📊 Research

Publications

orcid.org/0000-0002-5555-9050

Working Papers (*=under peer-review; **=revise & resubmit)

"Financial Stress in Emerging Markets: The Tail-Risk Trade-offs between Growth and Financial Stability Policies" (with David de Villiers and Dawie van Lill), ERSA Working Paper Series, (2025), DOI 

"Domestic credit cycles and extreme capital flow episodes" (with David de Villiers and Dawie van Lill), ERSA Working Paper Series, (2025), DOI

"Nonlinear Real Exchange Rate Adjustments: Insights from iPad Price Data" (with R. Walker, D. van Lill and G. du Rand), ERSA Working Paper Series, (2025), DOI *

"Using Apple Products to Evaluate the Law of One Price and Exchange Rate Passthrough" (with R. Walker, D. van Lill and G. du Rand), ERSA Working Paper Series, (2025), DOI *

"A deep learning approach to estimation of the Phillips Curve in South Africa" (with G. Du Rand and D. Van Lill), WIDER Working Paper, World Institute for Development Economic Research, (2023), DOI. **

"Time-varying fiscal multipliers for South Africa: A large time-varying parameter vector autoregression approach" (with G. Du Rand and D. Van Lill), WIDER Working Paper, World Institute for Development Economic Research, (2023), DOI.

"A medium-sized, open-economy, fiscal DSGE model of South Africa" (with J.H. Kemp), WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research, (2020), DOI.

"Large Scale Asset Purchases and Financial Stability" (with Dawie van Lill)

Projects with PhD students (♣ Graduated)

"Essays in Macroeconomics of the Green Transition: Labour, Policy, and Structural Dynamics" (with Stenia Cossa)

"Macroeconomic policy coordination under information frictions: a DSGE analysis for South Africa" (with Clinton Joel)

"Fiscal policy and dimensions of inequality in South Africa" (with Jeanne Terblanche and Dawie van Lill)

"International Capital Flows and Financial Stability" (with David de Villiers  and Dawie van Lill) ♣

"Using Apple Product Prices to Evaluate the Law of One Price and Product Derived Real Exchange Rates" (with Rick Walker and Dawie van Lill) ♣