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Alain Kabundi

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Personal Details

First Name: Alain
Middle Name:
Last Name: Kabundi
Suffix:

RePEc Short-ID: pka395

Email:
Homepage:
Postal Address: P O Box 427 Pretoria 0001 South Africa 370 Helen Joseph Street (formerly Church Street) Pretoria 0002
Phone: +27 (0)12 313 4055

Affiliation

(60%) South African Reserve Bank
Homepage: http://www.resbank.co.za
Location: South Africa, Pretoria
(20%) Faculty of Economic and Financial Sciences
University of Johannesburg
Location: Auckland Park, South Africa
Homepage: http://www.uj.ac.za/ecofin
Email:
Phone: +27 (0)11 559 2492
Fax: +27 (0)11 559 2036
Postal: P.O. Box 524, Auckland Park 2006
Handle: RePEc:edi:serauza (more details at EDIRC)
(20%) Economic Research Southern Africa (ERSA)
Location: Cape Town, South Africa
Homepage: http://www.econrsa.org/
Email:
Phone: 021 671-3980
Fax: +27 21 671 3912
Postal: Newlands on Main, F0301 3rd Floor Mariendahl House, cnr Campground and Main Rds, Claremont, 7700 Cape Town
Handle: RePEc:edi:ersacza (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Economic Growth and Change of African Countries

Works

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Working papers

  1. Anmar Pretorius and Alain Kabundi, 2014. "Dynamic Integration of Emerging Market Bond Yields into the Global Bond Market," Working Papers 436, Economic Research Southern Africa.
  2. Alain Kabundi, Eric Schaling and Modeste Some, 2014. "Monetary Policy and Heterogeneous Inflation Expectations in South Africa," Working Papers 422, Economic Research Southern Africa.
  3. Mustafa Yavuz Cakir and Alain Kabundi, 2013. "Transmission of China's Shocks to the BRIS Countries," Working Papers 362, Economic Research Southern Africa.
  4. Mustafa Yavuz Cakir and Alain Kabundi, 2013. "Business Cycle Co-movements between South Africa and the BRIC Countries," Working Papers 324, Economic Research Southern Africa.
  5. Raphael Nkomo and Alain Kabundi, 2013. "Kalman Filtering and Online Learning Algorithms for Portfolio Selection," Working Papers 394, Economic Research Southern Africa.
  6. Deniz Igan, Alain Kabundi, Francisco Nadal De Simone, Natalia Tamirisa, 2013. "Monetary Policy and Balance Sheets," Working Papers 364, Economic Research Southern Africa.
  7. Nombulelo Gumata, Alain Kabundi and Eliphas Ndou, 2013. "Important Channels of Transmission Monetary Policy Shock in South Africa," Working Papers 375, Economic Research Southern Africa.
  8. Alain Kabundi, 2012. "Working Paper 152 - Dynamics of Inflation in Uganda," Working Paper Series 401, African Development Bank.
  9. Andrew S. Duncan & Alain Kabundi, 2011. "Volatility Spillovers across South African Asset Classes during Domestic and Foreign," Working Papers 202, Economic Research Southern Africa.
  10. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
  11. Andrew Stuart Duncan & Alain Kabundi, 2011. "Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets," Working Papers 253, Economic Research Southern Africa.
  12. Mustafa Yavuz Cakir & Alain Kabundi, 2011. "Trade Shocks from BRIC to South Africa: A Global VAR Analysis," Working Papers 250, Economic Research Southern Africa.
  13. Deniz Igan & Alain Kabundi & Francisco Nadal De Simone & Marcelo Pinheiro & Natalia Tamirisa, 2010. "Three Cycles: Housing, Credit and Real Activity," Working Papers 160, Economic Research Southern Africa.
  14. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
  15. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working papers 2009-13, University of Connecticut, Department of Economics.
  16. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working papers 2009-19, University of Connecticut, Department of Economics.
  17. Rangan Gupta & Alain Kabundi, 2009. "A Large Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 137, Economic Research Southern Africa.
  18. Alain N. Kabundi & Francisco Nadal-De Simone, 2009. "Recent French Export Performance," IMF Working Papers 09/2, International Monetary Fund.
  19. Alain Kabundi & Elsabé Loots, 2009. "Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany," Working Papers 159, Economic Research Southern Africa.
  20. Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
  21. Natalia T. Tamirisa & Alain N. Kabundi & Deniz Igan & Francisco Nadal-De Simone & Marcelo Pinheiro, 2009. "Three Cycles," IMF Working Papers 09/231, International Monetary Fund.
  22. Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009. "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200905, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009. "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers 200925, University of Pretoria, Department of Economics.
  25. Rangan Gupta & Alain Kabundi, 2009. "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200903, University of Pretoria, Department of Economics.
  26. Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers 200902, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  28. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  29. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well Suited for Forecasting Regional House Price Inflation?," Working Papers 85, Economic Research Southern Africa.
  30. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  31. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  32. Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
  33. Francisco Nadal-De Simone & Alain N. Kabundi, 2007. "France in the Global Economy," IMF Working Papers 07/129, International Monetary Fund.
  34. Alain Kabundi, 2007. "Synchronization between South Africa and the U.S.: A Structural Dynamic Factor Analysis," Working Papers 50, Economic Research Southern Africa.
  35. Alain N. Kabundi, 2004. "Estimation of Economic Growth in France Using Business Survey Data," IMF Working Papers 04/69, International Monetary Fund.

