Measuring Changes in Firm-Level Volatility - An Application to Japan (JEL C33, D21, E23, E24) | by Emmanuel De Veirman and Andrew Levin | DP2009/20
(Dec 2009) |
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Whatever next? Export market choices of New Zealand firms (JEL D21, F10, L25) | by Richard Fabling, Arthur Grimes, and Lynda Sanderson | DP2009/19
(Dec 2009) |
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Global shocks, economic growth and financial crises - 120 years of New Zealand experience (JEL G01) | by Michael D. Bordo, David Hargreaves, and Mizuho Kida | DP2009/17
(Dec 2009) |
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Structural Macro-Econometric Modelling in a Policy Environment (JEL B16, C50) | by Martin Fukac and Adrian Pagan | DP2009/16
(Dec 2009) |
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Measuring Output Gap Uncertainty (JEL C32, C53, E37) | by Anthony Garratt, James Mitchell, and Shaun P. Vahey | DP2009/15
(Dec 2009) |
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Impulse Response Identification in DSGE Models (JEL C30, C52) | by Martin Fukac | DP2009/14
(Dec 2009) |
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The "suite" smell of success- Complementary personnel practices and firm performance (JEL D21, L20, O31) | by Richard Fabling and Arthur Grimes | DP2009/13
(Dec 2009) |
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Forecasting New Zealand's economic growth using yield curve information | by Leo Krippner, and Leif Anders Thorsrud | DP2009/18
(Nov 2009) |
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A Quarterly Post-World War II Real GDP Series for New Zealand (JEL C22, C82, E01, E32) | by Viv B. Hall and C. John McDermott | DP2009/12
(Nov 2009) |
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A cobweb model of financial stability in New Zealand (JEL E32, E44, G01) | by Paul Bedford and Chris Bloor | DP2009/11
(Nov 2009) |
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A theoretical foundation for the Nelson and Siegel class of yield curve models (JEL E43, G12) | by Leo Krippner | DP2009/10
(Sep 2009) |
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Entrepreneurship and aggregate merchandise trade growth in New Zealand (JEL D21, F10, L25) | by Richard Fabling and Lynda Sanderson | DP2009/09
(Sep 2009) |
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Evaluating a monetary business cycle model with unemployment for the euro area (JEL C51, C52, E32) | by Nicolas Groshenny | DP2009/08
(Sep 2009) |
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Developing stratified housing price measures for New Zealand (JEL G12, R31) | by Chris McDonald, Mark Smith | DP2009/07
(Aug 2009) |
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Analysing wage and price dynamics in New Zealand (JEL C32, E24, E31) | by Ashley Dunstan, Troy Matheson and Hamish Pepper | DP2009/06
(Jun 2009) |
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Using wavelets to measure core inflation: the case in New Zealand (JEL C32, E31, E52, E58) | by David Baqaee | DP2009/05
(Jun 2009) |
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Forecasting national activity using lots of international predictors: an application to New Zealand (JEL C33, C53, F47) | by Sandra Eickmeier and Tim Ng | DP2009/04
(Jun 2009) |
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Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD | by Nick Smyth | DP2009/03
(Apr 2009) | Abstract
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Real-time conditional forecasts with Bayesian VARs: An application to New Zealand | by Chris Bloor and Troy Matheson | DP2009/02
(Apr 2009) | Abstract
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Revealing monetary policy preferences | by Christie Smith | DP2009/01
(Apr 2009) | Abstract
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2008 |
The evolution of the Forecasting and Policy System (FPS) at the Reserve Bank of New Zealand | by Felix Delbrück, Ashley Dunstan, David Hargreaves, Ashley Lienert, Hamish Pepper and Cath Sleeman | DP2008/19
(Dec 2008) | Abstract
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Combining Forecast Densities from VARs and Uncertain Instabilities | by Anne Sofie Jore, James Mitchell and Shaun Vahey | DP2008/18
(Dec 2008) | Abstract
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Does natural rate variation matter? Evidence from New Zealand | by Michael Kirker | DP2008/17
(Dec 2008) | Abstract
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Inheritances and their impact on housing equity withdrawl | by Phil Briggs | DP2008/16
(Dec 2008) | Abstract
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Practical Monetary Policies | by Alfred V.Guender and David Gillmore | DP2008/15
(Oct 2008) | Abstract
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Over the hedge? Exporters' optimal and selective hedging choices | by Richard Fabling and Arthur Grimes | DP2008/14
(Oct 2008) | Abstract
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The relative size of New Zealand exchange rate and interest rate responses to news | by Andrew Coleman and ¨Ozer Karagedikli | DP2008/12
(Sep 2008) | Abstract
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Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty | by Anthony Garratt, Gary Koop, Emi Mise and Shaun Vahey | DP2008/13
(Sep 2008) | Abstract
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Limited Information Estimation and Evaluation of DSGE models | by Martin Fukac and Adrian Pagan | DP2008/11
(Jul 2008) | Abstract
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Incorporating judgement with DSGE models | by Jaromír Bene, Andrew Binning and Kirdan Lees | DP2008/10
(Jun 2008) | Abstract
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Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand | by Chris Bloor and Troy Matheson | DP2008/09
(May 2008) | Abstract
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A macro stress testing model with feedback effects | by Mizuho Kida | DP2008/08
(May 2008) | Abstract
