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Alain Kabundi

Personal Details

First Name:Alain
Middle Name:
Last Name:Kabundi
Suffix:
RePEc Short-ID:pka395
https://www.imf.org/en/Home
700 19th Street, N.W., Washington, D.C. 20431, USA
+1(202)-623-0049
Terminal Degree:2007 College of Business and Economics; University of Johannesburg (from RePEc Genealogy)

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kabundi,Alain Ntumba & Zahid,Hamza, 2023. "Commodity Price Cycles :Commonalities, Heterogeneities, and Drivers," Policy Research Working Paper Series 10401, The World Bank.
  2. Alain N. Kabundi & Mr. Montfort Mlachila & Jiaxiong Yao, 2022. "How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy," IMF Working Papers 2022/207, International Monetary Fund.
  3. Baffes,John & Kabundi,Alain Ntumba, 2021. "Commodity Price Shocks : Order within Chaos ?," Policy Research Working Paper Series 9792, The World Bank.
  4. Ohnsorge, Franziska & Kabundi, Alain, 2020. "Implications of Cheap Oil for Emerging Markets," CEPR Discussion Papers 15296, C.E.P.R. Discussion Papers.
  5. Wheeler,Collette Mari & Baffes,John & Kabundi,Alain Ntumba & Kindberg-Hanlon,Gene & Nagle,Peter Stephen Oliver & Ohnsorge,Franziska Lieselotte, 2020. "Adding Fuel to the Fire : Cheap Oil during the COVID-19 Pandemic," Policy Research Working Paper Series 9320, The World Bank.
  6. Baffes,John & Kabundi,Alain Ntumba & Nagle,Peter Stephen Oliver, 2020. "The Role of Income and Substitution in Commodity Demand," Policy Research Working Paper Series 9122, The World Bank.
  7. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 202033, University of Pretoria, Department of Economics.
  8. Alain N. Kabundi & Mr. Montfort Mlachila, 2018. "Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa," IMF Working Papers 2018/173, International Monetary Fund.
  9. Baffes,John & Kabundi,Alain Ntumba & Nagle,Peter Stephen Oliver & Ohnsorge,Franziska Lieselotte, 2018. "The role of major emerging markets in global commodity demand," Policy Research Working Paper Series 8495, The World Bank.
  10. Alain Kabundi & Luchelle Soobyah, 2018. "Has the South African economy run out of fiscal space," Occasional Bulletin of Economic Notes 8882, South African Reserve Bank.
  11. Aadila Hoosain & Alta Joubert & Alain Kabundi, 2017. "Order flow and randdollar exchange rate dynamics," Working Papers 8169, South African Reserve Bank.
  12. Alain Kabundi, 2017. "Bulletin," Occasional Bulletin of Economic Notes 8896, South African Reserve Bank.
  13. Alain Kabundi & Asi Mbelu, 2017. "Estimating a timevarying financial conditions index for South Africa," Working Papers 8008, South African Reserve Bank.
  14. Alain Kabundi & Elmarie Nel & Franz Ruch, 2016. "Nowcasting Real GDP growth in South Africa," Working Papers 7068, South African Reserve Bank.
  15. Alain Kabundi & Eric Schaling & Modeste Some, 2016. "Estimating a TimeVarying Phillips Curve for South Africa," Working Papers 7277, South African Reserve Bank.
  16. Alain Kabundi & Asi Mbelu, 2016. "Has the Exchange Rate PassThrough changed in South Africa," Working Papers 7556, South African Reserve Bank.
  17. Alain Kabundi & Ntuthuko Tsokodibane, 2016. "Qualitative Guidance and Predictability of Monetary Policy in South Africa," Working Papers 7434, South African Reserve Bank.
  18. Bonga-Bonga, Lumengo & Kabundi, Alain, 2015. "Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach," MPRA Paper 63731, University Library of Munich, Germany.
  19. Alain Kabundi & Eric Schaling & Modeste Some, 2014. "Monetary Policy and Heterogeneous Inflation Expectations in South Africa," Working Papers 6107, South African Reserve Bank.
  20. Mustafa akir & Alain Kabundi, 2014. "Transmission of Chinas Shocks to the BRIS Countries," Working Papers 6345, South African Reserve Bank.
  21. Ms. Deniz O Igan & Alain N. Kabundi & Mr. Francisco d Nadal De Simone & Ms. Natalia T. Tamirisa, 2013. "Monetary Policy and Balance Sheets," IMF Working Papers 2013/158, International Monetary Fund.
  22. Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
  23. Alain Kabundi, 2012. "Working Paper 152 - Dynamics of Inflation in Uganda," Working Paper Series 401, African Development Bank.
  24. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
  25. Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 1001, University of Nevada, Las Vegas , Department of Economics.
  26. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009. "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers 200925, University of Pretoria, Department of Economics.
  28. Ms. Natalia T. Tamirisa & Alain N. Kabundi & Ms. Deniz O Igan & Mr. Francisco d Nadal De Simone & Marcelo Pinheiro, 2009. "Three Cycles: Housing, Credit, and Real Activity," IMF Working Papers 2009/231, International Monetary Fund.
  29. Alain N. Kabundi & Mr. Francisco d Nadal De Simone, 2009. "Recent French Export Performance: Is There a Competitiveness Problem?," IMF Working Papers 2009/002, International Monetary Fund.
  30. Alain KABUNDI & Rangan GUPTA, 2009. "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009 21500048, EcoMod.
  31. Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode," Working Papers 0919, University of Nevada, Las Vegas , Department of Economics.
  32. Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
  33. Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
  34. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 0916, University of Nevada, Las Vegas , Department of Economics.
  35. Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
  36. Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
  37. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  38. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  39. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  40. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  41. Mr. Francisco d Nadal De Simone & Alain N. Kabundi, 2007. "France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis," IMF Working Papers 2007/129, International Monetary Fund.
  42. Alain N. Kabundi, 2004. "Estimation of Economic Growth in France Using Business Survey Data," IMF Working Papers 2004/069, International Monetary Fund.

