Details about Daan Steenkamp

Access statistics for papers by Daan Steenkamp.

Last updated 2021-02-24. Update your information in the RePEc Author Service.

Short-id: pst548

Working Papers

2020

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

2019

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

2018

10. 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 View citations (2)
    Also in Working Papers, CEPII research center (2018) View citations (3)
    Working Papers, New Zealand Centre of Macroeconomics (2018) View citations (5)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2018) View citations (2)
11. Funding cost pass-through to mortgage rates
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (4)
12. 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 View citations (1)
13. The structure of South Africa s external position
    Occasional Bulletin of Economic Notes, South African Reserve Bank
14. Working Paper WP1805 Productivity estimates for South Africa from CES production functions
    Working Papers, South African Reserve Bank

2017

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

2016

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

2015

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

2014

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

2013

20. 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 View citations (3)
21. 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 View citations (7)
22. 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 View citations (6)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (3)

2012

23. 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 View citations (5)

Journal Articles

2018

1. Explosiveness in G11 currencies
   Economic Modelling, 2018, 68, (C), 388-408 View citations (2)
   See also Working Paper (2017)
2. Factor Substitution and Productivity in New Zealand
   The Economic Record, 2018, 94, (304), 64-79 View citations (2)
   See also Working Paper (2016)

2016

3. What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy
   Economic Modelling, 2016, 52, (PB), 945-959 View citations (5)

2014

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

2012

6. The economic impact of the Canterbury earthquakes
   Reserve Bank of New Zealand Bulletin, 2012, 75, 13-25 View citations (19)

2010

7. New Zealand’s imbalances in a cross-country context
   Reserve Bank of New Zealand Bulletin, 2010, 73, 37-49 View citations (1)