Details about Alain Kabundi

Access statistics for papers by Alain Kabundi.

Last updated 2024-08-01. Update your information in the RePEc Author Service.

Short-id: pka395

Working Papers

2023

1. Commodity Price Cycles: Commonalities, Heterogeneities, and Drivers
   Policy Research Working Paper Series, The World Bank

2022

2. How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy
   IMF Working Papers, International Monetary Fund View citations (14)

2021

3. Commodity Price Shocks: Order within Chaos ?
   Policy Research Working Paper Series, The World Bank View citations (1)
   See also Journal Article Commodity price shocks: Order within chaos?, Resources Policy, Elsevier (2023) View citations (5) (2023)

2020

4. Adding Fuel to the Fire: Cheap Oil during the COVID-19 Pandemic
   Policy Research Working Paper Series, The World Bank View citations (7)
5. Implications of Cheap Oil for Emerging Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
   Policy Research Working Paper Series, The World Bank (2020) View citations (2)
6. 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 Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa, South African Journal of Economics, Economic Society of South Africa (2020) View citations (2) (2020)
7. The Role of Income and Substitution in Commodity Demand
   Policy Research Working Paper Series, The World Bank View citations (16)
   See also Journal Article The role of income and substitution in commodity demand, Oxford Economic Papers, Oxford University Press (2022) View citations (2) (2022)

2018

8. Has the South African economy run out of fiscal space
   Occasional Bulletin of Economic Notes, South African Reserve Bank
9. Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa
   IMF Working Papers, International Monetary Fund View citations (12)
   Also in Working Papers, South African Reserve Bank (2018) View citations (7)
10. The role of major emerging markets in global commodity demand
    Policy Research Working Paper Series, The World Bank View citations (2)

2017

11. Bulletin
    Occasional Bulletin of Economic Notes, South African Reserve Bank
12. Estimating a timevarying financial conditions index for South Africa
    Working Papers, South African Reserve Bank View citations (4)
    See also Journal Article Estimating a time-varying financial conditions index for South Africa, Empirical Economics, Springer (2021) View citations (4) (2021)
13. Order flow and randdollar exchange rate dynamics
    Working Papers, South African Reserve Bank

2016

14. Estimating a TimeVarying Phillips Curve for South Africa
    Working Papers, South African Reserve Bank
15. Has the Exchange Rate PassThrough changed in South Africa
    Working Papers, South African Reserve Bank View citations (2)
    See also Journal Article Has the Exchange Rate Pass‐Through changed in South Africa?, South African Journal of Economics, Economic Society of South Africa (2018) View citations (10) (2018)
16. Nowcasting Real GDP growth in South Africa
    Working Papers, South African Reserve Bank View citations (13)
17. Qualitative Guidance and Predictability of Monetary Policy in South Africa
    Working Papers, South African Reserve Bank View citations (1)

2015

18. 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

19. Monetary Policy and Heterogeneous Inflation Expectations in South Africa
    Working Papers, South African Reserve Bank View citations (10)
    See also Journal Article Monetary policy and heterogeneous inflation expectations in South Africa, Economic Modelling, Elsevier (2015) View citations (32) (2015)
20. Transmission of Chinas Shocks to the BRIS Countries
    Working Papers, South African Reserve Bank
    See also Journal Article Transmission of China's Shocks to the BRIS Countries, South African Journal of Economics, Economic Society of South Africa (2017) View citations (3) (2017)

2013

21. Important channels of transmission of monetary policy shock in South Africa
    Working Papers, South African Reserve Bank View citations (7)
22. Monetary Policy and Balance Sheets
    IMF Working Papers, International Monetary Fund View citations (17)
    See also Journal Article Monetary policy and balance sheets, Journal of Policy Modeling, Elsevier (2017) View citations (12) (2017)

2012

23. 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 Using large data sets to forecast sectoral employment, Statistical Methods & Applications, Springer (2014) View citations (2) (2014)
24. Working Paper 152 - Dynamics of Inflation in Uganda
    Working Paper Series, African Development Bank View citations (22)

