Christopher John McDermott
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Viv B Hall & C John McDermott, 2019.
"Changes in New Zealand’s Business Insolvency Rates after the Global Financial Crisis,"
Working Papers
19_15, Motu Economic and Public Policy Research.
Cited by:
- Özer Karagedikli & Dr John McDermott, 2016.
"Inflation expectations and low inflation in New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/09, Reserve Bank of New Zealand.
- Özer Karagedikli & C. John McDermott, 2018. "Inflation expectations and low inflation in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(3), pages 277-288, September.
Cited by:
- Chris McDonald, 2017. "Does past inflation predict the future?," Reserve Bank of New Zealand Analytical Notes series AN2017/04, Reserve Bank of New Zealand.
- Bernd Hayo & Florian Neumeier, 2018.
"Households’ Inflation Perceptions and Expectations: Survey Evidence from New Zealand,"
MAGKS Papers on Economics
201805, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Bernd Hayo & Florian Neumeier, 2018. "Households’ Inflation Perceptions and Expectations: Survey Evidence from New Zealand," ifo Working Paper Series 255, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Bernd Hayo & Florian Neumeier, 2022. "Households’ inflation perceptions and expectations: survey evidence from New Zealand," International Economics and Economic Policy, Springer, vol. 19(1), pages 185-217, February.
- Michelle Lewis & C. John McDermott, 2016.
"New Zealand's experience with changing its inflation target and the impact on inflation expectations,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
- Michelle Lewis & Dr John McDermott, 2016. "New Zealand's experience with changing its inflation target and the impact on inflation expectations," Reserve Bank of New Zealand Discussion Paper Series DP2016/07, Reserve Bank of New Zealand.
- Ekananda, Mahjus, 2022. "Role of macroeconomic determinants on the natural resource commodity prices: Indonesia futures volatility," Resources Policy, Elsevier, vol. 78(C).
- Scobie, Grant M, 2020. "If Bill Phillips were Governor ...? Some implications of his work for contemporary macroeconomic policy," Working Paper Series 21096, Victoria University of Wellington, Chair in Public Finance.
- Nguyen, Luan, 2016. "Should the Reserve Bank worry about the exchange rate?," MPRA Paper 75519, University Library of Munich, Germany.
- Adam Richardson, 2019. "New Zealand Wage Inflation Post-crisis," RBA Annual Conference Papers acp2019-02, Reserve Bank of Australia, revised Jul 2019.
- Bernd Hayo & Florian Neumeier, 2023. "Do consumers actually monitor the inflation rate? Evidence from New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 57(1), pages 1-8, January.
- Michelle Lewis & Dr John McDermott, 2016.
"New Zealand's experience with changing its inflation target and the impact on inflation expectations,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/07, Reserve Bank of New Zealand.
- Michelle Lewis & C. John McDermott, 2016. "New Zealand's experience with changing its inflation target and the impact on inflation expectations," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
Cited by:
- Kabundi, Alain & De Simone, Francisco Nadal, 2020. "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, vol. 91(C), pages 736-758.
- Buckle, Robert A., 2018. "Thirty years of inflation targeting in New Zealand: The origins, evolution and influence of a monetary policy innovation," Working Paper Series 20927, Victoria University of Wellington, Chair in Public Finance.
- Michelle Lewis, 2016. "Inflation expectations curve: a tool for monitoring inflation expectations," Reserve Bank of New Zealand Analytical Notes series AN2016/01, Reserve Bank of New Zealand.
- Mototsugu Shintani & Naoto Soma, 2020. "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series CARF-F-494, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Melissa van Rensburg, 2022. "The impact of New Zealand’s macroeconomic frameworks on living standards," Treasury Analytical Notes Series an22/02, New Zealand Treasury.
- Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
- Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017.
"Necessity as the mother of invention: monetary policy after the crisis,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(92), pages 707-755.
- Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2017. "Necessity as the mother of invention: monetary policy after the crisis," Working Paper Series 2047, European Central Bank.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2016. "Necessity as the Mother of Invention: Monetary Policy after the Crisis," NBER Working Papers 22735, National Bureau of Economic Research, Inc.
- Bernd Hayo & Florian Neumeier, 2023. "Do consumers actually monitor the inflation rate? Evidence from New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 57(1), pages 1-8, January.
- Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Michelle Lewis & Dr John McDermott & Adam Richardson, 2016. "Inflation expectations and the conduct of monetary policy in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 79, pages 1-12, March.
- Neroli Austin & Geordie Reid, 2017. "NZSIM: A model of the New Zealand economy for forecasting and policy analysis," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 80, pages 1-14, January.
- John McDermott & Rebecca Williams, 2018. "Inflation Targeting in New Zealand: An Experience in Evolution," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
- Apel, Mikael & Claussen, Carl Andreas, 2017. "Inflation targets and intervals – an overview of the issues," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 1, pages 83-103.
- Viv B. Hall & John McDermott, 2014.
"Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles,"
Reserve Bank of New Zealand Discussion Paper Series
DP2014/02, Reserve Bank of New Zealand.
- Viv B. Hall & C. John McDermott, 2016. "Recessions and recoveries in New Zealand's post-Second World War business cycles," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
- Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 19334, Victoria University of Wellington, School of Economics and Finance.
Cited by:
- Quintero Otero, Jorge David & Padilla Sierra, Alcides de Jesús, 2024. "Impacto de la sincronización sub-nacional sobre el comportamiento de los ciclos nacionales en economías emergentes con inflación objetivo," Documentos Departamento de Economía 54, Universidad del Norte.
- Finn Robinson, 2020. "Vacancies, unemployment and labour market slack in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2020/07, Reserve Bank of New Zealand.
- Hall, Viv & McDermott, John, 2019.
"Changes in New Zealand’s Business Insolvency Rates after the GFC,"
Working Paper Series
20970, Victoria University of Wellington, School of Economics and Finance.
- Viv B. Hall & C. John McDermott, 2021. "Changes in New Zealand's business insolvency rates after the GFC," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(2), pages 173-187, May.
- Hall, Viv B & Thomson, Peter, 2020.
"Does Hamilton’s OLS regression provide a “better alternative” to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective,"
Working Paper Series
21070, Victoria University of Wellington, School of Economics and Finance.
- Viv B. Hall & Peter Thomson, 2021. "Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 151-183, November.
- Jamie Culling & Finn Robinson, 2020. "Employment and hours worked adjustment in New Zealand's labour market," Reserve Bank of New Zealand Analytical Notes series AN2020/03, Reserve Bank of New Zealand.
- Rebecca Williams, 2017. "Business cycle review: 2008 to present day," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 80, pages 1-22, March.
- Michael Callaghan & Jamie Culling & Finn Robinson, 2018. "Ageing is a drag: Projecting labour force participation in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2018/10, Reserve Bank of New Zealand.
- Michael Ryan, 2020. "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics 20/11, University of Waikato.
- Mansur, Alfan, 2023. "Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Hall, Viv B & Thomson, Peter, 2022.
"A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy,"
Working Paper Series
21184, Victoria University of Wellington, School of Economics and Finance.
- Viv B. Hall & Peter Thomson, 2022. "A boosted HP filter for business cycle analysis:evidence from New Zealand's small open economy," CAMA Working Papers 2022-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Viv B Hall & C John McDermott, 2019. "Changes in New Zealand’s Business Insolvency Rates after the Global Financial Crisis," Working Papers 19_15, Motu Economic and Public Policy Research.
- John McDermott & Peter McMenamin, 2008.
"Assessing Inflation Targeting in Latin America With a DSGE Model,"
Working Papers Central Bank of Chile
469, Central Bank of Chile.
Cited by:
- Carrasco, Carlos A., 2013. "El Nuevo Consenso Macroeconómico y la mediocridad del crecimiento económico en México [New Consensus Macroeconomics and the mediocrity of economic growth in Mexico]," MPRA Paper 53391, University Library of Munich, Germany.
