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Daan Steenkamp

Personal Details

First Name:Daan
Middle Name:
Last Name:Steenkamp
Suffix:
RePEc Short-ID:pst548
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
Faculty of Economic and Management Sciences
University of Stellenbosch

Stellenbosch, South Africa
http://www.ekon.sun.ac.za/
RePEc:edi:desunza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Steenkamp, Daan & Erasmus, Ruan, 2022. "Term premium estimation for South Africa," MPRA Paper 114895, University Library of Munich, Germany.
  2. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
  3. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
  4. Daan Steenkamp & Ruan Erasmus, 2022. "The South African sovereign term premium and its drivers," Working Papers 15, Economic Research Southern Africa.
  5. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
  6. Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.
  7. Daan Steenkamp & Ruan Erasmus, 2022. "South Africa’s yield curve conundrum," Working Papers 07, Economic Research Southern Africa.
  8. Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," MPRA Paper 114614, University Library of Munich, Germany.
  9. Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers 11024, South African Reserve Bank.
  10. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.
  11. Luchelle Soobyah & Daan Steenkamp, 2021. "Has publication of a repo path provided guidance," Occasional Bulletin of Economic Notes 11033, South African Reserve Bank.
  12. Byron Botha & Samkelo Duma & Daan Steenkamp, 2021. "A Truckometer for South Africa," Occasional Bulletin of Economic Notes 11034, South African Reserve Bank.
  13. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers 11014, South African Reserve Bank.
  14. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.
  15. Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
  16. Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
  17. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.
  18. Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10211, South African Reserve Bank.
  19. Luchelle Soobyah & Daan Steenkamp, 2020. "Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020," Occasional Bulletin of Economic Notes 10009, South African Reserve Bank.
  20. Julius Pain & Mpho Rapapali & Daan Steenkamp, 2020. "iv South African Reserve Bank WP 201212 What pricelevel data can tell us about pricing conduct in South Africa," Occasional Bulletin of Economic Notes 10412, South African Reserve Bank.
  21. Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp, 2020. "Developments in debt issuance costs of South African banks," Working Papers 10157, South African Reserve Bank.
  22. Luchelle Soobyah & Daan Steenkamp, 2019. "The role of the rand as a shock absorber," Working Papers 9254, South African Reserve Bank.
  23. Daan Steenkamp, 2019. "Rand misalignment Evidence from Bayesian Threshold VECMs," Occasional Bulletin of Economic Notes 9342, South African Reserve Bank.
  24. Nicholas Mulligan & Daan Steenkamp, 2018. "Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes," Reserve Bank of New Zealand Analytical Notes series AN2018/03, Reserve Bank of New Zealand.
  25. Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Working Papers 2018-16, CEPII research center.
  26. Daan Steenkamp, 2018. "Productivity estimates for South Africa from CES production functions," Working Papers 8937, South African Reserve Bank.
  27. Bevan Cook & Daan Steenkamp, 2018. "Funding cost pass-through to mortgage rates," Reserve Bank of New Zealand Analytical Notes series AN2018/02, Reserve Bank of New Zealand.
  28. Bojosi Morule & Daan Steenkamp, 2018. "The structure of South Africa s external position," Occasional Bulletin of Economic Notes 8878, South African Reserve Bank.
  29. Daan Steenkamp, 2017. "Explosiveness in G11 currencies," Reserve Bank of New Zealand Discussion Paper Series DP2017/02, Reserve Bank of New Zealand.
  30. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
  31. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
  32. Daan Steenkamp, 2015. "Constructing cross country estimates of relative industry MFP levels," Reserve Bank of New Zealand Analytical Notes series AN2015/04, Reserve Bank of New Zealand.
  33. Daan Steenkamp, 2014. "Structural adjustment in New Zealand since the commodity boom," Reserve Bank of New Zealand Analytical Notes series AN2014/02, Reserve Bank of New Zealand.
  34. Willy Chetwin & Tim Ng & Daan Steenkamp, 2013. "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.
  35. Daan Steenkamp, 2013. "Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data," Reserve Bank of New Zealand Analytical Notes series AN2013/01, Reserve Bank of New Zealand.
  36. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  37. James Graham & Daan Steenkamp, 2012. "Extending the Reserve Bank’s macroeconomic balance model of the exchange rate," Reserve Bank of New Zealand Analytical Notes series AN2012/08, Reserve Bank of New Zealand.
    repec:rbz:oboens:11015 is not listed on IDEAS
  38. Daan Steenkamp & Hylton Hollander & Roy Havemann, "undated". "The macroeconomics of establishing a basic income grant in South Africa," Working Papers 04, Economic Research Southern Africa.
  39. Daan Steenkamp & Hylton Hollander & Roy Havemann, "undated". "Technical background paper: The macroeconomics of establishing a basic income grant in South Africa," Working Papers 881, Economic Research Southern Africa.
    repec:rbz:oboens:11019 is not listed on IDEAS
  40. Jacobus Nel & Lucas A. Mariani, "undated". "Economic impacts of FATF recommendations and grey-listing announcement," Working Papers 05, Economic Research Southern Africa.

