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Browsing Economic and Management Sciences by Subject "Saphe cracking"

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Comparing South African inflation volatility across monetary policy regimes : an application of saphe cracking

Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2009-02)

Recent empirical evidence on the direct link of inflation targeting and inflation volatility is at best mixed. However, comparing inflation volatility across alternative monetary policy regimes within a country based on ...
Should the South African Reserve Bank respond to exchange rate fluctuations? Evidence from the cosine-squared cepstrum

Gupta, Rangan (National Academy of Management, 2013)

Empirical evidence on the whether the inflation targeting South African Reserve Bank (SARB) should also consider responding to exchange rate fluctuations are contradictory. We revisit the issue by questioning if inflation ...

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