2010

25. 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 Forecasting the US real house price index: Structural and non-structural models with and without fundamentals, Economic Modelling, Elsevier (2011) View citations (41) (2011)

2009

26. FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
    Working Papers, University of Pretoria, Department of Economics View citations (5)
27. Has the SARB Become More Effective Post Inflation Targeting?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Has the SARB become more effective post inflation targeting?, Economic Change and Restructuring, Springer (2010) View citations (13) (2010)
28. 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 (2)
    Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (23)
    Working Papers, University of Pretoria, Department of Economics (2009) View citations (6)
29. Recent French Export Performance: Is There a Competitiveness Problem?
    IMF Working Papers, International Monetary Fund View citations (8)
30. 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 (17)
    See also Journal Article The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S, Journal of Housing Research, Taylor & Francis Journals (2010) (2010)
31. 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 THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH, Defence and Peace Economics, Taylor & Francis Journals (2010) View citations (12) (2010)
32. 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)
33. 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 The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach, Economic Modelling, Elsevier (2010) View citations (70) (2010)
34. Three Cycles: Housing, Credit, and Real Activity
    IMF Working Papers, International Monetary Fund View citations (20)
35. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (9)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (6)

2008

36. A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (10)
37. 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 Could we have predicted the recent downturn in the South African housing market?, Journal of Housing Economics, Elsevier (2009) View citations (28) (2009)
38. 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 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs, Indian Economic Review, Department of Economics, Delhi School of Economics (2011) View citations (2) (2011)
39. 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 Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models, Journal of Forecasting, John Wiley & Sons, Ltd. (2010) View citations (44) (2010)
40. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2007

41. France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis
    IMF Working Papers, International Monetary Fund View citations (5)
    See also Journal Article France in the global economy: a structural approximate dynamic factor model analysis, Empirical Economics, Springer (2011) View citations (7) (2011)

2004

42. Estimation of Economic Growth in France Using Business Survey Data
    IMF Working Papers, International Monetary Fund View citations (13)

Journal Articles

2024

1. Do supercycles dominate commodity price movements?
   Economics Letters, 2024, 237, (C)

2023

2. A time-varying Phillips curve with global factors: Are global factors important?
   Economic Modelling, 2023, 126, (C) View citations (1)
3. Commodity price shocks: Order within chaos?
   Resources Policy, 2023, 83, (C) View citations (5)
   See also Working Paper Commodity Price Shocks: Order within Chaos ?, Policy Research Working Paper Series (2021) View citations (1) (2021)

2022

4. Euro area banking and monetary policy shocks in the QE era
   Journal of Financial Stability, 2022, 63, (C) View citations (6)
5. 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 (2)
   See also Working Paper The Role of Income and Substitution in Commodity Demand, Policy Research Working Paper Series (2020) View citations (16) (2020)

2021

6. Estimating a time-varying financial conditions index for South Africa
   Empirical Economics, 2021, 60, (4), 1817-1844 View citations (4)
   See also Working Paper Estimating a timevarying financial conditions index for South Africa, Working Papers (2017) View citations (4) (2017)

2020

7. Monetary policy and systemic risk-taking in the euro area banking sector
   Economic Modelling, 2020, 91, (C), 736-758 View citations (19)
8. 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 (2)
   See also Working Paper Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa, Working Papers (2020) (2020)

2019

9. Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach
   International Journal of Central Banking, 2019, 15, (2), 75-100 View citations (4)
10. 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 (12)
11. 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 (20)

2018

12. 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 Has the Exchange Rate PassThrough changed in South Africa, Working Papers (2016) View citations (2) (2016)

2017

13. Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011
    Studies in Economics and Econometrics, 2017, 41, (3), 93-112
14. Monetary policy and balance sheets
    Journal of Policy Modeling, 2017, 39, (1), 169-184 View citations (12)
    See also Working Paper Monetary Policy and Balance Sheets, IMF Working Papers (2013) View citations (17) (2013)
15. 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 Transmission of Chinas Shocks to the BRIS Countries, Working Papers (2014) (2014)