Articles

  1. Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
  2. Byron Botha & Tim Olds & Geordie Reid & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African gross domestic product using a suite of statistical models," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 526-554, December.
  3. Daan Steenkamp, 2018. "Factor Substitution and Productivity in New Zealand," The Economic Record, The Economic Society of Australia, vol. 94(304), pages 64-79, March.
  4. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
  5. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.
  6. Daan Steenkamp, 2014. "How volatile are New Zealand’s terms of trade? An international comparison," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, June.
  7. Daan Steenkamp, 2014. "Measuring New Zealand’s effective exchange rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 1-15, December.
  8. Miles Parker & Daan Steenkamp, 2012. "The economic impact of the Canterbury earthquakes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 75, pages 13-25, September.
  9. Daan Steenkamp, 2010. "New Zealand’s imbalances in a cross-country context," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, pages 37-49, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," MPRA Paper 114614, University Library of Munich, Germany.

    Mentioned in:

    1. The macroeconomics of establishing a basic income grant in South Africa
      by Christian Zimmermann in NEP-DGE blog on 2022-11-21 16:27:17

Working papers

  1. Steenkamp, Daan & Erasmus, Ruan, 2022. "Term premium estimation for South Africa," MPRA Paper 114895, University Library of Munich, Germany.

    Cited by:

    1. Hylton Hollander, 2024. "Debt-financed fiscal stimulus in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.

  2. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.

    Cited by:

    1. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
    2. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023. "Enhancing the Quarterly Projection Model," Working Papers 11048, South African Reserve Bank.

  3. Daan Steenkamp & Ruan Erasmus, 2022. "The South African sovereign term premium and its drivers," Working Papers 15, Economic Research Southern Africa.

    Cited by:

    1. Fedderke, J.W. & Perkins, P. & Luiz, J.M., 2006. "Infrastructural investment in long-run economic growth: South Africa 1875-2001," World Development, Elsevier, vol. 34(6), pages 1037-1059, June.
    2. Johannes W. Fedderke & John M. Luiz, 2005. "Does Human Generate Social and Institutional Capital? Exploring Evidence From Time Series Data in a Middle Income Country," Working Papers 029, Economic Research Southern Africa.

  4. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.

    Cited by:

    1. Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
    2. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Papers 2401.00249, arXiv.org, revised Jul 2024.

  5. Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.

    Cited by:

    1. Hylton Hollander, 2024. "Debt-financed fiscal stimulus in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.

  6. Daan Steenkamp & Ruan Erasmus, 2022. "South Africa’s yield curve conundrum," Working Papers 07, Economic Research Southern Africa.

    Cited by:

    1. Martin Gustafsson & Firoz Patel, 2009. "Managing the teacher pay system: What the local and international data are telling us," Working Papers 26/2009, Stellenbosch University, Department of Economics.
    2. Chicoine, Luke, 2012. "AIDS mortality and its effect on the labor market: Evidence from South Africa," Journal of Development Economics, Elsevier, vol. 98(2), pages 256-269.
    3. Reza C. Daniels, 2012. "A Framework for Investigating Micro Data Quality, with Application to South African Labour Market Household Surveys," SALDRU Working Papers 90, Southern Africa Labour and Development Research Unit, University of Cape Town.
    4. Reza C. Daniels, 2012. "Questionnaire Design and Response Propensities for Employee Income Micro Data," SALDRU Working Papers 89, Southern Africa Labour and Development Research Unit, University of Cape Town.
    5. Claire Vermaak, 2010. "The Impact of Multiple Imputation of Coarsened Data on Estimates on the Working Poor in South Africa," WIDER Working Paper Series wp-2010-086, World Institute for Development Economic Research (UNU-WIDER).
    6. Derek Yu, 2013. "Some factors influencing the comparability and reliability of poverty estimates across household surveys," Working Papers 03/2013, Stellenbosch University, Department of Economics.
    7. Haroon Bhorat & Sumayya Goga, 2012. "The Gender Wage Gap in the Post-apartheid South African Labour Market," Working Papers 12148, University of Cape Town, Development Policy Research Unit.
    8. Claire Vermaak, 2012. "Tracking poverty with coarse data: evidence from South Africa," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 10(2), pages 239-265, June.
    9. Adel Bosch & Steven F. Koch, 2021. "Individual and Household Debt: Does Imputation Choice Matter?," Working Papers 202141, University of Pretoria, Department of Economics.
    10. Dieter Von Fintel, 2007. "Dealing With Earnings Bracket Responses In Household Surveys – How Sharp Are Midpoint Imputations?," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 293-312, June.

  7. Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," MPRA Paper 114614, University Library of Munich, Germany.

