E43 | Economic Research Southern Africa

JEL code: E43

Interest Rates: Determination, Term Structure, and Effects

publication

Workshop Paper

Cristian Cuevas

February 2, 2024

Cuevas - Safe Assets in Emerging Market Economies

publication

Discussion Document

Daan Steenkamp, Ruan Erasmus

November 15, 2023

The South African sovereign term premium and its drivers

publication

Working Paper

Daan Steenkamp, Henk Janse van Vuuren, Rossouw van Jaarsveld, Roy Havemann

March 24, 2022

The bond market impact of the South African Reserve Bank bond purchase programme

Event

Dialogue

Brian Kantor, Ian Stuart, Lucio Castro, Mamokete Lijane, Matthew Simmonds, Owen Willcox, Tshepiso Moahloli, Xavier Debrun

August 26, 2020

Part 2: Financing the budget in the post-Corona world

publication

Policy Bulletin

Andreas Wörgötter, Christopher Loewald, Konstantin Makrelov

July 1, 2020

Policy Bulletin 04: Electricity reforms: Experience and approach

Podcast

Johannes W. Fedderke, Margaux Giannaros

May 29, 2020

Prof Johannes W. Fedderke on the South African – US sovereign bond spread: how is this ...

Podcast

Christopher Loewald, Margaux Giannaros

April 8, 2020

Chris Loewald on the Monetary Policy response to the Coronavirus pandemic in South Afri...

publication

Working Paper

Alberto Coco, Nicola Viegi

July 18, 2019

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

publication

Working Paper

Samuel Addo

July 2, 2018

Policy regime changes and central bank prefernces

publication

Working Paper

Chris Garbers, Guangling Dave Liu

October 27, 2017

Flow specific capital controls for emerging markets

publication

Working Paper

Monaheng Seleteng

October 17, 2016

Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Auto...

publication

Working Paper

Chris Garbers, Guangling Dave Liu

September 12, 2016

Credit market heterogeneity, balance sheet (in) dependence, financial shocks

publication

Working Paper

Alain Kabundi, Ntuthuko Tsokodibane

August 17, 2016

Qualitative Guidance and Predictability of Monetary Policy in South Africa

publication

Working Paper

Bernard N. Iyke

November 2, 2015

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

publication

Model Databases

Guangling Dave Liu, Hylton Hollander

August 20, 2014

Credit spread variability in U.S. business cycles: The Great Moderation versus the Grea...

publication

Working Paper

Ferdi Botha, Gavin Keeton

August 8, 2014

A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in ...

publication

Working Paper

Harold P. E. Ngawala

July 30, 2014

A Portrait of Informal Sector Credit and Interest Rates in Malawi: Interpolated Monthly...

publication

Model Databases

Guangling Dave Liu, Hylton Hollander

July 23, 2013

The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...

publication

Working Paper

Peter Aling, Shakill Hassan

September 25, 2012

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

publication

Working Paper

Monique Reid

September 21, 2012

Isolating a Measure of Inflation Expectations for the South African Financial Market Us...

publication

Working Paper

Johannes W. Fedderke, Neryvia Pillay Bell

September 20, 2012

A Theoretically Defensible Measure of Risk: Using Financial Market Data from a Middle I...

publication

Working Paper

Eric Schaling, Mewael F. Tesfaselassie, Sylvester Eijffinger

September 20, 2012

Learning About the Term Structure and Optimal Rules for Inflation Targeting

publication

Working Paper

Alexandra Wollnik, Johannes W. Fedderke

September 19, 2012

The Spatial Distribution of Manufacturing in South Africa 1970-1996, its Determinants a...