Details about Ruthira Naraidoo

Access statistics for papers by Ruthira Naraidoo.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pna48

Working Papers

2022

1. Commodity price shocks and macroeconomic dynamics
   Working Papers, The University of Sheffield, Department of Economics View citations (1)

2019

2. International Consumption Risk Sharing and Trade Transaction Costs
   Working Papers, University of Pretoria, Department of Economics View citations (1)
3. Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) (2022)
4. Monetary policy in a Model with Commodity and Financial Markets
   Working Papers, University of Pretoria, Department of Economics

2018

5. Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2020) View citations (4) (2020)
6. International Business Cycle and Financial Intermediation
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (2)
   Also in CEU Working Papers, Department of Economics, Central European University (2018) View citations (2)
   Working Papers, University of Pretoria, Department of Economics (2016) View citations (1)
   See also Journal Article International Business Cycle and Financial Intermediation, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (1) (2019)

2017

7. Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach, Emerging Markets Finance and Trade, Taylor & Francis Journals (2018) View citations (2) (2018)

2015

8. The Macroeconomic Effects of Government Spending Under Fiscal Foresight
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article The Macroeconomics Effects of Government Spending Under Fiscal Foresight, South African Journal of Economics, Economic Society of South Africa (2017) View citations (7) (2017)

2014

9. Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Parameter uncertainty and inflation dynamics in a model with asymmetric central bank preferences, Economic Modelling, Elsevier (2016) View citations (5) (2016)

2013

10. Debt sustainability and financial crises in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Debt Sustainability and Financial Crises in South Africa, Emerging Markets Finance and Trade, Taylor & Francis Journals (2015) View citations (9) (2015)
11. Financial markets and the response of monetary policy to uncertainty in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article Financial markets and the response of monetary policy to uncertainty in South Africa, Empirical Economics, Springer (2015) View citations (12) (2015)

2012

12. 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 (29) (2013)

2011

13. Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa
    MPRA Paper, University Library of Munich, Germany View citations (1)
14. The Opportunistic approach to monetary policy and financial markets
    Working Papers, University of Pretoria, Department of Economics View citations (6)

2010

15. Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank
    Working Papers, University of Pretoria, Department of Economics View citations (4)
16. Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach
    Working Papers, University of Pretoria, Department of Economics
17. Forecasting Monetary Policy Rules in South Africa
    Working Papers, Lancaster University Management School, Economics Department View citations (1)
    See also Journal Article Forecasting monetary policy rules in South Africa, International Journal of Forecasting, Elsevier (2012) View citations (22) (2012)
18. Forecasting Monetary Rules in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (2)
19. NONLINEAR TAX ELASTICITIES AND THEIR IMPLICATIONS FOR THE STRUCTURAL BUDGET BALANCE
    Working Papers, University of Pretoria, Department of Economics View citations (3)
20. Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa, Economic Modelling, Elsevier (2011) View citations (14) (2011)
21. Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy
    Working Papers, University of Pretoria, Department of Economics View citations (20)
    See also Journal Article ZONE‐TARGETING MONETARY POLICY PREFERENCES AND FINANCIAL MARKET CONDITIONS: A FLEXIBLE NON‐LINEAR POLICY REACTION FUNCTION OF THE SARB MONETARY POLICY, South African Journal of Economics, Economic Society of South Africa (2010) View citations (18) (2010)

2009

22. An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective
    Working Papers, University of Pretoria, Department of Economics View citations (6)
23. Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (1)
24. Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule
    Working Papers, University of Pretoria, Department of Economics View citations (22)
25. Vicious and virtuous circles--The political economy of unemployment
    Working Papers, University of Pretoria, Department of Economics
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (7)
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2006)
    See also Journal Article VICIOUS AND VIRTUOUS CIRCLES – THE POLITICAL ECONOMY OF UNEMPLOYMENT, South African Journal of Economics, Economic Society of South Africa (2010) View citations (3) (2010)

2008

26. Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2006) View citations (1)
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2006)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2006) View citations (1)
    See also Journal Article Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA, European Journal of Political Economy, Elsevier (2008) View citations (4) (2008)

2006

27. The political economy of unemployment and threshold effects. A nonlinear time series approach
    Keele Economics Research Papers, Centre for Economic Research, Keele University

