New Zealand - Central Bank Research Hub

Title Author(s)

Macroprudential policies in a low interest-rate environment

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/04, 11.09.2017)

JEL: E44, E58, R32

Explosiveness in G11 currencies

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/02, 26.04.2017)

JEL: C12, C15, C22, F31

How bubbly is the New Zealand dollar?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2017/03, 26.04.2017)

JEL: C15, C32, F31

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

Reserve Bank of New Zealand Discussion Papers [View] (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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2016/07, 20.05.2016)

JEL: E17, E31, E52, E58

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2016/04, 15.04.2016)

JEL: E31, E32, E44, F41

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2016/02, 09.02.2016)

JEL: C32, F31, F32, F41

How exporters set prices: evidence from a large behavioural survey

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2016/01, 29.01.2016)

JEL: E30, F31, F41

When is macroprudential policy effective?

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2015/06, 17.11.2015)

JEL: E58, G28

A structural model for policy analysis and forecasting: NZSIM

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2015/05, 17.11.2015)

JEL: C51, E3, E52

Applying an Inflation Targeting Lens to Macroprudential Policy 'Institutions'

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2015/04, 05.10.2015)

JEL: E32, E58, E61

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2015/02, 05.10.2015)

JEL: C32, C35, C51, E37

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2015/03, 05.10.2015)

JEL: C3, E43, E44, E50

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2015/01, 05.10.2015)

JEL: C32, D84, E31

Price-setting behaviour in New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp14_04, 01.09.2014)

JEL: D40, E30

Asset markets and monetary policy shocks at the zero lower bound

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp14_03, 18.07.2014)

JEL: E43, E52, E65

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp14_02, 18.07.2014)

JEL: E01, E24, E32

Exchange rates, expected returns and risk

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp14_01, 11.06.2014)

JEL: F31, G12

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_05, 31.10.2013)

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_03, 31.10.2013)

Financial exposure and the international transmission of financial shocks

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_06, 31.10.2013)

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_04, 31.10.2013)

A tractable framework for zero lower bound Gaussian term structure models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_02, 03.10.2013)

A tractable framework for zero lower bound Gaussian term structure models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_02, 03.10.2013)

A tractable framework for zero lower bound Gaussian term structure models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_02, 03.10.2013)

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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp13_01, 18.04.2013)

JEL: D12, F14, F31

The information content of central bank interest rate projections: Evidence from New Zealand

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_03, 19.11.2012)

The financial accelerator and monetary policy rules

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_01, 19.11.2012)

Modifying Gaussian term structure models when interest rates are near the zero lower bound

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_02, 19.11.2012)

Matching efficiency and business cycle fluctuations

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_06, 16.11.2012)

Measuring the stance of monetary policy in zero lower bound environments

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_04, 16.11.2012)

The macroeconomic effects of a stable funding requirement

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_05, 16.11.2012)

Foreign acquisition and the performance of New Zealand firms

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_08, 16.12.2011)

Cyclical changes in firm volatility

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_06, 24.11.2011)

Forecasting house price inflation: a model combination approach

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_07, 24.11.2011)

Time-varying returns, intertemporal substitution and cyclical variation in consumption

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_05, 09.09.2011)

Evaluating density forecasts: model combination strategies versus the RBNZ

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_03, 09.09.2011)

An estimated small open economy model with frictional unemployment

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_04, 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

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_02, 27.05.2011)

Any port in a storm? The impact of new port infrastructure on New Zealand exporter behaviour

Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp11_01, 27.05.2011)

Monetary Policy, Inflation and Unemployment

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/14, 29.12.2010)

What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/13, 22.12.2010)

A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/11, 14.12.2010)

Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/12, 14.12.2010)

Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/10, 02.11.2010)

Debt Dynamics and Excess Sensitivity of Consumption to Transitory Wealth Changes

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/09, 29.10.2010)

Exporting and performance: Market entry, expansion and destination characteristics

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/07, 01.10.2010)

JEL: D21, D24, F10

Using estimated models to assess nominal and real rigidities in the United Kingdom

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/05, 01.10.2010)

JEL: E31, F52

Intertemporal Choice: A Nash Bargaining Approach

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/08, 01.10.2010)

JEL: C7, D01, D91

Sharing a risky cake

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/06, 01.10.2010)

JEL: C02, C71, C78