Égert, B. 2012. Nominal and real exchange rate models in South Africa: how robust are they? Economix Document de Travail Working Paper, 18:1-23.
Aron, J., Elbadawi, I. & Khan, B. 1997. Determinants of the Real Exchange Rate in SouthAfrica. CSAE Working Paper 97-16.
Aye, G.C., Balcilar, M., Bosch, A., Gupta, R. and Stofberg, F. 2013. The out-of-sample performance of non-linear models of real exchange rate behaviour: The case of the South African rand. The European Journal of Comparative Economics 10(1):121-148.
Chong, Y., Jorda, O. & Taylor, A. 2010. The Harrod-Balassa-Samuelson hypothesis: Real exchange rates and their long run equilibrium. National Bureau of Economic Research Working paper 15868.
de Bruyn, R., Gupta, R. and Stander, L. 2013. Testing the monetary model for exchange rate determination in South Africa: Evidence from 101 years of data. Contemporary Economics 7(1):1932.
De Bruyn, R., Gupta, R. and Van Eyden, R. 2012. Forecasting the rand-dollar and rand-pound exchange rates using dynamic model averaging. Mimeo, Department of Economics, University of Pretoria.
Dornbusch, R. 1980. Exchange rate economics: Where do we stand? Brookings Papers on Economic Activity 1980(1):143-185.
Eichengreen, B. 2008. The Real exchange rate and economic growth. Commission on growth and development Working paper No 4.
Farrant, K. and Peersman, G. 2006. Is the exchange rate a shock absorber or a source of shocks? New empirical evidence. Journal of Money, Credit and Banking 38(4):939-961.
- Fattouh, B., Mouratidis, K. and Harris, L. 2008. South Africa’s real exchange rate and the commodities boom: A Markov regime switching approach. CSAE Conference, Economic development in Africa.
Paper not yet in RePEc: Add citation now
- Faulkner, D. & Makrelov, K. 2008. Determinants of the equilibrium exchange rate for South Africa’s manufacturing sector and implication for competitiveness. African Econometric Society.
Paper not yet in RePEc: Add citation now
Frankel, J.A. 1979. On the mark: A theory of floating exchange rates based on real interest differentials. American Economic Review 69(4):610–622.
Frankel, J.A. 2007. On the Rand: Determinants of the South African Exchange Rate. CID Working Paper No. 139.
Froot, K. & Rogoff, K. 1994. Perspectives on PPP and Long-Run Real Exchange Rates. NBER Working Paper No. 4952.
Gupta, R, Makoena, M. and Van Eyden, R. 2009. Testing for PPP using SADC real exchange rates. South African Journal of Economics 77(3):351-362.
- Hamilton, JD. 1994. Time series analysis. Princeton University Press: Princeton, NJ.
Paper not yet in RePEc: Add citation now
Jooste, C. and Jhaveri, Y. 2014. The determinants of time-varying exchange rate pass-through in South Africa. South African Journal of Economics. Article published online 24 July 2014.
Lacerde, M., Fedderke, J.W. and Haines, L.M. 2010. Testing for purchasing power parity and uncovered interest parity in the presence of monetary and exchange rate regime shifts. South African Journal of Economics 78(4):363-382.
MacDonald, R. & Ricci, L. 2003. Estimation of the Equilibrium Exchange Rate for South. Africa, IMF Working Paper, WP/03/44.
MacDonald, R. 1997. What determines real exchange rates? The long and short of it. International Monetary Fund. IMF Working paper Nr 97/21.
MacDonald, R. and Nagayasu, J. 1998. On the Japanese Yen-U.S. dollar exchange rate: A structural econometric model based on real interest differentials. Journal of the Japanese and International Economies 12(1):75-102.
Meese, R. and Rogoff, K. 1983. Empirical models of the 1970's: Do they fit out of sample? Journal of international economics 14:3-24 Mumtaz, H. and Sunder-Plassmann, L. 2013. Time-varying dynamics of the real exchange rate: An empirical analysis. Journal of Applied Economics 28:498-525.
Primiceri G. 2005. Time varying structural vector autoregressions and monetary policy. Review of Economic Studies 72(3): 821–852.
- Raputsoane,L. & Todani, K.R. 2008. The Exchange Rate and Macroeconomic Fundamentals inSouth Africa. Presented at the African Econometric Society Conference 2008. University of Pretoria, Pretoria Rogoff, K. 1996. The purchasing power parity puzzle. Journal of Economic Literature 34(2):647-668.
Paper not yet in RePEc: Add citation now
Sichei, M., Tewodros, G., Gebreselasie, A., Olusegun, A., and Akanbi. 2005. An econometric model of the rand-US dollar nominal exchange rate. University of Pretoria Working Paper 2005-14.