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Heterogeneous Expectations, Adaptive Learning, and Forward-Looking Monetary Policy | by Martin Fukac | DP2008/07
(May 2008) | Abstract
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The tax system and housing demand in New Zealand | by David Hargreaves | DP2008/06
(Feb 2008) | Abstract
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How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand | by Emmanuel De Veirman and Ashley Dunstan | DP2008/05
(Feb 2008) | Abstract
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'Automatic' cycle-stabilising capital requirements: what can be achieved? | by Tim Ng | DP2008/04
(Feb 2008) | Abstract
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Changes in the transmission mechanism of monetary policy in New Zealand | by Aaron Drew, Özer Karagedikli, Rishab Sethi and Christie Smith | DP2008/03
(Feb 2008) | Abstract
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Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy? | by Özer Karagedikli and Pierre L Siklos | DP2008/02
(Jan 2008) | Abstract
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Some benefits of monetary policy transparency in New Zealand | by Aaron Drew and Özer Karagedikli | DP2008/01
(Jan 2008) | Abstract
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2007 |
RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence | by Ozer Karagedikli, Troy Matheson, Christie Smith and Shaun P. Vahey | DP2007/15
(Nov 2007) | Abstract
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Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan | by Emmanuel De Veirman | DP2007/14
(Sep 2007) | Abstract
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An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys | by Troy Matheson | DP2007/13
(Sep 2007) | Abstract
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Housing markets and migration in New Zealand, 1962-2006 | by Andrew Coleman and John Landon-Lane | DP2007/12
(Sep 2007) | Abstract
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Credit constraints and housing markets in New Zealand | by Andrew Coleman | DP2007/11
(Jul 2007) | Abstract
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Understanding the New Zealand current account: a structural approach | by Anella Munro and Rishab Sethi | DP2007/10
(Jul 2007) | Abstract
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Local linear impulse responses for a small economy | by Alfred A. Haug and Christie Smith | DP2007/09
(Apr 2007) | Abstract
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The McKenna Rule and UK World War I Finance | by James M Nason and Shaun P Vahey | DP2007/08
(Apr 2007) | Abstract
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The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905 | by Andrew Coleman | DP2007/07
(Apr 2007) | Abstract
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Conditioning and Hessians in analytical and numerical optimization - Some illustrations | by Christie Smith | DP2007/06
(Apr 2007) | Abstract
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A model of spatial arbitrage with transport capacity constraints and endogenous transport prices | by Andrew Coleman | DP2007/05
(Mar 2007) | Abstract
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Stylised facts about New Zealand business cycles | by Sharon McCaw | DP2007/04
(Mar 2007) | Abstract
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Satisficing Solutions for New Zealand Monetary Policy | by Jacek Krawczyk and Rishab Sethi | DP2007/03
(Mar 2007) | Abstract
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Nowcasting and predicting data revisions in real time using qualitative panel survey data | by Troy Matheson, James Mitchell and Brian Silverstone | DP2007/02
(Jan 2007) | Abstract
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Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts | by Kirdan Lees, Troy Matheson and Christie Smith | DP2007/01
(Jan 2007) | Abstract
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2006 |
The Present Value Model and New Zealand's current account | by Anella Munro and Rishab Sethi | DP2006/12
(Dec 2006) | Abstract
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Assessing the fit of small open economy DSGEs | by Troy Matheson | DP2006/11
(Dec 2006) | Abstract
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A new core inflation indicator for New Zealand | by Domenico Giannone and Troy Matheson | DP2006/10
(Dec 2006) | Abstract
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Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis | by Timothy Kam, Kirdan Lees and Philip Liu | DP2006/09
(Nov 2006) | Abstract
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What do robust policies look like for open economy inflation targeters? (JEL C51, E52, F41) | by Kirdan Lees | DP2006/08
(Sep 2006) | Abstract
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How costly is exchange rate stabilisation for an inflation targeter? The case of Australia (JEL C51, E52, F41) | by Mark Crosby, Tim Kam and Kirdan Lees | DP2006/07
(Jul 2006) | Abstract
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Family trusts: ownership, size, and their impact on measures of wealth and home ownership (JEL E01, E21) | by Phil Briggs | DP2006/06
(Jul 2006) | Abstract
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Should monetary policy attempt to reduce exchange rate volatility in New Zealand? (JEL E52, E58) | by Dominick Stephens | DP2006/05
(May 2006) | Abstract
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Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments (JEL E52, E58, F47) | by James Twaddle; David Hargreaves; Tim Hampton | DP2006/04
(May 2006) | Abstract
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A Small New Keynesian Model of the New Zealand economy (JEL C15, C51, E12, E17) | by Philip Liu | DP2006/03
(May 2006) | Abstract
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Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (JEL C11, C32, C53, E01) | by Anthony Garratt, Gary Koop and Shaun P. Vahey | DP2006/02
(Feb 2006) | Abstract
