Daan Steenkamp

Research output

Working papers

1. Guest, Oliver & Steenkamp, Daan, 2026. "Is the rand at fair value?," EconStor Research Reports 336005, ZBW - Leibniz Information Centre for Economics.
2. Ferreira, Thomas & Hoyle, Tristan & Horn, Aidan J. & Steenkamp, Daan, 2026. "Illuminating Economic Activity: Evidence from Night Lights Data in South Africa," MPRA Paper 127824, University Library of Munich, Germany.
3. Smuts, Jan & Steenkamp, Daan, 2026. "Assessing Potential Trade Misinvoicing and Data Quality Issues in South African Exports," MPRA Paper 129014, University Library of Munich, Germany.
4. Mitrovic, Aleksandar & Steenkamp, Daan, 2026. "What online prices reveal about inflation in South Africa," EconStor Research Reports 336211, ZBW - Leibniz Information Centre for Economics.
5. Steenkamp, Daan & Fourie, Jurgens, 2026. "Tracking total factor productivity across industries in South Africa," EconStor Research Reports 335705, ZBW - Leibniz Information Centre for Economics.
6. Jens H. E. Christensen & Daan Steenkamp, 2026. "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series 2026-03, Federal Reserve Bank of San Francisco.
   • Jens H. E. Christensen & Daan Steenkamp, 2026. "A market-based assessment of the outlook for inflation: Expectations and monetary policy in South Africa," WIDER Working Paper Series wp-2026-21, World Institute for Development Economic Research (UNU-WIDER).
7. Cleaver, Cynan & Guest, Oliver & Steenkamp, Daan, 2025. "Introducing a new measure of inflation pressure for South Africa," MPRA Paper 126439, University Library of Munich, Germany.
8. Horn, Aidan J. & Martin, Lisa & Pretorius, Jan H. & Steenkamp, Daan, 2025. "Gaps in the South African Inflation Targeting Debate," MPRA Paper 124010, University Library of Munich, Germany.
9. Griffin-Ellis, Ayrton & Horn, Aidan J. & Steenkamp, Daan, 2025. "Quantifying data revisions using real-time data in South Africa," MPRA Paper 127825, University Library of Munich, Germany.
10. Neilon, Gabriella & Guest, Oliver & Steenkamp, Daan, 2025. "The market impact of inflation surprises in South Africa," MPRA Paper 127318, University Library of Munich, Germany.
11. Fourie, Jurgens & Steenkamp, Daan, 2025. "Forecasting economic downturns in South Africa using leading indicators and machine learning," MPRA Paper 124709, University Library of Munich, Germany.
12. Jens H. E. Christensen & Daan Steenkamp, 2025. "Joint estimation of liquidity and credit risk premia in bond prices with an application," Working Papers 11074, South African Reserve Bank.
13. Steenkamp, Daan & Erasmus, Ruan, 2022. "Term premium estimation for South Africa," MPRA Paper 114895, University Library of Munich, Germany.
14. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "CaninformationonthedistributionofZARreturnsbeusedtoimproveSARBsZARforecasts," Working Papers 11035, South African Reserve Bank.
15. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
    • Greenwood-Nimmo, Matthew & Steenkamp, Daan & van Jaarsveld, Rossouw, 2024. "A bank-level analysis of interest rate pass-through in South Africa," Journal of Macroeconomics, Elsevier, vol. 82(C).
16. Daan Steenkamp & Ruan Erasmus, 2022. "South Africa’s yield curve conundrum," ERSA Working Paper Series 07, Economic Research Southern Africa.
17. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
    • Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
    • Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
18. Erasmus, Ruan & Steenkamp, Daan, 2022. "South Africa’s yield curve conundrum," MPRA Paper 115398, University Library of Munich, Germany.
19. Daan Steenkamp & Ruan Erasmus, 2022. "The South African sovereign term premium and its drivers," ERSA Working Paper Series 15, Economic Research Southern Africa.
20. Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," MPRA Paper 114614, University Library of Munich, Germany.
    • Hylton Hollander & Roy Havemann & Daan Steenkamp, 2024. "The macroeconomics of establishing a basic income grant in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 57-68, March.
21. Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers 11024, South African Reserve Bank.
    • Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022. "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series 876, Economic Research Southern Africa.
22. Howard Diesel & Mukelani Nkuna & Tim Olds & Daan Steenkamp, 2022. "ThecostofcomplyingwithBaselIIIliquidityregulationsforSouthAfricanbanks," Working Papers 11032, South African Reserve Bank.
23. Olds, Tim & Steenkamp, Daan & Van Jaarsveld, Rossouw, 2021. "The impact of global FX liquidity on the rand," MPRA Paper 116466, University Library of Munich, Germany.
24. Luchelle Soobyah & Daan Steenkamp, 2021. "Has publication of a repo path provided guidance," Occasional Bulletin of Economic Notes 11033, South African Reserve Bank.
25. Byron Botha & Samkelo Duma & Daan Steenkamp, 2021. "A Truckometer for South Africa," Occasional Bulletin of Economic Notes 11034, South African Reserve Bank.
26. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," Working Papers 11014, South African Reserve Bank.
27. Tim Olds & Daan Steenkamp, 2021. "Estimates of banklevel funding costs in South Africa," Working Papers 11005, South African Reserve Bank.
    • Daan Steenkamp & Tim Olds, 2021. "Estimates of bank-level funding costs in South Africa," ERSA Working Paper Series 857, Economic Research Southern Africa.
28. Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
29. Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
30. Mpho Rapapali & Daan Steenkamp, 2020. "Developments in bank funding costs in South Africa," Working Papers 9818, South African Reserve Bank.
31. Byron Botha & Lauren Kuhn & Daan Steenkamp, 2020. "Is the Phillips curve framework still useful for understanding inflation dynamics in South Africa," Working Papers 10211, South African Reserve Bank.
32. Luchelle Soobyah & Daan Steenkamp, 2020. "Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020," Occasional Bulletin of Economic Notes 10009, South African Reserve Bank.
33. Julius Pain & Mpho Rapapali & Daan Steenkamp, 2020. "Industry TFP estimates for South Africa," Occasional Bulletin of Economic Notes 10412, South African Reserve Bank.
34. Eyollan Naidoo & Mukelani Nkuna & Daan Steenkamp, 2020. "Developments in debt issuance costs of South African banks," Working Papers 10157, South African Reserve Bank.
35. Luchelle Soobyah & Daan Steenkamp, 2019. "The role of the rand as a shock absorber," Working Papers 9254, South African Reserve Bank.
    • Daan Steenkamp & Luchelle Soobyah, 2019. "The role of the rand as a shock absorber," ERSA Working Paper Series 790, Economic Research Southern Africa.
36. Daan Steenkamp, 2019. "Rand misalignment Evidence from Bayesian Threshold VECMs," Occasional Bulletin of Economic Notes 9342, South African Reserve Bank.
37. Nicholas Mulligan & Daan Steenkamp, 2018. "Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes," Reserve Bank of New Zealand Analytical Notes series AN2018/03, Reserve Bank of New Zealand.
38. Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Working Papers 2018-16, CEPII research center.
    • Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Reserve Bank of New Zealand Discussion Paper Series DP2018/08, Reserve Bank of New Zealand.
    • Martin Berka & Daan Steenkamp, 2018. "Deviations in Real Exchange Rate Levels in the OECD Countries and their Structural Determinants," Discussion Papers 1804, School of Economics and Finance, Massey University, New Zealand.
    • Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Working Papers 4, New Zealand Centre of Macroeconomics.
39. Daan Steenkamp, 2018. "Productivity estimates for South Africa from CES production functions," Working Papers 8937, South African Reserve Bank.
    • Daan Steenkamp, 2019. "Productivity estimates for South Africa from CES production functions," ERSA Working Paper Series 789, Economic Research Southern Africa.
40. Bevan Cook & Daan Steenkamp, 2018. "Funding cost pass-through to mortgage rates," Reserve Bank of New Zealand Analytical Notes series AN2018/02, Reserve Bank of New Zealand.
41. Bojosi Morule & Daan Steenkamp, 2018. "The structure of South Africa s external position," Occasional Bulletin of Economic Notes 8878, South African Reserve Bank.
42. Daan Steenkamp, 2017. "Explosiveness in G11 currencies," Reserve Bank of New Zealand Discussion Paper Series DP2017/02, Reserve Bank of New Zealand.
    • Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
43. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
44. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
    • Daan Steenkamp, 2018. "Factor Substitution and Productivity in New Zealand," The Economic Record, The Economic Society of Australia, vol. 94(304), pages 64-79, March.
45. Daan Steenkamp, 2015. "Constructing cross country estimates of relative industry MFP levels," Reserve Bank of New Zealand Analytical Notes series AN2015/04, Reserve Bank of New Zealand.
46. Daan Steenkamp, 2014. "Structural adjustment in New Zealand since the commodity boom," Reserve Bank of New Zealand Analytical Notes series AN2014/02, Reserve Bank of New Zealand.
47. Willy Chetwin & Tim Ng & Daan Steenkamp, 2013. "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.
48. Daan Steenkamp, 2013. "Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data," Reserve Bank of New Zealand Analytical Notes series AN2013/01, Reserve Bank of New Zealand.
49. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What Happens When the Kiwi Flies? The Sectoral Effects of the Exchange Rate Shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks," Reserve Bank of New Zealand Discussion Paper Series DP2013/05, Reserve Bank of New Zealand.
50. James Graham & Daan Steenkamp, 2012. "Extending the Reserve Bank’s macroeconomic balance model of the exchange rate," Reserve Bank of New Zealand Analytical Notes series AN2012/08, Reserve Bank of New Zealand.
51. Daan Steenkamp & Hylton Hollander & Roy Havemann, "undated". "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series 04, Economic Research Southern Africa.
    repec:rza:wpaper:15 is not listed on IDEAS
    repec:rza:wpaper:07 is not listed on IDEAS
    repec:rbz:oboens:11015 is not listed on IDEAS
52. Daan Steenkamp & Hylton Hollander & Roy Havemann, "undated". "Technical background paper: The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series 881, Economic Research Southern Africa.
    repec:rza:wpaper:857 is not listed on IDEAS
    repec:rza:wpaper:04 is not listed on IDEAS
    repec:rza:wpaper:789 is not listed on IDEAS
    repec:rza:wpaper:790 is not listed on IDEAS
    repec:rza:wpaper:881 is not listed on IDEAS
    repec:rbz:oboens:11019 is not listed on IDEAS
    repec:rza:wpaper:876 is not listed on IDEAS
    repec:rza:wpaper:05 is not listed on IDEAS
    repec:rza:wpaper:873 is not listed on IDEAS

