Access Statistics for Alain Kabundi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa 0 0 0 124 1 3 19 691
A Large Factor Model for Forecasting Macroeconomic Variables in South Africa 0 0 1 90 2 2 11 253
Adding Fuel to the Fire: Cheap Oil during the COVID-19 Pandemic 2 2 13 13 8 18 36 36
Bulletin 1 2 5 7 2 5 13 21
Business Cycle Co-movements between South Africa and the BRIC Countries 0 0 0 86 1 2 9 167
COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET? 0 0 0 28 1 5 21 327
Comovement Between Africa and Advanced Economies: 1980-2011 0 0 1 25 0 0 7 47
Could we have predicted the recent downturn in the South African Housing Market? 0 0 1 21 5 7 14 163
Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market 0 0 0 43 0 5 9 100
Estimation of Economic Growth in France Using Business Survey Data 0 0 0 140 0 0 3 853
FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS 0 0 0 81 0 0 3 431
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 144 0 1 3 635
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 1 94 1 1 2 185
Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models 0 0 0 70 1 4 24 828
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 173 1 3 7 584
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 2 180 0 8 27 680
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 104 0 2 9 452
France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis 0 1 2 112 0 1 8 630
Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets 0 0 1 130 2 2 15 347
Has the Exchange Rate Pass-Through changed in South Africa? 0 0 0 34 0 1 13 77
Has the SARB Become More Effective Post Inflation Targeting? 0 0 0 11 1 2 17 302
Has the South African economy run out of fiscal space 0 1 3 9 1 2 7 26
Implications of Cheap Oil for Emerging Markets 0 1 1 1 2 6 8 8
Implications of Cheap Oil for Emerging Markets 0 4 5 5 2 7 9 9
Implications of cheap oil for emerging markets 0 4 4 4 2 8 8 8
Important Channels of Transmission Monetary Policy Shock in South Africa 0 1 3 73 2 8 46 257
Is a DFM Well Suited for Forecasting Regional House Price Inflation? 0 0 0 21 1 2 7 126
Is a DFM Well-Suited in Forecasting Regional House Price Inflation? 0 0 0 34 0 1 2 209
Kalman Filtering and Online Learning Algorithms for Portfolio Selection 0 0 2 38 2 4 17 104
Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa 1 1 4 27 1 1 10 41
Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach 1 2 5 72 8 18 58 250
Monetary Policy and Balance Sheets 0 0 1 114 1 5 16 172
Monetary Policy and Balance Sheets 0 1 2 69 0 7 16 175
Monetary Policy and Heterogeneous Inflation Expectations in South Africa 0 0 3 79 0 0 9 137
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode 0 0 1 69 0 3 9 316
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 1 130 0 8 9 363
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 43 0 2 10 244
Nowcasting Real GDP growth in South Africa 2 2 5 74 6 8 32 168
Order flow and rand/dollar exchange rate dynamics 0 0 0 12 1 2 9 10
Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany 0 0 0 34 3 4 5 102
Qualitative Guidance and Predictability of Monetary Policy in South Africa 1 1 3 35 1 3 10 53
Recent French Export Performance; Is There a Competitiveness Problem? 0 0 1 62 0 1 3 185
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 0 2 33 33 0 6 23 23
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 0 0 6 6 0 5 15 15
Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis 0 0 0 27 0 1 6 107
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US 0 0 0 43 0 5 9 275
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 13 1 1 12 311
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 54 1 2 14 807
THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 38 0 0 10 486
The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach 0 0 4 24 0 2 11 62
The Role of Income and Substitution in Commodity Demand 0 1 7 7 2 5 29 29
The role of major emerging markets in global commodity demand 0 0 0 5 2 5 8 35
Three Cycles: Housing, Credit and Real Activity 0 0 0 88 0 0 4 279
Three Cycles; Housing, Credit, and Real Activity 0 0 1 131 0 0 3 277
Trade Shocks from BRIC to South Africa: A Global VAR Analysis 0 1 9 211 1 5 51 562
