Does the South African rand's relatively large volatility affect inflation? To shed some light on this question, a … standard estimation technique of exchange rate pass-through to inflation is extended to incorporate exchange rate volatility …. Estimated results suggest that higher exchange rate volatility tends to increase core inflation but to a relatively limited …

The proposition that inflation expectations can be extracted as inflation predictions from the government bond yield … of inflation. Examining the sub-periods separated by the adoption, in 2000, of inflation targeting, we find that the … monetary policy regime shift strengthened the relationship between the yield spread and future inflation. The results suggest …

that influence the narrative about inflation and monetary policy in South Africa. To that end, this paper first identifies … the main individuals (journalists, domestic policy makers, and financial analysts) that influence the inflation message in … relationships and identify the most prominent persons in the network. Second, I use textual analysis to compare the inflation …