- Carlos A. Carrasco & Jesus Ferreiro, 2013. "Inflation targeting and inflation expectations in Mexico," Applied Economics, Taylor & Francis Journals, vol. 45(23), pages 3295-3304, August.
- Shahbaz, Muhammad & Ahmed, Khalid & Rasool, Ghulam & Kumar, Mantu, 2016.
"Considering the effect of biomass energy consumption on economic growth:fresh evidence from BRICS region,"
MPRA Paper
70024, University Library of Munich, Germany, revised 14 Mar 2016.
- Shahbaz, Muhammad & Rasool, Ghulam & Ahmed, Khalid & Mahalik, Mantu Kumar, 2016. "Considering the effect of biomass energy consumption on economic growth: Fresh evidence from BRICS region," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 1442-1450.
- Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017. "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, vol. 60(C), pages 194-210.
- Muhammad Shahbaz & Ijaz Ur Rehman & Ahmed Taneem Muzaffar, 2015.
"Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 452-471, September.
- Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar, 2014. "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," MPRA Paper 57500, University Library of Munich, Germany, revised 22 Jul 2014.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Jabran, Muhammad Ali, 2015.
"How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model,"
MPRA Paper
68422, University Library of Munich, Germany, revised 15 Dec 2015.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Ali Jabran, Muhammad, 2016. "How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 83-93.
- Yi, Sun & Raghutla, Chandrashekar & Chittedi, Krishna Reddy & Fareed, Zeeshan, 2023. "How economic policy uncertainty and financial development contribute to renewable energy consumption? The importance of economic globalization," Renewable Energy, Elsevier, vol. 202(C), pages 1357-1367.
- Ashutosh Dash & Sangram Keshari Jena & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2022. "Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality," JRFM, MDPI, vol. 15(5), pages 1-18, May.
- SBIA, Rashid & Shahbaz, Muhammad & Ozturk, Ilhan, 2016.
"Economic Growth, Financial Development, Urbanization and Electricity Consumption Nexus in UAE,"
MPRA Paper
74790, University Library of Munich, Germany, revised 24 Oct 2016.
- Rashid Sbia & Muhammad Shahbaz & Ilhan Ozturk, 2017. "Economic growth, financial development, urbanisation and electricity consumption nexus in UAE," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 30(1), pages 527-549, January.
- Sakiru Adebola Solarin & Muhammad Shahbaz & Habib Nawaz Khan & Radzuan Bin Razali, 2021. "ICT, Financial Development, Economic Growth and Electricity Consumption: New Evidence from Malaysia," Global Business Review, International Management Institute, vol. 22(4), pages 941-962, August.
- Shahbaz, Muhammad & Loganathan, Nanthakumar & Sbia, Rashid & Afza, Talat, 2015.
"The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 47(C), pages 683-693.
- Shahbaz, Muhammad & Sbia, Rashid & Nanthakumar, Loganathan & Afza, Talat, 2015. "The Effect of Urbanization, Affluence and Trade Openness on Energy Consumption: A Time Series Analysis in Malaysia," MPRA Paper 62743, University Library of Munich, Germany, revised 11 Mar 2015.
- Fırat Emir & Festus Victor Bekun, 2019. "Energy intensity, carbon emissions, renewable energy, and economic growth nexus: New insights from Romania," Energy & Environment, , vol. 30(3), pages 427-443, May.
- Mohamed Arouri & Gazi Salah Uddin & Kishwar Nawaz & Muhammad Shahbaz & Frédéric Teulon, 2013. "Causal Linkages between Financial Development, Trade Openness and Economic Growth: Fresh Evidence from Innovative Accounting Approach in Case of Bangladesh," Working Papers 2013-37, Department of Research, Ipag Business School.
- Shahbaz, Muhammad & Chaudhary, A.R. & Ozturk, Ilhan, 2017.
"Does urbanization cause increasing energy demand in Pakistan? Empirical evidence from STIRPAT model,"
Energy, Elsevier, vol. 122(C), pages 83-93.
- Shahbaz, Muhammad & Chaudhary, A. R. & Ozturk, Ilhan, 2016. "Does urbanization cause increasing energy demand in Pakistan? Empirical evidence from STIRPAT model," MPRA Paper 70313, University Library of Munich, Germany, revised 19 Mar 2016.
- Muhammad Shahbaz & Ijaz Ur Rehman & Rashid Sbia & Helmi Hamdi, 2016.
"The Role of Information Communication Technology and Economic Growth in Recent Electricity Demand: Fresh Evidence from Combine Cointegration Approach in UAE,"
Post-Print
halshs-01902760, HAL.
- Shahbaz, Muhammad & Sbia, Rashid & HAMDI, Helmi & Ur Rehman, Ijaz, 2014. "The Role of Information Communication Technology and Economic Growth in Recent Electricity Demand: Fresh Evidence from Combine Cointegration Approach in UAE," MPRA Paper 53226, University Library of Munich, Germany, revised 25 Jan 2014.
- Carlos Carrasco & Jesus Ferreiro, 2013. "Inflation targeting in Mexico," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 35(3), pages 341-372.
- Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
- Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014. "Short- and long-run relationships between natural gas consumption and economic growth: Evidence from Pakistan," Economic Modelling, Elsevier, vol. 41(C), pages 219-226.
- Viv Hall & John McDermott, 2007.
"A Quarterly Post-World War II Real GDP Series for New Zealand,"
Working Papers
07_13, Motu Economic and Public Policy Research.
- John McDermott & Viv B. Hall, "undated". "A quarterly Post-World War II Real GDP Series for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/12, Reserve Bank of New Zealand.
Cited by:
- Simeon Vosen & Torsten Schmidt, 2012.
"A monthly consumption indicator for Germany based on Internet search query data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 683-687, May.
- Schmidt, Torsten & Vosen, Simeon, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 208, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Vosen, Simeon & Schmidt, Torsten, 2012. "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(7), pages 683-687.
- Willie Lahari & Alfred A. Haug & Arlene Garces-Ozanne, 2011.
"Estimating Quarterly Gdp Data For The South Pacific Island Nations,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(01), pages 97-112.
- Willie Lahari & Alfred Haug & Arlene Garces-Ozanne, 2008. "Estimating quarterly GDP Data for the South Pacific Island Nations," Working Papers 0805, University of Otago, Department of Economics, revised May 2008.
- Viv B. Hall & C. John McDermott, 2006.
"The New Zealand Business Cycle: Return To Golden Days?,"
CAMA Working Papers
2006-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts? [Business cycles for G-7 and European countries],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(60), pages 653-700.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2008. "What Happens During Recessions, Crunches and Busts?," CEPR Discussion Papers 7085, C.E.P.R. Discussion Papers.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2008. "What Happens During Recessions, Crunches and Busts?," IMF Working Papers 2008/274, International Monetary Fund.
- Roger Bowden & Jennifer Zhu, 2010. "Multi-scale variation, path risk and long-term portfolio management," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 783-796.
- Wesselbaum, Dennis, 2014. "Fiscal and Monetary Policy Interactions in New Zealand," MPRA Paper 58763, University Library of Munich, Germany.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts? [Business cycles for G-7 and European countries],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(60), pages 653-700.
- Mr. C. John McDermott & Mr. Paul Cashin, 2004.
"Parity Reversion in Real Exchange Rates: Fast, Slow or Not At All?,"
IMF Working Papers
2004/128, International Monetary Fund.
- Paul Cashin & C. John McDermott, 2006. "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-5.
Cited by:
- Ganguly, Srideep & Breuer, Janice Boucher, 2010. "Nominal exchange rate volatility, relative price volatility, and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 840-856, September.
- Jorge Miranda P., 2013. "Deviation of the purchasing power parity hypothesis and equilibrium real exchange rate: Chile 1986-2011," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(3), pages 04-31, December.
