IDEAS home Printed from https://ideas.repec.org/f/pfa304.html
   My authors  Follow this author

Greg Farrell

Personal Details

First Name:Greg
Middle Name:
Last Name:Farrell
Suffix:
RePEc Short-ID:pfa304

Affiliation

(50%) South African Reserve Bank

Pretoria, South Africa
http://www.resbank.co.za/

: (012) 313 3911
(012) 313 3749
P.O. Box 427, Pretoria 0001
RePEc:edi:rbagvza (more details at EDIRC)

(50%) School of Economic and Business Sciences
Faculty of Commerce, Law and Management
University of the Witwatersrand

Johannesburg, South Africa
http://www.wits.ac.za/sebs/

: +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 - WP/12/08- Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa," Papers 5152, South African Reserve Bank.
  7. Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Papers 5028, South African Reserve Bank.
  8. Dr. Kenneth Creamer & Dr. Greg Farrell & Prof. Neil Rankin, 2012. "Working Paper - WP/12/04- What price-level data can tell us about pricing conduct in South Africa," 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. 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.
  2. 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.
  3. 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.
  4. 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. 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.
    2. Sarlin, Peter & Ramsay, Bruce A., 2015. "Ending over-lending: assessing systemic risk with debt to cash flow," Working Paper Series 1769, European Central 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. Nasha Maveé & Roberto Perrelli & Axel Schimmelpfennig, 2016. "Surprise, Surprise; What Drives the Rand / U.S. Dollar Exchange Rate Volatility?," IMF Working Papers 16/205, International Monetary Fund.

  4. Janine Aron & Greg Farrell & John Muellbauer & Peter Sinclair, 2012. "Working Paper - WP/12/08- Exchange Rate Pass-through to Import Prices, and Monetary Policy in South Africa," 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.

  5. Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," 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.

  6. Dr. Kenneth Creamer & Dr. Greg Farrell & Prof. Neil Rankin, 2012. "Working Paper - WP/12/04- What price-level data can tell us about pricing conduct in South Africa," Papers 5117, South African Reserve Bank.

    Cited by:

    1. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "Working Paper – WP/14/04- A medium-sized open economy DSGE model of South Africa," 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 – WP/16/06- Decomposing inflation using micro-price-level data- South Africa’s pricing dynamics," 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. 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. 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.
    3. 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.
    4. 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.
    5. Dambar Uprety, 2017. "The Impact of Remittances on Economic Growth in Nepal," Journal of Development Innovations, KarmaQuest Internatioinal, vol. 1, pages 114-134, October.
    6. Franz Ruch & Neil Rankin & Stan du Plessis, 2016. "Working Paper – WP/16/06- Decomposing inflation using micro-price-level data- South Africa’s pricing dynamics," Papers 7353, South African Reserve Bank.
    7. 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.

  2. 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 – WP/14/04- A medium-sized open economy DSGE model of South Africa," 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 – WP/16/06- Decomposing inflation using micro-price-level data- South Africa’s pricing dynamics," Papers 7353, South African Reserve Bank.

  3. 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 – WP/15/05- Second-Round Effects from Food and Energy Prices- an SBVAR approach," 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.

  4. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  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

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Greg Farrell should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.