2015

16. Monetary policy and heterogeneous inflation expectations in South Africa
    Economic Modelling, 2015, 45, (C), 109-117 View citations (32)
    See also Working Paper Monetary Policy and Heterogeneous Inflation Expectations in South Africa, Working Papers (2014) View citations (10) (2014)

2014

17. 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)
18. Using large data sets to forecast sectoral employment
    Statistical Methods & Applications, 2014, 23, (2), 229-264 View citations (2)
    See also Working Paper Using Large Data Sets to Forecast Sectoral Employment, Working papers (2012) (2012)

2013

19. Business cycle co-movements between South Africa and the BRIC countries
    Applied Economics, 2013, 45, (33), 4698-4718 View citations (6)
20. Domestic and foreign sources of volatility spillover to South African asset classes
    Economic Modelling, 2013, 31, (C), 566-573 View citations (37)
21. Inflation and Inflation Expectations in South Africa: an Attempt at Explanation
    South African Journal of Economics, 2013, 81, (3), 346-355 View citations (20)
22. Trade shocks from BRIC to South Africa: A global VAR analysis
    Economic Modelling, 2013, 32, (C), 190-202 View citations (21)

2012

23. 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
24. Recent French relative export performance: Is there a competitiveness problem?
    Economic Modelling, 2012, 29, (4), 1408-1435 View citations (1)

2011

25. A large factor model for forecasting macroeconomic variables in South Africa
    International Journal of Forecasting, 2011, 27, (4), 1076-1088 View citations (30)
26. ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT
    South African Journal of Economics, 2011, 79, (1), 91-107 View citations (13)
27. EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT
    South African Journal of Economics, 2011, 79, (2), 173-183 View citations (2)
28. 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 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs, Working Papers (2008) View citations (4) (2008)
29. 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 (17)
30. 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 (41)
    See also Working Paper Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals, Working Papers (2010) View citations (2) (2010)
31. 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 France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis, IMF Working Papers (2007) View citations (5) (2007)
32. Housing, credit, and real activity cycles: Characteristics and comovement
    Journal of Housing Economics, 2011, 20, (3), 210-231 View citations (46)
33. Monetary Policy Action and Inflation in South Africa: An Empirical Analysis
    The African Finance Journal, 2011, 13, (2), 25-37 View citations (10)
34. Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States
    Journal of Housing Research, 2011, 20, (2), 161-190

2010

35. 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 (44)
    See also Working Paper Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models, Working Papers (2008) View citations (16) (2008)
36. Has the SARB become more effective post inflation targeting?
    Economic Change and Restructuring, 2010, 43, (3), 187-204 View citations (13)
    See also Working Paper Has the SARB Become More Effective Post Inflation Targeting?, Working Papers (2009) View citations (1) (2009)
37. 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
38. 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 (12)
    See also Working Paper THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH, Working Papers (2009) View citations (2) (2009)
39. The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S
    Journal of Housing Research, 2010, 19, (1), 89-109
    See also Working Paper THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US, Working Papers (2009) View citations (17) (2009)
40. The effect of monetary policy on house price inflation
    Journal of Economic Studies, 2010, 37, (6), 616-626 View citations (63)
41. 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 (70)
    See also Working Paper THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH, Working Papers (2009) View citations (4) (2009)

2009

42. Could we have predicted the recent downturn in the South African housing market?
    Journal of Housing Economics, 2009, 18, (4), 325-335 View citations (28)
    See also Working Paper COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET?, Working Papers (2008) View citations (9) (2008)
43. 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 (8)
44. Stock Market Integration: A South African Perspective
    The African Finance Journal, 2009, 11, (2), 51-66

2007

45. Co-movement between South Africa and the Southern African Development Community: An empirical analysis
    Economic Modelling, 2007, 24, (5), 737-748 View citations (6)