New Zealand - Central Bank Research Hub

Title Author(s)

Factor model forecasts for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2005/01, 06.10.2005)

Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/08, 01.11.2004)

A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/07, 01.09.2004)

Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/06, 01.08.2004)

What can the Taylor rule tell us about a currency union between New Zealand and Australia?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/05, 01.07.2004)

Estimates of the output gap in real time: how well have we been doing?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/04, 01.06.2004)

The equilibrium exchange rate according to PPP and UIP

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/03, 01.05.2004)

Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/02, 01.05.2004)

Estimating a time varying neutral real interest rate for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/01, 01.03.2004)

Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/10, 01.01.2004)

Monetary policy and the volatility of real exchange rates in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/09, 01.12.2003)

The stabilisation problem: the case of New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/08, 01.12.2003)

Has the rate of economic growth changed? Evidence and lessons for public policy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/07, 01.09.2003)

Estimates of time-varying term premia for New Zealand and Australia

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/06, 01.09.2003)

Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/05, 01.06.2003)

Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/04, 01.06.2003)

Modelling structural change: the case of New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/03, 01.05.2003)

On applications of state-space modelling in macroeconomics

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/02, 01.05.2003)

Financial deregulation and household indebtedness

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2003/01, 01.02.2003)

Currency Unions and Trade: Variations on Themes by Rose and Persson

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/08, 01.01.2003)

Currency unions and gravity models revisited

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/07, 01.12.2002)

Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/06, 01.06.2002)

Foreign-owned banks: Implication for New Zealand's financial stability

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/05, 01.05.2002)

Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/04, 01.05.2002)

Monetary policy and inflation forecasting with and without the output gap

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/03, 01.04.2002)

Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/01, 01.04.2002)

Modelling the long-run real effective exchange rate of the New Zealand Dollar

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/02, 01.11.2001)