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 13 748
Adding Fuel to the Fire: Cheap Oil during the COVID-19 Pandemic 0 0 6 30 5 8 33 134
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 1 1 11 366
Commodity Price Cycles: Commonalities, Heterogeneities, and Drivers 1 2 4 19 7 16 59 85
Commodity Price Shocks: Order within Chaos ? 0 1 2 36 6 16 45 117
Estimating a TimeVarying Phillips Curve for South Africa 0 1 1 50 3 4 10 155
Estimating a timevarying financial conditions index for South Africa 2 2 3 52 6 10 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 3 4 15 455
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 144 1 4 7 653
Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models 0 0 0 70 0 2 14 884
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 1 187 1 1 10 714
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 112 1 5 9 489
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals 0 0 0 173 3 3 10 611
France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis 0 0 0 112 1 2 7 643
Has the Exchange Rate PassThrough changed in South Africa 0 0 1 21 4 7 20 113
Has the SARB Become More Effective Post Inflation Targeting? 0 0 0 11 1 4 10 323
Has the South African economy run out of fiscal space 0 0 0 26 1 1 8 50
How Persistent are Climate-Related Price Shocks? Implications for Monetary Policy 0 3 8 82 9 23 57 127
Implications of Cheap Oil for Emerging Markets 0 0 0 7 1 2 7 32
Implications of Cheap Oil for Emerging Markets 0 0 0 7 3 3 7 27
Implications of Cheap Oil for Emerging Markets 0 0 0 18 1 1 6 51
Important channels of transmission of monetary policy shock in South Africa 0 0 0 35 5 9 20 151
Is a DFM Well-Suited in Forecasting Regional House Price Inflation? 0 0 0 34 1 2 8 221
Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa 0 0 1 37 0 2 10 78
Monetary Policy Credibility and Exchange Rate PassThrough in South Africa 0 0 1 49 4 6 15 110
Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach 1 3 3 103 5 8 20 372
Monetary Policy and Balance Sheets 0 0 0 73 0 3 11 213
Monetary Policy and Heterogeneous Inflation Expectations in South Africa 0 0 1 32 3 4 15 83
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode 0 0 0 72 3 7 15 346
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 133 2 15 30 405
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model 0 0 0 43 2 4 6 259
Nowcasting Real GDP growth in South Africa 0 0 6 71 5 9 42 234
Order flow and randdollar exchange rate dynamics 0 0 0 29 1 3 5 67
Qualitative Guidance and Predictability of Monetary Policy in South Africa 0 0 0 17 3 4 13 69
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 3 42 2 3 13 68
THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US 0 0 0 43 3 3 9 293
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 13 6 7 11 329
THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 54 3 9 12 836
THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 38 2 2 14 516
The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach 0 0 0 25 2 3 6 79
The Role of Income and Substitution in Commodity Demand 0 1 3 20 5 9 23 91
The role of major emerging markets in global commodity demand 2 3 10 40 7 12 46 227
Three Cycles: Housing, Credit, and Real Activity 0 0 0 132 1 1 5 293
Transmission of Chinas Shocks to the BRIS Countries 0 0 0 22 2 2 14 94
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 133 3 3 12 558
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 34 6 6 8 271
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States 0 0 0 142 4 4 19 509
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 2 2 3 153
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 169 10 15 22 525
Using Large Data Sets to Forecast Sectoral Employment 0 0 0 23 6 6 17 138
Working Paper 152 - Dynamics of Inflation in Uganda 0 0 0 46 1 9 18 142
Total Working Papers 6 16 54 3,333 158 292 855 15,788


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 3 5 14 196
A time-varying Phillips curve with global factors: Are global factors important? 0 0 0 4 2 4 11 23
APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE 0 0 0 22 2 2 7 73
ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT 0 0 0 0 2 2 10 167
Business Cycle Co-Movement Between Africa And Advanced Economies: 1980-2011 0 0 0 0 2 2 5 9
Business cycle co-movements between South Africa and the BRIC countries 0 0 2 28 2 3 13 84
Co-movement between South Africa and the Southern African Development Community: An empirical analysis 0 0 0 51 3 3 6 135
Commodity price shocks: Order within chaos? 0 1 5 10 0 4 20 31
Could we have predicted the recent downturn in the South African housing market? 0 0 0 20 1 2 6 135
Do supercycles dominate commodity price movements? 0 0 1 3 5 13 35 41
Domestic and foreign sources of volatility spillover to South African asset classes 0 0 1 37 3 8 17 191
EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT 0 0 0 0 2 2 4 104
Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach 0 0 1 28 1 3 18 241
Estimating a time-varying financial conditions index for South Africa 1 1 4 15 6 7 25 81
Euro area banking and monetary policy shocks in the QE era 0 1 1 8 4 11 20 45
Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs 0 0 0 0 2 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 9 297
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models 0 0 0 52 1 1 11 175
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals 0 0 2 121 3 17 49 501
France in the global economy: a structural approximate dynamic factor model analysis 0 0 0 27 2 2 11 132
Global Financial Crises and Time-Varying Volatility Comovement in World Equity Markets 0 0 0 7 3 7 19 71
Has the Exchange Rate Pass‐Through changed in South Africa? 0 2 3 9 1 5 18 72
Has the SARB become more effective post inflation targeting? 0 0 0 27 1 3 9 130
Housing, credit, and real activity cycles: Characteristics and comovement 0 0 0 128 0 2 16 342
Inflation and Inflation Expectations in South Africa: an Attempt at Explanation 0 0 7 55 0 1 29 157
Monetary Policy Action and Inflation in South Africa: An Empirical Analysis 0 1 2 79 0 1 10 266
Monetary policy and balance sheets 0 0 0 46 1 3 11 178
Monetary policy and heterogeneous inflation expectations in South Africa 0 0 11 52 1 3 36 165
Monetary policy and systemic risk-taking in the euro area banking sector 0 2 5 25 1 6 24 112
PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006 0 0 0 0 4 5 11 48
Recent French relative export performance: Is there a competitiveness problem? 0 0 0 27 5 7 14 129
SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS 0 0 1 38 4 5 16 125
Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa 1 1 3 14 5 7 26 61
Stock Market Integration: A South African Perspective 0 0 1 61 1 1 5 171
THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH 0 0 0 50 1 2 7 173
The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S 0 0 0 0 2 5 10 11
The Transmission of Monetary Policy in South Africa Before and After the Global Financial Crisis 0 1 6 28 4 6 30 86
The effect of monetary policy on house price inflation 0 0 0 82 0 0 8 231
The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach 0 0 0 145 5 8 23 457
The role of income and substitution in commodity demand 0 0 2 17 2 6 20 79
The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa 0 0 7 43 6 8 22 191
Trade shocks from BRIC to South Africa: A global VAR analysis 0 0 0 42 3 5 11 194
Transmission of China's Shocks to the BRIS Countries 0 0 0 13 4 5 14 77
Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States 0 0 0 0 1 2 5 5
Using large data sets to forecast sectoral employment 0 0 0 11 1 1 3 61
Total Journal Articles 2 10 66 1,537 103 199 697 6,446
2 registered items for which data could not be found


Statistics updated 2026-05-06