Articles

  1. Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014. "Using large data sets to forecast sectoral employment," Statistical Methods and Applications, Springer, vol. 23(2), pages 229-264, June.
  2. Çakır, Mustafa Yavuz & Kabundi, Alain, 2013. "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, vol. 32(C), pages 190-202.
  3. Alain Kabundi & Eric Schaling, 2013. "Inflation and Inflation Expectations in South Africa: an Attempt at Explanation," South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 346-355, 09.
  4. Duncan, Andrew S. & Kabundi, Alain, 2013. "Domestic and foreign sources of volatility spillover to South African asset classes," Economic Modelling, Elsevier, vol. 31(C), pages 566-573.
  5. M. Y. Çakır & A. Kabundi, 2013. "Business cycle co-movements between South Africa and the BRIC countries," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4698-4718, November.
  6. Alain Kabundi & John Muteba Mwamba, 2012. "Applying A Genetic Algorithm To International Diversification Of Equity Portfolios: A South African Investor Perspective," South African Journal of Economics, Economic Society of South Africa, vol. 80(1), pages 91-105, 03.
  7. Kabundi, Alain & Nadal De Simone, Francisco, 2012. "Recent French relative export performance: Is there a competitiveness problem?," Economic Modelling, Elsevier, vol. 29(4), pages 1408-1435.
  8. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
  9. Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
  10. Lumengo Bonga-Bonga & Alain Kabundi, 2011. "Monetary Policy Action and Inflation in South Africa: An Empirical Analysis," The African Finance Journal, Africagrowth Institute, vol. 13(2), pages 25-37.
  11. Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2011. "Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 16(1), pages 1-20, August.
  12. Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011. "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
  13. Igan, Deniz & Kabundi, Alain & Nadal De Simone, Francisco & Pinheiro, Marcelo & Tamirisa, Natalia, 2011. "Housing, credit, and real activity cycles: Characteristics and comovement," Journal of Housing Economics, Elsevier, vol. 20(3), pages 210-231, September.
  14. Alain Kabundi & Francisco Nadal De Simone, 2011. "France in the global economy: a structural approximate dynamic factor model analysis," Empirical Economics, Springer, vol. 41(2), pages 311-342, October.
  15. Sonali Das & Rangan Gupta & Alain Kabundi, 2011. "Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(2), pages 288-302, March.
  16. Alain Kabundi & Nonhlanhla Ngwenya, 2011. "Assessing Monetary Policy In South Africa In A Data‐Rich Environment," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 91-107, 03.
  17. Alain Kabundi & John Mwamba Muteba, 2011. "Extreme Value At Risk: A Scenario For Risk Management," South African Journal of Economics, Economic Society of South Africa, vol. 79(2), pages 173-183, 06.
  18. Rangan Gupta & Alain Kabundi, 2010. "The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach," Journal of Economic Studies, Emerald Group Publishing, vol. 37(6), pages 616-626, September.
  19. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(2), pages 135-147.
  20. Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
  21. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010. "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, vol. 43(3), pages 187-204, August.
  22. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010. "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, vol. 27(1), pages 315-323, January.
  23. Alain Kabundi & Elsabé Loots, 2010. "Patterns Of Co‐Movement Between South Africa And Germany: Evidence From The Period 1985 To 2006," South African Journal of Economics, Economic Society of South Africa, vol. 78(4), pages 383-399, December.
  24. Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009. "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
  25. Alain Kabundi & Idriss Mouchili, 2009. "Stock Market Integration: A South African Perspective," The African Finance Journal, Africagrowth Institute, vol. 11(2), pages 51-66.
  26. Alain Kabundi, 2009. "Synchronisation Between South Africa And The U.S.: A Structural Dynamic Factor Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 1-27, 03.
  27. Kabundi, Alain & Loots, Elsabe, 2007. "Co-movement between South Africa and the Southern African Development Community: An empirical analysis," Economic Modelling, Elsevier, vol. 24(5), pages 737-748, September.

