A Three-Sector Structural VAR Model for Australia, with R. Fry-McKibbin, M. Greenwood-Nimmo, and V. Volkov, Journal of Economic Dynamics and Control, 170 (2025) 105029.
Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly, with G. Caggiano, E. Castelnuovo and S. Delrio, European Economic Review, 136 (2021) 103750. Appendix Replication Material CAMA Working Paper.
The Global Effects of Covid-19-induced Uncertainty, with G. Caggiano, and E. Castelnuovo, Economics Letters, 194 (2020) 109392. CESifo Working Paper.
Macroeconomic Effects of Lowering South Africa’s Inflation Target: an SVAR Analysis, with K. Lesame.
Effects of Monetary and R&D Policies on Inequality and Growth: the case of South Africa, with Y. Getachew and N. Matshaka.
Accounting for Australia's Resilience to Recessions, with M. Weder (submitted).
Credit Shocks and the UK Economy, with M. Hatcher and A. Mennuni.
Financial Factors and the Macro-economy: a Survey (available upon request).
Estimating the Macroeconomic Costs of Power Outages in South Africa, with K. Makhanya, M. Mampholo, and A. Tagem.
Search Frictions and High Unemployment in the South African Labour Market, with S. Gumbi, N. Kajugusi, and K. Sen.
Productivity under Distortions in Input and Product Markets: the case of South Africa, with I. Mngomezulu.
Climate Change and Fiscal Policy for Small Open Commodity Exporting Economies, with Y. Getachew and R. Naraidoo.
Integrated Monetary and Financial Policies for a Small Open Economy: the case of South Africa, with R. Gupta.
Monetary Policy Shocks and Uncertainty, with G. Caggiano and E. Castelnuovo.
Credit Shocks and Business Cycles: Positive and Normative Analyses.