Research

Matthew Greenwood-Nimmo, Daan Steenkamp, Rossouw van Jaarsveld, (2025). ''Risk and Return Spillovers among Developed and Emerging Market Currencies', Journal of International Financial Markets, Institutions & Money. Volume 98, January 2025.

Matthew Greenwood-Nimmo, Daan Steenkamp, Rossouw van Jaarsveld, (2024). 'A bank-level analysis of interest rate pass-through in South Africa', Journal of Macroeconomics.

Hollander, Havemann and Steenkamp (2023), 'The macroeconomics of establishing a basic income grant in South Africa', South African Journal of Economics, December.

Botha, Byron & Burger, Rulof & Kotzé, Kevin & Rankin, Neil & Steenkamp, Daan. (2022). Big data forecasting of South African inflation. Empirical Economics.

Byron Botha, Geordie Reid, Tim Olds, Daan Steenkamp and Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," South African Journal of Economics, September.

Rapapali, Mpho, and Daan Steenkamp. (2019). “Is There a Relationship between Productivity and Relative Prices in South Africa?” Journal of Development Perspectives, vol. 3, no. 1-2, 2019, pp. 164–190.

Steenkamp, D (2018). 'Explosiveness in G11 currencies', Economic Modelling, Volume 68, 2018, Pages 388-408.

Steenkamp, D. (2017), 'Factor Substitution and Productivity in New Zealand'. Economic Record. November.

Karagedikli, O, Ryan, M, Steenkamp, D Vehbi, T (2016). 'What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy', Economic Modelling, Volume 52, Part B, 2016, Pages 945-959.

Working papers:

Jens Henrik Eggert Christensen and Daan Steenkamp, (2025). 'Joint Estimation of Liquidity and Credit Risk Premia in Bond Prices with an Application', Working Paper, South African Reserve Bank.

Matthew Greenwood-Nimmo, Daan Steenkamp and Rossouw van Jaarsveld 2022. ''Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts?' SARB Working Paper.

Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper 881.

Howard Diesel, Mukelani Nkuna, Tim Olds and Daan Steenkamp (2022), 'The cost of complying with Basel 3 liquidity regulations for South African banks', Working Paper, South African Reserve Bank.

Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.

Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme,"Working Papers 11024, South African Reserve Bank.

Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.

Ruan Erasmus and Daan Steenkamp (2022). 'South Africa’s yield curve conundrum'. ERSA Discussion Document 07.

Ruan Erasmus and Daan Steenkamp (2022). 'The South African sovereign term premium and its drivers'. ERSA Discussion Document 15.

Ruan Erasmus and Daan Steenkamp (2022). 'Term premium estimation for South Africa' (2022). Journal of Applied Economic Sciences.

Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers 11014, South African Reserve Bank.

Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.

Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa?," Working Papers 10211, South African Reserve Bank.

Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp, 2020. "Developments in debt issuance costs of South African banks," Working Papers 10157, South African Reserve Bank.

Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.

Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.

Luchelle Soobyah & Daan Steenkamp, 2019. "The role of the rand as a shock absorber," Working Papers 9254, South African Reserve Bank.

Steenkamp, D. (2018), ‘Productivity estimates for South Africa from CES production functions’, South African Reserve Bank Working Paper Series WP2018/05.

Berka, M. and Steenkamp, D. (2018), ‘Deviations in real exchange rate levels in the OECD countries and their structural determinants’, Reserve Bank of New Zealand Discussion Paper Series DP2018/08, Reserve Bank of New Zealand.

Steenkamp, D (2017). 'How bubbly is the New Zealand dollar?' Reserve Bank of New Zealand Discussion paper.

Articles:

Aidan J. Horn, Lisa Martin, Jan H. Pretorius, Daan Steenkamp (2025). 'Gaps in the South African inflation targeting debate'. Codera Policy Paper 25-1.

Fourie, Jurgens & Steenkamp, Daan, 2025. "Forecasting economic downturns in South Africa using leading indicators and machine learning," Codera Policy Brief 2025-2.

Neilon, Gabriella & Steenkamp, Daan, 2025. "Exchange rate pass-through in South Africa using a non-linear asymmetric cointegration approach" Codera Policy Brief 2025-3.

Byron Botha & Nqaba Duma & Daan Steenkamp, 2021. "A Truckometer for South Africa," Occasional Bulletin of Economic Notes 11015, South African Reserve Bank.

Luchelle Soobyah & Daan Steenkamp, 2021. "Has publication of a repo path provided guidance," Occasional Bulletin of Economic Notes 11019, South African Reserve Bank.

Tim Olds, Daan Steenkamp and Rossouw van Jaarsveld (2021). 'The impact of global FX liquidity on the rand'. ERSA Policy Bulletin.

Julius Pain & Mpho Rapapali & Daan Steenkamp, 2020. "Industry TFP estimates for South Africa," Occasional Bulletin of Economic Notes 10412, South African Reserve Bank.

Luchelle Soobyah & Daan Steenkamp, 2020. "A measure of South Africa’s sovereign risk premium," Occasional Bulletin of Economic Notes 10009, South African Reserve Bank.

Daan Steenkamp, 2019. "Rand Misalignment- Evidence from Bayesian Threshold VECMs," Occasional Bulletin of Economic Notes 9342, South African Reserve Bank.

Bojosi Morule & Daan Steenkamp, 2018. 'The structure of South Africa's external position,' Occasional Bulletin of Economic Notes 2018/02, South African Reserve Bank.

Nicholas Mulligan & Daan Steenkamp, (2018). ‘Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes,’ Reserve Bank of New Zealand Analytical Notes series AN2018/03.

Bevan Cook & Daan Steenkamp, (2018). ‘Funding cost pass-through to mortgage rates,’ Reserve Bank of New Zealand Analytical Notes series AN2018/02.

Daan Steenkamp, (2015). "Constructing cross country estimates of relative industry MFP levels," Reserve Bank of New Zealand Analytical Notes series AN2015/04, Reserve Bank of New Zealand.

Daan Steenkamp, (2014). "Structural adjustment in New Zealand since the commodity boom," Reserve Bank of New Zealand Analytical Notes series AN2014/02, Reserve Bank of New Zealand.

Daan Steenkamp, (2014). "Measuring New Zealand’s effective exchange rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 1-15, December.

Daan Steenkamp, (2014). "How volatile are New Zealand’s terms of trade? An international comparison," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, June.

Willy Chetwin & Tim Ng & Daan Steenkamp, (2013). "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.

Daan Steenkamp, (2013). "Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data," Reserve Bank of New Zealand Analytical Notes series AN2013/01, Reserve Bank of New Zealand.

Miles Parker & Daan Steenkamp, (2012). "The economic impact of the Canterbury earthquakes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 75, pages 13-25, September.

James Graham & Daan Steenkamp, (2012). "Extending the Reserve Bank’s macroeconomic balance model of the exchange rate," Reserve Bank of New Zealand Analytical Notes series AN2012/08, Reserve Bank of New Zealand.

Daan Steenkamp, 2010. "New Zealand’s imbalances in a cross-country context," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, pages 37-49, December.

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