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Greg Farrell

Personal Details

First Name:Greg
Middle Name:
Last Name:Farrell
Suffix:
RePEc Short-ID:pfa304
Economics Department, SEBS University of the Witwatersrand 1 Jan Smuts Avenue, Braamfontein 2000

Affiliation

School of Economic and Finance
Faculty of Commerce, Law and Management
University of the Witwatersrand

Johannesburg, South Africa
https://www.wits.ac.za/sef/

+27 11 716 5309
+27 11 716 5202
Private Bag 3, Wits 2050, Johannesburg
RePEc:edi:dewitza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cyril May & Greg Farrell, 2017. "Modelling exchange rate volatility dynamics: Empirical evidence from South Africa," Working Papers 705, Economic Research Southern Africa.
  2. Cyril May & Greg Farrell & Jannie Rossouw, 2017. "Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data," Working Papers 672, Economic Research Southern Africa.
  3. Jessica Kramer and Greg Farrell, 2014. "The reliability of South African real-time output gap estimates," Working Papers 428, Economic Research Southern Africa.
  4. Farrell, Greg, 2014. "Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective," MPRA Paper 55368, University Library of Munich, Germany.
  5. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
  6. Janine Aron & Greg Farrell & John Muellbauer & Peter Sinclair, 2012. "Working Paper WP1208 Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa," Working Papers 5152, South African Reserve Bank.
  7. Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "Working Paper WP1203 The HighFrequency Response of the RandDollar Rate to Inflation Surprises," Working Papers 5028, South African Reserve Bank.
  8. Dr. Kenneth Creamer & Dr. Greg Farrell & Prof. Neil Rankin, 2012. "Working Paper WP1204 What pricelevel data can tell us about pricing conduct in South Africa," Working Papers 5117, South African Reserve Bank.
  9. Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter, 2010. "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers 8153, C.E.P.R. Discussion Papers.

Articles

  1. Greg Farrell & Esti Kemp, 2020. "Measuring the Financial Cycle in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 123-144, June.
  2. Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.
  3. Janine Aron & Greg Farrell & John Muellbauer & Peter Sinclair, 2014. "Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 144-164, January.
  4. Kenneth Creamer & Greg Farrell & Neil Rankin, 2012. "What Price-Level Data Can Tell Us About Pricing Conduct In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 80(4), pages 490-509, December.
  5. Zelda Blignaut & Greg Farrell & Victor Munyama & Logan Rangasamy, 2009. "A Note On The Trimmed Mean Measure Of Core Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 77(4), pages 538-552, December.
  6. Trevor Bell & Greg Farrell, 1997. "The minerals-energy complex and South African industrialisation," Development Southern Africa, Taylor & Francis Journals, vol. 14(4), pages 591-613.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jessica Kramer and Greg Farrell, 2014. "The reliability of South African real-time output gap estimates," Working Papers 428, Economic Research Southern Africa.

    Cited by:

    1. Harri Kemp, 2014. "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers 03/2014, Stellenbosch University, Department of Economics.
    2. Johannes W. Fedderke & Daniel K. Mengisteab, 2017. "Estimating South Africa's Output Gap and Potential Growth Rate," South African Journal of Economics, Economic Society of South Africa, vol. 85(2), pages 161-177, June.

  2. Farrell, Greg, 2014. "Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective," MPRA Paper 55368, University Library of Munich, Germany.

    Cited by:

    1. Ihejirika, Peters. O, 2020. "Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?," International Journal of Social and Administrative Sciences, Asian Economic and Social Society, vol. 5(2), pages 109-126, June.
    2. Mathias Drehmann & Kostas Tsatsaronis, 2014. "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
    3. Sarlin, Peter & Ramsay, Bruce A., 2015. "Ending over-lending: assessing systemic risk with debt to cash flow," Working Paper Series 1769, European Central Bank.
    4. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2020. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Working Papers 2020-19, Swiss National Bank.

  3. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.

    Cited by:

    1. Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.
    2. Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.
    3. Nasha Maveé & Roberto Perrelli & Axel Schimmelpfennig, 2016. "Surprise, Surprise; What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 2016/205, International Monetary Fund.

  4. Janine Aron & Greg Farrell & John Muellbauer & Peter Sinclair, 2012. "Working Paper WP1208 Exchange Rate Passthrough to Import Prices and Monetary Policy in South Africa," Working Papers 5152, South African Reserve Bank.

    Cited by:

    1. Charl Jooste & Yaseen Jhaveri, 2014. "The Determinants of Time-Varying Exchange Rate Pass-Through in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 82(4), pages 603-615, December.
    2. Renzo Alvarez & Amin Shoja & Syed Uddin & Hakan Yilmazkuday, 2018. "Daily Exchange Rate Pass-through into Micro Prices," Working Papers 1803, Florida International University, Department of Economics.
    3. Alain Kabundi & Asi Mbelu, 2016. "Working Paper WP1610 Has the Exchange Rate PassThrough changed in South Africa," Working Papers 7556, South African Reserve Bank.

