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Working Papers / South African Reserve Bank

Citation Profile [Updated: 2025-01-21 17:37:07]
5 Years H Index
10
Impact Factor (IF)
0.06
5 Years IF
0.08
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2007 0 0.52 0 0 6 6 31 0 0 0 0 0 0.29
2009 0.17 0.58 0.13 0.17 2 8 47 1 3 6 1 6 1 0 0 0.33
2010 1 0.52 0.18 0.25 3 11 13 2 5 2 2 8 2 0 0 0.3
2011 0.2 0.62 0.17 0.18 1 12 2 2 7 5 1 11 2 0 0 0.37
2012 0 0.68 0.15 0.17 8 20 60 3 10 4 12 2 0 1 0.13 0.36
2013 0.56 0.66 0.42 0.71 6 26 36 11 21 9 5 14 10 0 0 0.35
2014 0.71 0.67 0.97 0.9 9 35 38 34 55 14 10 20 18 2 5.9 9 1 0.34
2015 0.53 0.65 0.63 0.52 5 40 18 25 80 15 8 27 14 2 8 1 0.2 0.36
2016 0.86 0.64 0.76 0.76 10 50 24 38 118 14 12 29 22 6 15.8 2 0.2 0.35
2017 0.4 0.62 0.48 0.5 6 56 20 27 145 15 6 38 19 7 25.9 1 0.17 0.35
2018 0.44 0.61 0.44 0.42 15 71 18 31 176 16 7 36 15 3 9.7 0 0.34
2019 0.19 0.62 0.28 0.24 5 76 11 21 197 21 4 45 11 1 4.8 0 0.36
2020 0.3 0.69 0.61 0.29 14 90 41 53 252 20 6 41 12 27 50.9 10 0.71 0.73
2021 0.89 0.94 0.58 0.46 21 111 30 64 316 19 17 50 23 38 59.4 3 0.14 0.39
2022 0.69 0.69 0.62 0.44 18 129 7 80 396 35 24 61 27 44 55 3 0.17 0.22
2023 0.23 0.55 0.31 0.18 14 143 0 44 440 39 9 73 13 31 70.5 0 0.17
2024 0.06 0.06 0.08 13 156 0 9 449 32 2 72 6 0 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12009WP/09/01- An open economy New Keynesian DSGE model of the South African economy. (2009). Smit, Ben ; Steinbach, Rudi ; Mathuloe, Patience . In: Working Papers. RePEc:rbz:wpaper:3431.

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48
22012Working Paper - WP/12/05- A Financial Conditions Index for South Africa. (2012). Gumata, Nombulelo ; Ndou, Eliphas ; Klein, Nir . In: Working Papers. RePEc:rbz:wpaper:5119.

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28
32017Working Paper– WP/17/01- The Quarterly Projection Model of the SARB. (2017). Ruch, Franz ; Botha, Byron ; Steinbach, Rudi ; de Jager, Shaun . In: Working Papers. RePEc:rbz:wpaper:8000.

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17
42020Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998.

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16
52007Daleen Smal, Coen Pretorius and Nelene Ehlers - WP/07/02- The core forecasting model of the South African Reserve Bank.. (2007). Smal, Daleen ; Ehlers, Nelene ; Pretorius, Coen . In: Working Papers. RePEc:rbz:wpaper:3195.

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15
62012Working Paper - WP/12/02- Modelling South Africa’s equilibrium real effective exchange rate- A VECM approach. (2012). de Jager, Shaun . In: Working Papers. RePEc:rbz:wpaper:5020.

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13
72016Nowcasting Real GDP growth in South Africa. (2016). Ruch, Franz ; Kabundi, Alain ; Nel, Elmarie . In: Working Papers. RePEc:rbz:wpaper:7068.

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13
82007Nelene Ehlers and Rudi Steinbach - WP/07/06- The formation of inflation expectations in South Africa. (2007). Ehlers, Nelene ; Steinbach, Rudi. In: Working Papers. RePEc:rbz:wpaper:3243.

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11
92013Working Paper - WP/13/01- The pace of potential output growth in the South African economy. (2013). Ehlers, N ; Smal, M M ; Mboji, L. In: Working Papers. RePEc:rbz:wpaper:5600.

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11
102020Working Paper No 12 of 2020 WP2012 Time consistency and economic growth a case study of south african macroeconomic policy. (2020). Makrelov, Konstantin ; Loewald, Christopher ; Faulkner, David. In: Working Papers. RePEc:rbz:wpaper:10421.

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10
112010WP/10/02- A macroeconomic credit risk model for stress testing the South African banking sector. (2010). Havrylchyk, Olena. In: Working Papers. RePEc:rbz:wpaper:3579.

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10
122013Working Paper - WP/13/03- Achieving higher growth and employment- Policy options for South Africa. (2013). Faulkner, David ; Makrelov, Konstantin ; Loewald, Christopher . In: Working Papers. RePEc:rbz:wpaper:5806.

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10
132014Working Paper - WP/14/01- Monetary Policy and Heterogeneous Inflation Expectations in South Africa. (2014). Schaling, Eric ; Kabundi, Alain ; Some, Modeste. In: Working Papers. RePEc:rbz:wpaper:6107.

