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Has the SARB become more effective post inflation targeting?
13 references·0 citing·43 second hop
Has the SARB become more effective post inflation targeting? (2010)Has the SARB become more effective post i…The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach (2009)The effect of monetary policy…Bayesian VARs with Large Panels (2007)Bayesian VARs with Large Pane…Investigating the bank lending channel in South Africa : a VAR approach (2006)Investigating the bank lendin…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Monetary Theory and Policy (1999)Monetary Theory and PolicySmall-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Measuring Monetary Policy (1998)Measuring Monetary PolicyDiffusion Indexes (1998)Diffusion IndexesInterpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)A Contribution to the Theory of Economic Growth (1956)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Inflation targeting as a monetary policy rule (1999)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)A Unified Framework for Monetary Theory and Policy Analysis (2005)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Trends and random walks in macroeconomic time series (1988)Costly capital reallocation and the effects of government spending (1998)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Testing for a unit root in panels with dynamic factors (2004)Pricing the commonality across alternative measures of liquidity (2007)The three-pass regression filter: A new approach to forecasting using many predictors (2015)
this work references cited by second hop

References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1998Diffusion Indexes268 cited
  • 2009The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach109 cited
  • 2006Investigating the bank lending channel in South Africa : a VAR approach40 cited
  • 2007Bayesian VARs with Large Panels25 cited

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