Dynamic Stochastic General Equilibrium (DSGE) Model

Labour Market and Monetary Policy

Economic Research Southern Africa Working Papers This paper investi...

Nicola Viegi, Vincent Dadam

Research Paper

The Optimal Monetary and Macroprudential Policies for the South African Economy

We investigate the optimal design and effectiveness of monetary and...

Guangling Dave Liu, Thabang Molisey

Research Paper

Housing and Credit Market Shocks: Exploring the Role of Rule-Based Basel III Counter-Cy...

This paper examines the extent to which the Basel III bank capital ...

Guangling Dave Liu, Thabang Molisey

Model Databases

Credit Spread Variability in the U.S. Business Cycle: The Great Moderation versus the G...

Journal of Banking and Finance This paper identifies the prevailing...

Guangling Dave Liu, Hylton Hollander

Research Paper

The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...

Economic Modelling This paper studies the role of the equity price ...

Guangling Dave Liu, Hylton Hollander

Research Paper

A Medium-Sized Open Economy DSGE Model of South Africa

South African Reserve Bank Working Paper Series In this paper a dyn...

Ben W. Smit, Max R. Steinbach, Stan Du Plessis

Model Databases

Will the SARB always Succeed in Fighting Inflation with Contractionary Policy?

South African Journal of Economics The conventional view is that a ...

Research Paper

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

Model Databases

Labour Market and Monetary Policy in South Africa

Unemployment is the defining characteristic of the South African ec...

Vincent Dadam, Nicola Viegi

Model Databases

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

Model Databases

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

Model Databases

Will the SARB always succeed in fighting inflation with contractionary policy?

The conventional view is that a monetary policy shock has both supp...

Guangling Dave Liu

Model Databases