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

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Title Author(s)

The McKenna Rule and UK World War I Finance

Paper: DP2007/08, 01.05.2007

The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905

Paper: DP2007/07, 01.05.2007

Conditioning and Hessians in analytical and numerical optimization - Some illustrations

Paper: DP2007/06, 01.05.2007

A model of spatial arbitrage with transport capacity constraints and endogenous transport prices

Paper: DP2007/05, 01.04.2007

Stylised facts about New Zealand business cycles

Paper: DP2007/04, 01.04.2007

Satisficing Solutions for New Zealand Monetary Policy

Paper: DP2007/03, 01.04.2007

Nowcasting and predicting data revisions in real time using qualitative panel survey data

Paper: DP2007/02, 01.02.2007

Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts

Paper: DP2007/01, 01.02.2007

The Present Value Model and New Zealand's current account

Paper: DP2006/12, 01.01.2007

Assessing the fit of small open economy DSGEs

Paper: DP2006/11, 01.01.2007

A new core inflation indicator for New Zealand

Paper: DP2006/10, 01.01.2007

Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis

Paper: DP2006/09, 01.12.2006

What do robust policies look like for open economy inflation targeters?

Paper: DP2006/08, 29.11.2006

JEL: C51, E52, F41

How costly is exchange rate stabilisation for an inflation targeter? The case of Australia

Paper: DP2006/07, 28.09.2006

JEL: C51, E52, F41

Family trusts: ownership, size, and their impact on measures of wealth and home ownership

Paper: DP2006/06, 28.07.2006

JEL: E01, E21

Should monetary policy attempt to reduce exchange rate volatility in New Zealand?

Paper: DP2006/05, 28.07.2006

JEL: E52, E58

Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments

Paper: DP2006/04, 19.05.2006

JEL: E52, E58, F47

A Small New Keynesian Model of the New Zealand economy

Paper: DP2006/03, 19.05.2006

JEL: C15, C51, E12, E17

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

Paper: DP2006/02, 17.03.2006

JEL: C11, C32, C53, E01

Phillips curve forecasting in a small open economy

Paper: DP2006/01, 17.03.2006

JEL: C53, E31

Discretionary Policy, Potential Output Uncertainty, and Optimal Learning

Paper: DP2005/07, 21.12.2005

JEL: E52

A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism

Paper: DP2005/06, 21.12.2005

JEL: C11, C51, C52, E58

UIP, Expectations and the Kiwi

Paper: DP2005/05, 21.12.2005

JEL: E52, E58, F31, F32

Reaction functions in a small open economy: What role for non-traded inflation?

Paper: DP2005/04, 17.10.2005

JEL: C51, E52, F41

A happy "halfway-house"? Medium term inflation targeting in New Zealand

Paper: DP2005/03, 12.10.2005

JEL: E52, E58, E61

Mind your Ps and Qs! Improving ARMA forecasts with RBC priors

Paper: DP2005/02, 12.10.2005

JEL: C11, C22, E37

Factor model forecasts for New Zealand

Paper: DP2005/01, 06.10.2005

Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates

Paper: DP2004/08, 01.11.2004

A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar

Paper: DP2004/07, 01.09.2004

Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors

Paper: DP2004/06, 01.08.2004

What can the Taylor rule tell us about a currency union between New Zealand and Australia?

Paper: DP2004/05, 01.07.2004

Estimates of the output gap in real time: how well have we been doing?

Paper: DP2004/04, 01.06.2004

The equilibrium exchange rate according to PPP and UIP

Paper: DP2004/03, 01.05.2004

Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand

Paper: DP2004/02, 01.05.2004

Estimating a time varying neutral real interest rate for New Zealand

Paper: DP2004/01, 01.03.2004

Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002

Paper: DP2003/10, 01.01.2004

Monetary policy and the volatility of real exchange rates in New Zealand

Paper: DP2003/09, 01.12.2003

The stabilisation problem: the case of New Zealand

Paper: DP2003/08, 01.12.2003

Has the rate of economic growth changed? Evidence and lessons for public policy

Paper: DP2003/07, 01.09.2003

Estimates of time-varying term premia for New Zealand and Australia

Paper: DP2003/06, 01.09.2003

Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand

Paper: DP2003/05, 01.06.2003

Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union

Paper: DP2003/04, 01.06.2003

Modelling structural change: the case of New Zealand

Paper: DP2003/03, 01.05.2003

On applications of state-space modelling in macroeconomics

Paper: DP2003/02, 01.05.2003

Financial deregulation and household indebtedness

Paper: DP2003/01, 01.02.2003

Currency Unions and Trade: Variations on Themes by Rose and Persson

Paper: DP2002/08, 01.01.2003

Currency unions and gravity models revisited

Paper: DP2002/07, 01.12.2002

Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate

Paper: DP2002/06, 01.06.2002

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

Paper: DP2002/05, 01.05.2002

Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options

Paper: DP2002/04, 01.05.2002

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