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Details about Guangling Liu

E-mail:
Workplace:Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe (Faculty of Economic and Management Sciences), University of Stellenbosch, (more information at EDIRC)
Economic Research Southern Africa (ERSA), (more information at EDIRC)

Access statistics for papers by Guangling Liu.

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

Short-id: pli543


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Working Papers

2017

  1. Capital Controls and Foreign Currency Denomination
    2017 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers, Economic Research Southern Africa (2017) Downloads
  2. Welfare analysis of bank capital requirements with endogenous default
    Working Papers, Economic Research Southern Africa Downloads

2016

  1. Credit market heterogeneity, balance sheet (in) dependence, financial shocks
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, Stellenbosch University, Department of Economics (2016) Downloads

2014

  1. Credit spread variability in U.S. business cycles: The Great Moderation versus the Great Recession
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, Stellenbosch University, Department of Economics (2014) Downloads

    See also Journal Article in Journal of Banking & Finance (2016)
  2. The Welfare Cost of Sovereign Default and Liquidity Injections
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, Stellenbosch University, Department of Economics (2014) Downloads
  3. The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
    Working Papers, Stellenbosch University, Department of Economics Downloads
    Also in Working Papers, Economic Research Southern Africa (2013) Downloads View citations (1)

    See also Journal Article in Economic Modelling (2016)

2013

  1. Analysing the Effects of Fiscal Policy Shocks in the South African Economy
    Working Papers, Economic Research Southern Africa Downloads View citations (6)
    Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (5)

    See also Journal Article in Economic Modelling (2013)

2012

  1. Will the SARB always succeed in fghting inflation with contractionary policy?
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, Stellenbosch University, Department of Economics (2011) Downloads

    See also Journal Article in South African Journal of Economics (2013)

2011

  1. Business Cycle and Bank Capital Regulation: Basel II Procyclicality
    Working Papers, Stellenbosch University, Department of Economics Downloads View citations (2)
    Also in Working Papers, Economic Research Southern Africa (2011) Downloads View citations (2)

2010

  1. Endogenous Money or Sticky Wages: A Bayesian Approach
    Working Papers, Economic Research Southern Africa Downloads

2009

  1. Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand
    Working Papers, Economic Research Southern Africa Downloads View citations (5)
    See also Journal Article in South African Journal of Economics (2009)

2008

  1. 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 in Journal of Forecasting (2009)

2007

  1. Forecasting the South African Economy: A DSGE-VAR Approach
    Working Papers, Economic Research Southern Africa Downloads View citations (4)
    Also in Working Papers, University of Pretoria, Department of Economics (2007) View citations (4)

2006

  1. A Small-Scale DSGE Model for Forecasting the South African Economy
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in South African Journal of Economics (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 Downloads View citations (4)
    See also Working Paper (2014)
  2. The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
    Economic Modelling, 2016, 52, (PB), 375-389 Downloads View citations (2)
    See also Working Paper (2014)

2013

  1. Analysing the effects of fiscal policy shocks in the South African economy
    Economic Modelling, 2013, 32, (C), 215-224 Downloads View citations (9)
    See also Working Paper (2013)
  2. Will the Sarb always Succeed in Fighting Inflation with Contractionary Policy?
    South African Journal of Economics, 2013, 81, (3), 330-345 Downloads View citations (2)
    See also Working Paper (2012)

2012

  1. Basel II procyclicality: The case of South Africa
    Economic Modelling, 2012, 29, (3), 848-857 Downloads View citations (10)

2011

  1. 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 Downloads

2010

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

2009

  1. A New-Keynesian DSGE model for forecasting the South African economy
    Journal of Forecasting, 2009, 28, (5), 387-404 Downloads View citations (22)
    See also Working Paper (2008)
  2. MODELLING SOUTH AFRICAN CURRENCY CRISES AS STRUCTURAL CHANGES IN THE VOLATILITY OF THE RAND
    South African Journal of Economics, 2009, 77, (3), 363-379 Downloads View citations (6)
    See also Working Paper (2009)

2007

  1. A SMALL‐SCALE DSGE MODEL FOR FORECASTING THE SOUTH AFRICAN ECONOMY
    South African Journal of Economics, 2007, 75, (2), 179-193 Downloads View citations (36)
    See also Working Paper (2006)
 
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