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Details about Daan Steenkamp

E-mail:
Workplace:South African Reserve Bank, (more information at EDIRC)
Reserve Bank of New Zealand, (more information at EDIRC)

Access statistics for papers by Daan Steenkamp.

Last updated 2021-05-23. Update your information in the RePEc Author Service.

Short-id: pst548


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Working Papers

2021

  1. Estimates of bank-level funding costs in South Africa
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, South African Reserve Bank (2021) Downloads View citations (1)
  2. Nowcasting South African GDP using a suite of statistical models
    Working Papers, South African Reserve Bank Downloads

2020

  1. Industry TFP estimates for South Africa
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  2. OBEN 2001 a messure of south african risk
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  3. Working Paper WP2001 Developments in bank funding costs in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (3)
  4. Working Paper WP2003 Term premium and rate expectation estimates from the South African yield curve
    Working Papers, South African Reserve Bank Downloads View citations (5)
  5. Working Paper WP2007 Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (1)
  6. Working Paper WP2010 Developments in debt issuance costs of South African banks
    Working Papers, South African Reserve Bank Downloads View citations (2)

2019

  1. Productivity estimates for South Africa from CES production functions
    Working Papers, Economic Research Southern Africa Downloads
  2. Rand misalignment Evidence from Bayesian Threshold VECMs
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  3. The role of the rand as a shock absorber
    Working Papers, Economic Research Southern Africa Downloads
  4. Working Paper WP1902The role of the rand as a shock absorber
    Working Papers, South African Reserve Bank Downloads

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 (3)
    Also in Working Papers, CEPII research center (2018) Downloads View citations (4)
    Working Papers, New Zealand Centre of Macroeconomics (2018) Downloads View citations (6)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2018) Downloads View citations (3)
  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. 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 (2)
  4. The structure of South Africa s external position
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads
  5. Working Paper WP1805 Productivity estimates for South Africa from CES production functions
    Working Papers, 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 in Economic Modelling (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)
  3. OBEN 1701
    Occasional Bulletin of Economic Notes, South African Reserve Bank Downloads

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 in The Economic Record (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 (6)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (3)

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

2018

  1. Explosiveness in G11 currencies
    Economic Modelling, 2018, 68, (C), 388-408 Downloads View citations (2)
    See also Working Paper (2017)
  2. Factor Substitution and Productivity in New Zealand
    The Economic Record, 2018, 94, (304), 64-79 Downloads View citations (3)
    See also Working Paper (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 (6)

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 (1)
  2. Measuring New Zealand’s effective exchange rate
    Reserve Bank of New Zealand Bulletin, 2014, 77, 1-15 Downloads View citations (3)

2012

  1. The economic impact of the Canterbury earthquakes
    Reserve Bank of New Zealand Bulletin, 2012, 75, 13-25 Downloads View citations (20)

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)
 
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