  5. Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "Working Paper WP1203 The HighFrequency Response of the RandDollar Rate to Inflation Surprises," Working Papers 5028, South African Reserve Bank.

    Cited by:

    1. Stan Du Plessis & Monique Brigitte Reid, 2015. "The Exchange Rate Dimension of Inflation Targeting: Target Levels and Currency Volatility," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 174-179, June.
    2. Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.

  6. Dr. Kenneth Creamer & Dr. Greg Farrell & Prof. Neil Rankin, 2012. "Working Paper WP1204 What pricelevel data can tell us about pricing conduct in South Africa," Working Papers 5117, South African Reserve Bank.

    Cited by:

    1. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "Working Paper WP1404 A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    2. Mamello Amelia Nchake, Lawrence Edwards and Neil Rankin, 2014. "Price setting behaviour in Lesotho: Stylised facts from consumer retail prices," Working Papers 417, Economic Research Southern Africa.
    3. Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Working Paper WP1606 Decomposing inflation using micropricelevel data South Africas pricing dynamics," Working Papers 7353, South African Reserve Bank.

  7. Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter, 2010. "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers 8153, C.E.P.R. Discussion Papers.

    Cited by:

    1. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," Working Papers 235, Economic Research Southern Africa.
    2. Tatiana Lysenko & Geoff Barnard, 2011. "Strengthening the Macroeconomic Policy Framework in South Africa," OECD Economics Department Working Papers 847, OECD Publishing.

Articles

  1. Greg Farrell & Esti Kemp, 2020. "Measuring the Financial Cycle in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 123-144, June.

    Cited by:

    1. Esti Kemp & Rene van Stralen & Alexandros Vardoulakis & Peter J. Wierts, 2018. "The Non-Bank Credit Cycle," Finance and Economics Discussion Series 2018-076, Board of Governors of the Federal Reserve System (U.S.).
    2. Adél Bosch & Steven F. Koch, 2020. "The South African Financial Cycle and its Relation to Household Deleveraging," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 145-173, June.

  2. Janine Aron & Greg Farrell & John Muellbauer & Peter Sinclair, 2014. "Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 144-164, January.

    Cited by:

    1. Isaacs, Gilad, 2014. "The myth of “neutrality” and the rhetoric of “stability”: macroeconomic policy in democratic South Africa," MPRA Paper 54426, University Library of Munich, Germany.
    2. Kabundi, Alain & Mlachila, Montfort, 2019. "The role of monetary policy credibility in explaining the decline in exchange rate pass-through in South Africa," Economic Modelling, Elsevier, vol. 79(C), pages 173-185.
    3. Renzo Alvarez & Amin Shoja & Syed Uddin & Hakan Yilmazkuday, 2018. "Daily Exchange Rate Pass-through into Micro Prices," Working Papers 1803, Florida International University, Department of Economics.
    4. Janine Aron & Ronald Macdonald & John Muellbauer, 2014. "Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 101-143, January.
    5. Alain Kabundi & Asi Mbelu, 2016. "Has the Exchange Rate Pass-Through changed in South Africa?," Working Papers 649, Economic Research Southern Africa.
    6. Sinyakov, A. & Chernyadyev, D. & Sapova, A., 2019. "Estimating the Exchange Rate Pass-Through Effect on Producer Prices of Final Products Based on Micro-Data of Russian Companies," Journal of the New Economic Association, New Economic Association, vol. 41(1), pages 128-157.
    7. Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
    8. Janine Aron & Kenneth Creamer & John Muellbauer & Neil Rankin, 2014. "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 165-185, January.
    9. Ponomarev, Yuriy (Пономарев, Юрий) & Rey, Aleksey (Рей, Алексей) & Radchenko, Darya (Радченко, Дарья), 2018. "Investigation of the Relationship between the Intensity of International Trade and the Volatility of Paired Exchange Rates of the Russian Federation and its Trading Partners [Исследование Взаимосвя," Working Papers 061823, Russian Presidential Academy of National Economy and Public Administration.
    10. Abbas, Syed Kanwar & Lan, Hao, 2020. "Commodity price pass-through and inflation regimes," Energy Economics, Elsevier, vol. 92(C).
    11. Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Working Paper No 12 of 2020 WP2012 Time consistency and economic growth a case study of south african macroeconomic policy," Working Papers 10421, South African Reserve Bank.
    12. Adekunle, Wasiu & Tiamiyu, Ajao, 2018. "Exchange rate pass-through to consumer prices in Nigeria: An asymmetric approach," MPRA Paper 88797, University Library of Munich, Germany.
    13. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019. "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers 15-49, Eastern Mediterranean University, Department of Economics.
    14. Dambar Uprety, 2017. "The Impact of Remittances on Economic Growth in Nepal," Journal of Development Innovations, KarmaQuest Internatioinal, vol. 1(1), pages 114-134, February.
    15. Rebeca Jiménez‐Rodríguez & Amalia Morales‐Zumaquero, 2020. "BRICS: How important is the exchange rate pass‐through?," The World Economy, Wiley Blackwell, vol. 43(3), pages 781-793, March.
    16. Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Working Paper WP1606 Decomposing inflation using micropricelevel data South Africas pricing dynamics," Working Papers 7353, South African Reserve Bank.
    17. Lawrence Edwards & Ayanda Hlatshwayo, 2020. "Exchange rates and firm export performance in South Africa," WIDER Working Paper Series wp-2020-1, World Institute for Development Economic Research (UNU-WIDER).
    18. Mehmet Balcilar & Ojonugwa Usman & Esther Abdul Agbede, 2019. "Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa," African Development Review, African Development Bank, vol. 31(2), pages 245-257, June.
    19. Michael Debabrata Patra & Joice John, 2018. "Non-Linear, Asymmetric and TimeVarying Exchange Rate Pass-Through: Recent Evidence from India," Working Papers id:12700, eSocialSciences.
    20. Alain Kabundi & Asi Mbelu, 2016. "Working Paper WP1610 Has the Exchange Rate PassThrough changed in South Africa," Working Papers 7556, South African Reserve Bank.
    21. Прокопьев М.Г., 2016. "Анализ Влияния Цен На Импортные Товары На Цены Внутреннего Рынка: Методические Аспекты," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(1), pages 20-27, январь.

