EconPapers    
Economics at your fingertips  
 

Details about Alain Kabundi

E-mail:
Homepage:http://www.worldbank.org/
Phone:+1(202)-458-5663
Postal address:1818 H Street, NW, Washington, DC, 20433, USA
Workplace:World Bank Group, (more information at EDIRC)

Access statistics for papers by Alain Kabundi.

Last updated 2021-02-16. Update your information in the RePEc Author Service.

Short-id: pka395


Jump to Journal Articles

Working Papers

2020

  1. Adding Fuel to the Fire: Cheap Oil during the COVID-19 Pandemic
    Policy Research Working Paper Series, The World Bank Downloads
  2. Implications of Cheap Oil for Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Policy Research Working Paper Series, The World Bank (2020) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads
  3. Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2020) Downloads

    See also Journal Article in South African Journal of Economics (2020)
  4. The Role of Income and Substitution in Commodity Demand
    Policy Research Working Paper Series, The World Bank Downloads View citations (4)

2018

  1. Has the South African economy run out of fiscal space
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  2. Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
  3. Order flow and rand/dollar exchange rate dynamics
    Working Papers, Economic Research Southern Africa Downloads
  4. The role of major emerging markets in global commodity demand
    Policy Research Working Paper Series, The World Bank Downloads
  5. Working Paper WP1804 Monetary Policy Credibility and Exchange Rate PassThrough in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (1)

2017

  1. Bulletin
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  2. Working Paper WP1702 Estimating a timevarying financial conditions index for South Africa
    Working Papers, South African Reserve Bank Downloads View citations (1)
  3. Working Paper WP1703 Order flow and randdollar exchange rate dynamics
    Working Papers, South African Reserve Bank Downloads

2016

  1. Comovement Between Africa and Advanced Economies: 1980-2011
    Working Papers, Economic Research Southern Africa Downloads
  2. Has the Exchange Rate Pass-Through changed in South Africa?
    Working Papers, Economic Research Southern Africa Downloads View citations (3)
    See also Journal Article in South African Journal of Economics (2018)
  3. Nowcasting Real GDP growth in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (7)
  4. Qualitative Guidance and Predictability of Monetary Policy in South Africa
    Working Papers, Economic Research Southern Africa Downloads
  5. Working Paper WP1601 Nowcasting Real GDP growth in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (3)
  6. Working Paper WP1605 Estimating a TimeVarying Phillips Curve for South Africa
    Working Papers, South African Reserve Bank Downloads
  7. Working Paper WP1609 Qualitative Guidance and Predictability of Monetary Policy in South Africa
    Working Papers, South African Reserve Bank Downloads
  8. Working Paper WP1610 Has the Exchange Rate PassThrough changed in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (1)

2015

  1. Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)

2014

  1. Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market
    Working Papers, Economic Research Southern Africa Downloads
  2. Monetary Policy and Heterogeneous Inflation Expectations in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (2)
    See also Journal Article in Economic Modelling (2015)
  3. Working Paper WP1401 Monetary Policy and Heterogeneous Inflation Expectations in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (2)
  4. Working Paper WP1405 Transmission of Chinas Shocks to the BRIS Countries
    Working Papers, South African Reserve Bank Downloads

2013

  1. Business Cycle Co-movements between South Africa and the BRIC Countries
    Working Papers, Economic Research Southern Africa Downloads View citations (4)
    See also Journal Article in Applied Economics (2013)
  2. Important Channels of Transmission Monetary Policy Shock in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (3)
  3. Kalman Filtering and Online Learning Algorithms for Portfolio Selection
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
  4. Monetary Policy and Balance Sheets
    Working Papers, Economic Research Southern Africa Downloads View citations (8)
    Also in IMF Working Papers, International Monetary Fund (2013) Downloads View citations (7)

    See also Journal Article in Journal of Policy Modeling (2017)
  5. Transmission of China's Shocks to the BRIS Countries
    Working Papers, Economic Research Southern Africa Downloads
    See also Journal Article in South African Journal of Economics (2017)
  6. Working Paper WP1306 Important channels of transmission of monetary policy shock in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (1)

