Central Bank Research Hub - Series: Reserve Bank of New Zealand Discussion Papers 2008

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001

	Title	Author(s)
Full text	The information content of central bank interest rate projections: Evidence from New Zealand Paper: dp12_03, 19.11.2012	Dieter Nautz Gunda-Alexandra Detmers
Full text	Modifying Gaussian term structure models when interest rates are near the zero lower bound Paper: dp12_02, 19.11.2012	Leo Krippner
Full text	The financial accelerator and monetary policy rules Paper: dp12_01, 19.11.2012	Günes Kamber Christoph Thoenissen
Full text	Matching efficiency and business cycle fluctuations Paper: dp12_06, 16.11.2012	Francesco Furlanetto Nicolas Groshenny
Full text	The macroeconomic effects of a stable funding requirement Paper: dp12_05, 16.11.2012	Chris Bloor Rebecca Craigie Anella Munro
Full text	Measuring the stance of monetary policy in zero lower bound environments Paper: dp12_04, 16.11.2012	Leo Krippner
Full text	Foreign acquisition and the performance of New Zealand firms Paper: dp11_08, 16.12.2011	Lynda Sanderson Richard Fabling
Full text	Cyclical changes in firm volatility Paper: dp11_06, 24.11.2011	Andrew T. Levin Emmanuel De Veirman
Full text	Forecasting house price inflation: a model combination approach Paper: dp11_07, 24.11.2011	Sarah Drought Chris McDonald
Full text	Time-varying returns, intertemporal substitution and cyclical variation in consumption Paper: dp11_05, 09.09.2011	Emmanuel De Veirman Ashley Dunstan
Full text	An estimated small open economy model with frictional unemployment Paper: dp11_04, 09.09.2011	Julien Albertini
Full text	Evaluating density forecasts: model combination strategies versus the RBNZ Paper: dp11_03, 09.09.2011	Chris McDonald Leif Anders Thorsrud
Full text	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 Paper: dp11_02, 27.05.2011	Phil Briggs Carly Harker
Full text	Any port in a storm? The impact of new port infrastructure on New Zealand exporter behaviour Paper: dp11_01, 27.05.2011	Richard Fabling Arthur Grimes
Full text	Monetary Policy, Inflation and Unemployment Paper: DP2010/14, 29.12.2010	Nicolas Groshenny
Full text	What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices Paper: DP2010/13, 22.12.2010	Michael Kirker
Full text	Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania Paper: DP2010/12, 14.12.2010	Bevan Cook Alfred V. Guender
Full text	A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics Paper: DP2010/11, 14.12.2010	Leo Krippner
Full text	Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar Paper: DP2010/10, 02.11.2010	Özer Karagedikli Andrew Coleman
Full text	Debt Dynamics and Excess Sensitivity of Consumption to Transitory Wealth Changes Paper: DP2010/09, 29.10.2010	Ashley Dunstan Emmanuel De Veirman
Full text	Intertemporal Choice: A Nash Bargaining Approach Paper: DP2010/08, 01.10.2010 JEL: C7, D01, D91	David Baqaee
Full text	Exporting and performance: Market entry, expansion and destination characteristics Paper: DP2010/07, 01.10.2010 JEL: D21, D24, F10	Richard Fabling Lynda Sanderson
Full text	Sharing a risky cake Paper: DP2010/06, 01.10.2010 JEL: C02, C71, C78	Richard Watt David Baqaee
Full text	Using estimated models to assess nominal and real rigidities in the United Kingdom Paper: DP2010/05, 01.10.2010 JEL: E31, F52	Stephen Millard Günes Kamber
Full text	Internationalised Production in a Small Open Economy Paper: DP2010/04, 09.08.2010 JEL: E30, F41	Aurélien Eyquem Günes Kamber
Full text	Multi-period fixed-rate loans, housing and monetary policy in small open economies Paper: DP2010/03, 27.04.2010 JEL: E44, E5, E52	Jaromír Beneš Kirdan Lees
