Access Statistics for Alain Kabundi

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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 0 2 13 748
Adding Fuel to the Fire: Cheap Oil during the COVID-19 Pandemic 0 0 5 30 2 8 34 136
Bulletin 0 0 0 12 0 0 2 33
COULD WE HAVE PREDICTED THE RECENT DOWNTURN IN THE SOUTH AFRICAN HOUSING MARKET? 0 0 0 28 0 1 10 366
Commodity Price Cycles: Commonalities, Heterogeneities, and Drivers 1 3 5 20 3 15 61 88
Commodity Price Shocks: Order within Chaos ? 0 1 2 36 0 13 44 117
Comovement Between Africa and Advanced Economies: 1980-2011 0 0 0 0 1 1 1 1
Comovement between Africa and advanced economies, 1980-2011 0 0 0 0 0 0 0 0
Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market 0 0 0 0 0 0 0 0
Estimating a Philipps Curve for South Africa: A Bounded Random Walk Approach 0 0 0 0 0 0 0 0
Estimating a Phillips Curve for South Africa: A Bounded Random Walk Approach 0 0 0 0 0 0 0 0
Estimating a TimeVarying Phillips Curve for South Africa 0 0 1 50 0 3 10 155
Estimating a time-varying financial conditions index for South Africa? 0 0 0 0 0 0 0 0
Estimating a timevarying financial conditions index for South Africa 0 2 3 52 0 8 25 193
Estimation of Economic Growth in France Using Business Survey Data 0 0 0 140 0 0 6 862
FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS 0 0 0 81 1 5 15 456
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 144 0 3 7 653
Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models 0 0 0 70 0 1 12 884
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 1 187 1 2 11 715
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 112 1 4 10 490
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 173 0 3 10 611
France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis 0 0 0 112 0 2 7 643
Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets 0 0 0 0 0 0 0 0
Has the Exchange Rate Pass-Through changed in South Africa? 0 0 0 0 0 0 0 0
Has the Exchange Rate PassThrough changed in South Africa 0 0 1 21 0 6 18 113
Has the SARB Become More Effective Post Inflation Targeting? 0 0 0 11 0 4 10 323
Has the South African economy run out of fiscal space 0 0 0 26 2 3 9 52
How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy 0 2 7 82 2 17 55 129
Implications of Cheap Oil for Emerging Markets 0 0 0 7 0 1 7 32
Implications of Cheap Oil for Emerging Markets 0 0 0 18 0 1 6 51
Implications of Cheap Oil for Emerging Markets 0 0 0 7 0 3 7 27
Important Channels of Transmission Monetary Policy Shock in South Africa 0 0 0 0 0 0 0 0
Important channels of transmission of monetary policy shock in South Africa 1 1 1 36 3 9 21 154
Is a DFM Well-Suited in Forecasting Regional House Price Inflation? 0 0 0 34 0 2 8 221
Is a DFM well suited for forecasting regional house price inflation? 0 0 0 0 0 0 0 0
Kalman Filtering and Online Learning Algorithms for Portfolio Selection 0 0 0 0 1 1 1 1
Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa 0 0 0 37 0 0 9 78
Monetary Policy Credibility and Exchange Rate PassThrough in South Africa 0 0 1 49 0 6 15 110
Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach 0 3 3 103 0 8 20 372
Monetary Policy and Balance Sheets 0 0 0 73 0 1 11 213
Monetary Policy and Balance Sheets 0 0 0 0 0 0 0 0
Monetary Policy and Heterogeneous Inflation Expectations in South Africa 0 0 0 0 0 0 0 0
Monetary Policy and Heterogeneous Inflation Expectations in South Africa 0 0 1 32 1 5 15 84
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode 0 0 0 72 0 6 15 346
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 133 0 7 30 405
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 43 1 4 7 260
Nowcasting Real GDP growth in South Africa 0 0 0 0 0 0 0 0
Nowcasting Real GDP growth in South Africa 0 0 0 0 0 0 0 0
Nowcasting Real GDP growth in South Africa 0 0 6 71 2 10 44 236
Order flow and rand/dollar exchange rate dynamics 0 0 0 0 0 0 0 0
Order flow and randdollar exchange rate dynamics 0 0 0 29 1 2 6 68
Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany 0 0 0 0 1 1 1 1
Qualitative Guidance and Predictability of Monetary Policy in South Africa 0 0 0 17 0 3 13 69
Qualitative Guidance and Predictability of Monetary Policy in South Africa 0 0 0 0 1 1 1 1
Recent French Export Performance: Is There a Competitiveness Problem? 0 0 0 64 0 0 2 193
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 0 0 0 0 1 1 1 1
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 0 0 2 42 2 4 14 70
Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis 0 0 0 0 2 2 2 2
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US 0 0 0 43 0 3 9 293
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 13 1 7 12 330
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 54 0 6 11 836
THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 38 1 3 15 517
The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach 0 0 0 25 0 3 6 79
The Role of Income and Substitution in Commodity Demand 0 0 3 20 1 9 22 92
The role of major emerging markets in global commodity demand 0 2 9 40 1 10 42 228
Three Cycles: Housing, Credit, and Real Activity 0 0 0 132 3 4 8 296
Trade Shocks from BRIC to South Africa: A Global VAR Analysis 0 0 0 0 0 0 0 0
Transmission of Chinas Shocks to the BRIS Countries 0 0 0 22 1 3 15 95
Transmission of China’s Shocks to the BRIS Countries 0 0 0 0 1 1 1 1
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 133 1 4 13 559
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 34 0 6 6 271
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 142 1 5 20 510
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 1 7 18 139
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 169 0 12 22 525
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 0 2 3 153
Working Paper 152 - Dynamics of Inflation in Uganda 0 0 0 46 1 5 19 143
Total Working Papers 2 14 51 3,335 42 269 868 15,830
3 registered items for which data could not be found