    Cited by:

    1. Chloe Allison & Neryvia Pillay, 2024. "Cash transfers and prices what is the impact of social welfare on prices," Working Papers 11057, South African Reserve Bank.

  8. Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers 11024, South African Reserve Bank.

    Cited by:

    1. Rhea Choudhary, 2022. "AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme," Working Papers 11039, South African Reserve Bank.
    2. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.

  9. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers 11014, South African Reserve Bank.

    Cited by:

    1. Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.
    2. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.

  10. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.

    Cited by:

    1. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
    2. Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.
    3. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.
    4. Douglas Barrios & Federico Sturzenegger & Frank Muci & Patricio Goldstein & Ricardo Hausmann, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa 2007-2020," Growth Lab Working Papers 182, Harvard's Growth Lab.
    5. Ricardo Hausmann & Federico Sturzenegger & Patricio Goldstein & Frank Muci & Douglas Barrios, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa (2007-2020)," WIDER Working Paper Series wp-2022-3, World Institute for Development Economic Research (UNU-WIDER).
    6. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.

  11. Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.

    Cited by:

    1. Hylton Hollander, 2024. "Debt-financed fiscal stimulus in South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 48(1), pages 87-112, January.
    2. Steenkamp, Daan & Erasmus, Ruan, 2022. "Term premium estimation for South Africa," MPRA Paper 114895, University Library of Munich, Germany.
    3. Roy Havemann & Hylton Hollander, 2022. "Fiscal policy in times of fiscal stress: Or what to do when r > g," WIDER Working Paper Series wp-2022-52, World Institute for Development Economic Research (UNU-WIDER).
    4. Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021. "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers 11006, South African Reserve Bank.
    5. Johannes W. Fedderke, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10142, South African Reserve Bank.
    6. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
    7. Luchelle Soobyah & Daan Steenkamp, 2020. "Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020," Occasional Bulletin of Economic Notes 10009, South African Reserve Bank.
    8. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
    9. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.
    10. Luchelle Soobyah & Nicola Viegi, 2022. "CanNationalTreasurydocontractionarymonetarypolicy," Working Papers 11031, South African Reserve Bank.
    11. Rhea Choudhary, 2022. "Analysing the spillover effects of the South African Reserve Banks bond purchase programme," Working Papers 11025, South African Reserve Bank.
    12. Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).
    13. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.
    14. Patrick Honohan & Athanasios Orphanides, 2022. "Monetary policy in South Africa, 2007-21," WIDER Working Paper Series wp-2022-29, World Institute for Development Economic Research (UNU-WIDER).
    15. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023. "Enhancing the Quarterly Projection Model," Working Papers 11048, South African Reserve Bank.
    16. Rhea Choudhary, 2022. "AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme," Working Papers 11039, South African Reserve Bank.

  12. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.

    Cited by:

    1. Johannes W. Fedderke, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10142, South African Reserve Bank.
    2. Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Time consistency and economic growth: A case study of South African macroeconomic policy," Working Papers 842, Economic Research Southern Africa.
    3. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
    4. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.
    5. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023. "Enhancing the Quarterly Projection Model," Working Papers 11048, South African Reserve Bank.
    6. Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp, 2020. "Developments in debt issuance costs of South African banks," Working Papers 10157, South African Reserve Bank.
    7. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.

  13. Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10211, South African Reserve Bank.

    Cited by:

    1. Dladla, Pholile & Malikane, Christopher, 2022. "Inflation dynamics in an emerging market: The case of South Africa," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 262-271.
    2. Monique B. Reid & Pierre L. Siklos, 2022. "How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3355-3376, September.
    3. Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Time consistency and economic growth: A case study of South African macroeconomic policy," Working Papers 842, Economic Research Southern Africa.
    4. Chris Loewald & Konstantin Makrelov & Ekaterina Pirozhkova, 2022. "TheshorttermcostsofreducingtrendinflationinSouthAfrica," Working Papers 11029, South African Reserve Bank.

  14. Julius Pain & Mpho Rapapali & Daan Steenkamp, 2020. "iv South African Reserve Bank WP 201212 What pricelevel data can tell us about pricing conduct in South Africa," Occasional Bulletin of Economic Notes 10412, South African Reserve Bank.

    Cited by:

    1. Douglas Barrios & Federico Sturzenegger & Frank Muci & Patricio Goldstein & Ricardo Hausmann, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa 2007-2020," Growth Lab Working Papers 182, Harvard's Growth Lab.
    2. Ricardo Hausmann & Federico Sturzenegger & Patricio Goldstein & Frank Muci & Douglas Barrios, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa (2007-2020)," WIDER Working Paper Series wp-2022-3, World Institute for Development Economic Research (UNU-WIDER).

  15. Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp, 2020. "Developments in debt issuance costs of South African banks," Working Papers 10157, South African Reserve Bank.