- Rodrigo Caputo G. & Marco Núñez N, 2008. "Equilibrium Real Exchange Rate in Chile: Alternative Approaches," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(2), pages 59-77, August.
- Elizabeth Bucacos, 2008. "Real (effective) exchange rate in Uruguay: a periodic cointegration approach," Monetaria, CEMLA, vol. 0(2), pages 265-289, julio-sep.
- Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
- Antoine Martin & Cyril Monnet, 2008. "Marcos de implementación de la política monetaria: un análisis comparativo," Monetaria, CEMLA, vol. 0(2), pages 221-262, julio-sep.
- Tian, Mary, 2018. "Tradability of output, business cycles and asset prices," Journal of Financial Economics, Elsevier, vol. 128(1), pages 86-102.
- Rodrigo Caputo & Marco Núñez & Rodrigo Valdés, 2007.
"Exchange Rate Analysis in Practice,"
Working Papers Central Bank of Chile
434, Central Bank of Chile.
- Rodrigo Caputo G. & Marco Núñez N. & Rodrigo O. Valdés P., 2008. "Exchange Rate Analysis in Practice," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 61-91, April.
- Rodrigo Caputo G. & Marco Núñez N. & Rodrigo Valdés P., 2008. "Análisis del tipo de cambio en la práctica," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 11, pages 313-364, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Adnan Velic, 2017.
"Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability,"
Trinity Economics Papers
tep1417, Trinity College Dublin, Department of Economics, revised Oct 2021.
- Adnan Velic, 2024. "Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability," Open Economies Review, Springer, vol. 35(3), pages 497-545, July.
- Alan King, 2021. "The triangular purchasing power parity hypothesis: A comment," The World Economy, Wiley Blackwell, vol. 44(3), pages 837-848, March.
- Luis Fernando Melo Velandia & Óscar Reinaldo Becerra Camargo, 2008. "Una descripción de la dinámica de las tasas de interés de corto plazo en Colombia," Monetaria, CEMLA, vol. 0(2), pages 145-173, julio-sep.
- Derek Bond & Michael Harrison & Edward O'Brien, 2011. "Nonlinearity and structural breaks in Irish PPP relationships: an application of random field regression," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1899-1911.
- Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004.
"The Long-Run Volatility Puzzle of the Real Exchange Rate,"
NBER Working Papers
10751, National Bureau of Economic Research, Inc.
- Hausmann, Ricardo & Panizza, Ugo & Rigobon, Roberto, 2006. "The long-run volatility puzzle of the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 93-124, February.
- Michael Curran & Adnan Velic, 2017.
"Real Exchange Rate Persistence and Country Characteristics,"
Trinity Economics Papers
tep0917, Trinity College Dublin, Department of Economics.
- Michael Patrick Curran & Adnan Velic, 2016. "Real Exchange Rate Persistence and Country Characteristics," Villanova School of Business Department of Economics and Statistics Working Paper Series 31, Villanova School of Business Department of Economics and Statistics.
- Curran, Michael & Velic, Adnan, 2019. "Real exchange rate persistence and country characteristics: A global analysis," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 35-56.
- Junttila, Juha & Korhonen, Marko, 2011. "Nonlinearity and time-variation in the monetary model of exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 288-302, June.
- Fernando N. de Oliveira, 2008. "Canal de crédito bancario en Brasil: evidencia de la oferta de crédito bancario y de la composición del financiamiento externo de las empresas," Monetaria, CEMLA, vol. 0(2), pages 175-220, julio-sep.
- Mohsen Bahmani‐Oskooee & Scott W. Hegerty, 2009. "Purchasing Power Parity In Less‐Developed And Transition Economies: A Review Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 617-658, September.
- International Monetary Fund, 2006. "Belize: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2006/370, International Monetary Fund.
- Miranda, Jorge, 2012. "Tipo de Cambio Real en Chile: Dinámica, Tendencia y Equilibrio [Real Exchange Rate in Chile: Dynamics, Trend and Equilibrium]," MPRA Paper 43076, University Library of Munich, Germany.
- Viv Hall & C. John McDermott, 2004.
"Regional business cycles in New Zealand: Do they exist? What might drive them?,"
Working Papers
04_10, Motu Economic and Public Policy Research.
- Viv B. Hall & C. John McDermott, 2007. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Papers in Regional Science, Wiley Blackwell, vol. 86(2), pages 167-191, June.
- Viv B Hall & C. John McDermott, 2005. "Regional business cycles in New Zealand:Do they exist? What might drive them?," Urban/Regional 0509013, University Library of Munich, Germany.
- Viv. B Hall & McDermott C. John, 2004. "Regional Business Cycles in New Zealand: Do they exist? What might drive them?," ERSA conference papers ersa04p200, European Regional Science Association.
Cited by:
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012.
"How do business and financial cycles interact?,"
Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011. "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers 8396, C.E.P.R. Discussion Papers.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 2011/088, International Monetary Fund.
- Yongsung Chang & Sunoong Hwang, 2011.
"Asymmetric Phase Shifts in the U.S. Industrial Production Cycles,"
RCER Working Papers
564, University of Rochester - Center for Economic Research (RCER).
- Sunoong Hwang & Yongsung Chang, 2011. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," 2011 Meeting Papers 31, Society for Economic Dynamics.
- Yongsung Chang & Sunoong Hwang, 2015. "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," The Review of Economics and Statistics, MIT Press, vol. 97(1), pages 116-133, March.
- Wall, Howard, 2022.
"The Great, Greater, and Greatest Recessions of US States,"
MPRA Paper
112005, University Library of Munich, Germany.
- Wall, Howard, 2023. "The Great, Greater, and Greatest Recessions of US States," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 53(01), January.
- Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lefteris Tsoulfidis & Theologos Dergiades, 2007. "Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies," Economics Bulletin, AccessEcon, vol. 5(4), pages 1-12.
- Al-Malkawi, Husam-Aldin Nizar & Ishaq Bhatti, M., 2020. "Are tests of dividend policy robust to estimation techniques: The case of an emerging economy?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Jacques Poot & Bill Cochrane & Sandra Baxendine, 2005. "Description and Spatial Analysis of Employment Change in New Zealand Regions 1986-2001," Population Studies Centre Discussion Papers dp-57, University of Waikato, Te Ngira Institute for Population Research.
- Tsoulfidis, L. & Dergiades, Th., 2006. "The Inflation-Capacity Utilization Conundrum: Evidence from the Canadian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
- Breandán Ó'hUallacháin, 2008. "Regional growth transition clubs in the United States," Papers in Regional Science, Wiley Blackwell, vol. 87(1), pages 33-53, March.
- Cochrane, William & Poot, Jacques, 2019.
"Did the Post-1986 Decline in the Homeownership Rate Benefit the New Zealand Labour Market? A Spatial-Econometric Exploration,"
IZA Discussion Papers
12402, Institute of Labor Economics (IZA).
- William Cochrane & Jacques Poot, 2020. "Did the post-1986 decline in the homeownership rate benefit the New Zealand labour market? A spatial-econometric exploration," Asia-Pacific Journal of Regional Science, Springer, vol. 4(1), pages 261-284, February.
- Arthur Grimes, 2005.
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- Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc.
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- Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria.
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- Mr. C. John McDermott & Mr. Paul Cashin, 2004.
"Parity Reversion in Real Exchange Rates: Fast, Slow or Not At All?,"
IMF Working Papers
2004/128, International Monetary Fund.
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- World Bank, 2003. "Brazil : Stability for Growth and Poverty Reduction," World Bank Publications - Reports 14881, The World Bank Group.
- Susan Thorp, 2005. "‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds," The Economic Record, The Economic Society of Australia, vol. 81(252), pages 38-50, March.
- Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society.
- Alberola, Enrique & Lopez, Humberto & Serven, Luis, 2004.
"Tango with the Gringo: the hard peg and real misalignment in Argentina,"
Policy Research Working Paper Series
3322, The World Bank.
