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

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

	Title	Author(s)
Abstract Full text	Combining Forecast Densities from VARs and Uncertain Instabilities Paper: DP2008/18, 01.01.2009	Anne Sofie Jore James Mitchell Shaun P. Vahey
Abstract Full text	Inheritances and their impact on housing equity withdrawl Paper: DP2008/16, 01.01.2009	Phil Briggs
Abstract Full text	Does natural rate variation matter? Evidence from New Zealand Paper: DP2008/17, 01.01.2009	Michael Kirker
Abstract Full text	Practical Monetary Policies Paper: DP2008/15, 01.11.2008	David Gillmore Alfred V. Guender
Abstract Full text	Over the hedge? Exporters’ optimal and selective hedging choices Paper: DP2008/14, 01.11.2008	Richard Fabling Arthur Grimes
Abstract Full text	Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty Paper: DP2008/13, 01.10.2008	Gary Koop Anthony Garratt Emi Mise Shaun P. Vahey
Abstract Full text	Limited Information Estimation and Evaluation of DSGE models Paper: DP2008/11, 01.08.2008	Adrian Pagan Martin Fukac
Abstract Full text	Incorporating judgement with DSGE models Paper: DP2008/10, 01.07.2008	Andrew Binning Jaromír Beneš Kirdan Lees
Abstract Full text	Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand Paper: DP2008/09, 01.06.2008	Chris Bloor Troy D. Matheson
Abstract Full text	Heterogeneous Expectations, Adaptive Learning, and Forward-Looking Monetary Policy Paper: DP2008/07, 01.06.2008	Martin Fukac
Abstract Full text	A macro stress testing model with feedback effects Paper: DP2008/08, 01.06.2008	Mizuho Kida
Abstract Full text	Changes in the transmission mechanism of monetary policy in New Zealand Paper: DP2008/03, 01.03.2008	Christie Smith Özer Karagedikli Rishab Sethi Aaron Drew
Abstract Full text	The tax system and housing demand in New Zealand Paper: DP2008/06, 01.03.2008	David Hargreaves
Abstract Full text	How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand Paper: DP2008/05, 01.03.2008	Ashley Dunstan Emmanuel De Veirman
Abstract Full text	'Automatic' cycle-stabilising capital requirements: what can be achieved? Paper: DP2008/04, 01.03.2008	Tim Ng
Abstract Full text	Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy? Paper: DP2008/02, 01.02.2008	Pierre L. Siklos Özer Karagedikli
Abstract Full text	Some benefits of monetary policy transparency in New Zealand Paper: DP2008/01, 01.02.2008	Özer Karagedikli Aaron Drew
Abstract Full text	RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence Paper: DP2007/15, 01.12.2007	Özer Karagedikli Christie Smith Shaun P. Vahey Troy D. Matheson
Abstract Full text	Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan Paper: DP2007/14, 01.10.2007	Emmanuel De Veirman
Abstract Full text	An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys Paper: DP2007/13, 01.10.2007	Troy D. Matheson
Abstract Full text	Housing markets and migration in New Zealand, 1962-2006 Paper: DP2007/12, 01.10.2007	Andrew Coleman John Landon-Lane
Abstract Full text	Credit constraints and housing markets in New Zealand Paper: DP2007/11, 01.08.2007	Andrew Coleman
Abstract Full text	Understanding the New Zealand current account: a structural approach Paper: DP2007/10, 01.08.2007	Rishab Sethi Anella Munro
Abstract Full text	Local linear impulse responses for a small economy Paper: DP2007/09, 01.05.2007	Alfred A. Haug Christie Smith
Abstract Full text	The McKenna Rule and UK World War I Finance Paper: DP2007/08, 01.05.2007	Shaun P. Vahey James M. Nason
Abstract Full text	The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905 Paper: DP2007/07, 01.05.2007	Andrew Coleman
