JEL code: C3

Graduate Training in Macroeconomics: Solving and Estimating Macroeconomic Models with R...
General equilibrium micro-founded macro model is now mainstream eco...
Event: 2 March 2020
Published: 5 September 2020
Online Course
The Global Transmission of U.S. Monetary Policy
This paper studies the transmission of US monetary shocks across th...
Published: 30 March 2020
Working Paper
Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Auto...
The paper investigates the effects of South African monetary policy...
Published: 17 October 2016
Working Paper
Kalman Filtering and Online Learning Algorithms for Portfolio Selection
This paper proposes a new online learning algorithms for portfolio ...
Published: 28 November 2013
Working Paper
Transmission of China's Shocks to the BRIS Countries
This study examines the impact of China’s dominant position among t...
Published: 1 August 2013
Working Paper
Business cycle co-movements between South Africa and the BRIC countries
This paper investigates the co-movement of business cycles between ...
Published: 15 January 2013
Working Paper
Patterns of co-movement between a developed and emerging market economy: The case of So...
This article examines the co-movement between a leading first-world...
Published: 22 September 2012
Working Paper
Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis
This paper studies the synchronization of economic variables betwee...
Published: 19 September 2012
Working Paper