NEP Fields

42 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-09-06 2013-09-28
  2. NEP-CBA: Central Banking (14) 2008-07-05 2008-07-05 2008-09-20 2009-01-24 2009-06-10 2009-07-03 2009-07-11 2009-11-27 2009-12-19 2010-01-16 2010-02-27 2013-09-06 2013-09-28 2014-03-15. Author is listed
  3. NEP-CIS: Confederation of Independent States (3) 2011-10-22 2013-01-26 2013-09-06
  4. NEP-CMP: Computational Economics (1) 2014-02-02
  5. NEP-CSE: Economics of Strategic Management (1) 2009-01-31
  6. NEP-DEV: Development (1) 2012-09-22
  7. NEP-DGE: Dynamic General Equilibrium (1) 2009-12-19
  8. NEP-ECM: Econometrics (8) 2005-10-22 2008-07-05 2008-07-05 2008-09-20 2008-10-21 2009-02-28 2009-12-19 2011-01-23. Author is listed
  9. NEP-EEC: European Economics (3) 2005-10-22 2007-06-23 2009-01-31
  10. NEP-ETS: Econometric Time Series (1) 2008-09-20
  11. NEP-FMK: Financial Markets (3) 2011-04-09 2011-11-14 2014-08-20
  12. NEP-FOR: Forecasting (17) 2005-10-22 2008-07-05 2008-07-05 2008-07-05 2008-09-20 2008-10-21 2009-01-24 2009-02-28 2009-05-23 2009-06-03 2009-12-19 2010-01-16 2010-02-27 2010-03-13 2010-03-13 2011-01-16 2011-01-23. Author is listed
  13. NEP-GEO: Economic Geography (1) 2008-07-05
  14. NEP-INT: International Trade (2) 2009-01-31 2011-10-22
  15. NEP-MAC: Macroeconomics (14) 2008-07-05 2008-07-05 2008-09-20 2009-01-24 2009-01-31 2009-01-31 2009-07-03 2009-07-11 2009-11-27 2009-11-27 2010-03-13 2010-03-13 2013-09-06 2014-03-15. Author is listed
  16. NEP-MON: Monetary Economics (10) 2009-01-31 2009-01-31 2009-07-03 2009-07-11 2009-11-27 2012-09-22 2013-09-06 2013-09-28 2013-10-18 2014-03-15. Author is listed
  17. NEP-OPM: Open Economy Macroeconomics (1) 2013-01-26
  18. NEP-ORE: Operations Research (3) 2009-12-19 2010-01-16 2010-02-27
  19. NEP-SEA: South East Asia (1) 2011-11-14
  20. NEP-URE: Urban & Real Estate Economics (14) 2008-07-05 2008-10-21 2009-01-24 2009-02-28 2009-05-23 2009-06-03 2009-07-03 2009-07-11 2009-11-27 2009-12-19 2010-01-16 2010-02-27 2010-03-13 2011-01-23. Author is listed

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