Central Bank Research Hub - Series: Reserve Bank of New Zealand Discussion Papers 2010

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

Title Author(s)

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

Paper: dp12_03, 19.11.2012

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

Paper: dp12_02, 19.11.2012

The financial accelerator and monetary policy rules

Paper: dp12_01, 19.11.2012

Matching efficiency and business cycle fluctuations

Paper: dp12_06, 16.11.2012

The macroeconomic effects of a stable funding requirement

Paper: dp12_05, 16.11.2012

Measuring the stance of monetary policy in zero lower bound environments

Paper: dp12_04, 16.11.2012

Foreign acquisition and the performance of New Zealand firms

Paper: dp11_08, 16.12.2011

Cyclical changes in firm volatility

Paper: dp11_06, 24.11.2011

Forecasting house price inflation: a model combination approach

Paper: dp11_07, 24.11.2011

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

Paper: dp11_05, 09.09.2011

An estimated small open economy model with frictional unemployment

Paper: dp11_04, 09.09.2011

Evaluating density forecasts: model combination strategies versus the RBNZ

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

Paper: dp11_02, 27.05.2011

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

Paper: dp11_01, 27.05.2011

Monetary Policy, Inflation and Unemployment

Paper: DP2010/14, 29.12.2010

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

Paper: DP2010/13, 22.12.2010

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

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

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

Paper: DP2010/10, 02.11.2010

Debt Dynamics and Excess Sensitivity of Consumption to Transitory Wealth Changes

Paper: DP2010/09, 29.10.2010

Intertemporal Choice: A Nash Bargaining Approach

Paper: DP2010/08, 01.10.2010

JEL: C7, D01, D91

Exporting and performance: Market entry, expansion and destination characteristics

Paper: DP2010/07, 01.10.2010

JEL: D21, D24, F10

Sharing a risky cake

Paper: DP2010/06, 01.10.2010

JEL: C02, C71, C78

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

Paper: DP2010/05, 01.10.2010

JEL: E31, F52

Internationalised Production in a Small Open Economy

Paper: DP2010/04, 09.08.2010

JEL: E30, F41

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

Paper: DP2010/03, 27.04.2010

JEL: E44, E5, E52

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

Paper: DP2010/02, 12.04.2010

JEL: E30, E52

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

Paper: DP2010/01, 11.02.2010

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