- Enrique Alberola & Humberto López & Luis Servén, 2004. "Tango with the gringo: the hard peg and real misalign ment in Argentina," Working Papers 0405, Banco de España.
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- Joseph Kargbo, 2006. "Purchasing Power Parity and real exchange rate behaviour in Africa," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 169-183.
- Ms. Jayasri Dutta, 2002. "Dread of Depreciation: Measuring Real Exchange Rate Interventions," IMF Working Papers 2002/063, International Monetary Fund.
- Blanco-Gonzalez, Lorenzo & Fullerton, Thomas M., Jr., 2008. "La Ley del Precio Unitario en la Zona Metropolitana Fronteriza [The Law of One Price in the Borderplex]," MPRA Paper 14687, University Library of Munich, Germany.
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"Would adopting the Australian dollar provide superior monetary policy in New Zealand?,"
Reserve Bank of New Zealand Discussion Paper Series
DP2001/03, Reserve Bank of New Zealand.
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Cited by:
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"An unobserved components common cycle for Australasia? Implications for a common currency,"
Working Paper Series
18555, Victoria University of Wellington, School of Economics and Finance.
- Viv Hall & John McDermott, 2008. "An Unobserved Components Common Cycle For Australia? Implications For A Common Currency," CAMA Working Papers 2008-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Roberto Duncan, 2003. "Floating, Official Dollarization, and Macroeconomic Volatility:An Analysis for the Chilean Economy," Working Papers Central Bank of Chile 249, Central Bank of Chile.
- Sebastian Edwards, 2006. "External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand," NBER Working Papers 12620, National Bureau of Economic Research, Inc.
- Adam Creighton, 2006. "Labour Mobility And Trans‐Tasman Currency Union," Australian Economic Papers, Wiley Blackwell, vol. 45(1), pages 38-56, March.
- Viv B. Hall & C. John McDermott, 2012. "Is there an unobserved components common cycle for Australasia? Implications for a common currency," New Zealand Economic Papers, Taylor & Francis Journals, vol. 46(2), pages 119-141, September.
- Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004.
"Would adopting the Australian dollar provide superior monetary policy in New Zealand?,"
Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
- Aaron Drew & Viv Hall & John McDermott & Robert St. Clair, 2001. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Reserve Bank of New Zealand Discussion Paper Series DP2001/03, Reserve Bank of New Zealand.
- Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2002.
"The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions,"
Working Papers
76, Oesterreichische Nationalbank (Austrian Central Bank).
- Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2003. "The potential consequences of alternative exchange rate regimes: A study of three candidate regions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(4), pages 327-349.
- Emma Xiaoqin Fan & Jesus Felipe, 2005. "The diverging patterns of profitability, investment and growth of China and India, 1980-2003," CAMA Working Papers 2005-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Grahame F Thompson, 2005. "Is the Future ‘Regional’ for Global Standards?," Environment and Planning A, , vol. 37(11), pages 2053-2071, November.
- Gerlach-Kristen, Petra, 2006. "Internal and external shocks in Hong Kong: Empirical evidence and policy options," Economic Modelling, Elsevier, vol. 23(1), pages 56-75, January.
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- Viv Hall & Angela Huang, 2004.
"WOULD ADOPTING THE US DOLLAR HAVE LED TO IMPROVED INFLATION, OUTPUT AND TRADE BALANCES FOR NEW ZEALAND IN THE 1990s?,"
Macroeconomics
0401001, University Library of Munich, Germany.
- Viv Hall & Angela Huang, 2004. "Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 49-63.
- Viv Hall & Angela Huang, 2003. "Would Adopting the US Dollar Have Led to Improved Inflation, Output and Trade Balances for New Zealand in the 1990s?," Working Papers 03_14, Motu Economic and Public Policy Research.
- Roberto Duncan, 2003. "Exploring the Implications of Official Dollarization on Macroeconomic Volatility," Working Papers Central Bank of Chile 200, Central Bank of Chile.
- Nils Björksten & Özer Karagedikli & Christopher Plantier & Arthur Grimes, 2004. "What Does the Taylor Rule Say About a New Zealand–Australia Currency Union?," The Economic Record, The Economic Society of Australia, vol. 80(s1), pages 34-42, September.
- Dean Scrimgeour, 2001. "Exchange rate volatility and Currency Union: Some theory and New Zealand evidence," Reserve Bank of New Zealand Discussion Paper Series DP2001/04, Reserve Bank of New Zealand.
- Roger Bowden, 2004. "McHouse prices, capital hoovering, and real exchange rate exposures," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 119-139.
- Nils Bjorksten, 2001. "The current state of New Zealand monetary union research," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 64, December.
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"Concordance in Business Cycles,"
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2000/037, International Monetary Fund.
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Cited by:
- Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003.
"Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle,"
Computing in Economics and Finance 2003
242, Society for Computational Economics.
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario & Altissimo, Filippo & Cristadoro, Riccardo & Veronese, Giovanni & Bassanetti, Antonio, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
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"USA, Japan and the Euro Area: Comparing Business-Cycle Features,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
- McAdam, Peter, 2003. "US, Japan and the euro area: comparing business-cycle features," Working Paper Series 283, European Central Bank.
- Paul Cashin & C John McDermott & Alasdair Scott, 1999.
"Booms and slumps in world commodity prices,"
Reserve Bank of New Zealand Discussion Paper Series
G99/8, Reserve Bank of New Zealand.
- Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002. "Booms and slumps in world commodity prices," Journal of Development Economics, Elsevier, vol. 69(1), pages 277-296, October.
- Mr. C. John McDermott & Mr. Paul Cashin & Mr. Alasdair Scott, 1999. "Booms and Slumps in World Commodity Prices," IMF Working Papers 1999/155, International Monetary Fund.
- Mr. Thomas Helbling & Mr. Tamim Bayoumi, 2003. "Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages," IMF Working Papers 2003/046, International Monetary Fund.
- Veaceslav Grigoras & Irina Eusignia Stanciu, 2016.
"New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle,"
International Economics, CEPII research center, issue 147, pages 27-52.
- Grigoraş, Veaceslav & Stanciu, Irina Eusignia, 2016. "New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle," International Economics, Elsevier, vol. 147(C), pages 27-52.
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- Sanvi Avouyi-Dovi & Rafał Kierzenkowski & Catherine Lubochinsky, 2006. "Cycles réel et du crédit : convergence ou divergence ?. Une comparaison Pologne, Hongrie, République tchèque et zone euro," Revue économique, Presses de Sciences-Po, vol. 57(4), pages 851-879.
- Lefteris Tsoulfidis & Theologos Dergiades, 2007. "Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies," Economics Bulletin, AccessEcon, vol. 5(4), pages 1-12.
- Mr. Daniel S Kanda, 2008. "Spillovers to Ireland," IMF Working Papers 2008/002, International Monetary Fund.
- Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011.
"Estimating the natural rates in a simple New Keynesian framework,"
Empirical Economics, Springer, vol. 40(3), pages 755-777, May.
- Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.
- Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C., 2006. "Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area," Working papers 144, Banque de France.
- Monica Karina Anastasia & Pahmi Utamaraja Ginting & Risqia Fadhilah Syahrir & Oki Hermansyah & Muhamad Shiroth, 2023. "The Dynamic Of Indonesi Amic Of Indonesia’S Sectoral Economic Cy Oral Economic Cycles," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(2), pages 361-394, May.
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"Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach,"
Working Papers
2005-004, Banco Central de Reserva del Perú.
- Luis Gonzalo Llosa & Shirley Miller, 2004. "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, CEMLA, vol. 0(1), pages 57-82, January-J.
- Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
- Willem H. Boshoff, 2007. "Stationarity Tests In Geographic Markets: An Application To South African Milk Markets," South African Journal of Economics, Economic Society of South Africa, vol. 75(1), pages 52-65, March.
- Mr. Serhan Cevik, 2011. "Desynchronized: The Comovement of Non-Hydrocarbon Business Cycles in the GCC," IMF Working Papers 2011/286, International Monetary Fund.
