Keyword: interest rates

Dr Chris Loewald on Lockdown Learnings: monetary policy leeway during a pandemic
Shortly after the October MPR, ERSA’s host sat down with Dr Chris L...
16 October 2020
Dr David Fowkes on QE and central bank balance sheet policies: Does South Africa have ‘magic money’?
Shortly after the Governor of the SARB gave his speech about the fu...
26 June 2020
Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Autoregression Approach
The paper investigates the effects of South African monetary policy...
17 October 2016
Working Paper
On the Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment
This paper explores the correlations of the short- and long-term in...
2 November 2015
Working Paper
A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa
In 2002/03 the yield spread falsely signalled a downswing that neve...
8 August 2014
Working Paper