  3. Kenneth Creamer & Greg Farrell & Neil Rankin, 2012. "What Price-Level Data Can Tell Us About Pricing Conduct In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 80(4), pages 490-509, December.

    Cited by:

    1. ALIDOU, Sahawal, 2014. "Degree of price rigidity in LICs and implication for monetary policy," MPRA Paper 59844, University Library of Munich, Germany.
    2. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "Working Paper WP1404 A mediumsized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    3. Mamello Amelia Nchake, Lawrence Edwards and Neil Rankin, 2014. "Price setting behaviour in Lesotho: Stylised facts from consumer retail prices," Working Papers 417, Economic Research Southern Africa.
    4. Stan du Plessis, 2014. "Targeting core inflation in emerging market economies," Working Papers 23/2014, Stellenbosch University, Department of Economics.
    5. Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Working Paper WP1606 Decomposing inflation using micropricelevel data South Africas pricing dynamics," Working Papers 7353, South African Reserve Bank.

  4. Zelda Blignaut & Greg Farrell & Victor Munyama & Logan Rangasamy, 2009. "A Note On The Trimmed Mean Measure Of Core Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 77(4), pages 538-552, December.

    Cited by:

    1. Franz Ruch & Dirk Bester, 2011. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," Working Papers 256, Economic Research Southern Africa.
    2. Stan du Plessis, Gideon du Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," Working Papers 503, Economic Research Southern Africa.
    3. Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 15-08, Eastern Mediterranean University, Department of Economics.
    4. Franz Ruch & Stan du Plessis, 2015. "Working Paper WP1505 SecondRound Effects from Food and Energy Prices an SBVAR approach," Working Papers 7008, South African Reserve Bank.
    5. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 201440, University of Pretoria, Department of Economics.
    6. Stan Plessis & Gideon Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 527-548, December.
    7. Stan du Plessis, 2014. "Targeting core inflation in emerging market economies," Working Papers 23/2014, Stellenbosch University, Department of Economics.

  5. Trevor Bell & Greg Farrell, 1997. "The minerals-energy complex and South African industrialisation," Development Southern Africa, Taylor & Francis Journals, vol. 14(4), pages 591-613.

    Cited by:

    1. Isaacs, Gilad, 2014. "The myth of “neutrality” and the rhetoric of “stability”: macroeconomic policy in democratic South Africa," MPRA Paper 54426, University Library of Munich, Germany.
    2. Ben Fine & Zavareh Rustomjee, 1998. "Debate 1: Debating the South African minerals-energy complex: A response to Bell and Farrell," Development Southern Africa, Taylor & Francis Journals, vol. 15(4), pages 689-701.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2012-04-23 2012-05-22 2014-04-29 2014-05-09 2017-04-09. Author is listed
  2. NEP-AFR: Africa (4) 2012-04-23 2012-05-22 2014-04-29 2014-05-09
  3. NEP-MON: Monetary Economics (3) 2012-04-23 2012-05-22 2017-04-09
  4. NEP-MST: Market Microstructure (3) 2012-04-23 2012-05-22 2017-04-09
  5. NEP-BAN: Banking (1) 2014-04-29
  6. NEP-CBA: Central Banking (1) 2012-05-22
  7. NEP-CTA: Contract Theory & Applications (1) 2017-10-22
  8. NEP-IFN: International Finance (1) 2017-04-09

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