- Gammadigbé, Vigninou, 2012. "Les cycles économiques des pays de l'UEMOA: synchrones ou déconnectés? [Business cycles in the WAEMU countries: synchronous or disconnected?]," MPRA Paper 39400, University Library of Munich, Germany, revised Jun 2012.
- Ramaprasad Bhar, 2010. "Stochastic Filtering with Applications in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, September.
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"Asymmetry Reversals and the Business Cycle,"
Economy and Society
151531, Fondazione Eni Enrico Mattei (FEEM).
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"Measuring Synchronicity And Co-Movement Of Business Cycles With An Application To The Euro Area,"
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2007-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Bojeşteanu, Elena & Manu, Ana Simona, 2011. "Analiza empirică a sincronizării ciclului de afaceri şi a similarităţii şocurilor între România şi zona euro [Empirical analysis of business cycle synchronization and shock similarity between Roman," MPRA Paper 31295, University Library of Munich, Germany.
- Solikin M. Juhro & Bernard Njindan Iyke & Paresh Kumar Narayan, 2021.
"Capital Flow Dynamics And The Synchronization Of Financial Cycles And Business Cycles In Emerging Market Economies,"
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- Ariño, Miguel A. & Canela, Miguel A., 2006. "Study of the dollar-euro exchange rate," IESE Research Papers D/620, IESE Business School, revised 30 Mar 2006.
- Paul Cashin & C John McDermott & Alasdair Scott, 1999.
"The myth of co-moving commodity prices,"
Reserve Bank of New Zealand Discussion Paper Series
G99/9, Reserve Bank of New Zealand.
- Mr. C. John McDermott & Mr. Alasdair Scott & Mr. Paul Cashin, 1999. "The Myth of Comoving Commodity Prices," IMF Working Papers 1999/169, International Monetary Fund.
- Bhar, Ramaprasad & Hamori, Shigeyuki, 2007. "Co-movement in the price of risk of aggregate equity markets," Economic Systems, Elsevier, vol. 31(3), pages 256-271, September.
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- Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics.
- Sanvi Avouyi-Dovi & Julien Matheron, 2005. "Interactions between business cycles, financial cycles and monetary policy: stylised facts," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 273-98, Bank for International Settlements.
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"Forecasting inflation with an uncertain output gap,"
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2006/02, Norges Bank.
- Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006. "Forecasting inflation with an uncertain output gap," Memorandum 11/2006, Oslo University, Department of Economics.
- Hilde Bjørnland & Leif Brubakk & Anne Jore, 2008. "Forecasting inflation with an uncertain output gap," Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
- Iris Claus & Grant Scobie, 2001. "Household Net Wealth: An International Comparison," Treasury Working Paper Series 01/19, New Zealand Treasury.
- De la Cuba, Mauricio & Ormeño, Arturo, 2003. "La volatilidad del sector primario exportador: Una aproximación al caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 9, pages 149-172.
- Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society.
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- Willem Boshoff, 2005.
"The properties of cycles in South African financial variables and their relation to the business cycle,"
Working Papers
02/2005, Stellenbosch University, Department of Economics.
- Wh Boshoff, 2005. "The Properties Of Cycles In South African Financial Variables And Their Relation To The Business Cycle," South African Journal of Economics, Economic Society of South Africa, vol. 73(4), pages 694-709, December.
- Mr. C. John McDermott & Mr. Alasdair Scott & Mr. Paul Cashin, 1999.
"The Myth of Comoving Commodity Prices,"
IMF Working Papers
1999/169, International Monetary Fund.
- Paul Cashin & C John McDermott & Alasdair Scott, 1999. "The myth of co-moving commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/9, Reserve Bank of New Zealand.
Cited by:
- Ohashi, Kazuhiko & Okimoto, Tatsuyoshi, 2016.
"Increasing trends in the excess comovement of commodity prices,"
Journal of Commodity Markets, Elsevier, vol. 1(1), pages 48-64.
- Kazuhiko Ohashi & Tatsuyoshi Okimoto, 2016. "Increasing Trends in the Excess Comovement of Commodity Prices," CAMA Working Papers 2016-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- OHASHI Kazuhiko & OKIMOTO Tatsuyoshi, 2013. "Increasing Trends in the Excess Comovement of Commodity Prices," Discussion papers 13048, Research Institute of Economy, Trade and Industry (RIETI).
- Paul Cashin & C John McDermott & Alasdair Scott, 1999.
"Booms and slumps in world commodity prices,"
Reserve Bank of New Zealand Discussion Paper Series
G99/8, Reserve Bank of New Zealand.
- Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002. "Booms and slumps in world commodity prices," Journal of Development Economics, Elsevier, vol. 69(1), pages 277-296, October.
- Mr. C. John McDermott & Mr. Paul Cashin & Mr. Alasdair Scott, 1999. "Booms and Slumps in World Commodity Prices," IMF Working Papers 1999/155, International Monetary Fund.
- Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011.
"Forecasting Inflation using Commodity Price Aggregates,"
Working Papers
UWEC-2011-14, University of Washington, Department of Economics.
- Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric, 2014. "Forecasting inflation using commodity price aggregates," Journal of Econometrics, Elsevier, vol. 183(1), pages 117-134.
- K.S., Sujit & Ray, Subhajyoti, 2023. "Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE," Resources Policy, Elsevier, vol. 83(C).
- Avouyi-Dovi, S. & Matheron, J., 2003.
"Interactions between business cycles, stock market cycles and interest rates: the stylised facts,"
Financial Stability Review, Banque de France, issue 3, pages 80-99, November.
- Avouyi-Dovi, S. & Matheron, J., 2005. "Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts," Working papers 121, Banque de France.
- Sanvi Avouyi-Dovi & Rafał Kierzenkowski & Catherine Lubochinsky, 2006. "Cycles réel et du crédit : convergence ou divergence ?. Une comparaison Pologne, Hongrie, République tchèque et zone euro," Revue économique, Presses de Sciences-Po, vol. 57(4), pages 851-879.
- Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2012.
"Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach,"
Energy: Resources and Markets
122868, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012. "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Working Papers 2012.23, Fondazione Eni Enrico Mattei.
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012. "Returns in commodities futures markets and financial speculation: a multivariate GARCH approach," Quaderni di Dipartimento 170, University of Pavia, Department of Economics and Quantitative Methods.
- Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015.
"Gold, Oil, and Stocks: Dynamic Correlations,"
CESifo Working Paper Series
5333, CESifo.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016. "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 186-201.
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- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
- Mitra, Subrata Kumar & Bhatia, Vaneet & Jana, R.K. & Charan, Parikshit & Chattopadhyay, Manojit, 2018. "Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 671-678.
- Avouyi-Dovi, S. & Kierzenkowski, R. & Lubochinsky, C., 2006. "Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area," Working papers 144, Banque de France.
- Luigi Ventimiglia, 2012. "Commodity markets," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 8, pages i-ii, Edward Elgar Publishing.
- Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022. "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, vol. 105(C).
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"Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 522-544, June.
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- Serge Calabre, 2003. "La dynamique des prix et des marchés de matières premières : analyses univariées versus faits stylisés analytiques," Mondes en développement, De Boeck Université, vol. 122(2), pages 21-35.
- Michael Webb, 2005. "The conflicting impacts of export fluctuations and diversification programmes," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 14(3), pages 271-280.
- Hammoudeh, Shawkat & Yuan, Yuan, 2008. "Metal volatility in presence of oil and interest rate shocks," Energy Economics, Elsevier, vol. 30(2), pages 606-620, March.
- Mr. Serhan Cevik, 2011. "Desynchronized: The Comovement of Non-Hydrocarbon Business Cycles in the GCC," IMF Working Papers 2011/286, International Monetary Fund.
- Baffes, John & Gohou, Gaston, 2005. "The co-movement between cotton and polyester prices," Policy Research Working Paper Series 3534, The World Bank.
- Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013.
"Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons,"
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Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0, pages 69-104, January-D.
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"Revisiting the Feldstein-Horioka Puzzle: An institutional sector view,"
Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0, pages 69-104, January-D.
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"Terms of Trade Shocks and the Current Account,"
IMF Working Papers
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Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 153-174, April.
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"'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports,"
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"Regional business cycles in New Zealand:Do they exist? What might drive them?,"
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"Natural Resources: Neither Curse nor Destiny,"
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- Paul Cashin & C. John McDermott, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
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- Cashin, P., 1996. "Are Australia's Current Account deficits Excessive?," Department of Economics - Working Papers Series 533, The University of Melbourne.
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"Current Account Reversals and Currency Crises: Empirical Regularities,"
IMF Working Papers
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- Gian Maria Milesi-Ferretti & Assaf Razin, 1998. "Current Account Reversals and Currency Crises: Empirical Regularities," NBER Working Papers 6620, National Bureau of Economic Research, Inc.
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"Current Account Sustainability: Selected East Asian and Latin American Experiences,"
CEPR Discussion Papers
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"Determinants of Current Account Deficits in Developing Countries,"
Working Papers Central Bank of Chile
51, Central Bank of Chile.
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Economic Modelling, Elsevier, vol. 62(C), pages 145-160.
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Economic Modelling, Elsevier, vol. 62(C), pages 145-160.
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IMF Working Papers
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- Mr. Paul Cashin & Mr. Manmohan S. Kumar & Mr. C. John McDermott, 1995. "International Integration of Equity Markets and Contagion Effects," IMF Working Papers 1995/110, International Monetary Fund.
- Claude Bismut & Mr. Paul Cashin & Mr. C. John McDermott & Pierre-Richard Agénor, 1995.
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IMF Working Papers
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- Nilss Olekalns, 1997. "Australian Evidence on Tax Smoothing and the Optimal Budget Surplus," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 248-257, September.
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Articles
- Özer Karagedikli & C. John McDermott, 2018.
"Inflation expectations and low inflation in New Zealand,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(3), pages 277-288, September.
See citations under working paper version above.
- Özer Karagedikli & Dr John McDermott, 2016. "Inflation expectations and low inflation in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/09, Reserve Bank of New Zealand.
- C. John McDermott, 2017.
"Policy Uncertainty from a Central Bank Perspective,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 103-106, March.
Cited by:
- Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring uncertainty and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series AN2018/01, Reserve Bank of New Zealand.
- Lucy Greig & Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring Uncertainty and Its Impact on a Small Open Economy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 87-98, March.
- Michelle Lewis & Dr John McDermott & Adam Richardson, 2016.
"Inflation expectations and the conduct of monetary policy in New Zealand,"
Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 79, pages 1-12, March.
Cited by:
- Julia Ratcliffe & Ross Kendall, 2019. "Monetary policy strategy in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-25, April.
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
- Adam Richardson, 2016. "Behind the scenes of an OCR decision in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 79, pages 1-15, July.
- Michelle Lewis & C. John McDermott, 2016.
"New Zealand's experience with changing its inflation target and the impact on inflation expectations,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
See citations under working paper version above.
- Michelle Lewis & Dr John McDermott, 2016. "New Zealand's experience with changing its inflation target and the impact on inflation expectations," Reserve Bank of New Zealand Discussion Paper Series DP2016/07, Reserve Bank of New Zealand.
- Viv B. Hall & C. John McDermott, 2016.
"Recessions and recoveries in New Zealand's post-Second World War business cycles,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
See citations under working paper version above.
- Viv B. Hall & John McDermott, 2014. "Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles," Reserve Bank of New Zealand Discussion Paper Series DP2014/02, Reserve Bank of New Zealand.
- Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 19334, Victoria University of Wellington, School of Economics and Finance.
- Viv B. Hall & C. John McDermott, 2012.
"Is there an unobserved components common cycle for Australasia? Implications for a common currency,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 46(2), pages 119-141, September.
Cited by:
- Hall, Viv & Thomson, Peter & McKelvie, Stuart, 2015. "On trend robustness and end-point issues for New Zealand’s stylised business cycle facts," Working Paper Series 18867, Victoria University of Wellington, School of Economics and Finance.
- VIV. B. HALL & C. JOHN McDERMOTT, 2011.
"Unobserved Components Business Cycles for New Zealand. What Are They, and What Might Drive Them?,"
The Economic Record, The Economic Society of Australia, vol. 87(277), pages 294-317, June.
Cited by:
- Hall, Viv B & McDermott, C John, 2011.
"An unobserved components common cycle for Australasia? Implications for a common currency,"
Working Paper Series
18555, Victoria University of Wellington, School of Economics and Finance.
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"An unobserved components common cycle for Australasia? Implications for a common currency,"
Working Paper Series
18555, Victoria University of Wellington, School of Economics and Finance.
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New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 343-361, September.
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"Recessions and recoveries in New Zealand's post-Second World War business cycles,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
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Econometric Theory, Cambridge University Press, vol. 25(4), pages 1050-1069, August.
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"What happens during recessions, crunches and busts? [Business cycles for G-7 and European countries],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(60), pages 653-700.
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"Changes in New Zealand’s Business Insolvency Rates after the GFC,"
Working Paper Series
20970, Victoria University of Wellington, School of Economics and Finance.
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"Regional business cycles in New Zealand:Do they exist? What might drive them?,"
Urban/Regional
0509013, University Library of Munich, Germany.
- Viv. B Hall & McDermott C. John, 2004. "Regional Business Cycles in New Zealand: Do they exist? What might drive them?," ERSA conference papers ersa04p200, European Regional Science Association.
- Viv B. Hall & C. John McDermott, 2007. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Papers in Regional Science, Wiley Blackwell, vol. 86(2), pages 167-191, June.
- Viv Hall & C. John McDermott, 2004. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Working Papers 04_10, Motu Economic and Public Policy Research.
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"Recessions and recoveries in New Zealand's post-Second World War business cycles,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
- Viv B. Hall & John McDermott, 2014. "Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles," Reserve Bank of New Zealand Discussion Paper Series DP2014/02, Reserve Bank of New Zealand.
- Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 19334, Victoria University of Wellington, School of Economics and Finance.
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- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2009.
"What happens during recessions, crunches and busts? [Business cycles for G-7 and European countries],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(60), pages 653-700.
- Viv B. Hall & C. John McDermott, 2007.
"Regional business cycles in New Zealand: Do they exist? What might drive them?,"
Papers in Regional Science, Wiley Blackwell, vol. 86(2), pages 167-191, June.
See citations under working paper version above.
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- Viv. B Hall & McDermott C. John, 2004. "Regional Business Cycles in New Zealand: Do they exist? What might drive them?," ERSA conference papers ersa04p200, European Regional Science Association.
- Viv Hall & C. John McDermott, 2004. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Working Papers 04_10, Motu Economic and Public Policy Research.
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LIDAM Discussion Papers IRES
2013002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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"Imperfect Mobility Of Labor Across Sectors And Fiscal Transmission,"
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2016-39, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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- Olivier CARDI & Peter CLAEYS & Romain RESTOUT, 2017. "Imperfect mobility of labor across sectors and fiscal transmission," LIDAM Discussion Papers IRES 2017015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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"Technical change biased toward the traded sector and labor market frictions,"
Working Papers of BETA
2016-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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"Relative Productivity And Search Unemployment In An Open Economy,"
Working Papers of BETA
2018-22, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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"Sectoral Effects of Tax Reforms in an Open Economy,"
LIDAM Discussion Papers IRES
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"Another View Of The J-Curve,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(2), pages 153-174, April.
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Journal of Policy Modeling, Elsevier, vol. 27(1), pages 55-74, February.
- Alfred A. Haug & Ozer Karagedikli & Satish Ranchhod, 2003. "Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union," Working Papers 2003_2, York University, Department of Economics.