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 1 32 1 5 15 197
A time-varying Phillips curve with global factors: Are global factors important? 0 0 0 4 0 2 11 23
APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE 0 0 0 22 0 2 7 73
ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT 0 0 0 0 0 2 10 167
Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011 0 0 0 0 0 2 5 9
Business cycle co-movements between South Africa and the BRIC countries 0 0 2 28 0 2 13 84
Co-movement between South Africa and the Southern African Development Community: An empirical analysis 0 0 0 51 0 3 6 135
Commodity price shocks: Order within chaos? 0 0 5 10 1 4 21 32
Could we have predicted the recent downturn in the South African housing market? 0 0 0 20 2 3 8 137
Do supercycles dominate commodity price movements? 1 1 2 4 1 8 36 42
Domestic and foreign sources of volatility spillover to South African asset classes 0 0 1 37 0 4 17 191
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 0 2 4 104
Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach 0 0 1 28 0 1 17 241
Estimating a time-varying financial conditions index for South Africa 0 1 2 15 1 8 24 82
Euro area banking and monetary policy shocks in the QE era 0 1 1 8 2 10 22 47
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 0 0 2 9 193
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models 0 0 0 80 1 2 10 298
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models 0 0 0 52 1 2 11 176
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals 0 0 1 121 2 12 49 503
France in the global economy: a structural approximate dynamic factor model analysis 0 0 0 27 1 3 12 133
Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets 0 0 0 7 0 4 19 71
Has the Exchange Rate Pass‐Through changed in South Africa? 0 1 3 9 0 3 18 72
Has the SARB become more effective post inflation targeting? 0 0 0 27 1 2 10 131
Housing, credit, and real activity cycles: Characteristics and comovement 1 1 1 129 4 6 19 346
Inflation and Inflation Expectations in South Africa: an Attempt at Explanation 0 0 7 55 1 2 26 158
Monetary Policy Action and Inflation in South Africa: An Empirical Analysis 0 0 2 79 0 0 10 266
Monetary policy and balance sheets 0 0 0 46 0 3 10 178
Monetary policy and heterogeneous inflation expectations in South Africa 0 0 10 52 0 2 34 165
Monetary policy and systemic risk-taking in the euro area banking sector 0 1 3 25 0 3 22 112
PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006 0 0 0 0 0 5 11 48
Recent French relative export performance: Is there a competitiveness problem? 0 0 0 27 1 7 15 130
SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS 0 0 1 38 2 6 18 127
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 0 1 3 14 0 5 26 61
Stock Market Integration: A South African Perspective 0 0 1 61 0 1 5 171
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 50 1 3 8 174
The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S 0 0 0 0 0 2 10 11
The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis 0 0 6 28 1 6 30 87
The effect of monetary policy on house price inflation 0 0 0 82 2 2 10 233
The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach 0 0 0 145 2 9 24 459
The role of income and substitution in commodity demand 0 0 2 17 0 5 20 79
The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa 1 1 6 44 1 7 21 192
Trade shocks from BRIC to South Africa: A global VAR analysis 1 1 1 43 1 6 12 195
Transmission of China's Shocks to the BRIS Countries 0 0 0 13 1 5 15 78
Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States 0 0 0 0 0 2 5 5
Using large data sets to forecast sectoral employment 0 0 0 11 0 1 3 61
Total Journal Articles 4 9 62 1,541 31 176 708 6,477
3 registered items for which data could not be found


Statistics updated 2026-06-04