Articles

1. Greenwood-Nimmo, Matthew & Steenkamp, Daan & Jaarsveld, Rossouw van, 2025. "Risk and return spillovers among developed and emerging market currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 98(C).
2. Greenwood-Nimmo, Matthew & Steenkamp, Daan & van Jaarsveld, Rossouw, 2024. "A bank-level analysis of interest rate pass-through in South Africa," Journal of Macroeconomics, Elsevier, vol. 82(C).
   • Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, 2022. "A banklevel analysis of interest rate passthrough in South Africa," Working Papers 11027, South African Reserve Bank.
3. Hylton Hollander & Roy Havemann & Daan Steenkamp, 2024. "The macroeconomics of establishing a basic income grant in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(1), pages 57-68, March.
   • Steenkamp, Daan & Havemann, Roy & Hollander, Hylton, 2022. "The macroeconomics of establishing a basic income grant in South Africa," MPRA Paper 114614, University Library of Munich, Germany.
4. Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
   • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
   • Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
5. Byron Botha & Tim Olds & Geordie Reid & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African gross domestic product using a suite of statistical models," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 526-554, December.
6. Daan Steenkamp, 2018. "Factor Substitution and Productivity in New Zealand," The Economic Record, The Economic Society of Australia, vol. 94(304), pages 64-79, March.
   • Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
7. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
   • Daan Steenkamp, 2017. "Explosiveness in G11 currencies," Reserve Bank of New Zealand Discussion Paper Series DP2017/02, Reserve Bank of New Zealand.
8. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.
9. Daan Steenkamp, 2014. "How volatile are New Zealand’s terms of trade? An international comparison," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, June.
10. Daan Steenkamp, 2014. "Measuring New Zealand’s effective exchange rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 1-15, December.
11. Miles Parker & Daan Steenkamp, 2012. "The economic impact of the Canterbury earthquakes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 75, pages 13-25, September.
12. Daan Steenkamp, 2010. "New Zealand’s imbalances in a cross-country context," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, pages 37-49, December.
13. Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, "undated". "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series v::y:2022:i::id:38, Economic Research Southern Africa.
14. Tim Olds & Daan Steenkamp, "undated". "Estimates of bank-level funding costs in South Africa," ERSA Working Paper Series v::y:2021:i::id:67, Economic Research Southern Africa.
15. Matthew Greenwood-Nimmo & Daan Steenkamp & Rossouw van Jaarsveld, "undated". "Risk and Return Spillovers in a Global Model of the Foreign Exchange Network," ERSA Working Paper Series v::y:2021:i::id:50, Economic Research Southern Africa.
16. Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, "undated". "Big data forecasting of South African inflation," ERSA Working Paper Series v::y:2022:i::id:41, Economic Research Southern Africa.
17. Hylton Hollander & Roy Haveman & Daan Steenkamp, "undated". "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series v::y:2022:i::id:19, Economic Research Southern Africa.