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Phillips curve forecasting in a small open economy (JEL C53, E31) | by Troy Matheson | DP2006/01
(Feb 2006) | Abstract
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2005 |
Discretionary Policy, Potential Output Uncertainty, and Optimal Learning (JEL E52) | by James Yetman | DP2005/07
(Dec 2005) | Abstract
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A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism (JEL C11, C51, C52, E58) | by Thomas A Lubik | DP2005/06
(Dec 2005) | Abstract
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UIP, Expectations and the Kiwi (JEL E52, E58, F31, F32) | by Anella Munro | DP2005/05
(Oct 2005) | Abstract
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Reaction functions in a small open economy: What role for non-traded inflation? (JEL C51, E52, F41) | by Ana Maria Santacreu | DP2005/04
(Oct 2005) | Abstract
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A happy "halfway-house"? Medium term inflation targeting in New Zealand (JEL E52, E58, E61) | by Sam Warburton and Kirdan Lees | DP2005/03
(Oct 2005) | Abstract
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Mind your Ps and Qs! Improving ARMA forecasts with RBC priors (JEL C11, C22, E37) | by Kirdan Lees and Troy Matheson | DP2005/02
(Oct 2005) | Abstract
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Factor model forecasts for New Zealand | by Troy Matheson | DP2005/01
(May 2005) | Abstract
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2004 |
Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates | by Angela Huang | DP2004/08
(Oct 2004) | Abstract
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A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar | by Simon Wren-Lewis | DP2004/07
(Aug 2004) | Abstract
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Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors | by Philip Liu | DP2004/06
(Jul 2004) | Abstract
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What can the Taylor rule tell us about a currency union between New Zealand and Australia? | by Nils Björksten, Arthur Grimes, Özer Karagedikli and Christopher Plantier | DP2004/05
(Jun 2004) | Abstract
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Estimates of the output gap in real time: how well have we been doing? | by Michael Graff | DP2004/04
(May 2004) | Abstract
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The equilibrium exchange rate according to PPP and UIP | by Dominick Stephens | DP2004/03
(Apr 2004) | Abstract
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Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand | by Özer Karagedikli and Kirdan Lees | DP2004/02
(Apr 2004) | Abstract
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Estimating a time varying neutral real interest rate for New Zealand | by Olivier Basdevant, Nils Björksten and Özer Karagedikli | DP2004/01
(Feb 2004) | Abstract
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2003 |
Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002 | by Louise Allsopp | DP2003/10
(Dec 2003) | Abstract
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Monetary policy and the volatility of real exchange rates in New Zealand | by Ken West | DP2003/09
(Nov 2003) | Abstract
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The stabilisation problem: the case of New Zealand | by Kirdan Lees | DP2003/08
(Nov 2003) | Abstract
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Has the rate of economic growth changed? Evidence and lessons for public policy | by Matthew Shapiro | DP2003/07
(Aug 2003) | Abstract
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Estimates of time-varying term premia for New Zealand and Australia | by Michael Gordon | DP2003/06
(Aug 2003) | Abstract
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Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand | by Olivier Basdevant | DP2003/05
(May 2003) | Abstract
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Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union | by Alfred A Haug, Özer Karagedikli and Satish Ranchhod | DP2003/04
(May 2003) | Abstract
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Modelling structural change: the case of New Zealand | by Olivier Basdevant and David Hargreaves | DP2003/03
(Apr 2003) | Abstract
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On applications of state-space modelling in macroeconomics | by Olivier Basdevant | DP2003/02
(Apr 2003) | Abstract
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Financial deregulation and household indebtedness | by Leslie Hull | DP2003/01
(Jan 2003) | Abstract
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2002 |
Currency Unions and Trade: Variations on Themes by Rose and Persson | by Dr Peter Kenen | DP2002/08
(Dec 2002) | Abstract
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Currency unions and gravity models revisited | by Christie Smith | DP2002/07
(Nov 2002) | Abstract
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Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate | by L Christopher Plantier and Dean Scrimgeour | DP2002/06
(May 2002) | Abstract
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Foreign-owned banks: Implication for New Zealand's financial stability | by Leslie Hull | DP2002/05
(Apr 2002) | Abstract
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Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options | by Aron Gereben | DP2002/04
(Apr 2002) | Abstract
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Monetary policy and inflation forecasting with and without the output gap | by Weshah Razzak | DP2002/03
(Mar 2002) | Abstract
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Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve | by Leo Krippner | DP2002/01
(Mar 2002) | Abstract
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2001 |
Modelling the long-run real effective exchange rate of the New Zealand Dollar | by Ronald MacDonald | DP2002/02
(Oct 2001) | Abstract
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