Abstract Full text	Conditioning and Hessians in analytical and numerical optimization - Some illustrations Paper: DP2007/06, 01.05.2007	Christie Smith
Abstract Full text	A model of spatial arbitrage with transport capacity constraints and endogenous transport prices Paper: DP2007/05, 01.04.2007	Andrew Coleman
Abstract Full text	Stylised facts about New Zealand business cycles Paper: DP2007/04, 01.04.2007	Sharon McCaw
Abstract Full text	Satisficing Solutions for New Zealand Monetary Policy Paper: DP2007/03, 01.04.2007	Jacek Krawczyk Rishab Sethi
Abstract Full text	Nowcasting and predicting data revisions in real time using qualitative panel survey data Paper: DP2007/02, 01.02.2007	James Mitchell Brian Silverstone Troy D. Matheson
Abstract Full text	Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts Paper: DP2007/01, 01.02.2007	Christie Smith Kirdan Lees Troy D. Matheson
Abstract Full text	The Present Value Model and New Zealand's current account Paper: DP2006/12, 01.01.2007	Rishab Sethi Anella Munro
Abstract Full text	Assessing the fit of small open economy DSGEs Paper: DP2006/11, 01.01.2007	Troy D. Matheson
Abstract Full text	A new core inflation indicator for New Zealand Paper: DP2006/10, 01.01.2007	Domenico Giannone Troy D. Matheson
Abstract Full text	Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis Paper: DP2006/09, 01.12.2006	Philip Liu Timothy Kam Kirdan Lees
Abstract Full text	What do robust policies look like for open economy inflation targeters? Paper: DP2006/08, 29.11.2006 JEL: C51, E52, F41	Kirdan Lees
Abstract Full text	How costly is exchange rate stabilisation for an inflation targeter? The case of Australia Paper: DP2006/07, 28.09.2006 JEL: C51, E52, F41	Tim Kam Kirdan Lees Mark Crosby
Abstract Full text	Family trusts: ownership, size, and their impact on measures of wealth and home ownership Paper: DP2006/06, 28.07.2006 JEL: E01, E21	Phil Briggs
Abstract Full text	Should monetary policy attempt to reduce exchange rate volatility in New Zealand? Paper: DP2006/05, 28.07.2006 JEL: E52, E58	Dominick Stephens
Abstract Full text	Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments Paper: DP2006/04, 19.05.2006 JEL: E52, E58, F47	David Hargreaves Tim Hampton James Twaddle
Abstract Full text	A Small New Keynesian Model of the New Zealand economy Paper: DP2006/03, 19.05.2006 JEL: C15, C51, E12, E17	Philip Liu
Abstract Full text	Forecasting Substantial Data Revisions in the Presence of Model Uncertainty Paper: DP2006/02, 17.03.2006 JEL: C11, C32, C53, E01	Gary Koop Anthony Garratt Shaun P. Vahey
Abstract Full text	Phillips curve forecasting in a small open economy Paper: DP2006/01, 17.03.2006 JEL: C53, E31	Troy D. Matheson
Abstract Full text	Discretionary Policy, Potential Output Uncertainty, and Optimal Learning Paper: DP2005/07, 21.12.2005 JEL: E52	James Yetman
Abstract Full text	A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism Paper: DP2005/06, 21.12.2005 JEL: C11, C51, C52, E58	Thomas A. Lubik
Abstract Full text	UIP, Expectations and the Kiwi Paper: DP2005/05, 21.12.2005 JEL: E52, E58, F31, F32	Anella Munro
Abstract Full text	Reaction functions in a small open economy: What role for non-traded inflation? Paper: DP2005/04, 17.10.2005 JEL: C51, E52, F41	Ana Maria Santacreu
Abstract Full text	A happy "halfway-house"? Medium term inflation targeting in New Zealand Paper: DP2005/03, 12.10.2005 JEL: E52, E58, E61	Kirdan Lees Sam Warburton
Abstract Full text	Mind your Ps and Qs! Improving ARMA forecasts with RBC priors Paper: DP2005/02, 12.10.2005 JEL: C11, C22, E37	Kirdan Lees Troy D. Matheson

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