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10
142014Working Paper – WP/14/06- Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models. (2014). Lie, Denny ; Johnston, Michael K ; King, Robert G. In: Working Papers. RePEc:rbz:wpaper:6457.

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8
152015Working Paper – WP/15/02- Speculative Flows, Exchange Rate Volatility and Monetary Policy- the South African Experience. (2015). Hassan, Shakill. In: Working Papers. RePEc:rbz:wpaper:6610.

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8
162015Working Paper – WP/15/01- Labour Market and Monetary Policy in South Africa. (2015). Viegi, Nicola. In: Working Papers. RePEc:rbz:wpaper:6607.

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8
172012Working Paper - WP/12/04- What price-level data can tell us about pricing conduct in South Africa. (2012). Rankin, Neil ; Farrell, Greg ; Creamer, Kenneth. In: Working Papers. RePEc:rbz:wpaper:5117.

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7
182013Working Paper - WP/13/06- Important channels of transmission of monetary policy shock in South Africa. (2013). Kabundi, Alain ; Gumata, Nombulelo ; Ndou, Eliphas . In: Working Papers. RePEc:rbz:wpaper:6021.

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7
192019The role of the rand as a shock absorber. (2019). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9254.

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7
202018Working Paper – WP/18/04- Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa. (2018). Kabundi, Alain ; Mlachila, Montfort. In: Working Papers. RePEc:rbz:wpaper:8690.

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7
212014Working Paper – WP/14/04- A medium-sized open economy DSGE model of South Africa. (2014). Smit, Ben ; Du Plessis, Stan ; Steinbach, Rudi. In: Working Papers. RePEc:rbz:wpaper:6319.

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7
222020Developments in bank funding costs in South Africa. (2020). Steenkamp, Daan ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9818.

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7
232014Working Paper – WP/14/08- A semi-structural approach to estimate South Africa’s potential output. (2014). Anvari, Vafa ; Steinbach, Rudi ; Ehlers, Nelne . In: Working Papers. RePEc:rbz:wpaper:6504.

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7
242014Working Paper – WP/14/07- Exploring Unbalanced Growth in South Africa- Understanding the Sectoral Structure of the South African Economy. (2014). Fedderke, Johannes. In: Working Papers. RePEc:rbz:wpaper:6465.

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6
252012Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises. (2012). Viegi, Nicola ; Hassan, Shakill ; Farrell, Greg. In: Working Papers. RePEc:rbz:wpaper:5028.

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6
262021Sailing into the Wind evaluating the near future of Monetary Policy in South Africa. (2021). Viegi, Nicola ; Pirozhkova, Ekaterina ; Loate, Tumisang. In: Working Papers. RePEc:rbz:wpaper:11006.

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6
272021Estimates of banklevel funding costs in South Africa. (2021). Steenkamp, Daan ; Olds, Tim. In: Working Papers. RePEc:rbz:wpaper:11005.

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6
282018Working Paper – WP/18/05- Productivity estimates for South Africa from CES production functions. (2018). Steenkamp, Daan. In: Working Papers. RePEc:rbz:wpaper:8937.

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6
292020The monetary policy of the South African Reserve Bank- stance, communication and credibility. (2020). Viegi, Nicola ; Coco, Alberto. In: Working Papers. RePEc:rbz:wpaper:10024.

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6
302021Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11015.

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5
312016Working Paper – WP/16/02- Estimating South Africa’s output gap and potential growth rate. (2016). Fedderke, Johannes ; Mengisteab, Daniel. In: Working Papers. RePEc:rbz:wpaper:7191.

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5
322013Working Paper - WP/13/04- South African Capital Markets- An Overview. (2013). Hassan, Shakill. In: Working Papers. RePEc:rbz:wpaper:5962.

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5
332020Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication. (2020). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:rbz:wpaper:10141.

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5
342012Working Paper - WP/12/08- Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa. (2012). muellbauer, john ; Farrell, Greg ; Aron, Janine ; Sinclair, Peter. In: Working Papers. RePEc:rbz:wpaper:5152.

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5
352020Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa?. (2020). Steenkamp, Daan ; Kuhn, Lauren ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:10211.

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5
362018Short-lived supply shocks to potential growth. (2018). Steinbach, Rudi ; Ruch, Franz ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:8605.

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5
372007Shaun de Jager - WP/07/03- A steady state QPM model for the South African economy. (2007). de Jager, Shaun . In: Working Papers. RePEc:rbz:wpaper:3245.

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5
382020Developments in debt issuance costs of South African banks. (2020). Steenkamp, Daan ; Nkuna, Mukelani ; Naidoo, Eyollan. In: Working Papers. RePEc:rbz:wpaper:10157.

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4
392017Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi. In: Working Papers. RePEc:rbz:wpaper:8008.

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4
402021Addressing low labour utilisation in South Africa. (2021). Wörgötter, Andreas ; Makrelov, Konstantin ; LOEWALD, Christopher ; Wrgtter, Andreas. In: Working Papers. RePEc:rbz:wpaper:11008.

