Trouble Every Day: Monetary Policy in an Open Emerging MarketFour factors drive the high-frequency impact of monetary policy announcements in South Africa: affecting short-, mid-, and long-term...
Analysing inflation with semi-structural modelsThis chapter, prepared for the Research Handbook of Inflation, discusses semi-structural time series models for the analysis, forecast...
Bayesian Local ProjectionsAccepted 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 AfricaWe present a comprehensive analysis of monetary policy in South Africa by employ- ing a state-of-the-art high-frequency identification....