E44 | Economic Research Southern Africa

JEL code: E44

Financial Markets and the Macroeconomy

publication

Workshop Paper

Yannick Timmer

February 16, 2024

Yannick Timmer - Intervening against the Fed

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Workshop Paper

Ganesh Viswanath-Natraj

February 15, 2024

Ganesh Viswanath-Natraj - FX Interventions, Signalling and Intermediation Constraints

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Workshop Paper

Ambrogio Cesa-Bianchi

February 15, 2024

Cesa-Bianchi - Capital Flows and Exchange Rates

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Working Paper

Beatrice D. Simo-Kengne, Frank Riedel, Ghislain H. Demeze-Jouatsa

March 6, 2023

Demographic changes and asset prices in an overlapping generations model

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Working Paper

Corné van Walbeek, Nicole Vellios, Zachary Gitonga

April 19, 2021

The effect of cigarette price changes on smoking prevalence by gender: The case of Sout...

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Working Paper

Daan Steenkamp, Tim Olds

March 30, 2021

Estimates of bank-level funding costs in South Africa

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Working Paper

Anthanasius F. Tita, Pieter Opperman

March 29, 2021

Understanding the behaviour of house prices and household income per capita in South Af...

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Working Paper

Guangling Dave Liu

March 1, 2021

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

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Working Paper

Lindokuhle T. Zungu, Lorraine Greyling

February 15, 2021

Financial development and income inequality: a nonlinear econometric analysis of 21 Afr...

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Working Paper

Yoseph Y. Getachew

January 8, 2021

Social distancing in macroeconomic models

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Working Paper

Cobus Vermeulen

November 30, 2020

Quantitative Easing' and central bank asset purchases in South Africa: A DSGE approach

Podcast

Margaux Giannaros, Nicola Viegi

April 8, 2020

Nicola Viegi on the potential impact of the Coronavirus on South Africa: policy co-ordi...

publication

Model Databases

Guangling Dave Liu, Thabang Molise

February 7, 2020

The optimal monetary and macroprudential policies for the South African economy

publication

Model Databases

Guangling Dave Liu, Thabang Molise

August 16, 2019

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

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Policy Brief

Ruthira Naraidoo, Vo Phuong Mai Le

July 2, 2019

Monetary policy in a model with commodity and financial market research brief

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Working Paper

Ruthira Naraidoo, Vo Phuong Mai Le

May 14, 2019

Monetary policy in a model with commodity and financial market

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Policy Brief

Muazu Ibrahim, Paul Alagidede

January 15, 2019

Effect of Financial Development on Economic Growth in sub-Saharan African: Does Sectora...

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Working Paper

Guangling Dave Liu, Thabang Molise

August 7, 2018

Is Basel III counter-cyclical: The case of South Africa?

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Working Paper

Paul Alagidede

July 11, 2018

Effect of Financial Development on Economic Growth in sub–Saharan Africa: Does Sectoral...

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Policy Brief

Esti Kemp, Greg Farrell

March 2, 2018

Measuring the Financial Cycle in South Africa

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Working Paper

Hilary Patroba

February 8, 2018

Credit frictions and co-movement of durable and non-durable goods in a small open economy

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Working Paper

Chris Garbers, Guangling Dave Liu

October 27, 2017

Macroprudential policy and foreign interest rate shocks: A comparison of different inst...

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Working Paper

Chris Garbers, Guangling Dave Liu

October 27, 2017

Flow specific capital controls for emerging markets

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Working Paper

Fernando Garcia-Barragan, Guangling Dave Liu

June 12, 2017

Welfare analysis of bank capital requirements with endogenous default

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Working Paper

Hilary Patroba

May 30, 2017

The welfare cost of macro-prudential policy in a two-country DSGE model

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Working Paper

Fernando Garcia-Barragan, Guangling Dave Liu

February 24, 2017

Capital controls and foreign currency denomination

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Policy Brief

Gideon Boako, Paul Alagidede

October 14, 2016

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

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Working Paper

Chris Garbers, Guangling Dave Liu

September 12, 2016

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

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Working Paper

Bernard N. Iyke, Sin-Yu Ho

March 24, 2016

On the Causal Links between the Stock Market and the Economy of Hong Kong

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Policy Brief

Elizabeth Kasekende, John P. Dunne

March 22, 2016

Financial Innovation and Money Demand in Sub-Saharan Africa

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Working Paper

Hylton Hollander

September 23, 2015

The effectiveness of countercyclical capital requirements and contingent convertible ca...

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Working Paper

Zivanemoyo Chinzara

October 21, 2014

Financial Development and the Diffusion of Technologies under Uncertainty in Africa

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Model Databases

Guangling Dave Liu, Hylton Hollander

August 20, 2014

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

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Working Paper

Harold P. E. Ngawala

July 30, 2014

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

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Working Paper

Leroi Raputsoane

June 4, 2014

Disaggregated Credit Extension and Financial Distress in South Africa

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Working Paper

Chance Mwabutwa, Manoel Bittencourt, Nicola Viegi

November 7, 2013

Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochasti...