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...

Published: 24 March 2022

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...

Published: 8 February 2022

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...

Published: 30 October 2020

Podcast

Does Child Support Grant incentivise childbirth in South Africa?

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

Published: 30 September 2020

Working Paper

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

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

Published: 4 September 2020

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...

Published: 18 July 2019

Working Paper

Who benefits from being self-employed in urban Ghana?

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

Published: 21 May 2019

Policy Brief

Policy regime changes and central bank prefernces

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

Published: 2 July 2018

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...

Published: 1 September 2017

Working Paper

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

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

Published: 24 March 2017

Policy Brief

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

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

Published: 6 March 2017

Working Paper

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

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

Published: 14 October 2016

Policy Brief

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

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

Published: 10 October 2016

Working Paper

The Effects of Exchange Rate Volatility on South African Investments

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

Published: 30 May 2016

Working Paper

The Determinants of Exchange Rate Volatility in South Africa

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

Published: 12 May 2016

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...

Published: 25 April 2016

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...

Published: 2 November 2015

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...

Published: 12 February 2014

Working Paper

Debt sustainability and financial crises in South Africa

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

Published: 9 January 2014

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...

Published: 29 July 2013

Working Paper

Estimating the inflation threshold for South Africa

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

Published: 26 September 2012

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...

Published: 25 September 2012

Working Paper

Gasoline, diesel fuel and jet fuel demand in South Africa

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

Published: 23 September 2012

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...

Published: 21 September 2012

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...

Published: 27 September 2001

Policy Paper

Who benefits from being self-employed in urban Ghana

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

Published: 1 January 1970

Working Paper