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Macroeconomic Uncertainty in South Africa
16 references·11 citing·28 second hop
Macroeconomic Uncertainty in South Africa (2018)Macroeconomic Uncertainty in South AfricaMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyFluctuations in Uncertainty (2014)Fluctuations in UncertaintyUncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…Risk Shocks (2013)Risk ShocksRisk Matters: The Real Effects of Volatility Shocks (2011)Risk Matters: The Real Effect…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Monetary Policy Rules in Practice: Some International Evidence (1997)Monetary Policy Rules in Prac…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance (2022)The global component of headl…The uncertainty–investment relationship: scrutinizing the role of firm size (2021)The uncertainty–investment re…Historical geopolitical risk and the behaviour of stock returns in advanced economies (2021)Historical geopolitical risk …Geopolitical risks and historical exchange rate volatility of the BRICS (2021)Geopolitical risks and histor…Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies (2020)Global and country-specific g…Exchange rate volatility and pass‐through to inflation in South Africa (2020)Exchange rate volatility and …Economic uncertainty in South Africa (2019)Economic uncertainty in South…Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa (2018)Monetary Policy Credibility a…South Africa’s economic response to monetary policy uncertainty (2017)South Africa’s economic respo…The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach (2016)The Role of Economic Policy U…Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach (2016)Impact of US uncertainties on…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)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)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Geopolitical Risk (2022)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Time to Build and Aggregate Fluctuations (1982)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2013Risk Shocks1,342 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2011Risk Matters: The Real Effects of Volatility Shocks765 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence

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614 cited

Cited by

  • 2020Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies186 cited
  • 2021Historical geopolitical risk and the behaviour of stock returns in advanced economies153 cited
  • 2016Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach100 cited
  • 2021Geopolitical risks and historical exchange rate volatility of the BRICS99 cited
  • 2016The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach83 cited
  • 2021The uncertainty–investment relationship: scrutinizing the role of firm size29 cited
  • 2019Economic uncertainty in South Africa27 cited
  • 2018Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa18 cited
  • 2020Exchange rate volatility and pass‐through to inflation in South Africa15 cited
  • 2022The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance14 cited
  • 2017South Africa’s economic response to monetary policy uncertainty14 cited