New Zealand - Central Bank Research Hub

Title Author(s)

Combining Forecast Densities from VARs and Uncertain Instabilities

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/18, 01.01.2009)

Inheritances and their impact on housing equity withdrawl

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/16, 01.01.2009)

Does natural rate variation matter? Evidence from New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/17, 01.01.2009)

Practical Monetary Policies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/15, 01.11.2008)

Over the hedge? Exporters’ optimal and selective hedging choices

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/14, 01.11.2008)

Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/13, 01.10.2008)

Limited Information Estimation and Evaluation of DSGE models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/11, 01.08.2008)

Incorporating judgement with DSGE models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/10, 01.07.2008)

Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/09, 01.06.2008)

Heterogeneous Expectations, Adaptive Learning, and Forward-Looking Monetary Policy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/07, 01.06.2008)

A macro stress testing model with feedback effects

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/08, 01.06.2008)

Changes in the transmission mechanism of monetary policy in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/03, 01.03.2008)

The tax system and housing demand in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/06, 01.03.2008)

How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/05, 01.03.2008)

'Automatic' cycle-stabilising capital requirements: what can be achieved?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/04, 01.03.2008)

Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/02, 01.02.2008)

Some benefits of monetary policy transparency in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/01, 01.02.2008)

RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/15, 01.12.2007)

Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/14, 01.10.2007)

An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/13, 01.10.2007)

Housing markets and migration in New Zealand, 1962-2006

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/12, 01.10.2007)

Credit constraints and housing markets in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/11, 01.08.2007)

Understanding the New Zealand current account: a structural approach

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/10, 01.08.2007)

Local linear impulse responses for a small economy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/09, 01.05.2007)

The McKenna Rule and UK World War I Finance

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/08, 01.05.2007)

The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/07, 01.05.2007)

Conditioning and Hessians in analytical and numerical optimization - Some illustrations

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/06, 01.05.2007)

A model of spatial arbitrage with transport capacity constraints and endogenous transport prices

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/05, 01.04.2007)

Stylised facts about New Zealand business cycles

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/04, 01.04.2007)

Satisficing Solutions for New Zealand Monetary Policy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/03, 01.04.2007)

Nowcasting and predicting data revisions in real time using qualitative panel survey data

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/02, 01.02.2007)

Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/01, 01.02.2007)

The Present Value Model and New Zealand's current account

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/12, 01.01.2007)

Assessing the fit of small open economy DSGEs

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/11, 01.01.2007)

A new core inflation indicator for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/10, 01.01.2007)

Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/09, 01.12.2006)

What do robust policies look like for open economy inflation targeters?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/08, 29.11.2006)

JEL: C51, E52, F41

How costly is exchange rate stabilisation for an inflation targeter? The case of Australia

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/07, 28.09.2006)

JEL: C51, E52, F41

Family trusts: ownership, size, and their impact on measures of wealth and home ownership

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/06, 28.07.2006)

JEL: E01, E21

Should monetary policy attempt to reduce exchange rate volatility in New Zealand?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/05, 28.07.2006)

JEL: E52, E58

Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/04, 19.05.2006)

JEL: E52, E58, F47

A Small New Keynesian Model of the New Zealand economy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/03, 19.05.2006)

JEL: C15, C51, E12, E17

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/02, 17.03.2006)

JEL: C11, C32, C53, E01

Phillips curve forecasting in a small open economy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/01, 17.03.2006)

JEL: C53, E31

Discretionary Policy, Potential Output Uncertainty, and Optimal Learning

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/07, 21.12.2005)

JEL: E52

A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/06, 21.12.2005)

JEL: C11, C51, C52, E58

UIP, Expectations and the Kiwi

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/05, 21.12.2005)

JEL: E52, E58, F31, F32

Reaction functions in a small open economy: What role for non-traded inflation?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/04, 17.10.2005)

JEL: C51, E52, F41

A happy "halfway-house"? Medium term inflation targeting in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/03, 12.10.2005)

JEL: E52, E58, E61

Mind your Ps and Qs! Improving ARMA forecasts with RBC priors

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/02, 12.10.2005)

JEL: C11, C22, E37