South Africa - Central Bank Research Hub

Title Author(s)

Estimating a time-varying financial conditions index for South Africa

South African Reserve Bank Working Papers [View] (Paper: 1702, 30.09.2017)

JEL: B26, C32, C53, G01, G17

The Quarterly Projection Model of the SARB

South African Reserve Bank Working Papers [View] (Paper: 1701, 27.09.2017)

JEL: C53, E50, Z00

Has the Exchange Rate Pass-Through changed in South Africa?

South African Reserve Bank Working Papers [View] (Paper: 1610, 16.11.2016)

JEL: C51, E52, E58

Vulnerability to Normalization of Global Financing Conditions: An Operational Approach

South African Reserve Bank Working Papers [View] (Paper: 1504, 22.08.2016)

Qualitative Guidance and Predictability of Monetary Policy in South Africa

South African Reserve Bank Working Papers [View] (Paper: 16/09, 17.08.2016)

JEL: C14, E43, E52, E58, G14

Decomposing inflation using micro-price-level data: South Africa's pricing dynamics

South African Reserve Bank Working Papers [View] (Paper: 16/06, 22.06.2016)

JEL: C55, D40, E31

Decomposing inflation using micro-price-level data: Sticky-price inflation

South African Reserve Bank Working Papers [View] (Paper: 16/07, 22.06.2016)

JEL: C55, D40, E31

Estimating a Time-Varying Phillips Curve for South Africa

South African Reserve Bank Working Papers [View] (Paper: 16/05, 03.05.2016)

JEL: C51, E52, E58

Accounting for Productivity Growth: Schumpeterian versus Semi-Endogenous Explanations

South African Reserve Bank Working Papers [View] (Paper: 16/04, 02.05.2016)

JEL: O47

Modeling and Forecasting Daily Financial and Commodity Term Structures: A Unified Global Approach

South African Reserve Bank Working Papers [View] (Paper: 16/08, 27.04.2016)

JEL: C58, G15

Inflation in South Africa: An Assessment of Alternative Inflation Models

South African Reserve Bank Working Papers [View] (Paper: 16/03, 01.04.2016)

Estimating South Africa's output gap and potential growth rate

South African Reserve Bank Working Papers [View] (Paper: 16/02, 01.03.2016)

Nowcasting Real GDP growth in South Africa

South African Reserve Bank Working Papers [View] (Paper: 16/01, 02.02.2016)

JEL: C33, C53, E52

Second-Round Effects from Food and Energy Prices: an SBVAR approach

South African Reserve Bank Working Papers [View] (Paper: 15/05, 10.12.2015)

JEL: C11, E31

Vulnerability to Normalization of Global Financing Conditions: An Operational Approach

South African Reserve Bank Working Papers [View] (Paper: 15/04, 29.10.2015)

A Revised Quarterly Projection Model for South Africa

South African Reserve Bank Working Papers [View] (Paper: 15/03, 12.08.2015)

JEL: C51, E47, E52

Speculative Flows, Exchange Rate Volatility and Monetary Policy: the South African Experience

South African Reserve Bank Working Papers [View] (Paper: 15/02, 13.02.2015)

Labour Market and Monetary Policy in South Africa

South African Reserve Bank Working Papers [View] (Paper: 15/01, 12.02.2015)

Variance Bounds as Thresholds for Excessive Currency Volatility: Inflation Targeting Emerging Economies

South African Reserve Bank Working Papers [View] (Paper: 14/09, 02.12.2014)

JEL: E52, F31

A semi-structural approach to estimate South Africas potential output

South African Reserve Bank Working Papers [View] (Paper: 14/08, 24.11.2014)

Exploring Unbalanced Growth in South Africa: Understanding the Sectoral Structure of the South African Economy

South African Reserve Bank Working Papers [View] (Paper: 14/07, 17.10.2014)

Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models

South African Reserve Bank Working Papers [View] (Paper: 14/06, 09.10.2014)

JEL: C63, C68, E17, E37

Transmission of Chinas Shocks to the BRIS Countries

South African Reserve Bank Working Papers [View] (Paper: 14/05, 22.07.2014)

JEL: C3, E32, F40, O57

A medium-sized open economy DSGE model of South Africa

South African Reserve Bank Working Papers [View] (Paper: 14/04, 11.07.2014)

JEL: C11, E17, E52

Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies

South African Reserve Bank Working Papers [View] (Paper: 14/03, 20.06.2014)

JEL: G14, G23, G24

Relative price variability: Which components of the consumer price index contribute towards its variability?

South African Reserve Bank Working Papers [View] (Paper: 14/02, 06.05.2014)

JEL: E31, E52

Monetary Policy and Heterogeneous Inflation Expectations in South Africa

South African Reserve Bank Working Papers [View] (Paper: 14/01, 19.02.2014)

JEL: C51, E52, E58

Important channels of transmission of monetary policy shock in South Africa

South African Reserve Bank Working Papers [View] (Paper: 13/06, 10.12.2013)

JEL: C11, C13, C33, C53

South African Capital Markets: An Overview

South African Reserve Bank Working Papers [View] (Paper: 13/04, 29.10.2013)

JEL: F31, G10

Nominal GDP Targeting and the Monetary Policy Framework

South African Reserve Bank Working Papers [View] (Paper: 13/05, 30.09.2013)

Achieving higher growth and employment: Policy options for South Africa

South African Reserve Bank Working Papers [View] (Paper: 13/03, 03.07.2013)

JEL: C32, E24, O40

The Impact of International Spillovers on the South African Economy

South African Reserve Bank Working Papers [View] (Paper: 13/02, 09.05.2013)

JEL: C32, E31, F41

The pace of potential output growth in the South African economy

South African Reserve Bank Working Papers [View] (Paper: 13/01, 07.03.2013)

JEL: C32, E23, E24

Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa

South African Reserve Bank Working Papers [View] (Paper: 12/08, 10.10.2012)

JEL: C22, C32, C51, C52, E3, E52, F13, F39

Towards a Measure of Core Inflation using Singular Spectrum

South African Reserve Bank Working Papers [View] (Paper: 12/07, 28.09.2012)

JEL: C14, C41, E31, E37, N17

An Alternative Business Cycle Dating Procedure for South Africa

South African Reserve Bank Working Papers [View] (Paper: 12/06, 01.09.2012)

JEL: C10, E32

An Alternative Business Cycle Dating Procedure for South Africa

South African Reserve Bank Working Papers [View] (Paper: 12/06, 01.09.2012)

JEL: C10, E32

A Financial Conditions Index for South Africa

South African Reserve Bank Working Papers [View] (Paper: 12/05, 30.08.2012)

JEL: E17, E44, E5

What price-level data can tell us about pricing conduct in South Africa

South African Reserve Bank Working Papers [View] (Paper: 12/04, 22.08.2012)

JEL: D40, E02, E30, E31, E52

What price-level data can tell us about pricing conduct in South Africa

South African Reserve Bank Working Papers [View] (Paper: 12/04, 22.08.2012)

JEL: D40, E02, E30, E31, E52

The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises

South African Reserve Bank Working Papers [View] (Paper: 12/03, 07.06.2012)

JEL: E31, E52, F30, F31

No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates

South African Reserve Bank Working Papers [View] (Paper: 12/01, 07.06.2012)

JEL: C13, E43, G12

Modelling South Africa's equilibrium real effective exchange rate: A VECM approach

South African Reserve Bank Working Papers [View] (Paper: 12/02, 25.04.2012)

JEL: F31, F41