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	Factor model forecasts for New Zealand Paper: DP2005/01, 06.10.2005	Troy D. Matheson
Abstract Full text	Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates Paper: DP2004/08, 01.11.2004	Angela Huang
Abstract Full text	A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar Paper: DP2004/07, 01.09.2004	Simon Wren-Lewis
Abstract Full text	Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors Paper: DP2004/06, 01.08.2004	Philip Liu
Abstract Full text	What can the Taylor rule tell us about a currency union between New Zealand and Australia? Paper: DP2004/05, 01.07.2004	Christopher Plantier Özer Karagedikli Nils Björksten Arthur Grimes
Abstract Full text	Estimates of the output gap in real time: how well have we been doing? Paper: DP2004/04, 01.06.2004	Michael Graff
Abstract Full text	The equilibrium exchange rate according to PPP and UIP Paper: DP2004/03, 01.05.2004	Dominick Stephens
Abstract Full text	Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand Paper: DP2004/02, 01.05.2004	Özer Karagedikli Kirdan Lees
Abstract Full text	Estimating a time varying neutral real interest rate for New Zealand Paper: DP2004/01, 01.03.2004	Özer Karagedikli Nils Björksten Olivier Basdevant
Abstract Full text	Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002 Paper: DP2003/10, 01.01.2004	Louise Allsopp
Abstract Full text	Monetary policy and the volatility of real exchange rates in New Zealand Paper: DP2003/09, 01.12.2003	Ken West
Abstract Full text	The stabilisation problem: the case of New Zealand Paper: DP2003/08, 01.12.2003	Kirdan Lees
Abstract Full text	Has the rate of economic growth changed? Evidence and lessons for public policy Paper: DP2003/07, 01.09.2003	Matthew Shapiro
Abstract Full text	Estimates of time-varying term premia for New Zealand and Australia Paper: DP2003/06, 01.09.2003	Michael Gordon
Abstract Full text	Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand Paper: DP2003/05, 01.06.2003	Olivier Basdevant
Abstract Full text	Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union Paper: DP2003/04, 01.06.2003	Özer Karagedikli Alfred A Haug Satish Ranchhod
Abstract Full text	Modelling structural change: the case of New Zealand Paper: DP2003/03, 01.05.2003	David Hargreaves Olivier Basdevant
Abstract Full text	On applications of state-space modelling in macroeconomics Paper: DP2003/02, 01.05.2003	Olivier Basdevant
Abstract Full text	Financial deregulation and household indebtedness Paper: DP2003/01, 01.02.2003	Leslie Hull
Abstract Full text	Currency Unions and Trade: Variations on Themes by Rose and Persson Paper: DP2002/08, 01.01.2003	Peter Kenen
Abstract Full text	Currency unions and gravity models revisited Paper: DP2002/07, 01.12.2002	Christie Smith
Abstract Full text	Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate Paper: DP2002/06, 01.06.2002	L Christopher Plantier Dean Scrimgeour
Abstract Full text	Foreign-owned banks: Implication for New Zealand's financial stability Paper: DP2002/05, 01.05.2002	Leslie Hull
Abstract Full text	Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options Paper: DP2002/04, 01.05.2002	Aron Gereben
Abstract Full text	Monetary policy and inflation forecasting with and without the output gap Paper: DP2002/03, 01.04.2002	Weshah Razzak
Abstract Full text	Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve Paper: DP2002/01, 01.04.2002	Leo Krippner
Abstract Full text	Modelling the long-run real effective exchange rate of the New Zealand Dollar Paper: DP2002/02, 01.11.2001	Ronald MacDonald

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