Professor Eric Schaling
Finance and Accounting
Courses and Disciplines taught at WBS:
Economics for Business; Applied Financial Econometrics; Emerging Markets and Financial Development; International Finance and Globalisation.
Other Teaching Experience:
Monetary Economics at Masters Level at the University of Pretoria; International Finance at Masters Level at the University of Pretoria; Financial Economics at Masters Level at the University of Johannesburg; PhD course Macroeconomics for the African Economic Research Consortium (AERC); Course Dynamic Stochastic Equilibrium (DSGE) Modelling for the National Treasury in South Africa.
Research Interests:
Monetary economics; macroeconomics, international finance, time-series econometrics.
Industry and Professional Experience:
Economist ING Bank; Economist Bank of England; Director Genesis Analytics Pty Limited; Consultant Southern African Development Community (SADC); Consultant National Treasury South Africa; Consultant Presidency South Africa; Research Fellow South African Reserve Bank; Senior Principal Consultant AREF Consult (AREFC).
Recent Publications and Scholarly Contributions:
Akosah, N., Alagidede, I., & Schaling. E. (2020). Interest rate and exchange rate volatility spillovers: Multiscale perspective of monetary policy transmission in Ghana. Journal of Central Banking Theory and Practice, 9(1), 135-167.
Akosah, N., Alagidede, I., & Schaling, E. (2020). Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian Quantile evidence. Journal of Economic Asymmetries, 22, 1-29.
Musakwa, F., & Schaling, E. (2019). Estimating maturity profiles of non-maturing deposits, Journal of Risk, 21(6), 101-121.
Kabundi, A., Schaling, E., & Some, M. (2019). Estimating a Phillips Curve for South Africa: A bounded random-walk approach. International Journal of Central Banking, 15(2), 75-100.
Ndlovu, X., & Schaling, E. (2018). The South African rand, fundamentals and commodity prices. African Review of Economics and Finance, 10(1), 23-53.
Naraidoo, R., Schaling, E., & Tesfaselassie, M. (2017). Cross-border spill-overs from fiscal stimulus in a monetary union. Economic Modelling, 65, 95-105.
Ndlovu, X., & Schaling, E. (2017). Copper prices and financial markets in Zambia. African Review Of Economics and Finance, 9(2), 201-232.
Schaling, E., & Tesfaselasie, M. F. (2017). A note on trend growth and learning about monetary policy rules in a two-block world economy. Macroeconomic Dynamics, 21(1), 243-258.
Tesfaselassie, M., & Schaling, E. (2016). On determinacy and learnability in a New Keynesian model with unemployment. South African Journal of Economics, 84(4), 607-623.
Other Scholarly Contributions:
Research Director WBS; Member Faculty of Commerce Law and Management (CLM) Research Committee; Chair Postgraduate Committee WBS; Member Teaching and Learning Committee WBS; Member Graduate Studies Committee (CLM); Member of Senate; Judge Wits PhD competition for Faculty of CLM; Acting PhD Director.
International Experience:
Fellow CentER for Economic Research Tilburg University, Netherlands; visiting professor VU University, Amsterdam, Netherlands; visiting scholar International Monetary Fund (IMF); visiting scholar Bank of Finland; visiting scholar Federal Reserve Bank of St. Louis; visiting scholar De Nederlandse Bank (DNB); visiting scholar European Central Bank (ECB).