    Cited by:

    1. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.
    2. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.
    3. Mmakganya Mashoene & Mishelle Doorasamy & Rajendra Rajaram, 2021. "The application of different term-structure models to estimate South African real spot rate curve," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 10(3), pages 21-36, July.
    4. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.

  16. Luchelle Soobyah & Daan Steenkamp, 2019. "The role of the rand as a shock absorber," Working Papers 9254, South African Reserve Bank.

    Cited by:

    1. Christopher Loewald, 2021. "Macro works applying integrated policy frameworks to South Africa," Working Papers 11021, South African Reserve Bank.
    2. Christopher Loewald, 2021. "Macro works a decisiontree approach to exchange rate policy," Working Papers 11009, South African Reserve Bank.
    3. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers 11014, South African Reserve Bank.
    4. Douglas Barrios & Federico Sturzenegger & Frank Muci & Patricio Goldstein & Ricardo Hausmann, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa 2007-2020," Growth Lab Working Papers 182, Harvard's Growth Lab.
    5. Patrick Honohan & Athanasios Orphanides, 2022. "Monetary policy in South Africa, 2007-21," WIDER Working Paper Series wp-2022-29, World Institute for Development Economic Research (UNU-WIDER).
    6. Ricardo Hausmann & Federico Sturzenegger & Patricio Goldstein & Frank Muci & Douglas Barrios, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa (2007-2020)," WIDER Working Paper Series wp-2022-3, World Institute for Development Economic Research (UNU-WIDER).
    7. Sibande, Xolani, 2024. "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).

  17. Nicholas Mulligan & Daan Steenkamp, 2018. "Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes," Reserve Bank of New Zealand Analytical Notes series AN2018/03, Reserve Bank of New Zealand.

    Cited by:

    1. Bruno Thiago Tomio, 2020. "Carry trade in developing and developed countries : a Granger causality analysis with the Toda-Yamamoto approach," Post-Print halshs-02968822, HAL.
    2. Bruno Thiago Tomio & Guillaume Vallet, 2021. "Carry Trade and Negative Policy Rates in Switzerland : Low-lying fog or storm ?," Post-Print halshs-03669561, HAL.
    3. Bruno Thiago Tomio, 2020. "Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto appr," Economics Bulletin, AccessEcon, vol. 40(3), pages 2154-2164.

  18. Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Working Papers 2018-16, CEPII research center.

    Cited by:

    1. Valerie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2020. "Measuring the Balassa-Samuelson effect: A guidance note on the RPROD database," Post-Print hal-03101442, HAL.
    2. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
    3. Carl Grekou, 2019. "EQCHANGE Annual Assessment 2019," Working Papers 2019-19, CEPII research center.
    4. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
    5. Claire Giordano, 2019. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Questioni di Economia e Finanza (Occasional Papers) 522, Bank of Italy, Economic Research and International Relations Area.
    6. Florian Morvillier, 2020. "Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies," EconomiX Working Papers 2020-18, University of Paris Nanterre, EconomiX.
    7. Bacchetta, Philippe & Chikhani, Pauline, 2020. "On the Weakness of the Swedish Krona," CEPR Discussion Papers 15468, C.E.P.R. Discussion Papers.

  19. Daan Steenkamp, 2018. "Productivity estimates for South Africa from CES production functions," Working Papers 8937, South African Reserve Bank.

    Cited by:

    1. Johannes W. Fedderke, 2022. "Identifying steady‐state growth and inflation in the South African economy, 1960–2020," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 279-300, September.
    2. Johannes W. Fedderke, 2021. "Identifying Supply and Demand Shocks in the South African Economy 19602020," Working Papers 11012, South African Reserve Bank.
    3. Douglas Barrios & Federico Sturzenegger & Frank Muci & Patricio Goldstein & Ricardo Hausmann, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa 2007-2020," Growth Lab Working Papers 182, Harvard's Growth Lab.
    4. Cobus Vermeulen, 2023. "The inherent uncertainties in output gap estimation a South African perspective," Working Papers 11051, South African Reserve Bank.
    5. Ricardo Hausmann & Federico Sturzenegger & Patricio Goldstein & Frank Muci & Douglas Barrios, 2022. "Macroeconomic risks after a decade of microeconomic turbulence: South Africa (2007-2020)," WIDER Working Paper Series wp-2022-3, World Institute for Development Economic Research (UNU-WIDER).

  20. Bevan Cook & Daan Steenkamp, 2018. "Funding cost pass-through to mortgage rates," Reserve Bank of New Zealand Analytical Notes series AN2018/02, Reserve Bank of New Zealand.

    Cited by:

    1. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.
    2. Anthony Brassil & Jon Cheshire & Joseph Muscatello, 2018. "The Transmission of Monetary Policy through Banks' Balance Sheets," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
    3. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    4. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.
    5. Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp, 2020. "Developments in debt issuance costs of South African banks," Working Papers 10157, South African Reserve Bank.

