New Zealand - Central Bank Research Hub

Title Author(s)

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)

The McKenna Rule and UK World War I Finance

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

Stylised facts about New Zealand business cycles

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

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)

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)

A new core inflation indicator for New Zealand

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

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

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

Discretionary Policy, Potential Output Uncertainty, and Optimal Learning

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

JEL: E52

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

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

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

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)

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)

The equilibrium exchange rate according to PPP and UIP

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

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)

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

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