Author: Greg Farrell

Measuring the Financial Cycle in South Africa
This paper sets out to measure the financial cycle in South Africa....
8 October 2018
Policy Brief
Measuring the Financial Cycle in South Africa
We measure the financial cycle in South Africa using three differen...
2 March 2018
Policy Brief
Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-fr...
Our empirical study addresses the question: How does the South Afri...
12 September 2017
Policy Brief
Modelling exchange rate volatility dynamics: Empirical evidence from South Africa
In this paper, we extend the literature on modelling exchange rate ...
30 August 2017
Working Paper
Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-f...
This paper examines the temporal effect of domestic monetary policy...
6 March 2017
Working Paper
The reliability of South African real-time output gap estimates
Estimates of the output gap are an important component of policy-ma...
23 April 2014
Working Paper