Articles

  1. Baffes, John & Kabundi, Alain, 2024. "Do supercycles dominate commodity price movements?," Economics Letters, Elsevier, vol. 237(C).
  2. Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023. "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, vol. 126(C).
  3. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
  4. Kabundi, Alain & De Simone, Francisco Nadal, 2022. "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, vol. 63(C).
  5. John Baffes & Alain Kabundi & Peter Nagle, 2022. "The role of income and substitution in commodity demand [Modelling OECD industrial energy demand: asymmetric price responses and energy-saving technical change]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 498-522.
  6. Alain Kabundi & Asithandile Mbelu, 2021. "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, vol. 60(4), pages 1817-1844, April.
  7. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 435-471, December.
  8. Kabundi, Alain & De Simone, Francisco Nadal, 2020. "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, vol. 91(C), pages 736-758.
  9. Alain Kabundi & Eric Schaling & Modeste Some, 2019. "Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 75-100, June.
  10. Kabundi, Alain & Mlachila, Montfort, 2019. "The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa," Economic Modelling, Elsevier, vol. 79(C), pages 173-185.
  11. Alain Kabundi & Mpho Rapapali, 2019. "The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis," South African Journal of Economics, Economic Society of South Africa, vol. 87(4), pages 464-489, December.
  12. Alain Kabundi & Asi Mbelu, 2018. "Has the Exchange Rate Pass‐Through changed in South Africa?," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 339-360, September.
  13. Mustafa Çakir & Alain Kabundi, 2017. "Transmission of China's Shocks to the BRIS Countries," South African Journal of Economics, Economic Society of South Africa, vol. 85(3), pages 430-454, September.
  14. Igan, Deniz & Kabundi, Alain & De Simone, Francisco Nadal & Tamirisa, Natalia, 2017. "Monetary policy and balance sheets," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 169-184.
  15. C. Claassen & E. Loots & A. Kabundi & W. Viviers, 2017. "Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 41(3), pages 93-112, December.
  16. Kabundi, Alain & Schaling, Eric & Some, Modeste, 2015. "Monetary policy and heterogeneous inflation expectations in South Africa," Economic Modelling, Elsevier, vol. 45(C), pages 109-117.
  17. Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014. "Using large data sets to forecast sectoral employment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 229-264, June.
  18. Andrew S. Duncan & Alain Kabundi, 2014. "Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets," South African Journal of Economics, Economic Society of South Africa, vol. 82(4), pages 531-550, December.
  19. Çakır, Mustafa Yavuz & Kabundi, Alain, 2013. "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, vol. 32(C), pages 190-202.
  20. M. Y. Çakır & A. Kabundi, 2013. "Business cycle co-movements between South Africa and the BRIC countries," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4698-4718, November.
  21. Alain Kabundi & Eric Schaling, 2013. "Inflation and Inflation Expectations in South Africa: an Attempt at Explanation," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 346-355, September.
  22. Duncan, Andrew S. & Kabundi, Alain, 2013. "Domestic and foreign sources of volatility spillover to South African asset classes," Economic Modelling, Elsevier, vol. 31(C), pages 566-573.
  23. Alain Kabundi & John Muteba Mwamba, 2012. "Applying A Genetic Algorithm To International Diversification Of Equity Portfolios: A South African Investor Perspective," South African Journal of Economics, Economic Society of South Africa, vol. 80(1), pages 91-105, March.
  24. Kabundi, Alain & Nadal De Simone, Francisco, 2012. "Recent French relative export performance: Is there a competitiveness problem?," Economic Modelling, Elsevier, vol. 29(4), pages 1408-1435.
  25. Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
  26. Igan, Deniz & Kabundi, Alain & Nadal De Simone, Francisco & Pinheiro, Marcelo & Tamirisa, Natalia, 2011. "Housing, credit, and real activity cycles: Characteristics and comovement," Journal of Housing Economics, Elsevier, vol. 20(3), pages 210-231, September.
  27. Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011. "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
  28. Rangan Gupta & Alain Kabundi & Stephen Miller, 2011. "Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States," Journal of Housing Research, Taylor & Francis Journals, vol. 20(2), pages 161-190, January.
  29. Sonali Das & Rangan Gupta & Alain Kabundi, 2011. "Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(2), pages 288-302, March.
  30. Lumengo Bonga-Bonga & Alain Kabundi, 2011. "Monetary Policy Action and Inflation in South Africa: An Empirical Analysis," The African Finance Journal, Africagrowth Institute, vol. 13(2), pages 25-37.
  31. Alain Kabundi & John Mwamba Muteba, 2011. "Extreme Value At Risk: A Scenario For Risk Management," South African Journal of Economics, Economic Society of South Africa, vol. 79(2), pages 173-183, June.
  32. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
  33. Alain Kabundi & Nonhlanhla Ngwenya, 2011. "Assessing Monetary Policy In South Africa In A Data‐Rich Environment," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 91-107, March.
  34. Alain Kabundi & Francisco Nadal De Simone, 2011. "France in the global economy: a structural approximate dynamic factor model analysis," Empirical Economics, Springer, vol. 41(2), pages 311-342, October.
  35. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010. "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, vol. 43(3), pages 187-204, August.
  36. Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
  37. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(2), pages 135-147.
  38. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010. "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
  39. Rangan Gupta & Alain Kabundi, 2010. "The effect of monetary policy on house price inflation," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 37(6), pages 616-626, November.
  40. Sonali Das & Rangan Gupta & Alain Kabundi, 2010. "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, vol. 19(1), pages 89-109, January.
  41. Alain Kabundi & Elsabé Loots, 2010. "Patterns Of Co‐Movement Between South Africa And Germany: Evidence From The Period 1985 To 2006," South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 383-399, December.
  42. Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
  43. Alain Kabundi, 2009. "Synchronisation Between South Africa And The U.S.: A Structural Dynamic Factor Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 1-27, March.
  44. Alain Kabundi & Idriss Mouchili, 2009. "Stock Market Integration: A South African Perspective," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 51-66.
  45. Kabundi, Alain & Loots, Elsabe, 2007. "Co-movement between South Africa and the Southern African Development Community: An empirical analysis," Economic Modelling, Elsevier, vol. 24(5), pages 737-748, September.
    RePEc:taf:ijspmg:v:16:y:2011:i:1:p:1-20 is not listed on IDEAS
    RePEc:eme:jespps:01443581011086657 is not listed on IDEAS

