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Brandon Buell
,
Reda Cherif
,
Carissa Chen
,
Jiawen Tang
, and
Nils Wendt
The COVID-19 pandemic underscores the critical need for detailed, timely information on its evolving economic impacts, particularly for Sub-Saharan Africa (SSA) where data availability and lack of generalizable nowcasting methodologies limit efforts for coordinated policy responses. This paper presents a suite of high frequency and granular country-level indicator tools that can be used to nowcast GDP and track changes in economic activity for countries in SSA. We make two main contributions: (1) demonstration of the predictive power of alternative data variables such as Google search trends and mobile payments, and (2) implementation of two types of modelling methodologies, machine learning and parametric factor models, that have flexibility to incorporate mixed-frequency data variables. We present nowcast results for 2019Q4 and 2020Q1 GDP for Kenya, Nigeria, South Africa, Uganda, and Ghana, and argue that our factor model methodology can be generalized to nowcast and forecast GDP for other SSA countries with limited data availability and shorter timeframes.
Ms. Grace B Li
,
Mr. Stephen A. O'Connell
,
Mr. Christopher S Adam
,
Mr. Andrew Berg
, and
Mr. Peter J Montiel
VAR methods suggest that the monetary transmission mechanism may be weak and unreliable in low-income countries (LICs). But are structural VARs identified via short-run restrictions capable of detecting a transmission mechanism when one exists, under research conditions typical of these countries? Using small DSGEs as data-generating processes, we assess the impact on VAR-based inference of short data samples, measurement error, high-frequency supply shocks, and other features of the LIC environment. The impact of these features on finite-sample bias appears to be relatively modest when identification is valid—a strong caveat, especially in LICs. However, many of these features undermine the precision of estimated impulse responses to monetary policy shocks, and cumulatively they suggest that “insignificant” results can be expected even when the underlying transmission mechanism is strong.
Mr. Paulo Drummond
,
Mr. S. K Wajid
, and
Mr. Oral Williams

Abstract

The countries in the East African Community (EAC) are among the fastest growing economies in sub-Saharan Africa. The EAC countries are making significant progress toward financial integration, including harmonization of supervisory arrangements and practices and the modernization of monetary policy frameworks. This book focuses on regional integration in the EAC and argues that the establishment of a time table for the eliminating the sensitive-products list and establishing a supranational legal framework for resolving trade disputes are important reforms that should foster regional integration.

Mr. Hamid R Davoodi
,
S. V. S. Dixit
, and
Gabor Pinter
Do changes in monetary policy affect inflation and output in the East African Community (EAC)? We find that (i) Monetary Transmission Mechanism (MTM) tends to be generally weak when using standard statistical inferences, but somewhat strong when using non-standard inference methods; (ii) when MTM is present, the precise transmission channels and their importance differ across countries; and (iii) reserve money and the policy rate, two frequently used instruments of monetary policy, sometimes move in directions that exert offsetting expansionary and contractionary effects on inflation—posing challenges to harmonization of monetary policies across the EAC and transition to a future East African Monetary Union. The paper offers some suggestions for strengthening the MTM in the EAC.
Mr. Paulo Drummond

Abstract

Under the Treaty for the Establishment of the East African Community (EAC), the signatory nations—Burundi, Kenya, Rwanda, Tanzania, and Uganda—have committed to regional integration across economic, social, and political spheres. The treaty explicitly emphasizes political federation as the ultimate goal underpinning regional integration efforts, which led to the ratification of the Customs Union Protocol in 2005 and the Common Market Protocol in 2010. Efforts toward a monetary union are well advanced and the member countries have adopted a Monetary Union Protocol.

Mr. Etibar Jafarov

Abstract

The authorities of the East African Community (EAC) countries envision strengthening and integrating the banking and financial systems in the hope that greater regional integration will increase the scale of financial operations and competition. This would reduce the cost of financial services, increase the efficiency of financial intermediation, and stimulate investment. International donors have been supportive.

Mr. Masafumi Yabara

Abstract

Well-functioning financial markets can accelerate economic growth and alleviate poverty. A large body of research has found a positive relationship between financial market development and economic growth, including in sub-Saharan Africa (Levine and Zervos, 1998; Adjasi and Biekpe, 2006a; Collins, 2004).1 Developed financial markets promote growth by mobilizing domestic savings and investments, efficiently allocating mobilized resources to local companies, and allowing diversification of risks. In addition, deep and liquid local financial markets can lessen an economy’s vulnerability to external shocks by reducing currency and duration mismatches in raising funds. Cross-country evidence shows that financial development can reduce income inequality by increasing the income of the poor (Making Finance Work for Africa, 2007).

Mr. S. K Wajid

Abstract

The recently completed IMF-World Bank Financial Sector Assessment Programs (FSAPs) for the partner countries of the East African Community (EAC) highlight the growing financial integration in the region.1 The FSAPs acknowledge significant advances in expanding financial sector assets and services, removing barriers to intermediation, and strengthening regulatory and supervisory frameworks. At the same time, they underscore the considerable scope and challenges remaining on the road to further monetary and financial integration in the EAC.

Ms. Catherine McAuliffe

Abstract

In the midst of sub-Saharan Africa’s best decade of economic growth since at least the 1970s, the East African Community (EAC) is among the fastest-growing regions. Growth rates have picked up strongly since 2000, outpacing the rest of sub-Saharan Africa (Figure 2.1). During 2005–11, per capita income growth reached 3.6 percent a year in the EAC, compared with 3.0 percent for sub-Saharan Africa as a whole, quadrupling the rate achieved in the previous 15 years. Part of the recent high growth is “catching up” after years of very poor growth—in the last part of the 20th century, the region suffered periods of severe civil strife and bouts of economic instability. Since then, governments in EAC countries have been committed to strong policies.