Details about Ruthira Naraidoo

Access statistics for papers by Ruthira Naraidoo.

Last updated 2020-07-07. Update your information in the RePEc Author Service.

Short-id: pna48

Working Papers

2019

1. International Consumption Risk Sharing and Trade Transaction Costs
   Working Papers, University of Pretoria, Department of Economics
2. Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule
   Working Papers, University of Pretoria, Department of Economics
3. Monetary policy in a Model with Commodity and Financial Markets
   Working Papers, University of Pretoria, Department of Economics
   Also in Working Papers, Economic Research Southern Africa (2019)

2018

4. 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 (2)
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2020)
5. International Business Cycle and Financial Intermediation
   CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies
   Also in Working Papers, University of Pretoria, Department of Economics (2016)
   CEU Working Papers, Department of Economics, Central European University (2018)
   See also Journal Article in Journal of Money, Credit and Banking (2019)

2017

6. Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Emerging Markets Finance and Trade (2018)

2015

7. The Macroeconomic Effects of Government Spending Under Fiscal Foresight
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in South African Journal of Economics (2017)

2014

8. Debt sustainability and financial crises in South Africa
   Working Papers, Economic Research Southern Africa
   Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)
   See also Journal Article in Emerging Markets Finance and Trade (2015)
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 in Economic Modelling (2016)

2013

10. Analysing the Effects of Fiscal Policy Shocks in the South African Economy
    Working Papers, Economic Research Southern Africa View citations (10)
    Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (5)
    See also Journal Article in Economic Modelling (2013)
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 in Empirical Economics (2015)

2011

12. Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa
    MPRA Paper, University Library of Munich, Germany View citations (1)
13. Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach
    Working Papers, Economic Research Southern Africa View citations (9)
    Also in Working Papers, University of Pretoria, Department of Economics (2010)
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. Forecasting Monetary Policy Rules in South Africa
    Working Papers, Lancaster University Management School, Economics Department
    Also in Working Papers, Economic Research Southern Africa (2010) View citations (3)
    See also Journal Article in International Journal of Forecasting (2012)
17. Forecasting Monetary Rules in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (1)
18. NONLINEAR TAX ELASTICITIES AND THEIR IMPLICATIONS FOR THE STRUCTURAL BUDGET BALANCE
    Working Papers, University of Pretoria, Department of Economics View citations (3)
19. 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 in Economic Modelling (2011)
20. 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 (10)
    See also Journal Article in South African Journal of Economics (2010)

2009

21. 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)
22. Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (3)
23. 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 (17)
24. 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 (6)
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2006)
    See also Journal Article in South African Journal of Economics (2010)

2008

25. 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 (1)
    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 in European Journal of Political Economy (2008)

2006

26. 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

2020

1. Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 17
   See also Working Paper (2018)

2019

2. International Business Cycle and Financial Intermediation
   Journal of Money, Credit and Banking, 2019, 51, (8), 2293-2303
   See also Working Paper (2018)

2018

3. Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
   Emerging Markets Finance and Trade, 2018, 54, (15), 3552-3565 View citations (1)
   See also Working Paper (2017)

2017

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

2016

6. Parameter uncertainty and inflation dynamics in a model with asymmetric central bank preferences
   Economic Modelling, 2016, 56, (C), 1-10 View citations (3)
   See also Working Paper (2014)

2015

7. Debt Sustainability and Financial Crises in South Africa
   Emerging Markets Finance and Trade, 2015, 51, (1), 224-233
   See also Working Paper (2014)
8. Financial markets and the response of monetary policy to uncertainty in South Africa
   Empirical Economics, 2015, 49, (1), 255-278 View citations (8)
   See also Working Paper (2013)

2013

9. Analysing the effects of fiscal policy shocks in the South African economy
   Economic Modelling, 2013, 32, (C), 215-224 View citations (14)
   See also Working Paper (2013)
10. The opportunistic approach to monetary policy and financial market conditions
    Applied Economics, 2013, 45, (18), 2537-2545 View citations (3)

2012

11. Financial assets, linear and nonlinear policy rules: An in-sample assessment of the reaction function of the South African Reserve Bank
    Journal of Economic Studies, 2012, 39, (2), 161-177 View citations (9)
12. 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 (9)
13. Forecasting monetary policy rules in South Africa
    International Journal of Forecasting, 2012, 28, (2), 446-455 View citations (16)
    See also Working Paper (2010)

2011

14. Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    Economic Modelling, 2011, 28, (1), 251-258 View citations (9)
    Also in Economic Modelling, 2011, 28, (1-2), 251-258 (2011) View citations (9)
    See also Working Paper (2010)

2010

15. VICIOUS AND VIRTUOUS CIRCLES – THE POLITICAL ECONOMY OF UNEMPLOYMENT
    South African Journal of Economics, 2010, 78, (1), 1-22 View citations (2)
    See also Working Paper (2009)
16. 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 (15)
    See also Working Paper (2010)

2008

17. 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 (2)
    See also Working Paper (2008)