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Economic Growth and Change of African Countries

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (17) 2008-07-05 2008-07-05 2008-09-20 2009-01-24 2009-01-31 2009-01-31 2009-07-03 2009-07-11 2009-11-27 2015-04-25 2015-11-15 2018-01-15 2018-01-15 2018-08-13 2020-05-18 2020-11-02 2021-05-24. Author is listed
  2. NEP-FOR: Forecasting (15) 2008-07-05 2008-07-05 2008-07-05 2008-09-20 2008-10-21 2009-01-24 2009-02-28 2009-05-23 2009-06-03 2009-12-19 2010-01-16 2010-02-27 2011-01-16 2011-01-23 2018-01-15. Author is listed
  3. NEP-CBA: Central Banking (14) 2008-07-05 2008-07-05 2008-09-20 2009-01-24 2009-06-10 2009-07-03 2009-07-11 2009-12-19 2010-01-16 2010-02-27 2015-04-25 2015-11-15 2020-05-18 2023-02-20. Author is listed
  4. NEP-MON: Monetary Economics (13) 2009-01-31 2009-01-31 2009-07-03 2009-07-11 2009-11-27 2012-09-22 2015-04-25 2015-11-15 2015-11-15 2018-01-01 2018-01-15 2018-08-13 2023-02-20. Author is listed
  5. NEP-URE: Urban and Real Estate Economics (12) 2008-07-05 2008-10-21 2009-01-24 2009-02-28 2009-05-23 2009-06-03 2009-07-03 2009-07-11 2009-12-19 2010-01-16 2010-02-27 2011-01-23. Author is listed
  6. NEP-ECM: Econometrics (7) 2008-07-05 2008-07-05 2008-09-20 2008-10-21 2009-02-28 2009-12-19 2011-01-23. Author is listed
  7. NEP-ENE: Energy Economics (5) 2020-07-20 2020-10-05 2020-11-02 2021-05-24 2022-11-07. Author is listed
  8. NEP-AFR: Africa (4) 2008-07-05 2009-01-31 2009-11-27 2012-09-22
  9. NEP-ORE: Operations Research (3) 2009-12-19 2010-01-16 2010-02-27
  10. NEP-AGR: Agricultural Economics (2) 2022-11-07 2023-02-20
  11. NEP-CIS: Confederation of Independent States (1) 2015-11-15
  12. NEP-CWA: Central and Western Asia (1) 2021-05-24
  13. NEP-DEV: Development (1) 2012-09-22
  14. NEP-DGE: Dynamic General Equilibrium (1) 2009-12-19
  15. NEP-ENV: Environmental Economics (1) 2023-02-20
  16. NEP-ETS: Econometric Time Series (1) 2008-09-20
  17. NEP-GEO: Economic Geography (1) 2008-07-05
  18. NEP-INT: International Trade (1) 2020-11-02
  19. NEP-MST: Market Microstructure (1) 2018-01-01

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