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Details about Daan Steenkamp

Homepage:https://sites.google.com/site/daansteenkamp/
Workplace:Department of Economics, Faculty of Economic and Management Sciences, University of Stellenbosch, (more information at EDIRC)

Access statistics for papers by Daan Steenkamp.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: pst548


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Working Papers

2025

  1. Gaps in the South African Inflation Targeting Debate
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Joint estimation of liquidity and credit risk premia in bond prices with an application
    Working Papers, South African Reserve Bank Downloads

2022

  1. A banklevel analysis of interest rate passthrough in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (2)
    See also Journal Article A bank-level analysis of interest rate pass-through in South Africa, Journal of Macroeconomics, Elsevier (2024) Downloads (2024)
  2. Big data forecasting of South African inflation
    Working Papers, South African Reserve Bank Downloads View citations (2)
    Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2022) Downloads View citations (2)

    See also Journal Article Big data forecasting of South African inflation, Empirical Economics, Springer (2023) Downloads View citations (1) (2023)
  3. Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts
    Working Papers, South African Reserve Bank Downloads
  4. South Africa’s yield curve conundrum
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Term premium estimation for South Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. The bond market impact of the South African Reserve Bank bond purchase programme
    Working Papers, South African Reserve Bank Downloads View citations (2)
    See also Journal Article The bond market impact of the South African Reserve Bank bond purchase programme, ERSA Working Paper Series, Economic Research Southern Africa (2022) Downloads (2022)
  7. The cost of complying with Basel III liquidity regulations for South African banks
    Working Papers, South African Reserve Bank Downloads View citations (1)
  8. The macroeconomics of establishing a basic income grant in South Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article The macroeconomics of establishing a basic income grant in South Africa, ERSA Working Paper Series, Economic Research Southern Africa (2022) Downloads (2022)

2021

  1. A Truckometer for South Africa
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  2. Estimates of banklevel funding costs in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (6)
    See also Journal Article Estimates of bank-level funding costs in South Africa, ERSA Working Paper Series, Economic Research Southern Africa (2021) Downloads (2021)
  3. Has publication of a repo path provided guidance
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  4. Nowcasting South African GDP using a suite of statistical models
    Working Papers, South African Reserve Bank Downloads
  5. Risk and Return Spillovers in a Global Model of the Foreign Exchange Network
    Working Papers, South African Reserve Bank Downloads View citations (2)
    See also Journal Article Risk and Return Spillovers in a Global Model of the Foreign Exchange Network, ERSA Working Paper Series, Economic Research Southern Africa (2021) Downloads (2021)
  6. The impact of global FX liquidity on the rand
    MPRA Paper, University Library of Munich, Germany Downloads

2020

  1. Developments in bank funding costs in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (7)
  2. Developments in debt issuance costs of South African banks
    Working Papers, South African Reserve Bank Downloads View citations (5)
  3. Industry TFP estimates for South Africa
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads View citations (1)
  4. Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (5)
  5. Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  6. Term premium and rate expectation estimates from the South African yield curve
    Working Papers, South African Reserve Bank Downloads View citations (17)

2019

  1. Rand misalignment Evidence from Bayesian Threshold VECMs
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  2. The role of the rand as a shock absorber
    Working Papers, South African Reserve Bank Downloads View citations (7)

2018

  1. Deviations in Real Exchange Rate Levels in the OECD Countries and their Structural Determinants
    Discussion Papers, School of Economics and Finance, Massey University, New Zealand Downloads View citations (6)
    Also in Working Papers, New Zealand Centre of Macroeconomics (2018) Downloads View citations (7)
    Working Papers, CEPII research center (2018) Downloads View citations (9)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2018) Downloads View citations (6)
  2. Funding cost pass-through to mortgage rates
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (5)
  3. Productivity estimates for South Africa from CES production functions
    Working Papers, South African Reserve Bank Downloads View citations (6)
  4. Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (3)
  5. The structure of South Africa s external position
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads

2017

  1. Explosiveness in G11 currencies
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (2)
    See also Journal Article Explosiveness in G11 currencies, Economic Modelling, Elsevier (2018) Downloads View citations (3) (2018)
  2. How bubbly is the New Zealand dollar?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (2)

2016

  1. Factor substitution and productivity in New Zealand
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (1)
    See also Journal Article Factor Substitution and Productivity in New Zealand, The Economic Record, The Economic Society of Australia (2018) Downloads View citations (4) (2018)

2015

  1. Constructing cross country estimates of relative industry MFP levels
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (4)

2014

  1. Structural adjustment in New Zealand since the commodity boom
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (4)

2013

  1. New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (3)
  2. Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (7)
  3. What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (9)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (9)

2012

  1. Extending the Reserve Bank’s macroeconomic balance model of the exchange rate
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (5)

Journal Articles

2024

  1. A bank-level analysis of interest rate pass-through in South Africa
    Journal of Macroeconomics, 2024, 82, (C) Downloads
    See also Working Paper A banklevel analysis of interest rate passthrough in South Africa, Working Papers (2022) Downloads View citations (2) (2022)

2023

  1. Big data forecasting of South African inflation
    Empirical Economics, 2023, 65, (1), 149-188 Downloads View citations (1)
    Also in ERSA Working Paper Series, 2022 (2022) Downloads

    See also Working Paper Big data forecasting of South African inflation, Working Papers (2022) Downloads View citations (2) (2022)

2022

  1. The bond market impact of the South African Reserve Bank bond purchase programme
    ERSA Working Paper Series, 2022 Downloads
    See also Working Paper The bond market impact of the South African Reserve Bank bond purchase programme, Working Papers (2022) Downloads View citations (2) (2022)
  2. The macroeconomics of establishing a basic income grant in South Africa
    ERSA Working Paper Series, 2022 Downloads
    See also Working Paper The macroeconomics of establishing a basic income grant in South Africa, MPRA Paper (2022) Downloads View citations (1) (2022)

2021

  1. Estimates of bank-level funding costs in South Africa
    ERSA Working Paper Series, 2021 Downloads
    See also Working Paper Estimates of banklevel funding costs in South Africa, Working Papers (2021) Downloads View citations (6) (2021)
  2. Nowcasting South African gross domestic product using a suite of statistical models
    South African Journal of Economics, 2021, 89, (4), 526-554 Downloads View citations (1)
  3. Risk and Return Spillovers in a Global Model of the Foreign Exchange Network
    ERSA Working Paper Series, 2021 Downloads
    See also Working Paper Risk and Return Spillovers in a Global Model of the Foreign Exchange Network, Working Papers (2021) Downloads View citations (2) (2021)

2018

  1. Explosiveness in G11 currencies
    Economic Modelling, 2018, 68, (C), 388-408 Downloads View citations (3)
    See also Working Paper Explosiveness in G11 currencies, Reserve Bank of New Zealand Discussion Paper Series (2017) Downloads View citations (2) (2017)
  2. Factor Substitution and Productivity in New Zealand
    The Economic Record, 2018, 94, (304), 64-79 Downloads View citations (4)
    See also Working Paper Factor substitution and productivity in New Zealand, Reserve Bank of New Zealand Discussion Paper Series (2016) Downloads View citations (1) (2016)

2016

  1. What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy
    Economic Modelling, 2016, 52, (PB), 945-959 Downloads View citations (8)

2014

  1. How volatile are New Zealand’s terms of trade? An international comparison
    Reserve Bank of New Zealand Bulletin, 2014, 77, 3-14 Downloads View citations (2)
  2. Measuring New Zealand’s effective exchange rate
    Reserve Bank of New Zealand Bulletin, 2014, 77, 1-15 Downloads View citations (4)

2012

  1. The economic impact of the Canterbury earthquakes
    Reserve Bank of New Zealand Bulletin, 2012, 75, 13-25 Downloads View citations (27)

2010

  1. New Zealand’s imbalances in a cross-country context
    Reserve Bank of New Zealand Bulletin, 2010, 73, 37-49 Downloads View citations (1)
 
Page updated 2025-03-28