Trouble Every Day: Monetary Policy in an Open Emerging Market
Four factors drive the high-frequency impact of monetary policy announcements in South Africa: affecting short-, mid-, and long-term...
Analysing inflation with semi-structural models
This chapter, prepared for the Research Handbook of Inflation, discusses semi-structural time series models for the analysis, forecast...
#SARBbiennial - Session 1: Back to target? Monetary policy in advanced economies
Policy panel at the 2023 South African Reserve Bank biennial conference My slides
Bayesian Local Projections
Accepted at Review of Economics and Statistics Code [GitHub] We propose a Bayesian approach to Local Projections that optimally addresses...
Trouble Every Day: Monetary policy in emerging economies, a study of South Africa
We present a comprehensive analysis of monetary policy in South Africa by employ- ing a state-of-the-art high-frequency identification....
The Global Transmission of U.S. Monetary Policy
New Working Paper (Jan 2022) US monetary policy shapes economic conditions globally due to the dominant role of the dollar in the world...