Zobrazeno 1 - 10
of 682
pro vyhledávání: '"Greg Farrell"'
Autor:
Esti Kemp, Greg Farrell
Publikováno v:
South African Journal of Economics. 88:123-144
We measure the financial cycle of South Africa using three different methodologies. The financial cycle is identified using credit, house prices and equity prices as indicators, and estimated using traditional turning‐point analysis, frequency‐ba
Autor:
Greg Farrell, Cyril May
Publikováno v:
Studies in Economics and Econometrics. 42:71-114
In this paper, we extend the literature on modelling exchange rate v olatility in South Africa by estimating a range of models, including some that attempt to account for structural breaks and long...
Publikováno v:
South African Journal of Economics. 86:308-338
This paper examines the temporal effect of domestic monetary policy surprises on both returns and volatility of returns of the South African rand/U.S. dollar exchange rate. The analysis in this “event study” proceeds using intra‐day minute‐by
Publikováno v:
BASE-Bielefeld Academic Search Engine
Understanding how import prices adjust to exchange rates helps anticipate inflation effects and monetary policy responses. This article examines exchange rate pass-through to the monthly import price index in South Africa during 1980–2009. Short-ho
Publikováno v:
South African Journal of Economics. 80:490-509
This article reports the findings of a study of two unique microdata sets, which are the unit level basis of South Africa's measured Consumer Price Index and Producer Price Index, over the period December 2001-December 2007. In particular, based on t
Publikováno v:
South African Journal of Economics. 77:538-552
This paper constructs and analyses the properties of a trimmed mean inflation rate for South Africa. Based on an analysis of the distributions of the consumer price index component price changes, a measure is constructed that provides an estimator of
Publikováno v:
Studies in Economics and Econometrics. 32:81-94
The distinction between tradable and non-tradable commodities plays an important role in many theoretical models in economics. However, as Dixon et al. (2004) note, dividing commodities in an open economy into tradables and non-tradables is simple in
Autor:
Greg Farrell
A David and Goliath story, On The Books is the first-hand comic strip account of the labor struggle at NYC's legendary Strand bookstore in the summer of 2012. Told by Greg Farrell—an employee of the store who interviewed numerous other members of t
Publikováno v:
Studies in Economics and Econometrics. 30:87-101
This paper provides an estimate of the share of imports in the CPI and CPIX, calculated from the supply and use tables for 2002. The methodology takes account of both "direct" imports (i.e. imports of final consumer goods) and "indirect" imports (imp
Autor:
Greg Farrell
Publikováno v:
Scopus-Elsevier
Countercyclical capital buffers are intended to protect the banking sector and the broader economy from episodes of excessive credit growth, which have been associated with financial sector procyclicality and the build-up of systemic risk. The Basel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::420796146583623921ca02c3dd6fdd56
https://mpra.ub.uni-muenchen.de/55368/1/MPRA_paper_55368.pdf
https://mpra.ub.uni-muenchen.de/55368/1/MPRA_paper_55368.pdf