Journal Articles

2023

1. Commodity price shocks, labour market dynamics and monetary policy in small open economies
   Journal of Economic Dynamics and Control, 2023, 151, (C) View citations (2)
2. Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model
   Economics Letters, 2023, 223, (C)

2022

3. Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule
   International Journal of Finance & Economics, 2022, 27, (2), 2041-2053
   See also Working Paper Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule, Working Papers (2019) (2019)

2020

4. Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 17 View citations (4)
   Also in Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 17 (2020) View citations (4)
   See also Working Paper Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions, Working Papers (2018) View citations (3) (2018)

2019

5. International Business Cycle and Financial Intermediation
   Journal of Money, Credit and Banking, 2019, 51, (8), 2293-2303 View citations (1)
   See also Working Paper International Business Cycle and Financial Intermediation, CERS-IE WORKING PAPERS (2018) View citations (2) (2018)

2018

6. Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
   Emerging Markets Finance and Trade, 2018, 54, (15), 3552-3565 View citations (2)
   See also Working Paper Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach, Working Papers (2017) (2017)

2017

7. Cross-border spill-overs from fiscal stimulus in a monetary union
   Economic Modelling, 2017, 65, (C), 95-105 View citations (2)
8. The Macroeconomics Effects of Government Spending Under Fiscal Foresight
   South African Journal of Economics, 2017, 85, (1), 68-85 View citations (7)
   See also Working Paper The Macroeconomic Effects of Government Spending Under Fiscal Foresight, Working Papers (2015) (2015)

2016

9. Parameter uncertainty and inflation dynamics in a model with asymmetric central bank preferences
   Economic Modelling, 2016, 56, (C), 1-10 View citations (5)
   See also Working Paper Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences, Working Papers (2014) (2014)

2015

10. Debt Sustainability and Financial Crises in South Africa
    Emerging Markets Finance and Trade, 2015, 51, (1), 224-233 View citations (9)
    See also Working Paper Debt sustainability and financial crises in South Africa, Working Papers (2013) View citations (5) (2013)
11. Financial markets and the response of monetary policy to uncertainty in South Africa
    Empirical Economics, 2015, 49, (1), 255-278 View citations (12)
    See also Working Paper Financial markets and the response of monetary policy to uncertainty in South Africa, Working Papers (2013) View citations (6) (2013)

2013

12. Analysing the effects of fiscal policy shocks in the South African economy
    Economic Modelling, 2013, 32, (C), 215-224 View citations (29)
    See also Working Paper Analysing the Effects of Fiscal Policy Shocks in the South African Economy, Working Papers (2012) View citations (7) (2012)
13. The opportunistic approach to monetary policy and financial market conditions
    Applied Economics, 2013, 45, (18), 2537-2545 View citations (6)

2012

14. Financial assets, linear and nonlinear policy rules
    Journal of Economic Studies, 2012, 39, (2), 161-177 View citations (10)
15. Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment
    Computational Statistics & Data Analysis, 2012, 56, (1), 173-189 View citations (10)
16. Forecasting monetary policy rules in South Africa
    International Journal of Forecasting, 2012, 28, (2), 446-455 View citations (22)
    See also Working Paper Forecasting Monetary Policy Rules in South Africa, Working Papers (2010) View citations (1) (2010)

2011

17. Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    Economic Modelling, 2011, 28, (1-2), 251-258 View citations (14)
    Also in Economic Modelling, 2011, 28, (1), 251-258 (2011) View citations (14)
    See also Working Paper Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa, Working Papers (2010) (2010)

2010

18. VICIOUS AND VIRTUOUS CIRCLES – THE POLITICAL ECONOMY OF UNEMPLOYMENT
    South African Journal of Economics, 2010, 78, (1), 1-22 View citations (3)
    See also Working Paper Vicious and virtuous circles--The political economy of unemployment, Working Papers (2009) (2009)
19. ZONE‐TARGETING MONETARY POLICY PREFERENCES AND FINANCIAL MARKET CONDITIONS: A FLEXIBLE NON‐LINEAR POLICY REACTION FUNCTION OF THE SARB MONETARY POLICY
    South African Journal of Economics, 2010, 78, (4), 400-417 View citations (18)
    See also Working Paper Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy, Working Papers (2010) View citations (20) (2010)

2008

20. Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA
    European Journal of Political Economy, 2008, 24, (3), 605-614 View citations (4)
    See also Working Paper Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA, CEPR Discussion Papers (2008) View citations (5) (2008)