2012

  1. Using Large Data Sets to Forecast Sectoral Employment
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2011) View citations (1)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) Downloads View citations (1)

    See also Journal Article in Statistical Methods & Applications (2014)
  2. Working Paper 152 - Dynamics of Inflation in Uganda
    Working Paper Series, African Development Bank Downloads View citations (15)

2011

  1. Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
    Working Papers, Economic Research Southern Africa Downloads View citations (4)
    See also Journal Article in South African Journal of Economics (2014)
  2. Trade Shocks from BRIC to South Africa: A Global VAR Analysis
    Working Papers, Economic Research Southern Africa Downloads View citations (7)
    See also Journal Article in Economic Modelling (2013)
  3. Volatility Spillovers across South African Asset Classes during Domestic and Foreign
    Working Papers, Economic Research Southern Africa Downloads View citations (11)

2010

  1. 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 Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (3)
    Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (5)

    See also Journal Article in Economic Modelling (2011)
  2. Three Cycles: Housing, Credit and Real Activity
    Working Papers, Economic Research Southern Africa Downloads
    Also in IMF Working Papers, International Monetary Fund (2009) Downloads View citations (13)

2009

  1. A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
    Working Papers, Economic Research Southern Africa Downloads View citations (5)
    See also Journal Article in International Journal of Forecasting (2011)
  2. Could we have predicted the recent downturn in the South African Housing Market?
    Working Papers, Economic Research Southern Africa Downloads View citations (18)
    Also in Working Papers, University of Pretoria, Department of Economics (2008) View citations (8)

    See also Journal Article in Journal of Housing Economics (2009)
  3. FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  4. Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    Working Papers, Economic Research Southern Africa Downloads View citations (4)
    Also in Working Papers, University of Pretoria, Department of Economics (2008) View citations (3)

    See also Journal Article in Indian Economic Review (2011)
  5. Has the SARB Become More Effective Post Inflation Targeting?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Economic Change and Restructuring (2010)
  6. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (17)
    Working Papers, University of Pretoria, Department of Economics (2009) View citations (2)

    See also Journal Article in International Journal of Strategic Property Management (2011)
  7. Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
  8. Recent French Export Performance; Is There a Competitiveness Problem?
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
  9. 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 (11)
  10. 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)
  11. 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 (6)
    Also in EcoMod2009, EcoMod (2009) Downloads

    See also Journal Article in Journal of Economic Studies (2010)
  12. 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 (3)
    See also Journal Article in Economic Modelling (2010)
  13. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (4)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (4)
    Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (9)

2008

  1. A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (8)
  2. 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)
  3. Is a DFM Well Suited for Forecasting Regional House Price Inflation?
    Working Papers, Economic Research Southern Africa Downloads View citations (5)
  4. Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    Working Papers, University of Pretoria, Department of Economics

2007

  1. France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    See also Journal Article in Empirical Economics (2011)
  2. Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
    See also Journal Article in South African Journal of Economics (2009)

2004

  1. Estimation of Economic Growth in France Using Business Survey Data
    IMF Working Papers, International Monetary Fund Downloads View citations (12)

Journal Articles

2020

  1. Monetary policy and systemic risk-taking in the euro area banking sector
    Economic Modelling, 2020, 91, (C), 736-758 Downloads View citations (1)
  2. Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
    South African Journal of Economics, 2020, 88, (4), 435-471 Downloads
    See also Working Paper (2020)

2019

  1. Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach
    International Journal of Central Banking, 2019, 15, (2), 75-100 Downloads
  2. 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 Downloads View citations (1)
  3. 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 Downloads View citations (2)

2018

  1. Has the Exchange Rate Pass‐Through changed in South Africa?
    South African Journal of Economics, 2018, 86, (3), 339-360 Downloads View citations (3)
    See also Working Paper (2016)

2017

  1. Monetary policy and balance sheets
    Journal of Policy Modeling, 2017, 39, (1), 169-184 Downloads View citations (6)
    See also Working Paper (2013)
  2. Transmission of China's Shocks to the BRIS Countries
    South African Journal of Economics, 2017, 85, (3), 430-454 Downloads
    See also Working Paper (2013)

