Model Databases | Economic Research Southern Africa

Model Databases

A Bank-Level Analysis of Interest Rate Pass-Through in South Africa

We study how changes in the South African Reserve Bank’s policy rat...

Daan Steenkamp, Matthew Greenwood-Nimmo, Rossouw van Jaarsveld

Model Databases

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

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

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

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 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

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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

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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