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Monique Brigitte Reid

Personal Details

First Name:Monique
Middle Name:Brigitte
Last Name:Reid
Suffix:
RePEc Short-ID:pre231
[This author has chosen not to make the email address public]
Terminal Degree:2011 Department of Economics; Fakulteit Ekonomiese en Bestuurswetenskappe; University of Stellenbosch (from RePEc Genealogy)

Affiliation

(95%) Department of Economics
Fakulteit Ekonomiese en Bestuurswetenskappe
University of Stellenbosch

Stellenbosch, South Africa
http://www.ekon.sun.ac.za/

: 021-8082247
+27 (0)21-808 2409
Private Bag X1, 7602 Matieland
RePEc:edi:desunza (more details at EDIRC)

(5%) Economic Research Southern Africa (ERSA)

Cape Town, South Africa
http://www.econrsa.org/

: 021 671-3980
+27 21 671 3912
Newlands on Main, F0301 3rd Floor Mariendahl House, cnr Campground and Main Rds, Claremont, 7700 Cape Town
RePEc:edi:ersacza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
  2. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
  3. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.
  4. Monique Reid and Gideon Du Rand, 2013. "A Sticky Information Phillips Curve for South Africa," Working Papers 381, Economic Research Southern Africa.
  5. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.
  6. Monique Reid, 2012. "Inflation Expectations of the Inattentive General Public," Working Papers 278, Economic Research Southern Africa.
  7. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 17/2012, Stellenbosch University, Department of Economics.
  8. Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers 14/2012, Stellenbosch University, Department of Economics.
  9. Monique Reid & Stan Du Plessis, 2011. "Talking to the inattentive public: How the media translates the Reserve Bank’s communications," Working Papers 254, Economic Research Southern Africa.
  10. Monique Reid & Stan du Plessis, 2011. "Talking to the inattentive Public: How the media translates the Reserve Bank’s communications," Working Papers 19/2011, Stellenbosch University, Department of Economics.
  11. Monique Reid, 2009. "The sensitivity of South African inflation expectations to surprises," Working Papers 16/2009, Stellenbosch University, Department of Economics.
  12. Monique Reid, 2009. "Isolating a measure of inflation expectations for the South African financial market using forward interest rates," Working Papers 09/2009, Stellenbosch University, Department of Economics.
  13. Monique Reid & Stan du Plessis, "undated". "Loud and Clear? Can we hear when the SARB speaks?," Working Papers 155, Economic Research Southern Africa.

Articles

  1. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
  2. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
  3. Monique Reid & Gideon Rand, 2015. "A Sticky Information Phillips Curve for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 506-526, December.
  4. Reid, Monique, 2015. "Inflation expectations of the inattentive general public," Economic Modelling, Elsevier, vol. 46(C), pages 157-166.
  5. 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. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
  7. Rangan Gupta & Monique Reid, 2013. "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(3), pages 266-282, July.
  8. Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013. "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, vol. 32(C), pages 161-171.
  9. Monique Reid & Stan Du plessis, 2010. "Loud And Clear? Can We Hear When The Sarb Speaks?," South African Journal of Economics, Economic Society of South Africa, vol. 78(3), pages 269-286, September.
  10. Monique Reid, 2009. "Isolating A Measure Of Inflation Expectations For The South African Financial Market Using Forward Interest Rates," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 399-413, September.
  11. Monique Reid, 2009. "The Sensitivity Of South African Inflation Expectations To Surprises," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 414-429, September.

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. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.

    Cited by:

    1. Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015. "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, vol. 46(P2), pages 281-287.
    2. Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.

  2. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.

    Cited by:

    1. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.

  3. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.

    Cited by:

    1. 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.
    2. Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model," Working Papers 201222, University of Pretoria, Department of Economics.
    3. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
    4. Esin Cakan & Rangan Gupta, 2016. "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers 201646, University of Pretoria, Department of Economics.

  4. Monique Reid, 2012. "Inflation Expectations of the Inattentive General Public," Working Papers 278, Economic Research Southern Africa.

    Cited by:

    1. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
    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. Yingying Xu & Zhixin Liu & Zichao Jia & Chi-Wei Su, 2017. "Is time-variant information stickiness state-dependent?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(3), pages 169-187, December.
    4. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
    5. Monique Reid and Gideon Du Rand, 2013. "A Sticky Information Phillips Curve for South Africa," Working Papers 381, Economic Research Southern Africa.
    6. Li, Shaoyu & Wei, Lijia & Xu, Zhiwei, 2017. "Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations," Economic Modelling, Elsevier, vol. 61(C), pages 113-125.
    7. Xu, Yingying & Chang, Hsu-Ling & Lobonţ, Oana-Ramona & Su, Chi-Wei, 2016. "Modeling heterogeneous inflation expectations: empirical evidence from demographic data?," Economic Modelling, Elsevier, vol. 57(C), pages 153-163.

  5. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 17/2012, Stellenbosch University, Department of Economics.

    Cited by:

    1. Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi & Mohamad Shariff, Nurul Sima, 2017. "The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 36-51.

  6. Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers 14/2012, Stellenbosch University, Department of Economics.

    Cited by:

    1. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
    2. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013. "Macro Shocks And House Prices In South Africa," Working Papers 201302, University of Pretoria, Department of Economics.
    3. Karamé, Frédéric, 2015. "Asymmetries and Markov-switching structural VAR," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 85-102.

