Details about Guangling Liu

Access statistics for papers by Guangling Liu.

Last updated 2017-08-15. Update your information in the RePEc Author Service.

Short-id: pli543

Working Papers

2017

1. Capital Controls and Foreign Currency Denomination
   2017 Meeting Papers, Society for Economic Dynamics

2016

2. Credit market heterogeneity, balance sheet (in)dependence, financial shocks
   Working Papers, Stellenbosch University, Department of Economics

2014

3. Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession
   Working Papers, Stellenbosch University, Department of Economics
   See also Journal Article Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession, Journal of Banking & Finance, Elsevier (2016) View citations (6) (2016)
4. The Welfare Cost of Sovereign Default and Liquidity Injections
   Working Papers, Stellenbosch University, Department of Economics
5. The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
   Working Papers, Stellenbosch University, Department of Economics
   See also Journal Article The equity price channel in a New-Keynesian DSGE model with financial frictions and banking, Economic Modelling, Elsevier (2016) View citations (7) (2016)

2012

6. Analysing the Effects of Fiscal Policy Shocks in the South African Economy
   Working Papers, University of Pretoria, Department of Economics View citations (7)
   See also Journal Article Analysing the effects of fiscal policy shocks in the South African economy, Economic Modelling, Elsevier (2013) View citations (27) (2013)

2011

7. Business Cycle and Bank Capital Regulation: Basel II Procyclicality
   Working Papers, Stellenbosch University, Department of Economics View citations (2)
8. Will the SARB always succeed in fighting inflation with contractionary policy?
   Working Papers, Stellenbosch University, Department of Economics
   See also Journal Article Will the Sarb always Succeed in Fighting Inflation with Contractionary Policy?, South African Journal of Economics, Economic Society of South Africa (2013) View citations (3) (2013)

2008

9. A New-Keynesian DSGE Model for Forecasting the South African Economy
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article A New-Keynesian DSGE model for forecasting the South African economy, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (27) (2009)

2007

10. Forecasting the South African Economy: A DSGE-VAR Approach
    Working Papers, University of Pretoria, Department of Economics View citations (6)

2006

11. A Small-Scale DSGE Model for Forecasting the South African Economy
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY, South African Journal of Economics, Economic Society of South Africa (2007) View citations (39) (2007)

Journal Articles

2016

1. Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession
   Journal of Banking & Finance, 2016, 67, (C), 37-52 View citations (6)
   See also Working Paper Credit spread variability in U.S. business cycles: the Great Moderation versus the Great Recession, Working Papers (2014) (2014)
2. The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
   Economic Modelling, 2016, 52, (PB), 375-389 View citations (7)
   See also Working Paper The equity price channel in a New-Keynesian DSGE model with financial frictions and banking, Working Papers (2014) (2014)

2013

3. Analysing the effects of fiscal policy shocks in the South African economy
   Economic Modelling, 2013, 32, (C), 215-224 View citations (27)
   See also Working Paper Analysing the Effects of Fiscal Policy Shocks in the South African Economy, Working Papers (2012) View citations (7) (2012)
4. Will the Sarb always Succeed in Fighting Inflation with Contractionary Policy?
   South African Journal of Economics, 2013, 81, (3), 330-345 View citations (3)
   See also Working Paper Will the SARB always succeed in fighting inflation with contractionary policy?, Working Papers (2011) (2011)

2012

5. Basel II procyclicality: The case of South Africa
   Economic Modelling, 2012, 29, (3), 848-857 View citations (16)

2011

6. The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
   The African Finance Journal, 2011, 13, (1), 28-46

2010

7. Forecasting the South African economy: a hybrid‐DSGE approach
   Journal of Economic Studies, 2010, 37, (2), 181-195 View citations (12)

2009

8. A New-Keynesian DSGE model for forecasting the South African economy
   Journal of Forecasting, 2009, 28, (5), 387-404 View citations (27)
   See also Working Paper A New-Keynesian DSGE Model for Forecasting the South African Economy, Working Papers (2008) View citations (1) (2008)
9. MODELLING SOUTH AFRICAN CURRENCY CRISES AS STRUCTURAL CHANGES IN THE VOLATILITY OF THE RAND
   South African Journal of Economics, 2009, 77, (3), 363-379 View citations (6)

2007

10. A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2007, 75, (2), 179-193 View citations (39)
    See also Working Paper A Small-Scale DSGE Model for Forecasting the South African Economy, Working Papers (2006) View citations (2) (2006)