Search Results

You are looking at 1 - 6 of 6 items :

  • Keyword: inflation forecasts x
  • South Africa x
Clear All Modify Search
Monetary Policy Transparency and Financial Market Forecasts in South Africa

Monetary Policy Transparency and Financial Market Forecasts in South Africa »

Source: Monetary Policy Transparency and Financial Market Forecasts in South Africa

Volume/Issue: 2007/123

Series: IMF Working Papers

Author(s): Vivek Arora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

ISBN: 9781451866872

Keywords: inflation, inflation forecasts, monetary policy transparency, inflation targeting

The transparency of monetary policy in South Africa has increased substantially since the end of the 1990s; but little empirical work has been done to examine the economic benefits of the increased transparency. Th...

An Empirical Investigation of Exchange Rate Pass-Through in South Africa

An Empirical Investigation of Exchange Rate Pass-Through in South Africa »

Source: An Empirical Investigation of Exchange Rate Pass-Through in South Africa

Volume/Issue: 2002/165

Series: IMF Working Papers

Author(s): Ashok Bhundia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451858068

Keywords: Pass-through, exchange rate, structural VAR, inflation, nominal exchange rate, relative prices, real exchange rate, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper analyzes the degree to which fluctuations in the nominal exchange rate passthrough to consumer prices in South Africa. While the average pass-through is found to be low, evidence from a structural vector...

The Sources of Business Cycles in a Low Income Country*

The Sources of Business Cycles in a Low Income Country* »

Source: The Sources of Business Cycles in a Low Income Country

Volume/Issue: 2015/40

Series: IMF Working Papers

Author(s): Romain Houssa , Jolan Mohimont , and Christopher Otrok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2015

ISBN: 9781498310147

Keywords: Credit Shocks, Macroeconomic Stabilization Policies, Sign Restrictions, Bayesian VAR, credit, productivity, inflation, prices, exchange, Models with Panel Data

We examine the role of global and domestic shocks in driving macroeconomic fluctuations for Ghana. We are able to study the impact of exogenous shocks including productivity, credit supply, and commodity price shoc...

Monetary Policy Transparency and Financial Market Forecasts in South Africa

Monetary Policy Transparency and Financial Market Forecasts in South Africa »

Volume/Issue: 2007/123

Series: IMF Working Papers

Author(s): Vivek Arora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

DOI: http://dx.doi.org/10.5089/9781451866872.001

ISBN: 9781451866872

Keywords: inflation, inflation forecasts, monetary policy transparency, inflation targeting

The transparency of monetary policy in South Africa has increased substantially since the end of the 1990s; but little empirical work has been done to examine the economic benefits of the increased transparency. Th...

An Empirical Investigation of Exchange Rate Pass-Through in South Africa

An Empirical Investigation of Exchange Rate Pass-Through in South Africa »

Volume/Issue: 2002/165

Series: IMF Working Papers

Author(s): Ashok Bhundia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

DOI: http://dx.doi.org/10.5089/9781451858068.001

ISBN: 9781451858068

Keywords: Pass-through, exchange rate, structural VAR, inflation, nominal exchange rate, relative prices, real exchange rate, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper analyzes the degree to which fluctuations in the nominal exchange rate passthrough to consumer prices in South Africa. While the average pass-through is found to be low, evidence from a structural vector...

The Sources of Business Cycles in a Low Income Country

The Sources of Business Cycles in a Low Income Country »

Volume/Issue: 2015/40

Series: IMF Working Papers

Author(s): Romain Houssa , Jolan Mohimont , and Christopher Otrok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2015

DOI: http://dx.doi.org/10.5089/9781498310147.001

ISBN: 9781498310147

Keywords: Credit Shocks, Macroeconomic Stabilization Policies, Sign Restrictions, Bayesian VAR, credit, productivity, inflation, prices, exchange, Models with Panel Data

We examine the role of global and domestic shocks in driving macroeconomic fluctuations for Ghana. We are able to study the impact of exogenous shocks including productivity, credit supply, and commodity price shoc...