F3 | Economic Research Southern Africa

JEL code: F3

The Global Transmission of U.S. Monetary Policy

This paper studies the transmission of US monetary shocks across th...

Seokki S. Hong, Riccardo Degasperi, Giovanni Ricco

Working Paper

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

Our empirical study addresses the question: How does the South Afri...

Jannie Rossouw, Greg Farrell, Cyril May

Policy Brief

The behaviour of the real effective rate of South Africa: is there a misalignment

The debate about the equilibrium level of the South African rand an...

Meshach J. Aziakpono, Melvin M. Khomo

Policy Brief

The political and economic dynamics of foreign aid: A case study of United States and C...

The study revisits the issue of the determinants of (development) a...

Nara Monkam, Kafayat Amusa, Nicola Viegi

Policy Brief

Comparing Linear and Non-linear Benchmarks of Exchange Rate Forecasting

Throughout the past 3 decades, the random walk model served as exch...

S. J. Retief, Marinda Pretorius, Ilse Botha

Working Paper

Volatility Spillovers across South African Asset Classes during Domestic and Foreign Fi...

This paper studies domestic volatility transmission in an emerging ...

Andrew S. Duncan, Alain Kabundi

Working Paper

Dynamic Returns Linkages and Volatility Transmission between South African and World Ma...

This paper analyses returns and volatility linkages between the Sou...

Zivanemoyo Chinzara, Meshach J. Aziakpono

Working Paper

Testing for Purchasing Power Parity and Uncovered Interest parity in the Presence of Mo...

Occasional Paper 01 Testing for purchasing power parity (PPP) and u...

Linda Haines, Johannes W. Fedderke, Miguel Lacerda

Occasional Paper