (4)
See also Journal Article in Indian Economic Review (2011)
- Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
Working Papers, University of Pretoria, Department of Economics View citations (16)
See also Journal Article in Journal of Forecasting (2010)
- Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
Working Papers, University of Pretoria, Department of Economics View citations (2)
2007
- France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis
IMF Working Papers, International Monetary Fund View citations (4)
See also Journal Article in Empirical Economics (2011)
2004
- Estimation of Economic Growth in France Using Business Survey Data
IMF Working Papers, International Monetary Fund View citations (13)
Journal Articles
2023
- Commodity price shocks: Order within chaos?
Resources Policy, 2023, 83, (C) 
See also Working Paper (2021)
2022
- Euro area banking and monetary policy shocks in the QE era
Journal of Financial Stability, 2022, 63, (C) View citations (4)
- The role of income and substitution in commodity demand
(Modelling OECD industrial energy demand: asymmetric price responses and energy-saving technical change)
Oxford Economic Papers, 2022, 74, (2), 498-522 View citations (1)
See also Working Paper (2020)
2021
- Estimating a time-varying financial conditions index for South Africa
Empirical Economics, 2021, 60, (4), 1817-1844 View citations (4)
See also Working Paper (2017)
2020
- Monetary policy and systemic risk-taking in the euro area banking sector
Economic Modelling, 2020, 91, (C), 736-758 View citations (12)
- Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
South African Journal of Economics, 2020, 88, (4), 435-471 View citations (1)
See also Working Paper (2020)
2019
- Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach
International Journal of Central Banking, 2019, 15, (2), 75-100 View citations (3)
- The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis
South African Journal of Economics, 2019, 87, (4), 464-489 View citations (9)
- The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa
Economic Modelling, 2019, 79, (C), 173-185 View citations (17)
2018
- Has the Exchange Rate Pass‐Through changed in South Africa?
South African Journal of Economics, 2018, 86, (3), 339-360 View citations (10)
See also Working Paper (2016)
2017
- Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011
Studies in Economics and Econometrics, 2017, 41, (3), 93-112
- Monetary policy and balance sheets
Journal of Policy Modeling, 2017, 39, (1), 169-184 View citations (12)
See also Working Paper (2013)
- Transmission of China's Shocks to the BRIS Countries
South African Journal of Economics, 2017, 85, (3), 430-454 View citations (3)
See also Working Paper (2014)
2015
- Monetary policy and heterogeneous inflation expectations in South Africa
Economic Modelling, 2015, 45, (C), 109-117 View citations (30)
See also Working Paper (2014)
2014
- Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets
South African Journal of Economics, 2014, 82, (4), 531-550 View citations (4)
- Using large data sets to forecast sectoral employment
Statistical Methods & Applications, 2014, 23, (2), 229-264 View citations (2)
See also Working Paper (2012)
2013
- Business cycle co-movements between South Africa and the BRIC countries
Applied Economics, 2013, 45, (33), 4698-4718 View citations (6)
- Domestic and foreign sources of volatility spillover to South African asset classes
Economic Modelling, 2013, 31, (C), 566-573 View citations (37)
- Inflation and Inflation Expectations in South Africa: an Attempt at Explanation
South African Journal of Economics, 2013, 81, (3), 346-355 View citations (20)
- Trade shocks from BRIC to South Africa: A global VAR analysis
Economic Modelling, 2013, 32, (C), 190-202 View citations (17)
2012
- APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE
South African Journal of Economics, 2012, 80, (1), 91-105
- Recent French relative export performance: Is there a competitiveness problem?
Economic Modelling, 2012, 29, (4), 1408-1435 View citations (1)
2011
- A large factor model for forecasting macroeconomic variables in South Africa
International Journal of Forecasting, 2011, 27, (4), 1076-1088 View citations (28)
- ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT
South African Journal of Economics, 2011, 79, (1), 91-107 View citations (12)
- EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT
South African Journal of Economics, 2011, 79, (2), 173-183 View citations (1)
- Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
Indian Economic Review, 2011, 46, (1), 23-40 View citations (2)
See also Working Paper (2008)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Journal of Forecasting, 2011, 30, (2), 288-302 View citations (14)
- Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
Economic Modelling, 2011, 28, (4), 2013-2021 View citations (39)
See also Working Paper (2010)
- France in the global economy: a structural approximate dynamic factor model analysis
Empirical Economics, 2011, 41, (2), 311-342 View citations (7)
See also Working Paper (2007)
- Housing, credit, and real activity cycles: Characteristics and comovement
Journal of Housing Economics, 2011, 20, (3), 210-231 View citations (42)
- Monetary Policy Action and Inflation in South Africa: An Empirical Analysis
The African Finance Journal, 2011, 13, (2), 25-37 View citations (9)
2010
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models
Journal of Forecasting, 2010, 29, (1-2), 168-185 View citations (43)
See also Working Paper (2008)
- Has the SARB become more effective post inflation targeting?
Economic Change and Restructuring, 2010, 43, (3), 187-204 View citations (12)
See also Working Paper (2009)
- PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006
South African Journal of Economics, 2010, 78, (4), 383-399
- THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
Defence and Peace Economics, 2010, 21, (2), 135-147 View citations (11)
See also Working Paper (2009)
- The effect of monetary policy on house price inflation
Journal of Economic Studies, 2010, 37, (6), 616-626 View citations (64)
- The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach
Economic Modelling, 2010, 27, (1), 315-323 View citations (68)
See also Working Paper (2009)
2009
- Could we have predicted the recent downturn in the South African housing market?
Journal of Housing Economics, 2009, 18, (4), 325-335 View citations (29)
See also Working Paper (2008)
- SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS
South African Journal of Economics, 2009, 77, (1), 1-27 View citations (7)
- Stock Market Integration: A South African Perspective
The African Finance Journal, 2009, 11, (2), 51-66
2007
- Co-movement between South Africa and the Southern African Development Community: An empirical analysis
Economic Modelling, 2007, 24, (5), 737-748 View citations (5)
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