- Alfred A Haug & Ozer Karagedikli & Satish Ranchhoud, 2003. "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Reserve Bank of New Zealand Discussion Paper Series DP2003/04, Reserve Bank of New Zealand.
- Wai Kin Choy & David C Mare & Peter Mawson, 2002. "Modelling Regional Labour Market Adjustment in New Zealand," Treasury Working Paper Series 02/01, New Zealand Treasury.
- Arthur Grimes, 2005. "Intra & Inter-Regional Shocks: A New Metric with an Application to Australasian Currency Union," Working Papers 05_03, Motu Economic and Public Policy Research.
- Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004.
"Would adopting the Australian dollar provide superior monetary policy in New Zealand?,"
Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
- Aaron Drew & Viv Hall & John McDermott & Robert St. Clair, 2001. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Reserve Bank of New Zealand Discussion Paper Series DP2001/03, Reserve Bank of New Zealand.
- Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2002.
"The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions,"
Working Papers
76, Oesterreichische Nationalbank (Austrian Central Bank).
- Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2003. "The potential consequences of alternative exchange rate regimes: A study of three candidate regions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(4), pages 327-349.
- Emma Xiaoqin Fan & Jesus Felipe, 2005. "The diverging patterns of profitability, investment and growth of China and India, 1980-2003," CAMA Working Papers 2005-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nils Björksten & Arthur Grimes & Özer Karagedikli & Christopher Plantier, 2004. "What can the Taylor rule tell us about a currency union between New Zealand and Australia?," Reserve Bank of New Zealand Discussion Paper Series DP 2004/05, Reserve Bank of New Zealand.
- Gemma Mabin, 2011. "New Zealand's Exchange Rate Cycles: Impacts and Policy," Treasury Working Paper Series 11/01, New Zealand Treasury.
- Viv Hall & Angela Huang, 2004.
"WOULD ADOPTING THE US DOLLAR HAVE LED TO IMPROVED INFLATION, OUTPUT AND TRADE BALANCES FOR NEW ZEALAND IN THE 1990s?,"
Macroeconomics
0401001, University Library of Munich, Germany.
- Viv Hall & Angela Huang, 2004. "Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 49-63.
- Viv Hall & Angela Huang, 2003. "Would Adopting the US Dollar Have Led to Improved Inflation, Output and Trade Balances for New Zealand in the 1990s?," Working Papers 03_14, Motu Economic and Public Policy Research.
- Perkins, J.O.N., 2000. "Some Current Issues of Interational Monetary Policy," Department of Economics - Working Papers Series 758, The University of Melbourne.
- Haug, Alfred A. & Karagedikli, Ozer & Ranchhod, Satish, 2005.
"Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union,"
Journal of Policy Modeling, Elsevier, vol. 27(1), pages 55-74, February.
- David Hargreaves & C John McDermott, 1999.
"Issues relating to optimal currency areas: theory and implications for New Zealand,"
Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, September.
Cited by:
- Andrew Coleman, 2001. "Three Perspectives on an Australasian Monetary Union," RBA Annual Conference Volume (Discontinued), in: David Gruen & John Simon (ed.),Future Directions for Monetary Policies in East Asia, Reserve Bank of Australia.
- Balogun, Emmanuel Dele, 2007. "Monetary policy and economic performance of West African Monetary Zone Countries," MPRA Paper 4308, University Library of Munich, Germany.
- Felipe Morandé & Klaus Schmidt-Hebbel, 2000.
"Chile's Peso: Better Than (Just) Living with the Dollar?,"
Working Papers Central Bank of Chile
68, Central Bank of Chile.
- Felipe Morandé & Klaus Schmidt-Hebbel, 2000. "Chile's Peso: Better than (Just) Living with the Dollar?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(110), pages 177-226.
- Arthur Grimes, 2005. "Intra & Inter-Regional Shocks: A New Metric with an Application to Australasian Currency Union," Working Papers 05_03, Motu Economic and Public Policy Research.
- Nephil Matangi Maskay, 2001. "South Asian Monetary Integration in Light of the Optimum Currency Area Criterion of Patterns of Shocksâ€," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 2(2), pages 203-219, September.
- Arthur Grimes, 2005.
"Regional and Industry Cycles in Australasia: Implications for a Common Currency,"
Macroeconomics
0509020, University Library of Munich, Germany.
- Arthur Grimes, 2005. "Regional and Industry Cycles in Australasia: Implications for a Common Currency," Working Papers 05_04, Motu Economic and Public Policy Research.
- Grimes, Arthur, 2005. "Regional and industry cycles in Australasia: Implications for a common currency," Journal of Asian Economics, Elsevier, vol. 16(3), pages 380-397, June.
- Scrimgeour, Dean, 2002. "Exchange rate volatility and currency union: New Zealand evidence," Journal of Policy Modeling, Elsevier, vol. 24(7-8), pages 739-749, November.
- Vittorio Corbo & Klaus Schmidt-Hebbel, 2001.
"Inflation Targeting in Latin America,"
Working Papers Central Bank of Chile
105, Central Bank of Chile.
- Vittorio Corbo & Klaus Schmidt-Hebbel, 2002. "Inflation Targeting in Latin America," Documentos de Trabajo 230, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Felipe Morandé & Matías Tapia, 2002.
"Exchange Rate Policy in Chile: From the Band to Floating and Beyond,"
Working Papers
wp192, University of Chile, Department of Economics.
- Felipe G. Morandé & Matías Tapia, 2002. "Exchange Rate Policy in Chile: From the Band to Floating and Beyond," Working Papers Central Bank of Chile 152, Central Bank of Chile.
- Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004.
"Would adopting the Australian dollar provide superior monetary policy in New Zealand?,"
Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
- Aaron Drew & Viv Hall & John McDermott & Robert St. Clair, 2001. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Reserve Bank of New Zealand Discussion Paper Series DP2001/03, Reserve Bank of New Zealand.
- Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2002.
"The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions,"
Working Papers
76, Oesterreichische Nationalbank (Austrian Central Bank).
- Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2003. "The potential consequences of alternative exchange rate regimes: A study of three candidate regions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(4), pages 327-349.
- Emma Xiaoqin Fan & Jesus Felipe, 2005. "The diverging patterns of profitability, investment and growth of China and India, 1980-2003," CAMA Working Papers 2005-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gemma Mabin, 2011. "New Zealand's Exchange Rate Cycles: Impacts and Policy," Treasury Working Paper Series 11/01, New Zealand Treasury.
- Viv Hall & Angela Huang, 2004.
"WOULD ADOPTING THE US DOLLAR HAVE LED TO IMPROVED INFLATION, OUTPUT AND TRADE BALANCES FOR NEW ZEALAND IN THE 1990s?,"
Macroeconomics
0401001, University Library of Munich, Germany.
- Viv Hall & Angela Huang, 2004. "Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 49-63.
- Viv Hall & Angela Huang, 2003. "Would Adopting the US Dollar Have Led to Improved Inflation, Output and Trade Balances for New Zealand in the 1990s?," Working Papers 03_14, Motu Economic and Public Policy Research.
- Attila Csajbók (ed.) & Ágnes Csermely (ed.), 2002. "Adopting the euro in Hungary: expected costs, benefits and timing," MNB Occasional Papers 2002/24, Magyar Nemzeti Bank (Central Bank of Hungary).
- Balogun, Emmanuel Dele, 2008. "An Empirical Test of Trade Gravity Model Criteria for the West African Monetary Zone (WAMZ)," MPRA Paper 7083, University Library of Munich, Germany.
- John Hawkins & Paul Masson, 2003. "Economic aspects of regional currency areas and the use of foreign currencies," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional currency areas and the use of foreign currencies, volume 17, pages 4-42, Bank for International Settlements.
- Balogun, Emmanuel Dele, 2008. "An alternative reconsideration of macroeconomic convergence criteria for West African Monetary Zone," MPRA Paper 11367, University Library of Munich, Germany.
