DSGE | Economic Research Southern Africa

Keyword: DSGE

A macroeconomic perspective of establishing a basic income grant

Adopting a broader perspective of the macroeconomics of basic incom...

Margaux Giannaros, Daan Steenkamp, Hylton Hollander

Podcast

The macroeconomics of establishing a basic income grant in South Africa

Discussion Document 04 This paper offers a discussion on the macro...

Roy Havemann, Hylton Hollander, Daan Steenkamp

Discussion Document

Technical background paper: The macroeconomics of establishing a basic income grant in ...

Working Paper 881 This paper quantifies the effect of fiscal transf...

Roy Havemann, Hylton Hollander, Daan Steenkamp

Working Paper

Prof. Nicola Viegi on SAMNet: a new economic modelling network is born

Adapting to the times, ERSA introduces its new initiative – the Sou...

Margaux Giannaros, Nicola Viegi

Podcast

A New Keynesian DSGE model for low income economies with foreign exchange constraints

The existing literature is clear that low income economies tend to ...

Bertha C. Bangara

Working Paper

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

This paper considers the implications of the counter-cyclical loan-...

Thabang Molisey, Guangling Liu

Working Paper

Fiscal policy and adjustment in a foreign exchange constrained economy: Evidence from M...

Most of the recent literature analysing the adjustments of macroeco...

Bertha C. Bangara, Amos C. Peters

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 Liu

Working Paper

Macroprudential policy and foreign interest rate shocks: A comparison of different inst...

This paper presents a generic small open economy real business cycl...

Guangling Liu, Chris Garbers

Working Paper

Flow specific capital controls for emerging markets

This paper investigates the impact of capital controls on business ...

Guangling Liu, Chris Garbers

Working Paper

Welfare analysis of bank capital requirements with endogenous default

This paper presents a tractable framework with endogenous default a...

Fernando Garcia-Barragan, Guangling Liu

Working Paper

Credit market heterogeneity, balance sheet (in) dependence, financial shocks

This paper presents a real business cycle model with financial fric...

Chris Garbers, Guangling Liu

Working Paper

Monetary policy and commodity terms of trade shocks in emerging market economies

Commodity terms of trade shocks have continued to drive macroeconom...

Albert Touna-Mama, Seedwell Hove, Fulbert Tchana Tchana

Working Paper

The effectiveness of counter-cyclical loan-to-value regulations: generic versus sector-...

This paper considers the implication of the counter-cyclical loan-t...

Guangling Liu

Working Paper