2015

  1. Monetary policy and heterogeneous inflation expectations in South Africa
    Economic Modelling, 2015, 45, (C), 109-117 Downloads View citations (23)
    See also Working Paper (2014)

2014

  1. Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets
    South African Journal of Economics, 2014, 82, (4), 531-550 Downloads View citations (2)
    See also Working Paper (2011)
  2. Using large data sets to forecast sectoral employment
    Statistical Methods & Applications, 2014, 23, (2), 229-264 Downloads View citations (2)
    See also Working Paper (2012)

2013

  1. Business cycle co-movements between South Africa and the BRIC countries
    Applied Economics, 2013, 45, (33), 4698-4718 Downloads View citations (5)
    See also Working Paper (2013)
  2. Domestic and foreign sources of volatility spillover to South African asset classes
    Economic Modelling, 2013, 31, (C), 566-573 Downloads View citations (31)
  3. Inflation and Inflation Expectations in South Africa: an Attempt at Explanation
    South African Journal of Economics, 2013, 81, (3), 346-355 Downloads View citations (18)
  4. Trade shocks from BRIC to South Africa: A global VAR analysis
    Economic Modelling, 2013, 32, (C), 190-202 Downloads View citations (13)
    See also Working Paper (2011)

2012

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

2011

  1. A large factor model for forecasting macroeconomic variables in South Africa
    International Journal of Forecasting, 2011, 27, (4), 1076-1088 Downloads View citations (21)
    See also Working Paper (2009)
  2. ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT
    South African Journal of Economics, 2011, 79, (1), 91-107 View citations (10)
  3. EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT
    South African Journal of Economics, 2011, 79, (2), 173-183
  4. Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    Indian Economic Review, 2011, 46, (1), 23-40 View citations (1)
    See also Working Paper (2009)
  5. Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
    Journal of Forecasting, 2011, 30, (2), 288-302 Downloads View citations (13)
  6. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
    Economic Modelling, 2011, 28, (4), 2013-2021 Downloads View citations (34)
    See also Working Paper (2010)
  7. France in the global economy: a structural approximate dynamic factor model analysis
    Empirical Economics, 2011, 41, (2), 311-342 Downloads View citations (6)
    See also Working Paper (2007)
  8. Housing, credit, and real activity cycles: Characteristics and comovement
    Journal of Housing Economics, 2011, 20, (3), 210-231 Downloads View citations (38)
  9. Monetary Policy Action and Inflation in South Africa: An Empirical Analysis
    The African Finance Journal, 2011, 13, (2), 25-37 Downloads View citations (8)
  10. Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
    International Journal of Strategic Property Management, 2011, 16, (1), 1-20 Downloads View citations (1)
    See also Working Paper (2009)

2010

  1. 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 Downloads View citations (23)
    See also Working Paper (2008)
  2. Has the SARB become more effective post inflation targeting?
    Economic Change and Restructuring, 2010, 43, (3), 187-204 Downloads View citations (10)
    See also Working Paper (2009)
  3. 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
  4. THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH
    Defence and Peace Economics, 2010, 21, (2), 135-147 Downloads View citations (8)
    See also Working Paper (2009)
  5. The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach
    Journal of Economic Studies, 2010, 37, (6), 616-626 Downloads View citations (22)
    See also Working Paper (2009)
  6. 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 Downloads View citations (57)
    See also Working Paper (2009)

2009

  1. Could we have predicted the recent downturn in the South African housing market?
    Journal of Housing Economics, 2009, 18, (4), 325-335 Downloads View citations (28)
    See also Working Paper (2009)
  2. SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS
    South African Journal of Economics, 2009, 77, (1), 1-27 Downloads View citations (5)
    See also Working Paper (2007)
  3. Stock Market Integration: A South African Perspective
    The African Finance Journal, 2009, 11, (2), 51-66 Downloads

2007

  1. Co-movement between South Africa and the Southern African Development Community: An empirical analysis
    Economic Modelling, 2007, 24, (5), 737-748 Downloads View citations (5)
 
Page updated 2021-02-26