Sami Alpanda's Homepage

 


Contact Information

Curriculum Vitae

Research

Teaching

 

I am currently an Assistant Professor at the Economics Department of Amherst College. My research is mainly on determinants of asset prices in dynamic economies, political monetary cycles and central bank independence, and determinants of business cycle fluctuations. Please click here for a copy of my CV. Below are my contact information, and links to my research papers. For teaching material, please login to the Blackboard site of Amherst College.


 

Contact Information:

 

Address: Department of Economics, Amherst College, P.O. Box 5000, Amherst, MA 01002

Phone: (413) 542-2271

Fax: (413) 542-2090

E-mail: salpanda@amherst.edu

Website: www.amherst.edu/~salpanda

 

Research:

 

Publications:

 

Identifying the Role of Risk Shocks in the Business Cycle Using Stock Price Data

Economic Inquiry, forthcoming. (supplemental appendix)

 

Taxation, Collateral Use of Land and Japanese Asset Prices

Empirical Economics, forthcoming.

 

Forecasting Performance of an Estimated DSGE Model for the South African Economy

(joint with Kevin Kotze and Geoffrey Woglom) South African Journal of Economics, 2011, vol. 79(1), pp. 50-67.

 

Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74

(joint with Adrian Peralta-Alva) Review of Economic Dynamics, 2010, vol. 13(4), pp. 824-842.

 

Political Monetary Cycles and a de facto Ranking of Central Bank Independence

(joint with Adam Honig) Journal of International Money and Finance, 2010, vol. 29(6), pp. 1003-1023.

 

The Role of the Exchange Rate in a New Keynesian DSGE Model for the South African Economy

(joint with Kevin Kotze and Geoffrey Woglom) South African Journal of Economics, 2010, vol. 78(2), pp. 170-191.

 

The Impact of Central Bank Independence on Political Monetary Cycles in Advanced and Developing Nations

(joint with Adam Honig) Journal of Money, Credit and Banking, 2009, vol. 41(7), pp. 1365-89.

 

 

Working Papers:

 

The Impact of Central Bank Independence on the Performance of Inflation Targeting Regimes

(joint with Adam Honig) under review.

 

Bank Globalization and the Balance Sheet Channel of Monetary Transmission

(joint with Uluc Aysun) University of Connecticut Department of Economics, Working Paper 2010-20, under review.

 

Should Central Banks of Small Open Economies Respond to Exchange Rate Fluctuations? The Case of South Africa

(joint with Kevin Kotze and Geoffrey Woglom) Economic Research Southern Africa, Working Paper 174.

 

The Case against Power Utility and Resurrecting Exponential Utility

(joint with Geoffrey Woglom).