Working Papers

From South African Reserve Bank
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8008: Estimating a timevarying financial conditions index for South Africa

Alain Kabundi and Asithandile Mbelu

8000: The Quarterly Projection Model of the SARB

Byron Botha, Shaun de Jager, Franz Ruch and Max Steinbach

7556: Has the Exchange Rate PassThrough changed in South Africa

Alain Kabundi and Asithandile Mbelu

7434: Qualitative Guidance and Predictability of Monetary Policy in South Africa

Alain Kabundi and Ntuthuko Tsokodibane

7355: Working Paper WP1608 Modeling and Forecasting Daily Financial and Commodity Term Structures A Unified Global Approach

Shakill Hassan and Leonardo Morales-Arias

7354: Decomposing inflation using microprice data Stickyprice inflation

Franz Ruch, Neil Rankin and Stan Du Plessis

7353: Decomposing inflation using micropricelevel data South Africas pricing dynamics

Franz Ruch, Neil Rankin and Stan Du Plessis

7277: Estimating a TimeVarying Phillips Curve for South Africa

Alain Kabundi, Eric Schaling and Modeste Some

7276: Accounting for Productivity Growth Schumpeterian versus SemiEndogenous Explanations

Johannes Fedderke and Yang Liu

7275: Inflation in South Africa An Assessment of Alternative Inflation Models

Johannes Fedderke and Yang Liu

7191: Estimating South Africas output gap and potential growth rate

Johannes Fedderke and Daniel Mengisteab

7068: Nowcasting Real GDP growth in South Africa

Alain Kabundi, Elmarie Nel and Franz Ruch

7008: Second Round Effects from Food and Energy Prices an SBVAR approach

Franz Ruch and Stan Du Plessis

6941: Vulnerability to Normalization of Global Financing Conditions An Operational Approach

Shakill Hassan, Merrisa Paul and Siobhan Redford

6839: A Revised Quarterly Projection Model for South Africa

Shaun de Jager, Michael Johnston and Max Steinbach

6610: Speculative Flows Exchange Rate Volatility and Monetary Policy the South African Experience

Shakill Hassan

6607: Labour Market and Monetary Policy in South Africa

Nicola Viegi

6516: Variance Bounds as Thresholds for Excessive Currency Volatility Inflation Targeting Emerging Economies

Shaista Amod and Shakill Hassan

6504: A semistructural approach to estimate South Africas potential output

Vafa Anvari, Nelne Ehlers and Max Steinbach

6465: Exploring Unbalanced Growth in South Africa Understanding the Sectoral Structure of the South African Economy

Johannes Fedderke

6457: Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models

Michael K. Johnston, Robert G. King and Denny Lie

6345: Transmission of Chinas Shocks to the BRIS Countries

Mustafa Akir and Alain Kabundi

6319: A mediumsized open economy DSGE model of South Africa

Stan Du Plessis, Ben Smit and Max Steinbach

6285: Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies

Johannes Fedderke

6218: Relative price variability Which components of the consumer price index contribute towards its variability

Eliphas Ndou and Siobhan Redford

6107: Monetary Policy and Heterogeneous Inflation Expectations in South Africa

Alain Kabundi, Eric Schaling and Modeste Some

6021: Important channels of transmission of monetary policy shock in South Africa

Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

5965: Nominal GDP Targeting and the Monetary Policy Framework

Shakill Hassan and Christopher Loewald

5962: South African Capital Markets An Overview

Shakill Hassan

5806: Achieving higher growth and employment Policy options for South Africa

David Faulkner, Christopher Loewald and Konstantin Makrelov

5705: The Impact of International Spillovers on the South African Economy

Franz Ruch

5600: The pace of potential output growth in the South African economy

N Ehlers, L Mboji and M M Smal

5210: An Alternative Business Cycle Dating Procedure for South Africa

Adel Bosch and Franz Ruch

5152: Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa

Janine Aron, Greg Farrell, John Muellbauer and Peter Sinclair

5145: Towards a Measure of Core Inflation using Singular Spectrum

Franz Ruch and Mr Dirk Bester

5119: A Financial Conditions Index for South Africa

Miss Nombulelo Gumata, Mr Nir Klein and Eliphas Ndou

5117: What pricelevel data can tell us about pricing conduct in South Africa

Kenneth Creamer, Greg Farrell and Neil Rankin

5028: The HighFrequency Response of the RandDollar Rate to Inflation Surprises

Greg Farrell, Dr. Shakill Hassan and Nicola Viegi

5020: Modelling South Africas equilibrium real effective exchange rate A VECM approach

Shaun de Jager

4946: No Arbitrage One Factor Models of the South African Term Structure of Interest Rates

Peter Aling and Shakill Hassan

4878: The Rand as a Carry Trade Target Risk Returns and Policy Implications

Shakill Hassan and Sean Smith

3580: Exchange Rate Passthrough in South Africa Panel Evidence from Individual Goods and Services

David Parsley

3579: A macroeconomic credit risk model for stress testing the South African banking sector

Olena Havrylchyk

3578: Central bank balance sheet policy in South Africa and its implications for moneymarket liquidity

N Brink and M Kock

3488: Inflation and the HouseholdTowards a Measurement of the Welfare Costs of Inflation

Steven Koch and Adl Bosch

3431: An open economy New Keynesian DSGE model of the South African economy

Max Steinbach, Patience Mathuloe and Ben Smit

3247: The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature

Stephen Hall, George Hondroyiannis, P.A.V.B. Swamy and George Tavlas

3245: A steady state QPM model for the South African economy

Shaun de Jager

3243: The formation of inflation expectations in South Africa

Nelene Ehlers and Max Steinbach

3242: Content

Stephen Hall, George Hondroyiannis, P A V B Swamy and George Tavlas

3195: The core forecasting model of the South African Reserve Bank

Daleen Smal, Coen Pretorius and Nelene Ehlers

3112: Balance Sheet Estimates for South Africas Household Sector from 1975 to 2005

Janine Aron, John Muellbauer and Johan Prinsloo