  21. Daan Steenkamp, 2017. "Explosiveness in G11 currencies," Reserve Bank of New Zealand Discussion Paper Series DP2017/02, Reserve Bank of New Zealand.

    Cited by:

    1. Arianna Agosto & Alessia Cafferata, 2020. "Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market," Risks, MDPI, vol. 8(2), pages 1-14, April.
    2. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
    3. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
    4. Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David, 2019. "Co-explosivity in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 29(C), pages 178-183.

  22. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.

    Cited by:

    1. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.

  23. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.

    Cited by:

    1. Ziesemer, Thomas, 2021. "Labour-augmenting technical change data for alternative elasticities of substitution, growth, slowdown, and distribution dynamics," MERIT Working Papers 2021-003, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    2. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
    3. Song, Eunbi, 2021. "What drives labor share change? Evidence from Korean industries," Economic Modelling, Elsevier, vol. 94(C), pages 370-385.
    4. Chen, Hong & Wang, Xi & Singh, Baljeet, 2021. "Transient and persistent inefficiency traps in Chinese provinces," Economic Modelling, Elsevier, vol. 97(C), pages 335-347.

  24. Daan Steenkamp, 2015. "Constructing cross country estimates of relative industry MFP levels," Reserve Bank of New Zealand Analytical Notes series AN2015/04, Reserve Bank of New Zealand.

    Cited by:

    1. Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Reserve Bank of New Zealand Discussion Paper Series DP2018/08, Reserve Bank of New Zealand.
    2. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.

  25. Daan Steenkamp, 2014. "Structural adjustment in New Zealand since the commodity boom," Reserve Bank of New Zealand Analytical Notes series AN2014/02, Reserve Bank of New Zealand.

    Cited by:

    1. Daan Steenkamp, 2014. "How volatile are New Zealand’s terms of trade? An international comparison," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, June.
    2. Aqib Aslam & Samya Beidas-Strom & Mr. Rudolfs Bems & Oya Celasun & Zsoka Koczan, 2016. "Trading on Their Terms? Commodity Exporters in the Aftermath of the Commodity Boom," IMF Working Papers 2016/027, International Monetary Fund.
    3. Ross Kendall, 2014. "Economic linkages between New Zealand and China," Reserve Bank of New Zealand Analytical Notes series AN2014/06, Reserve Bank of New Zealand.
    4. James Graham, 2014. "'N Sync: how do countries' economies move together?," Reserve Bank of New Zealand Analytical Notes series AN2014/04, Reserve Bank of New Zealand.

  26. Willy Chetwin & Tim Ng & Daan Steenkamp, 2013. "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.

    Cited by:

    1. Daan Steenkamp, 2014. "How volatile are New Zealand’s terms of trade? An international comparison," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, June.
    2. Lauren Rosborough & Raiko Shareef, 2013. "Foreign exchange turnover: trends in New Zealand and abroad," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 76, pages 31-40, December.
    3. Daan Steenkamp, 2014. "Structural adjustment in New Zealand since the commodity boom," Reserve Bank of New Zealand Analytical Notes series AN2014/02, Reserve Bank of New Zealand.

  27. Daan Steenkamp, 2013. "Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data," Reserve Bank of New Zealand Analytical Notes series AN2013/01, Reserve Bank of New Zealand.

    Cited by:

    1. Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Reserve Bank of New Zealand Discussion Paper Series DP2018/08, Reserve Bank of New Zealand.
    2. Alberto Naudon & Joaquín Vial, 2016. "The evolution of inflation in Chile since 2000," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 93-116, Bank for International Settlements.
    3. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
    4. Paul Conway, 2018. "Can the Kiwi Fly? Achieving Productivity Lift-off in New Zealand," International Productivity Monitor, Centre for the Study of Living Standards, vol. 34, pages 40-63, Spring.
    5. David Jacobs & Thomas Williams, 2014. "The Determinants of Non-tradables Inflation," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 27-38, September.

  28. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Buckle, Robert A., 2018. "Thirty years of inflation targeting in New Zealand: The origins, evolution and influence of a monetary policy innovation," Working Paper Series 20927, Victoria University of Wellington, Chair in Public Finance.
    2. Miles Parker & Benjamin Wong, 2014. "Exchange rate and commodity price pass‐through in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2014/01, Reserve Bank of New Zealand.
    3. Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
    4. Willy Chetwin & Tim Ng & Daan Steenkamp, 2013. "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.
    5. Jamie Murray, 2013. "Parameter Uncertainty and the Fiscal Multiplier," Treasury Working Paper Series 13/19, New Zealand Treasury.
    6. Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015. "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, vol. 47(C), pages 53-62.
    7. Enzo Cassino & David Oxley, 2013. "How Does the Exchange Rate Affect the Real Economy? A Literature Survey," Treasury Working Paper Series 13/26, New Zealand Treasury.

