Alain Kabundi

University of Johannesburg - Department of Economics

P.O. Box 524

Auckland Park 2006, Johannesburg

South Africa

SCHOLARLY PAPERS

11

DOWNLOADS

897

SSRN CITATIONS
Rank 30,834

SSRN RANKINGS

Top 30,834

in Total Papers Citations

7

CROSSREF CITATIONS

17

Scholarly Papers (11)

1.

Three Cycles: Housing, Credit, and Real Activity

IMF Working Paper No. 09/231
Number of pages: 33 Posted: 26 Oct 2009
International Monetary Fund (IMF) - Financial Studies Division, University of Johannesburg - Department of Economics, International Monetary Fund (IMF), PCAOB and International Monetary Fund (IMF)
Downloads 231 (143,905)

Abstract:

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Bank credit, Business cycles, Credit demand, Cross country analysis, Developed countries, Economic growth, Economic models, Household credit, Housing prices, Interest rates, Time series

2.

Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals

Economic Modelling, July 2011
Number of pages: 36 Posted: 29 Dec 2009 Last Revised: 08 Apr 2012
Rangan Gupta, Alain Kabundi and Stephen M. Miller
University of Pretoria - Department of Economics, University of Johannesburg - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 118 (255,588)
Citation 4

Abstract:

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US House prices, Forecasting, DSGE models, Factor Augmented Models, Large-Scale BVAR models

3.

France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis

IMF Working Paper No. 07/129
Number of pages: 47 Posted: 25 Jun 2007
Alain Kabundi and Francisco Nadal-De Simone
University of Johannesburg - Department of Economics and International Monetary Fund (IMF)
Downloads 109 (270,433)

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4.

Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States

Journal of Housing Research, 20(2), 2011
Number of pages: 33 Posted: 22 May 2009 Last Revised: 08 Apr 2012
Rangan Gupta, Alain Kabundi and Stephen M. Miller
University of Pretoria - Department of Economics, University of Johannesburg - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 102 (283,125)

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housing prices, forecasting, factor augmented models, large-scale BVAR models

5.

Estimation of Economic Growth in France Using Business Survey Data

IMF Working Paper No. 04/69
Number of pages: 20 Posted: 15 Feb 2006
Alain Kabundi
University of Johannesburg - Department of Economics
Downloads 80 (329,819)

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Dynamic factor models, survey data, economic forecasting

6.

Monetary Policy and Balance Sheets

IMF Working Paper No. 13/158
Number of pages: 39 Posted: 31 Jul 2013
International Monetary Fund (IMF) - Financial Studies Division, University of Johannesburg - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 72 (350,344)
Citation 3

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Monetary transmission mechanism, United States, Monetary policy, Interest rates, Economic models, monetary policy transmission, balance sheets, FAVAR, generalized dynamic factor models, monetary policy, inflation, money stock, transmission of monetary policy, monetary policy transmission mechanism, money market, monetary transmission, aggregate demand, monetary transmission mechanism, government securities, monetary economics, reserve requirements, monetary shock, monetary aggregates, monetary fund, real interest rates, expansionary monetary policy, monetary base, central bank, monetary aggregate, inflation rate, loose monetary policy, macroeconomic stability, monetary conditions, monetary t

7.

Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model

International Journal of Strategic Property Management, April 2012
Number of pages: 25 Posted: 30 Jun 2009 Last Revised: 04 Feb 2013
University of Pretoria - Department of Economics, Norges Bank, University of Johannesburg - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 68 (361,382)

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monetary policy, housing sector dynamics, large-scale BVAR models

8.

Recent French Export Performance: Is There a Competitiveness Problem?

IMF Working Paper No. 09/2
Number of pages: 75 Posted: 11 Mar 2009
Alain Kabundi and Francisco Nadal-De Simone
University of Johannesburg - Department of Economics and International Monetary Fund (IMF)
Downloads 55 (401,707)

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Export competitiveness, Performance indicators, Terms of trade, International trade, Exports, Trade models, Productivity, Euro Area

9.

Using Large Data Sets to Forecast Sectoral Employment

Statistical Methods and Applications, June 2014
Number of pages: 57 Posted: 13 Jan 2011 Last Revised: 18 Mar 2015
University of Pretoria - Department of Economics, University of Johannesburg - Department of Economics, University of Nevada, Las Vegas - Department of Economics and University of Johannesburg
Downloads 52 (411,956)

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Sectoral Employment, Forecasting, Factor Augmented Models, Large-Scale BVAR models

10.

Monetary Policy Credibility and Exchange Rate Pass-Through in South Africa

IMF Working Paper No. 18/173
Number of pages: 30 Posted: 22 Aug 2018
Alain Kabundi and Montfort Mlachila
University of Johannesburg - Department of Economics and International Monetary Fund (IMF)
Downloads 10 (629,106)

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South Africa, Sub-Saharan Africa, Central banks and their policies, Exchange rate pass-through, monetary policy credibility, Monetary Policy (Targets, Instruments, and Effects)

11.

Housing, Credit, and Real Activity Cycles: Characteristics and Comovement

Journal of Housing Economics, Vol. 20, 2011
Posted: 22 Nov 2015
PCAOB, University of Johannesburg - Department of Economics, International Monetary Fund (IMF) - Financial Studies Division, International Monetary Fund (IMF) and International Monetary Fund (IMF)

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Macro-financial linkages, House prices, Credit, Business cycle