Keyword: business analysis

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...
Roy Havemann, Rossouw van Jaarsveld, Henk Janse van Vuuren, Daan Steenkamp
Working Paper
Risk and return spillovers in a global model of the Foreign Exchange Network
We developed a network model to capture the dynamic interactions am...
Herbert Ntuli, Gibson Mudiriza, Edwin Muchapondwa, Boscow Okumu, Alfred K. Mukong
Working Paper
Dr Matthew Stern on understanding South Africa’s trade policy and performance
An issue often overlooked in many discussions is that of exports an...
Matthew Stern
Podcast
Part 3: International perspectives and South Africa’s trade policy
The discussion is based on two papers: and Understanding South Afr...
Sherman Robinson, Montford Mlachila, Matthew Simmonds, Marianne Matthee, Matthew Stern
Dialogue
Part 2: Recovery policies and labour utilization
The discussion is based on two research papers: and Addressing low...
Matthew Simmonds, Witness Simbanegavi, Sherwin Gabriel, Romain A. Duval, Murray Leibbrandt, Andreas Wörgötter
Dialogue
Building a competitive and dynamic green industrial sector in South Africa after COVID-19
Policy Paper 28 COVID-19 gave the world a glimpse of how devastatin...
Tendai Gwatidzo, Witness Simbanegavi
Policy Paper
Policy Bulletin 04: Electricity reforms: Experience and approach
South Africa has been experiencing electricity shortages since 2008...
Christopher Loewald, Konstantin Makrelov, Andreas Wörgötter
Policy Bulletin
Nicola Viegi on the potential impact of the Coronavirus on South Africa: policy co-ordi...
In this podcast, Prof. Nicola Viegi, the Deputy Director of ERSA an...
Nicola Viegi
Podcast
The optimal monetary and macroprudential policies for the South African economy
We investigate the optimal design and effectiveness of monetary and...
Thabang Molisey, Guangling Dave Liu
Working Paper
Monetary policy in a model with commodity and financial market research brief
Uncovering the key drivers of business cycles of commodity exportin...
Vo Phuong Mai Le, Ruthira Naraidoo
Policy Brief
Monetary policy in a model with commodity and financial market
This paper builds a small open economy model for a net commodity ex...
Vo Phuong Mai Le, Ruthira Naraidoo
Working Paper
Efficiency in South African water utilities: a comparison of estimates from DEA, SFA an...
Climate change has brought renewed and increasing attention to the ...
Jugal Mahabir, Richard Mulwa, Johane Dikgang, Genius Murwirapachena
Policy Brief
Is Basel III counter-cyclical: The case of South Africa?
This paper develops a dynamic general equilibrium model with bankin...
Thabang Molisey, Guangling Dave Liu
Working Paper
Flow specific capital controls for emerging markets
This paper investigates the impact of capital controls on business ...
Guangling Dave Liu, Chris Garbers
Working Paper
Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes
Monetary policy, post Bretton Woods, saw the emergence of the short...
Dawid J. van Lill
Policy Brief
The impact of multinational enterprises on public governance institutions in areas of l...
We explore the interaction between Multinational Enterprises (MNEs)...
Dirk Hanekom, John M. Luiz
Policy Brief
Welfare analysis of bank capital requirements with endogenous default
This paper presents a tractable framework with endogenous default a...
Fernando Garcia-Barragan, Guangling Dave Liu
Working Paper
The effect of financial inclusion on welfare in sub-Saharan Africa: Evidence from disag...
Over two decades sub-Saharan Africa has grown an average by 4.8% pe...
Anthanasius F. Tita, Meshach J. Aziakpono
Working Paper
The Competitive Status of the South African Wheat Industry
This article investigates the competitiveness of the South African ...
Philippus. C. Cloete, Johannes D. van der Merwe, Herman D. van Schalkwyk, Ewert P. J. Kleynhans
Working Paper
Capital controls and foreign currency denomination
This paper studies the effectiveness of capital controls with forei...
Guangling Dave Liu, Fernando Garcia-Barragan
Working Paper
Can bank capital adequacy changes amplify the business cycle in South Africa?
The phenomenon of bank regulation procyclicality requires very care...
Sylvanus Ikhide, Foluso Akinsola
Policy Brief
Impact of Crime on Firm Entry: Evidence from South Africa
In this paper, we analyse the relationship between crime and the en...
Lawrence Edwards, Godfrey Mahofa, Asha Sundaram
Working Paper
South Africa’s real business cycles: The Cycle is the trend
This paper tests the ‘cycle is the trend’ hypothesis. We investigat...
Leroi Raputsoane, Hilary Patroba
Working Paper
The effectiveness of countercyclical capital requirements and contingent convertible ca...
This paper studies the effectiveness of countercyclical capital req...
Hylton Hollander
Working Paper
Do Capital Requirements Affect Cost of Intermediation? Evidence from a Panel of South A...
Since the 2007 sub-prime financial crisis, world bank capital ratio...
Andrew Maredza
Working Paper
Trade Linkages and Business Cycle Co-movement: An Empirical Analysis of Africa and its ...
This paper assesses the extent of trade linkages and shock transmis...
Emilie C. Kinfack-Djoumessi, Lumengo Bonga-Bonga
Working Paper
Macroeconomic Uncertainty in South Africa
This paper develops a new index of economic uncertainty for South A...
Chris Redl
Working Paper
The Relative (in)Efficiency of South African Municipalities in Providing Public Health ...
Previous studies in South Africa have not dis-aggregated efficiency...
Saidou B. Oumar, Josue Mbonigaba
Working Paper
The Fundamental Determinants of Competitiveness in African Countries
This study investigates the drivers of competitiveness in African e...
Olumide Taiwo, Julius A. Agbor
Working Paper
A Network Analysis of the Evolution of the German Interbank Market
In this paper, we report a descriptive investigation of the structu...
Stefano Battiston, Tarik Roukny, Co-Pierre Georg
Working Paper
Credit spread variability in U.S. business cycles: The Great Moderation versus the Grea...
This paper establishes the prevailing financial factors that influe...
Hylton Hollander, Guangling Dave Liu
Working Paper
The Welfare Cost of Sovereign Default and Liquidity Injections
This paper develops a dynamic general equilibrium model with endoge...
Guangling Dave Liu
Working Paper
The Welfare Cost of Sovereign Default and Liquidity Injections
This paper develops a dynamic general equilibrium model with endoge...
Guangling Dave Liu
Working Paper
The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...
This paper studies the role of the equity price channel in business...
Hylton Hollander, Guangling Dave Liu
Working Paper
Trends on the hours worked of the employed, 1997 - 2011
This paper analyses trends in hours worked from South African house...
Derek Yu, Adél Bosch
Working Paper
Trends and Structural Changes in South African Macroeconomic Volatility
The international financial crisis that started in 2007 and the sub...
Stan Du Plessis, Kevin Kotze
Working Paper