  29. James Graham & Daan Steenkamp, 2012. "Extending the Reserve Bank’s macroeconomic balance model of the exchange rate," Reserve Bank of New Zealand Analytical Notes series AN2012/08, Reserve Bank of New Zealand.

    Cited by:

    1. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    2. Miles Workman, 2015. "Estimating the Cyclically- and Absorption-adjusted Fiscal Balance for New Zealand," Treasury Working Paper Series 15/09, New Zealand Treasury.
    3. Willy Chetwin & Tim Ng & Daan Steenkamp, 2013. "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.
    4. Wright, Nicholas Anthony, 2013. "Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches," MPRA Paper 61170, University Library of Munich, Germany.
    5. Hakan Kara & Cagri Sarikaya, 2013. "Turkiye�de Konjonkturel Etkilerden Arindirilmis Cari Islemler Dengesi," Working Papers 1340, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  30. Daan Steenkamp & Hylton Hollander & Roy Havemann, "undated". "The macroeconomics of establishing a basic income grant in South Africa," Working Papers 04, Economic Research Southern Africa.

    Cited by:

    1. Ekaterina Selezneva, 2010. "Surveying transitional experience and subjective well-being : Income, work, family," Working Papers 279, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    2. Sibel Selim, 2008. "Life Satisfaction and Happiness in Turkey," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 88(3), pages 531-562, September.
    3. Timothy Hinks & Carola Gruen, 2007. "What is the Structure of South African Happiness Equations? Evidence from Quality of Life Surveys," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 82(2), pages 311-336, June.
    4. Jiří Večerník & Martina Mysíková, 2014. "(Un)happy transition? Subjective Well-being in European Countries in 1991-2008 and Beyond," WIFO Working Papers 467, WIFO.
    5. Nan Zou Bakkeli, 2020. "Older Adults’ Mental Health in China: Examining the Relationship Between Income Inequality and Subjective Wellbeing Using Panel Data Analysis," Journal of Happiness Studies, Springer, vol. 21(4), pages 1349-1383, April.
    6. Jiří Večerník, 2012. "Subjektivní indikátory blahobytu: přístupy, měření a data [Subjective Indicators of Well-Being: Approaches, Measurements and Data]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(3), pages 291-308.
    7. Jiří Večerník, 2014. "Subjektivní blahobyt v České republice a střední Evropě: makro- a mikro-determinanty [Subjective Well-Being in the Czech Republic and Central Europe: Macro- and Micro-Determinants]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(2), pages 249-269.

  31. Jacobus Nel & Lucas A. Mariani, "undated". "Economic impacts of FATF recommendations and grey-listing announcement," Working Papers 05, Economic Research Southern Africa.

    Cited by:

    1. Stichnoth, Holger & van der Straeten, Karine, 2009. "Ethnic diversity and attitudes towards redistribution: a review of the literature," ZEW Discussion Papers 09-036, ZEW - Leibniz Centre for European Economic Research.
    2. Johannes W. Fedderke & John M. Luiz, 2006. "Fractionalization and Long-Run Economic Growth: Webs and Direction of Association between the Economic and the Social – South Africa as a Time Series Case Study," Working Papers 022, Economic Research Southern Africa.
    3. Philipp Kolo, 2011. "Questioning Ethnic Fragmentation's Exogeneity - Drivers of Changing Ethnic Boundaries," Ibero America Institute for Econ. Research (IAI) Discussion Papers 210, Ibero-America Institute for Economic Research.
    4. Diasakos, Theodoros M. & Neymotin, Florence, 2014. "Coordination in Public Good Provision: How Individual Volunteering is Impacted by the Volunteering of Others," SIRE Discussion Papers 2014-014, Scottish Institute for Research in Economics (SIRE).
    5. Irene van Staveren & Zahid Pervaiz, 2017. "Is it Ethnic Fractionalization or Social Exclusion, Which Affects Social Cohesion?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(2), pages 711-731, January.
    6. Theodoros M. Diasakos & Florence Neymotin, 2011. "Community Matters: How the Volunteering of Others Affects One's Likelihood of Engaging in Volunteer Work," Carlo Alberto Notebooks 209, Collegio Carlo Alberto.
    7. John M. Luiz, 2009. "Institutions and economic performance: Implications for African development," Journal of International Development, John Wiley & Sons, Ltd., vol. 21(1), pages 58-75.

Articles

  1. Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
    See citations under working paper version above.
  2. Daan Steenkamp, 2018. "Factor Substitution and Productivity in New Zealand," The Economic Record, The Economic Society of Australia, vol. 94(304), pages 64-79, March.
    See citations under working paper version above.
  3. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
    See citations under working paper version above.
  4. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.

