Dynamic Stochastic General Equilibrium (DSGE) Model

Model Type: Dynamic Stochastic General Equilibrium (DSGE) Model

Labour Market and Monetary Policy

Economic Research Southern Africa Working Papers This paper investi...

21 June 2022

Research Paper

The Optimal Monetary and Macroprudential Policies for the South African Economy

We investigate the optimal design and effectiveness of monetary and...

26 November 2021

Research Paper

Housing and Credit Market Shocks: Exploring the Role of Rule-Based Basel III Counter-Cyclical Capital Requi...

This paper examines the extent to which the Basel III bank capital ...

26 November 2021

Research Paper

Credit Spread Variability in the U.S. Business Cycle: The Great Moderation versus the Great Recession

Journal of Banking and Finance This paper identifies the prevailing...

26 November 2021

Research Paper

The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Banking

Economic Modelling This paper studies the role of the equity price ...

26 November 2021

Research Paper

A Medium-Sized Open Economy DSGE Model of South Africa

South African Reserve Bank Working Paper Series In this paper a dyn...

26 November 2021

Research Paper

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