Transmission of China's Shocks to the BRIS Countries 0 0 1 38 1 1 4 128
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 1 134 0 1 8 462
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 34 1 2 2 254
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 128 0 1 3 535
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 20 0 2 6 109
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 0 0 1 135
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 166 0 0 3 488
Volatility Spillovers across South African Asset Classes during Domestic and Foreign 0 0 0 69 1 2 13 263
WP 140 1 0 0 1 25 0 1 5 49
WP 1405 0 0 1 18 0 1 11 63
WP 1601 2 5 14 36 3 17 64 96
WP 1605 2 2 7 31 2 2 26 87
WP 1609 1 1 2 7 1 3 17 22
WP 1610 0 2 5 8 0 5 24 48
WP 1804 0 1 4 43 1 4 16 76
WP1306 0 1 7 18 0 7 38 68
WP1702 0 2 12 37 3 7 54 109
WP1703 0 0 2 25 2 2 9 47
Working Paper 152 - Dynamics of Inflation in Uganda 0 0 1 37 0 0 7 99
Total Working Papers 13 41 189 4,292 81 267 1,076 17,178


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A large factor model for forecasting macroeconomic variables in South Africa 0 0 0 28 1 1 6 165
APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE 1 2 3 22 1 4 7 64
ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT 0 0 0 0 1 2 11 129
Business cycle co-movements between South Africa and the BRIC countries 0 0 1 24 0 3 12 66
Co-movement between South Africa and the Southern African Development Community: An empirical analysis 0 0 4 49 1 2 8 121
Could we have predicted the recent downturn in the South African housing market? 0 0 1 19 0 1 7 118
Domestic and foreign sources of volatility spillover to South African asset classes 1 2 3 30 3 5 12 140
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 0 0 0 99
Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach 0 1 13 21 5 15 115 172
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 0 1 3 8 173
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models 0 1 2 74 2 3 16 266
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models 0 1 2 45 0 1 8 150
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals 0 0 6 92 0 4 25 344
France in the global economy: a structural approximate dynamic factor model analysis 0 1 1 25 1 3 8 108
Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets 0 0 0 7 0 1 8 44
Has the Exchange Rate Pass‐Through changed in South Africa? 1 1 2 3 1 1 10 35
Has the SARB become more effective post inflation targeting? 0 0 1 24 0 0 8 114
Housing, credit, and real activity cycles: Characteristics and comovement 1 1 3 115 2 4 14 283
Inflation and Inflation Expectations in South Africa: an Attempt at Explanation 0 0 1 33 1 1 5 103
Monetary Policy Action and Inflation in South Africa: An Empirical Analysis 0 1 3 63 0 3 14 225
Monetary policy and balance sheets 0 0 4 35 1 5 21 105
Monetary policy and heterogeneous inflation expectations in South Africa 0 1 2 26 0 1 9 83
Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model 1 1 1 15 1 3 8 80
Monetary policy and systemic risk-taking in the euro area banking sector 2 4 4 4 4 12 13 13
PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006 0 0 0 0 0 0 2 30
Recent French relative export performance: Is there a competitiveness problem? 0 0 0 27 0 0 1 112
SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS 0 0 0 34 0 0 3 102
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 0 0 0 0 1 1 1 1
Stock Market Integration: A South African Perspective 0 0 0 58 0 2 5 161
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 1 1 3 48 2 3 12 157
The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis 1 1 4 4 2 4 12 18
The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach 0 0 2 76 0 0 11 199
The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach 0 1 5 133 0 2 19 384
The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa 3 5 8 12 5 19 53 84
Trade shocks from BRIC to South Africa: A global VAR analysis 0 0 3 38 3 7 14 155
Transmission of China's Shocks to the BRIS Countries 1 1 2 9 1 2 12 44
Using large data sets to forecast sectoral employment 0 0 1 10 0 0 3 38
Total Journal Articles 13 26 85 1,203 40 118 501 4,685


Statistics updated 2021-01-03