New Zealand - Central Bank Research Hub

Title Author(s)

The information content of central bank interest rate projections: Evidence from New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_03, 19.11.2012)

Modifying Gaussian term structure models when interest rates are near the zero lower bound

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_02, 19.11.2012)

The financial accelerator and monetary policy rules

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_01, 19.11.2012)

Matching efficiency and business cycle fluctuations

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_06, 16.11.2012)

The macroeconomic effects of a stable funding requirement

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_05, 16.11.2012)

Measuring the stance of monetary policy in zero lower bound environments

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_04, 16.11.2012)

Foreign acquisition and the performance of New Zealand firms

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_08, 16.12.2011)

Cyclical changes in firm volatility

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_06, 24.11.2011)

Forecasting house price inflation: a model combination approach

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_07, 24.11.2011)

Time-varying returns, intertemporal substitution and cyclical variation in consumption

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_05, 09.09.2011)

An estimated small open economy model with frictional unemployment

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_04, 09.09.2011)

Evaluating density forecasts: model combination strategies versus the RBNZ

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_03, 09.09.2011)

Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_02, 27.05.2011)

Any port in a storm? The impact of new port infrastructure on New Zealand exporter behaviour

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_01, 27.05.2011)

Monetary Policy, Inflation and Unemployment

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/14, 29.12.2010)

What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/13, 22.12.2010)

Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/12, 14.12.2010)

A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/11, 14.12.2010)

Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/10, 02.11.2010)

Debt Dynamics and Excess Sensitivity of Consumption to Transitory Wealth Changes

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/09, 29.10.2010)

Intertemporal Choice: A Nash Bargaining Approach

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/08, 01.10.2010)

JEL: C7, D01, D91

Using estimated models to assess nominal and real rigidities in the United Kingdom

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/05, 01.10.2010)

JEL: E31, F52

Exporting and performance: Market entry, expansion and destination characteristics

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/07, 01.10.2010)

JEL: D21, D24, F10

Sharing a risky cake

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/06, 01.10.2010)

JEL: C02, C71, C78

Internationalised Production in a Small Open Economy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/04, 09.08.2010)

JEL: E30, F41

Multi-period fixed-rate loans, housing and monetary policy in small open economies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/03, 27.04.2010)

JEL: E44, E5, E52

All together now: Do international factors explain relative price co-movements?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/02, 12.04.2010)

JEL: E30, E52

Evaluating household expenditures and their relationship with house prices at the microeconomic level

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/01, 11.02.2010)

Measuring Changes in Firm-Level Volatility – An Application to Japan

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/20, 23.12.2009)

JEL: C33, D21, E23, E24

Whatever next? Export market choices of New Zealand firms

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/19, 21.12.2009)

JEL: D21, F10, L25

Structural Macro-Econometric Modelling in a Policy Environment

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/16, 21.12.2009)

JEL: B16, C50

Global shocks, economic growth and financial crises - 120 years of New Zealand experience

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/17, 21.12.2009)

JEL: G01

Measuring Output Gap Uncertainty

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/15, 21.12.2009)

JEL: C32, C53, E37

The “suite” smell of success- Complementary personnel practices and firm performance

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/13, 21.12.2009)

JEL: D21, L20, O31

Impulse Response Identification in DSGE Models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/14, 21.12.2009)

JEL: C30, C52

Forecasting New Zealand's economic growth using yield curve information

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/18, 21.12.2009)

A Quarterly Post-World War II Real GDP Series for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/12, 01.12.2009)

JEL: C22, C82, E01, E32

A cobweb model of financial stability in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/11, 01.12.2009)

JEL: E32, E44, G01

A theoretical foundation for the Nelson and Siegel class of yield curve models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/10, 01.10.2009)

JEL: E43, G12

Entrepreneurship and aggregate merchandise trade growth in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/09, 01.10.2009)

JEL: D21, F10, L25

Evaluating a monetary business cycle model with unemployment for the euro area

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/08, 01.10.2009)

JEL: C51, C52, E32

Developing stratified housing price measures for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/07, 01.09.2009)

JEL: G12, R31

Using wavelets to measure core inflation: the case in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/05, 01.07.2009)

JEL: C32, E31, E52, E58

Forecasting national activity using lots of international predictors: an application to New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/04, 01.07.2009)

JEL: C33, C53, F47

Analysing wage and price dynamics in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/06, 01.07.2009)

JEL: C32, E24, E31

Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/03, 28.04.2009)

Real-time conditional forecasts with Bayesian VARs: An application to New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/02, 28.04.2009)

Revealing monetary policy preferences

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/01, 28.04.2009)

The evolution of the Forecasting and Policy System (FPS) at the Reserve Bank of New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/19, 01.04.2009)

The relative size of New Zealand exchange rate and interest rate responses to news

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/12, 01.04.2009)