    Cited by:

    1. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    2. Akbar, Muhammad & Ahmad, Eatzaz, 2021. "Repercussions of exchange rate depreciation on the economy of Pakistan: Simulation analysis using macroeconometric model," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 574-600.
    3. Mei-Se Chien & Nur Setyowati & Chih-Yang Cheng, 2020. "Asymmetric Effects Of Exchange Rate Volatility On Bilateral Trade Between Taiwan And Indonesia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(04), pages 857-888, June.
    4. Yin Germaschewski & Jaroslav Horvath & Jiansheng Zhong, 2022. "Oral interventions in the foreign exchange market: evidence from Australia," Empirical Economics, Springer, vol. 62(6), pages 2713-2737, June.
    5. Sharma, Chandan & Pal, Debdatta, 2018. "Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach," Economic Modelling, Elsevier, vol. 74(C), pages 230-246.
    6. Sung-Ko Li & Chun-Kei Tsang, 2020. "The Impacts Of Biased Resource Allocation On The Effectiveness Of Official Development Assistance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(01), pages 239-256, March.
    7. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    8. Shabir Mohsin Hashmi & Bisharat Hussain Chang & Muhammad Shahbaz, 2021. "Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model," Australian Economic Papers, Wiley Blackwell, vol. 60(1), pages 64-97, March.

  5. Daan Steenkamp, 2014. "How volatile are New Zealand’s terms of trade? An international comparison," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, June.

    Cited by:

    1. Ross Kendall, 2014. "Economic linkages between New Zealand and China," Reserve Bank of New Zealand Analytical Notes series AN2014/06, Reserve Bank of New Zealand.
    2. Geoff Lewis & Sally Garden & Hamed Shafiee & Geoff Simmons & Jo Smith, 2021. "Frontier firms: Four industry case studies," Working Papers 2021/02, New Zealand Productivity Commission.

  6. Daan Steenkamp, 2014. "Measuring New Zealand’s effective exchange rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 1-15, December.

    Cited by:

    1. Erika Arraño & Faruk Miguel, 2015. "Tipo de Cambio Real: Revisión Internacional," Economic Statistics Series 112, Central Bank of Chile.
    2. Alfred A. Haug & India Power, 2022. "Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand," The Economic Record, The Economic Society of Australia, vol. 98(322), pages 249-270, September.
    3. Russell Barnett & Karyne B. Charbonneau & Guillaume Poulin-Bellisle, 2016. "A New Measure of the Canadian Effective Exchange Rate," Discussion Papers 16-1, Bank of Canada.
    4. Nguyen, Luan, 2016. "Should the Reserve Bank worry about the exchange rate?," MPRA Paper 75519, University Library of Munich, Germany.

  7. Miles Parker & Daan Steenkamp, 2012. "The economic impact of the Canterbury earthquakes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 75, pages 13-25, September.

    Cited by:

