Author Name: Daan Steenkamp

Daan Steenkamp is the CEO of Codera Analytics with a Ph.D. in Economics from the University of Auckland. Daan is currently doing a research fellowship at the University of Stellenbosch in the economics department.

The South African sovereign term premium and its drivers
Discussion Document 15 South Africa’s sovereign yield curve is one ...
Ruan Erasmus, Daan Steenkamp
Discussion Document
South Africa’s yield curve conundrum
Discussion Document 07 South Africa’s sovereign yield curve is one ...
Ruan Erasmus, Daan Steenkamp
Discussion Document
The macroeconomics of establishing a basic income grant in South Africa
Discussion Document 04 This paper  offers a discussion on the macro...
Roy Havemann, Hylton Hollander, Daan Steenkamp
Discussion Document
Technical background paper: The macroeconomics of establishing a basic income grant in ...
Working Paper 881 This paper quantifies the effect of fiscal transf...
Roy Havemann, Hylton Hollander, Daan Steenkamp
Working Paper
The bond market impact of the South African Reserve Bank bond purchase programme
We use a unique dataset comprising over a million trades and quotes...
Roy Havemann, Rossouw van Jaarsveld, Henk Janse van Vuuren, Daan Steenkamp
Working Paper
Policy Bulletin 05: The impact of global FX liquidity on the rand
The Covid crisis saw significant declines in market liquidity and c...
Tim Olds, Rossouw van Jaarsveld, Daan Steenkamp
Policy Bulletin
Estimates of bank-level funding costs in South Africa
We develop a new dataset of bank-level balance sheets data to estim...
Daan Steenkamp, Tim Olds
Working Paper
The role of the rand as a shock absorber
This paper investigates the impact of rand shocks on industry outpu...
Luchelle Soobyah, Daan Steenkamp
Working Paper
Productivity estimates for South Africa from CES production functions
This paper provides estimates of the elasticity of substitution and...
Daan Steenkamp
Working Paper

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