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An evaluation of the monetary transmission mechanisms in South Africa

The aim of this paper is to see whether the adoption of the Inflation Targeting regime has had an impact on the Monetary Transmission Mechanisms in South Africa. I employ a reduced-form VAR model to test the strength of the Monetary Transmission Mechanisms during two distinctly different monetary po...

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Main Author: Thlaku, Thabang
Other Authors: Ellyne, Mark
Format: Thesis
Language:English
Published: School of Economics 2015
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access_status_str Open Access
author Thlaku, Thabang
author2 Ellyne, Mark
author_browse Ellyne, Mark
Thlaku, Thabang
author_facet Ellyne, Mark
Thlaku, Thabang
author_sort Thlaku, Thabang
collection Thesis
description The aim of this paper is to see whether the adoption of the Inflation Targeting regime has had an impact on the Monetary Transmission Mechanisms in South Africa. I employ a reduced-form VAR model to test the strength of the Monetary Transmission Mechanisms during two distinctly different monetary policy regimes. I investigate the strength of the various transmission channels during the Monetary Targeting regime using data from 1986-1999 and the Inflation Targeting regime using data from 2000-2010.
format Thesis
id oai:open.uct.ac.za:11427/11092
institution University of Cape Town (South Africa)
language eng
last_indexed 2026-06-10T12:32:58.612Z
license_str Not specified — see source repository
provenance_str_mv Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository
publishDate 2015
publishDateRange 2015
publishDateSort 2015
publisher School of Economics
publisherStr School of Economics
record_format dspace
source_str UCTD — University of Cape Town Open Access Repository
spelling oai:open.uct.ac.za:11427/11092 An evaluation of the monetary transmission mechanisms in South Africa Thlaku, Thabang Ellyne, Mark The aim of this paper is to see whether the adoption of the Inflation Targeting regime has had an impact on the Monetary Transmission Mechanisms in South Africa. I employ a reduced-form VAR model to test the strength of the Monetary Transmission Mechanisms during two distinctly different monetary policy regimes. I investigate the strength of the various transmission channels during the Monetary Targeting regime using data from 1986-1999 and the Inflation Targeting regime using data from 2000-2010. 2015-01-03T05:31:24Z 2015-01-03T05:31:24Z 2011 Master Thesis Masters MCom http://hdl.handle.net/11427/11092 eng application/pdf School of Economics Faculty of Commerce University of Cape Town
spellingShingle Thlaku, Thabang
An evaluation of the monetary transmission mechanisms in South Africa
thesis_degree_str Master's
title An evaluation of the monetary transmission mechanisms in South Africa
title_full An evaluation of the monetary transmission mechanisms in South Africa
title_fullStr An evaluation of the monetary transmission mechanisms in South Africa
title_full_unstemmed An evaluation of the monetary transmission mechanisms in South Africa
title_short An evaluation of the monetary transmission mechanisms in South Africa
title_sort evaluation of the monetary transmission mechanisms in south africa
url http://hdl.handle.net/11427/11092
work_keys_str_mv AT thlakuthabang anevaluationofthemonetarytransmissionmechanismsinsouthafrica
AT thlakuthabang evaluationofthemonetarytransmissionmechanismsinsouthafrica