    1. Rebecca Craigie & David Gillmore & Nicolas Groshenny, 2012. "Matching workers with jobs:how well is the New Zealand labour market doing?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 75, pages 3-12, December.
    2. Mark C. Quigley & Luke G. Bennetts & Patricia Durance & Petra M. Kuhnert & Mark D. Lindsay & Keith G. Pembleton & Melanie E. Roberts & Christopher J. White, 2019. "The provision and utility of science and uncertainty to decision-makers: earth science case studies," Environment Systems and Decisions, Springer, vol. 39(3), pages 307-348, September.
    3. Rebecca Williams, 2017. "Business cycle review: 2008 to present day," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 80, pages 1-22, March.
    4. Parker, Miles, 2016. "The impact of disasters on inflation," Working Paper Series 1982, European Central Bank.
    5. Bachar Fakhry & Christian Richter, 2018. "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 111-125.
    6. Dhritidyuti Bose & Renee Philip & Richard Sullivan, 2016. "Returning to Surplus: New Zealand's Post-GFC Fiscal Consolidation Experience," Treasury Working Paper Series 16/05, New Zealand Treasury.
    7. Palmer, Carolyn, 2014. "'Flood and fire and famine': Tax policy lessons from the Australian responses to natural disasters," Working Paper Series 18858, Victoria University of Wellington, Chair in Public Finance.
    8. Maria Makabenta Ikeda & Arlene Garces-Ozanne, 2016. "Human Security, Social Competence and Natural Disasters in Japan and New Zealand: A Case study of Filipino migrants," Japan Social Innovation Journal, University of Hyogo Institute for Policy Analysis and Social Innovation, vol. 6(1), pages 1-42, March.
    9. Morrish, Sussie C. & Jones, Rosalind, 2020. "Post-disaster business recovery: An entrepreneurial marketing perspective," Journal of Business Research, Elsevier, vol. 113(C), pages 83-92.
    10. Yuming Fu & Song Shi, 2022. "Barriers to urban spatial development: Evidence from the 2010–2011 Christchurch earthquakes," Journal of Regional Science, Wiley Blackwell, vol. 62(1), pages 218-245, January.
    11. Diego D'iaz & Pablo Paniagua & Cristi'an Larroulet, 2024. "Earthquakes and the wealth of nations: The cases of Chile and New Zealand," Papers 2405.12041, arXiv.org.
    12. Sin Meun How & Geoffrey N. Kerr, 2019. "Earthquake Impacts on Immigrant Participation in the Greater Christchurch Construction Labor Market," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 38(2), pages 241-269, April.
    13. Vicki Marion Bier, 2017. "Understanding and Mitigating the Impacts of Massive Relocations Due to Disasters," Economics of Disasters and Climate Change, Springer, vol. 1(2), pages 179-202, July.
    14. Amy Wood & Ilan Noy & Miles Parker, 2016. "The Canterbury rebuild five years on from the Christchurch earthquake," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 79, pages 1-16, February.
    15. Jeff Borland, 2014. "Recent Unemployment Experience in New Zealand," Treasury Working Paper Series 14/01, New Zealand Treasury.
    16. Poontirakul, Porntida & Brown, Charlotte & Noy, Ilan & Seville, Erica & Vargo, John, 2016. "The role of commercial insurance in post-disaster recovery: Quantitative evidence from the 2011 Christchurch earthquake," Working Paper Series 19396, Victoria University of Wellington, School of Economics and Finance.
    17. Lisa Doyle & Ilan Noy, 2015. "The short-run nationwide macroeconomic effects of the Canterbury earthquakes," New Zealand Economic Papers, Taylor & Francis Journals, vol. 49(2), pages 134-156, August.
    18. Levente Timar & Arthur Grimes & Richard Fabling, 2018. "Before a Fall: Impacts of Earthquake Regulation on Commercial Buildings," Economics of Disasters and Climate Change, Springer, vol. 2(1), pages 73-90, April.
    19. Azmat Gani & Michael D. Clemes, 2017. "The main determinants effecting international visitor arrivals in New Zealand," Tourism Economics, , vol. 23(5), pages 921-940, August.
    20. Lopamudra Banerjee, 2021. "Natural hazard, employment uncertainty, and the choice of labor contracts," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(2), pages 227-252, April.
    21. Cuffe, Harold E & Wills, Olivia, 2018. "Opportunity from disaster: Evidence of the Christchurch earthquake’s effects on high schoolers’ post-graduation outcomes," Working Paper Series 20850, Victoria University of Wellington, School of Economics and Finance.

  8. Daan Steenkamp, 2010. "New Zealand’s imbalances in a cross-country context," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, pages 37-49, December.

    Cited by:

    1. Jean-Pierre Andre, 2011. "Economic Imbalances: New Zealand's Structural Challenge," Treasury Working Paper Series 11/03, New Zealand Treasury.

More information

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Statistics

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 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-MON: Monetary Economics (15) 2012-11-17 2017-04-30 2017-04-30 2018-03-26 2018-03-26 2018-10-15 2019-05-27 2019-10-14 2020-07-13 2022-02-28 2022-04-25 2022-04-25 2022-09-19 2022-09-26 2022-11-14. Author is listed
  2. NEP-MAC: Macroeconomics (9) 2012-11-17 2013-11-29 2018-03-26 2018-10-01 2019-10-14 2020-09-21 2021-05-24 2022-04-25 2022-04-25. Author is listed
  3. NEP-BAN: Banking (8) 2020-04-20 2020-08-17 2022-04-11 2022-04-25 2022-04-25 2022-09-19 2022-09-26 2022-11-14. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (6) 2013-07-15 2018-10-01 2018-10-15 2019-02-18 2019-10-14 2021-08-09. Author is listed
  5. NEP-EFF: Efficiency and Productivity (5) 2013-07-15 2015-08-13 2017-01-01 2018-11-26 2019-10-14. Author is listed
  6. NEP-FMK: Financial Markets (4) 2020-07-20 2022-04-04 2022-04-25 2022-09-19
  7. NEP-FOR: Forecasting (4) 2018-03-26 2022-02-28 2022-04-25 2022-09-26
  8. NEP-BIG: Big Data (3) 2022-02-28 2022-04-25 2022-09-26
  9. NEP-CBA: Central Banking (3) 2013-11-29 2022-04-25 2022-09-26
  10. NEP-ORE: Operations Research (3) 2019-10-14 2019-10-14 2022-04-25
  11. NEP-EEC: European Economics (2) 2018-10-01 2018-10-15
  12. NEP-AFR: Africa (1) 2022-10-24
  13. NEP-CWA: Central and Western Asia (1) 2021-08-09
  14. NEP-DGE: Dynamic General Equilibrium (1) 2022-10-24
  15. NEP-MST: Market Microstructure (1) 2018-03-26
  16. NEP-PBE: Public Economics (1) 2022-10-24
  17. NEP-SEA: South East Asia (1) 2019-02-18
  18. NEP-URE: Urban and Real Estate Economics (1) 2018-03-26

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