Full text	All together now: Do international factors explain relative price co-movements? Paper: DP2010/02, 12.04.2010 JEL: E30, E52	Özer Karagedikli
Full text	Evaluating household expenditures and their relationship with house prices at the microeconomic level Paper: DP2010/01, 11.02.2010	Mark Smith
Full text	Measuring Changes in Firm-Level Volatility – An Application to Japan Paper: DP2009/20, 23.12.2009 JEL: C33, D21, E23, E24	Emmanuel De Veirman Andrew T. Levin
Full text	Whatever next? Export market choices of New Zealand firms Paper: DP2009/19, 21.12.2009 JEL: D21, F10, L25	Richard Fabling Lynda Sanderson Arthur Grimes
Full text	Global shocks, economic growth and financial crises - 120 years of New Zealand experience Paper: DP2009/17, 21.12.2009 JEL: G01	Michael D. Bordo David Hargreaves Mizuho Kida
Full text	Measuring Output Gap Uncertainty Paper: DP2009/15, 21.12.2009 JEL: C32, C53, E37	Anthony Garratt James Mitchell Shaun P. Vahey
Full text	The “suite” smell of success- Complementary personnel practices and firm performance Paper: DP2009/13, 21.12.2009 JEL: D21, L20, O31	Richard Fabling Arthur Grimes
Full text	Impulse Response Identification in DSGE Models Paper: DP2009/14, 21.12.2009 JEL: C30, C52	Martin Fukac
Full text	Structural Macro-Econometric Modelling in a Policy Environment Paper: DP2009/16, 21.12.2009 JEL: B16, C50	Adrian Pagan Martin Fukac
Full text	Forecasting New Zealand's economic growth using yield curve information Paper: DP2009/18, 21.12.2009	Leo Krippner Leif Anders Thorsrud
Full text	A Quarterly Post-World War II Real GDP Series for New Zealand Paper: DP2009/12, 01.12.2009 JEL: C22, C82, E01, E32	C. John McDermott Viv B. Hall
Full text	A cobweb model of financial stability in New Zealand Paper: DP2009/11, 01.12.2009 JEL: E32, E44, G01	Paul Bedford Chris Bloor
Full text	A theoretical foundation for the Nelson and Siegel class of yield curve models Paper: DP2009/10, 01.10.2009 JEL: E43, G12	Leo Krippner
Full text	Evaluating a monetary business cycle model with unemployment for the euro area Paper: DP2009/08, 01.10.2009 JEL: C51, C52, E32	Nicolas Groshenny
Full text	Entrepreneurship and aggregate merchandise trade growth in New Zealand Paper: DP2009/09, 01.10.2009 JEL: D21, F10, L25	Richard Fabling Lynda Sanderson
Full text	Developing stratified housing price measures for New Zealand Paper: DP2009/07, 01.09.2009 JEL: G12, R31	Mark Smith Chris McDonald
Full text	Using wavelets to measure core inflation: the case in New Zealand Paper: DP2009/05, 01.07.2009 JEL: C32, E31, E52, E58	David Baqaee
Full text	Analysing wage and price dynamics in New Zealand Paper: DP2009/06, 01.07.2009 JEL: C32, E24, E31	Hamish Pepper Ashley Dunstan Troy D. Matheson
Full text	Forecasting national activity using lots of international predictors: an application to New Zealand Paper: DP2009/04, 01.07.2009 JEL: C33, C53, F47	Sandra Eickmeier Tim Ng
Abstract Full text	Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD Paper: DP2009/03, 28.04.2009	Nick Smyth
Abstract Full text	Real-time conditional forecasts with Bayesian VARs: An application to New Zealand Paper: DP2009/02, 28.04.2009	Chris Bloor Troy D. Matheson
Abstract Full text	Revealing monetary policy preferences Paper: DP2009/01, 28.04.2009	Christie Smith
Abstract Full text	The evolution of the Forecasting and Policy System (FPS) at the Reserve Bank of New Zealand Paper: DP2008/19, 01.04.2009	Hamish Pepper Cath Sleeman David Hargreaves Ashley Dunstan Felix Delbrück Ashley Lienert
Abstract Full text	The relative size of New Zealand exchange rate and interest rate responses to news Paper: DP2008/12, 01.04.2009	Andrew Coleman Özer Karagedikli

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001