Model Databases | South African Modeling Network

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

2nd RISE Workshop

Programme: 2nd RISE Workshop

emerging markets SAMNet ERSA CEPR Workshop 2

Discussion slides – Intervening against the Fed (Pirozhkova)

emerging markets macroeconomics

Presentation slides – Intervening against the Fed (Timmer)

macroeconomics Modelling

Discussion slides – The Macroeconomic Effects of Cash Transfers: Evidence from Brazil (Naidoo)

emerging markets macroeconomics

Presentation slides – The Macroeconomic Effects of Cash Transfers: Evidence from Brazil (Mendes)

emerging markets Foreign Exchange Intervention (FXI)

Yannick Timmer – Intervening against the Fed

emerging markets fiscal policy

Arthur Galego Mendes – The Macroeconomic Effects of Cash Transfers: Evidence from Brazil

emerging markets fiscal policy

Tumisang Loate-Ntsoko – the Unintended consequences of tax cuts in South Africa

emerging markets Exchange rate

Discussion slides – Unintended consequences of tax cuts in South Africa (Diaz)

emerging markets fiscal policy

Presentation slides – Unintended consequences of tax cuts in South Africa (Loate-Ntsoko)

emerging markets Monetary Policy

Ganesh Viswanath-Natraj – FX Interventions, Signalling and Intermediation Constraints

emerging markets macroeconomics

Discussion slides – FX Interventions, Signalling and Intermediation Constraints (Karagedikli)

emerging markets macroeconomics

Presentation slides – FX Interventions, Signalling and Intermediation Constraints (Viswanath-Natraj)

emerging markets Exchange rate

Serra Pelin – Effectiveness of Sterilized Foreign Exchange Intervention under Imperfect Financial Markets

Exchange rate macroeconomics

Discussion slides – Effectiveness of Sterilized Foreign Exchange Intervention under Imperfect Financial Markets (Liu)

emerging markets macroeconomics

Presentation slides – Effectiveness of Sterilized Foreign Exchange Intervention under Imperfect Financial Markets (Pelin)

Exchange rate SAMNet ERSA CEPR Workshop 2

Cesa-Bianchi – Capital Flows and Exchange Rates

macroeconomics Monetary Policy

Discussion slides – Capital Flows and Exchange Rates (Schulze)

macroeconomics Monetary Policy

Presentation slides – Capital Flows and Exchange Rates (Cesa-Bianchi)

SAMNet ERSA CEPR Workshop 2

Mukhin – Optimal Exchange Rate Policy

emerging markets Exchange rate

Discussion slides – Optimal Exchange Rate Policy (Viegi)

emerging markets Exchange rate

Presentation slides – Optimal Exchange Rate Policy (Mukhin)

emerging markets macroeconomics

Krohn – Foreign Investor Feedback Trading in an Emerging Market

emerging markets Great Financial Crisis

Discussion slides – Foreign Investor Feedback Trading in an Emerging Market (Mateane)

emerging markets macroeconomics

Presentation slides – Foreign Investor Feedback Trading in an Emerging Market (Krohn)

emerging markets Monetary Policy

Juvenal – Unveiling the Dance of Commodity Prices and the Global Financial Cycle

emerging markets macroeconomics

Discussion slides – Unveiling the Dance of Commodity Prices and the Global Financial Cycle (Houssa)

emerging markets Monetary Policy

Presentation slides – Unveiling the Dance of Commodity Prices and the Global Financial Cycle (Juvenal)

SAMNet ERSA CEPR Workshop 2

Presentation slides – Macroeconomic Policy in Emerging Markets (Gourinchas)

emerging markets Monetary Policy

Cuevas – Safe Assets in Emerging Market Economies

emerging markets Exchange rate

Presentation slides – Safe Assets in Emerging Market Economies (Cuevas)

emerging markets macroeconomics

Discussion Slides – Safe Assets in Emerging Market Economies (Gürkaynak)

SAMNet ERSA CEPR Workshop 2

Discussion Slides – Global spillovers from multi-dimensional US monetary policy (Ricco)

emerging markets Monetary Policy

Georgiadis – Global spillovers from multi- dimensional US monetary policy

emerging markets Monetary Policy

Presentation Slides – Global spillovers from multi-dimensional US monetary policy (Georgiadis)

emerging markets Monetary Policy

Financial Dollarization: Efficient Intra-national Risk Sharing or Prescription for Disaster? Discussion