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

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001

Title Author(s)

Macroprudential policies in a low interest-rate environment

Paper: DP2017/04, 11.09.2017

JEL: E44, E58, R32

How bubbly is the New Zealand dollar?

Paper: DP2017/03, 26.04.2017

JEL: C15, C32, F31

Explosiveness in G11 currencies

Paper: DP2017/02, 26.04.2017

JEL: C12, C15, C22, F31

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Paper: DP2017/01, 29.03.2017

JEL: C18, E17, E32

New Zealand's experience with changing its inflation target and the impact on inflation expectations

Paper: DP2016/07, 20.05.2016

JEL: E17, E31, E52, E58

A macroprudential stable funding requirement and monetary policy in a small open economy

Paper: DP2016/04, 15.04.2016

JEL: E31, E32, E44, F41

Persistence and volatility of real exchange rates: the role of supply shocks revisited

Paper: DP2016/02, 09.02.2016

JEL: C32, F31, F32, F41

How exporters set prices: evidence from a large behavioural survey

Paper: DP2016/01, 29.01.2016

JEL: E30, F31, F41

When is macroprudential policy effective?

Paper: DP2015/06, 17.11.2015

JEL: E58, G28

A structural model for policy analysis and forecasting: NZSIM

Paper: DP2015/05, 17.11.2015

JEL: C51, E3, E52

Applying an Inflation Targeting Lens to Macroprudential Policy 'Institutions'

Paper: DP2015/04, 05.10.2015

JEL: E32, E58, E61

The interest rate pass-through in the euro area during the sovereign debt crisis

Paper: DP2015/03, 05.10.2015

JEL: C3, E43, E44, E50

Structural VARs, deterministic and stochastic trends: Does detrending matter?

Paper: DP2015/02, 05.10.2015

JEL: C32, C35, C51, E37

Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey

Paper: DP2015/01, 05.10.2015

JEL: C32, D84, E31

Price-setting behaviour in New Zealand

Paper: dp14_04, 01.09.2014

JEL: D40, E30

Asset markets and monetary policy shocks at the zero lower bound

Paper: dp14_03, 18.07.2014

JEL: E43, E52, E65

Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles

Paper: dp14_02, 18.07.2014

JEL: E01, E24, E32

Exchange rates, expected returns and risk

Paper: dp14_01, 11.06.2014

JEL: F31, G12

Financial exposure and the international transmission of financial shocks

Paper: dp13_06, 31.10.2013

What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks

Paper: dp13_05, 31.10.2013

Dissecting the dynamics of the US trade balance in an estimated equilibrium model

Paper: dp13_04, 31.10.2013

Deep habits, price rigidities and the consumption response to Government spending

Paper: dp13_03, 31.10.2013

A tractable framework for zero lower bound Gaussian term structure models

Paper: dp13_02, 03.10.2013

A tractable framework for zero lower bound Gaussian term structure models

Paper: dp13_02, 03.10.2013

A tractable framework for zero lower bound Gaussian term structure models

Paper: dp13_02, 03.10.2013

Export performance, invoice currency, and heterogeneous exchange rate pass-through

Paper: dp13_01, 18.04.2013

JEL: D12, F14, F31

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

Forecasting house price inflation: a model combination approach

Paper: dp11_07, 24.11.2011

Cyclical changes in firm volatility

Paper: dp11_06, 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

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001