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South African Reserve Bank
 
 
     
 
 

Daan Steenkamp 


Biography: Daan joined the Reserve Bank in 2017. He spent 7 years at the Reserve Bank of New Zealand, working in the Policy Analysis and Research teams in the Economics Department and the International and Financial Market Analysis team in the Financial Markets Department. He previously spent 2 and a half years at the National Treasury of South Africa as a Senior Economist, working in the Macrodynamics team in the Economics Department. Daan holds a PhD, Master’s degree and Post-Graduate Diploma in Economics from the University of Auckland and a BComm Honours (Economics) degree from the University of Stellenbosch.
Current research interests: Exchange rates, macroeconomics, asset pricing and financial econometrics, commodity prices, productivity
Recent publications: 
Daan Steenkamp, 2019. "Rand Misalignment- Evidence from Bayesian Threshold VECMs," Occasional Bulletin of Economic Notes 9342, South African Reserve Bank. LINK: https://ideas.repec.org/p/rbz/oboens/9342.html
Luchelle Soobyah & Daan Steenkamp, 2019. "The role of the rand as a shock absorber," Working Papers 9254, South African Reserve Bank. LINK: https://ideas.repec.org/p/rbz/wpaper/9254.html
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. LINK: https://ideas.repec.org/p/nzb/nzbans/2018-03.html
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. LINK: https://ideas.repec.org/p/nzb/nzbdps/2018-8.html
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. LINK: https://ideas.repec.org/p/nzb/nzbans/2018-02.html
Bojosi Morule & Daan Steenkamp, 2018. "The structure of South Africa’s external position," Occasional Bulletin of Economic Notes 8878, South African Reserve Bank. LINK: https://ideas.repec.org/p/rbz/oboens/8878.html
Daan Steenkamp, 2018. "Productivity estimates for South Africa from CES production functions," Working Papers 8937, South African Reserve Bank. LINK: https://ideas.repec.org/p/rbz/wpaper/8937.html
 
 
     
 
 
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