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4
412020Climate change and its implications for central banks in emerging and developing economies. (2020). Makrelov, Konstantin ; LOEWALD, Christopher ; Arndt, Channing. In: Working Papers. RePEc:rbz:wpaper:10001.

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4
422020Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication. (2020). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:rbz:wpaper:10144.

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4
432010WP/10/03- Exchange Rate Pass-through in South Africa- Panel Evidence from Individual Goods and Services. (2010). Parsley, David. In: Working Papers. RePEc:rbz:wpaper:3580.

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4
442021Fiscal multipliers in South Africa after the global financial crisis. (2021). Makrelov, Konstantin ; de Jager, Shaun ; van Rensburg, Theo Janse. In: Working Papers. RePEc:rbz:wpaper:11007.

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4
452019Reaching for the (r)-stars- estimating South Africa’s neutral real interest rate. (2019). Steinbach, Rudi ; Ruch, Franz ; Kuhn, Lauren. In: Working Papers. RePEc:rbz:wpaper:9097.

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4
462020Commodity Prices and Policy Stabilisation in South Africa. (2020). Schaling, Eric ; Botha, Byron. In: Working Papers. RePEc:rbz:wpaper:10225.

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4
472021Understanding South Africas trade policy and performance. (2021). Ramkolowan, Yash ; Stern, Matthew. In: Working Papers. RePEc:rbz:wpaper:11017.

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4
482011WP/11/01- The Rand as a Carry Trade Target- Risk, Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean . In: Working Papers. RePEc:rbz:wpaper:4878.

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3
492013Working Paper - WP/13/02- The Impact of International Spillovers on the South African Economy. (2013). Ruch, Franz. In: Working Papers. RePEc:rbz:wpaper:5705.

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3
502015Working Paper – WP/15/03- A Revised Quarterly Projection Model for South Africa. (2015). de Jager, Shaun ; Steinbach, Rudi ; Johnston, Michael. In: Working Papers. RePEc:rbz:wpaper:6839.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Working Paper– WP/17/01- The Quarterly Projection Model of the SARB. (2017). Ruch, Franz ; Botha, Byron ; Steinbach, Rudi ; de Jager, Shaun . In: Working Papers. RePEc:rbz:wpaper:8000.

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5
22020Working Paper No 12 of 2020 WP2012 Time consistency and economic growth a case study of south african macroeconomic policy. (2020). Makrelov, Konstantin ; Loewald, Christopher ; Faulkner, David. In: Working Papers. RePEc:rbz:wpaper:10421.

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4
32021Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11015.

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3
42021Fiscal multipliers in South Africa after the global financial crisis. (2021). Makrelov, Konstantin ; de Jager, Shaun ; van Rensburg, Theo Janse. In: Working Papers. RePEc:rbz:wpaper:11007.

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3
52020Developments in bank funding costs in South Africa. (2020). Steenkamp, Daan ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9818.

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2
62022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2
72012Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises. (2012). Viegi, Nicola ; Hassan, Shakill ; Farrell, Greg. In: Working Papers. RePEc:rbz:wpaper:5028.

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2
82022A banklevel analysis of interest rate passthrough in South Africa. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Working Papers. RePEc:rbz:wpaper:11027.

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2
92020Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998.

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2
102021Understanding South Africas trade policy and performance. (2021). Ramkolowan, Yash ; Stern, Matthew. In: Working Papers. RePEc:rbz:wpaper:11017.

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2
112012Working Paper - WP/12/02- Modelling South Africa’s equilibrium real effective exchange rate- A VECM approach. (2012). de Jager, Shaun . In: Working Papers. RePEc:rbz:wpaper:5020.

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2
122021Sailing into the Wind evaluating the near future of Monetary Policy in South Africa. (2021). Viegi, Nicola ; Pirozhkova, Ekaterina ; Loate, Tumisang. In: Working Papers. RePEc:rbz:wpaper:11006.

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2
132020Competition in South African Banking- An assessment using the Boone Indicator and Panzar-Rosse approaches. (2020). Simbanegavi, Witness ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9819.

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2
Citing documents used to compute impact factor: 2
YearTitle
2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443.

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Recent citations
Recent citations received in 2022
YearCiting document
2022ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks. (2022). Steenkamp, Daan ; Olds, Tim ; Nkuna, Mukelani ; Diesel, Howard. In: Working Papers. RePEc:rbz:wpaper:11032.

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2022Optimalinterestrategapsforflexibleinflationtargeting. (2022). Morema, Kgotso ; Schaling, Eric. In: Working Papers. RePEc:rbz:wpaper:11037.

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2022AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme. (2022). Choudhary, Rhea. In: Working Papers. RePEc:rbz:wpaper:11039.

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Recent citations received in 2021
YearCiting document
2021Risk and Return Spillovers in a Global Model of the Foreign Exchange Network. (2021). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Working Papers. RePEc:rbz:wpaper:11014.

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2021Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena. In: Working Papers. RePEc:rbz:wpaper:11015.

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2021The macroeconomic effect of fiscal policy in South Africa: A narrative analysis. (2021). Viegi, Nicola ; Houssa, Romain ; Loate, Tumisang. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2021-156.

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