C22 | Economic Research Southern Africa

JEL code: C22

Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models

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

Contagion across financial markets during COVID-19: A look at volatility spillovers bet...

The onset of the novel coronavirus pandemic (COVID-19) and previous...

Reneé van Eyden, Goodness C. Aye, Chevaughn van der Westhuizen

Working Paper

Dr Daan Steenkamp on nowcasting: how economists benefit from machine learning and big data

With the unprecedented level of uncertainty in the economy, the abi...

Margaux Giannaros, Daan Steenkamp

Podcast

Does Child Support Grant incentivise childbirth in South Africa?

We consider the perverse incentive that can be created for poor hou...

Umakrishnan Kollamparambil, Adeola Oyenubi

Working Paper

Examining the determinants of electricity demand by South African households per income...

For the period 1975 – 2016, this paper examines the determina...

Roula Inglesi-Lotz, Jessika A. Bohlmann

Working Paper

The monetary policy of the South African Reserve Bank: stance, communication and credib...

This paper analyses the evolution of the monetary policy stance, co...

Alberto Coco, Nicola Viegi

Working Paper

Who benefits from being self-employed in urban Ghana?

The income gap between the self-employed and wage earners is of int...

Adeola Oyenubi

Policy Brief

Policy regime changes and central bank prefernces

This paper establishes whether central bank preferences are related...

Samuel Addo

Working Paper

The Reaction of Inflation to Macroeconomic Shocks: The Case of Zimbabwe (2009 – 2012)

This paper empirically investigates the reaction of inflation to ma...

William Kavila, Pierre Le Roux

Working Paper

The Interdependence between the Saving Rate and Technology across Regimes: Evidence fro...

This paper hypothesises that the saving rate and technological prog...

Kevin S. Nell, Maria M. De Mello

Policy Brief

Do monetary policy announcements affect foreign exchange returns and volatility? Some ...

This paper examines the temporal effect of domestic monetary policy...

Jannie Rossouw, Greg Farrell, Cyril May

Working Paper

Regionalization versus Internationalization of African Stock Markets: A frequency-time ...

This paper examines regional and global co-movemnt of Africa’s stoc...

Gideon Boako, Paul Alagidede

Policy Brief

Realized correlations, betas and volatility spillover in the commodity market: What has...

This papers adopts the recently proposed realized Beta GARCH model ...

Matteo Bonato

Working Paper

The Effects of Exchange Rate Volatility on South African Investments

This paper analysed the short- and long-run interactions between th...

Magdeline M. Maepa

Working Paper

The Determinants of Exchange Rate Volatility in South Africa

This paper investigates the determinants of exchange rate volatilit...

Trust R. Mpofu

Policy Brief

Structural Breaks in Renewable Energy in South Africa: A Bai & Perron Test Approach

South Africa has been struggling to cope with its energy demand. In...

Jaco P. Weideman, Roula Inglesi-Lotz

Working Paper

On the Term Structure of South African Interest Rates: Cointegration and Threshold Adju...

This paper explores the correlations of the short- and long-term in...

Bernard N. Iyke

Working Paper

Nonlinear Econometric Approaches in Testing PPP of SADC Economies towards Monetary Union

The theory of purchasing power parity implies that real exchange ra...

Francis M. Kemegue, Mulatu F. Zerihun, Marthinus C. Breitenbach

Working Paper

Debt sustainability and financial crises in South Africa

This study assesses debt sustainability in South Africa allowing fo...

Ruthira Naraidoo, Leroi Raputsoane

Working Paper

Copius Structural Shifts in Exchange Rates of the South African Rand (Post-1994): Do Th...

There is a theoretical case for real exchange rates to be stationar...

Cyril May

Working Paper

Estimating the inflation threshold for South Africa

How detrimental is inflation to growth in South Africa? At what lev...

Temitope L. A. Leshoro

Working Paper

Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smo...

In addition to the conventional linear cointegration test, this pap...

Niek J. Schoeman, Samuel S. Jibao, Ruthira Naraidoo

Working Paper

Gasoline, diesel fuel and jet fuel demand in South Africa

In recent years, the price and income elasticity of fuel demand in ...

Willem H. Boshoff

Working Paper

Modelling South African Currency Crises as Structural Changes in the Volatility of the ...

This study tests the theory that currency crises are associated wit...

Andrew S. Duncan, Guangling Liu

Working Paper

Temporal association, the dynamics of crime, and their economic determinants: A time se...

Policy Paper (Interest) 12 The paper examines the association betwe...

John M. Luiz

Policy Paper

Who benefits from being self-employed in urban Ghana

This paper explores the earnings gap between the self-employed and ...

Adeola Oyenubi

Working Paper