  7. Monique Reid & Stan Du Plessis, 2011. "Talking to the inattentive public: How the media translates the Reserve Bank’s communications," Working Papers 254, Economic Research Southern Africa.

    Cited by:

    1. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
    2. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 27-37.

  8. Monique Reid & Stan du Plessis, 2011. "Talking to the inattentive Public: How the media translates the Reserve Bank’s communications," Working Papers 19/2011, Stellenbosch University, Department of Economics.

    Cited by:

    1. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
    2. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 27-37.

  9. Monique Reid, 2009. "The sensitivity of South African inflation expectations to surprises," Working Papers 16/2009, Stellenbosch University, Department of Economics.

    Cited by:

    1. Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012. "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers wpe_288, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
    3. Rangan Gupta & Monique Reid, 2013. "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(3), pages 266-282, July.
    4. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
    5. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
    6. Marcelo L. Moura & Rafael L. Gaião, 2014. "Impact Of Macroeconomic Surprises On Thebrazilian Yield Curve And Expected Inflation," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

  10. Monique Reid & Stan du Plessis, "undated". "Loud and Clear? Can we hear when the SARB speaks?," Working Papers 155, Economic Research Southern Africa.

    Cited by:

    1. Monique Reid & Stan du Plessis, 2011. "Talking to the inattentive Public: How the media translates the Reserve Bank’s communications," Working Papers 19/2011, Stellenbosch University, Department of Economics.
    2. Tatiana Lysenko & Geoff Barnard, 2011. "Strengthening the Macroeconomic Policy Framework in South Africa," OECD Economics Department Working Papers 847, OECD Publishing.
    3. Monique Reid & Stan Du Plessis, 2011. "Talking to the inattentive public: How the media translates the Reserve Bank’s communications," Working Papers 254, Economic Research Southern Africa.
    4. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.

Articles

  1. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
    See citations under working paper version above.
  2. Reid, Monique, 2015. "Inflation expectations of the inattentive general public," Economic Modelling, Elsevier, vol. 46(C), pages 157-166.
    See citations under working paper version above.
  3. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
    See citations under working paper version above.
  4. Rangan Gupta & Monique Reid, 2013. "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(3), pages 266-282, July.
    See citations under working paper version above.
  5. Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013. "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, vol. 32(C), pages 161-171.

    Cited by:

    1. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
    2. Yang, Lu & Hamori, Shigeyuki, 2014. "Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 145-155.
    3. Zhu, Bing & Betzinger, Michael & Sebastian, Steffen, 2017. "Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area," Journal of Housing Economics, Elsevier, vol. 37(C), pages 1-21.
    4. Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
    5. Bonga-Bonga, Lumengo & Simo-Kengne, Beatrice Desiree, 2017. "Inflation and output growth dynamics in South Africa: Evidence from the Markov switching vector auto-regression model," MPRA Paper 77286, University Library of Munich, Germany.
    6. Phiri, Andrew, 2016. "Asymmetric pass-through effects from monetary policy to housing prices in South Africa," MPRA Paper 70258, University Library of Munich, Germany.
    7. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers 2013-20, University of Connecticut, Department of Economics, revised Dec 2013.
    8. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
    9. Kolisi, Nwabisa & Phiri, Andrew, 2017. "Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis," MPRA Paper 80173, University Library of Munich, Germany.

  6. Monique Reid & Stan Du plessis, 2010. "Loud And Clear? Can We Hear When The Sarb Speaks?," South African Journal of Economics, Economic Society of South Africa, vol. 78(3), pages 269-286, September.
    See citations under working paper version above.
  7. Monique Reid, 2009. "The Sensitivity Of South African Inflation Expectations To Surprises," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 414-429, September.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 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 (16) 2009-06-03 2009-07-28 2010-03-13 2010-06-04 2011-11-28 2011-12-13 2012-04-17 2012-04-23 2012-05-08 2013-11-02 2013-11-22 2014-11-12 2014-12-24 2014-12-29 2014-12-29 2015-01-03. Author is listed
  2. NEP-AFR: Africa (15) 2009-06-03 2009-07-28 2010-03-13 2010-06-04 2011-11-28 2011-12-13 2012-04-17 2012-04-23 2012-05-08 2012-05-15 2012-07-14 2012-08-23 2012-11-11 2013-11-02 2013-11-22. Author is listed
  3. NEP-MON: Monetary Economics (15) 2009-06-03 2009-07-28 2010-03-13 2010-06-04 2011-11-28 2011-12-13 2012-04-23 2012-05-15 2012-07-14 2012-08-23 2014-11-12 2014-12-24 2014-12-29 2014-12-29 2015-01-03. Author is listed
  4. NEP-CBA: Central Banking (8) 2009-06-03 2009-07-28 2010-03-13 2010-06-04 2011-11-28 2011-12-13 2012-04-23 2012-05-15. Author is listed
  5. NEP-FOR: Forecasting (5) 2013-11-02 2013-11-22 2014-12-24 2014-12-29 2014-12-29. Author is listed
  6. NEP-URE: Urban & Real Estate Economics (2) 2012-07-14 2012-08-23
  7. NEP-HPE: History & Philosophy of Economics (1) 2011-11-28

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