Model Databases

Welcome to SAMNet’s repository of macroeconomic models focusing on the South African economy. Below we share relevant resources used in macroeconomic policy making. Resources include both papers on and coding for the most popular models used in macroeconomic modelling and forecasting.

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Latest Model Database

Dynamic Stochastic General Equilibrium (DSGE) Model
Social Accounting Matrix (SAM) Model
Computational General Equilibrium (CGE) Model
South African Reserve Bank (SARB) Quarterly Projection Model
Programme: 2nd RISE Workshop
Discussion slides – Intervening against the Fed (Pirozhkova)
Presentation slides – Intervening against the Fed (Timmer)
Discussion slides – The Macroeconomic Effects of Cash Transfers: Evidence from Brazil (Naidoo)
Presentation slides – The Macroeconomic Effects of Cash Transfers: Evidence from Brazil (Mendes)
Yannick Timmer – Intervening against the Fed
Arthur Galego Mendes – The Macroeconomic Effects of Cash Transfers: Evidence from Brazil
Tumisang Loate-Ntsoko – the Unintended consequences of tax cuts in South Africa
Discussion slides – Unintended consequences of tax cuts in South Africa (Diaz)
Presentation slides – Unintended consequences of tax cuts in South Africa (Loate-Ntsoko)
Ganesh Viswanath-Natraj – FX Interventions, Signalling and Intermediation Constraints
Discussion slides – FX Interventions, Signalling and Intermediation Constraints (Karagedikli)
Presentation slides – FX Interventions, Signalling and Intermediation Constraints (Viswanath-Natraj)
Serra Pelin – Effectiveness of Sterilized Foreign Exchange Intervention under Imperfect Financial Markets
Discussion slides – Effectiveness of Sterilized Foreign Exchange Intervention under Imperfect Financial Markets (Liu)
Presentation slides – Effectiveness of Sterilized Foreign Exchange Intervention under Imperfect Financial Markets (Pelin)
Cesa-Bianchi – Capital Flows and Exchange Rates
Discussion slides – Capital Flows and Exchange Rates (Schulze)
Presentation slides – Capital Flows and Exchange Rates (Cesa-Bianchi)
Mukhin – Optimal Exchange Rate Policy
Discussion slides – Optimal Exchange Rate Policy (Viegi)
Presentation slides – Optimal Exchange Rate Policy (Mukhin)
Krohn – Foreign Investor Feedback Trading in an Emerging Market
Discussion slides – Foreign Investor Feedback Trading in an Emerging Market (Mateane)
Presentation slides – Foreign Investor Feedback Trading in an Emerging Market (Krohn)
Juvenal – Unveiling the Dance of Commodity Prices and the Global Financial Cycle
Discussion slides – Unveiling the Dance of Commodity Prices and the Global Financial Cycle (Houssa)
Presentation slides – Unveiling the Dance of Commodity Prices and the Global Financial Cycle (Juvenal)
Presentation slides – Macroeconomic Policy in Emerging Markets (Gourinchas)
Cuevas – Safe Assets in Emerging Market Economies
Presentation slides – Safe Assets in Emerging Market Economies (Cuevas)
Discussion Slides – Safe Assets in Emerging Market Economies (Gürkaynak)
Discussion Slides – Global spillovers from multi-dimensional US monetary policy (Ricco)
Georgiadis – Global spillovers from multi- dimensional US monetary policy
Presentation Slides – Global spillovers from multi-dimensional US monetary policy (Georgiadis)
Financial Dollarization: Efficient Intra-national Risk Sharing or Prescription for Disaster? Discussion

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