- Sharon McCaw & C John McDermott, 2000. "How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
- David Hargreaves & Elizabeth Watson, 2011. "Sudden stops, external debt and the exchange rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 74, pages 1-11, December.
- Dean Scrimgeour, 2001. "Exchange rate volatility and Currency Union: Some theory and New Zealand evidence," Reserve Bank of New Zealand Discussion Paper Series DP2001/04, Reserve Bank of New Zealand.
- David Hargreaves & Andy Brookes & Carrick Lucas & Bruce White, 2000. "Can hedging insulate firms from exchange rate risk," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
- Agenor, Pierre-Richard & Bismut, Claude & Cashin, Paul & McDermott, C. John, 1999.
"Consumption smoothing and the current account: evidence for France, 1970-1996,"
Journal of International Money and Finance, Elsevier, vol. 18(1), pages 1-12, January.
Cited by:
- Mr. C. John McDermott & Mr. Paul Cashin, 1996.
"Are Australia's Current Account Deficits Excessive?,"
IMF Working Papers
1996/085, International Monetary Fund.
- PAUL CASHIN & C. JOHN McDERMOTT, 1998. "Are Australia's Current Account Deficits Excessive?," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 346-361, December.
- Cashin, P., 1996. "Are Australia's Current Account deficits Excessive?," Department of Economics - Working Papers Series 533, The University of Melbourne.
- Diego N. Moccero, 2006.
"The Intertemporal Approach to the Current Account: Evidence from Argentina,"
Department of Economics, Working Papers
066, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Diego N. Moccero, 2008. "The intertemporal approach to the current account: Evidence for Argentina," Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 327-353, November.
- Diego N. Moccero, 2008. "The Intertemporal Approach to the Current Account: Evidence for Argentina," Journal of Applied Economics, Taylor & Francis Journals, vol. 11(2), pages 327-353, November.
- Diego N. Moccero, 2006. "The Intertemporal Approach to the Current Account: Evidence from Argentina," IIE, Working Papers 066, IIE, Universidad Nacional de La Plata.
- Kim Kunhong & Hall Viv & Buckle Robert, 2010.
"New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach,"
EcoMod2002
330800040, EcoMod.
- Kunhong Kim & Viv B Hall & Robert A Buckle, 2001. "New Zealand's Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach," Treasury Working Paper Series 01/02, New Zealand Treasury.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
- Khundrakpam, J. K. & Ranjan, Rajiv, 2008. "Can an Inter-temporal Model Explain India's Current Account Balance?," MPRA Paper 50928, University Library of Munich, Germany.
- Tahir Mukhtar & Aliya H. Khan, 2011. "The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 401-421.
- Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
- Tahir Mukhtar & Aliya H. Khan, 2016. "The Current Account Deficit Sustainability: An Empirical Investigation for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 397-419.
- Mr. C. John McDermott & Mr. Paul Cashin, 1996.
"Are Australia's Current Account Deficits Excessive?,"
IMF Working Papers
1996/085, International Monetary Fund.
- PAUL CASHIN & C. JOHN McDERMOTT, 1998.
"Are Australia's Current Account Deficits Excessive?,"
The Economic Record, The Economic Society of Australia, vol. 74(227), pages 346-361, December.
See citations under working paper version above.
- Cashin, P., 1996. "Are Australia's Current Account deficits Excessive?," Department of Economics - Working Papers Series 533, The University of Melbourne.
- Mr. C. John McDermott & Mr. Paul Cashin, 1996. "Are Australia's Current Account Deficits Excessive?," IMF Working Papers 1996/085, International Monetary Fund.
- C. John McDermott, 1998.
"Testing the expectations model of the term structure in times of financial transition,"
Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 663-669.
Cited by:
- Minoas Koukouritakis & Leo Michelis, 2008. "The term structure of interest rates in the 12 newest EU countries," Applied Economics, Taylor & Francis Journals, vol. 40(4), pages 479-490.
- George Halkos & Stephanos Papadamou, 2007. "Significance of risk modelling in the term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 17(3), pages 237-247.
- Cashin, Paul & McDermott, C John, 1998.
"Testing the Consumption-CAPM in Developing Equity Markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 127-141, April.
See citations under working paper version above.
- Cashin, P. & McDermott, C. J., 1997. "Testing the Consumption-Capm in Developing Equity Markets," Department of Economics - Working Papers Series 593, The University of Melbourne.
- Agenor, Pierre-Richard & McDermott, C. John & Ucer, Murat, 1997.
"Fiscal imbalances, capital inflows, and the real exchange rate: The case of Turkey,"
European Economic Review, Elsevier, vol. 41(3-5), pages 819-825, April.
See citations under working paper version above.
- E. Murat Ucer & Mr. C. John McDermott & Pierre-Richard Agénor, 1997. "Fiscal Imbalances, Capital Inflows, and the Real Exchange Rate: The Case of Turkey," IMF Working Papers 1997/001, International Monetary Fund.
- David T. Coe & C. John McDermott, 1997.
"Does the Gap Model Work in Asia?,"
IMF Staff Papers, Palgrave Macmillan, vol. 44(1), pages 59-80, March.
See citations under working paper version above.
- Mr. C. John McDermott & Mr. David T. Coe, 1996. "Does the Gap Model Work in Asia?," IMF Working Papers 1996/069, International Monetary Fund.
- C. John McDermott & Robert F. Wescott, 1996.
"An Empirical Analysis of Fiscal Adjustments,"
IMF Staff Papers, Palgrave Macmillan, vol. 43(4), pages 725-753, December.
See citations under working paper version above.
- Mr. Robert F. Westcott & Mr. C. John McDermott, 1996. "An Empirical Analysis of Fiscal Adjustments," IMF Working Papers 1996/059, International Monetary Fund.
- Donald W. K. Andrews & C. John McDermott, 1995.
"Nonlinear Econometric Models with Deterministically Trending Variables,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 62(3), pages 343-360.
See citations under working paper version above.
- Donald W.K. Andrews & C. John McDermott, 1993. "Nonlinear Econometric Models with Deterministically Trending Variables," Cowles Foundation Discussion Papers 1053, Cowles Foundation for Research in Economics, Yale University.
Chapters
- John McDermott & Rebecca Williams, 2018.
"Inflation Targeting in New Zealand: An Experience in Evolution,"
RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?,
Reserve Bank of Australia.
Cited by:
- Troy Davig & Andrew T. Foerster, 2017.
"Communicating Monetary Policy Rules,"
Research Working Paper
RWP 17-4, Federal Reserve Bank of Kansas City.
- Troy Davig & Andrew Foerster, 2021. "Communicating Monetary Policy Rules," Working Paper Series 2021-12, Federal Reserve Bank of San Francisco.
- Davig, Troy & Foerster, Andrew, 2023. "Communicating Monetary Policy Rules," European Economic Review, Elsevier, vol. 151(C).
- Andrew Foerster & Troy Davig, 2017. "Communicating Monetary Policy Rules," 2017 Meeting Papers 1133, Society for Economic Dynamics.
- Julia Ratcliffe & Ross Kendall, 2019. "Monetary policy strategy in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-25, April.
- Clayton, Christopher & Schaab, Andreas, 2022. "A Theory of Dynamic Inflation Targets," TSE Working Papers 22-1389, Toulouse School of Economics (TSE).
- Kim, Young Min & Kang, Kyu Ho & Ka, Kook, 2020. "Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 66-84.
- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021.
"Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers,"
Working Papers
No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021. "Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers," Energy Economics, Elsevier, vol. 96(C).
- Richard T. Froyen & Alfred V. Guender, 2021.
"A re-evaluation of the choice of an inflation target in the wake of the global financial crisis,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(3), pages 277-288, September.
- Richard T. Froyen & Alfred V. Guender, 2019. "A Re-Evaluation of the Choice of an Inflation Target in the Wake of the Global Financial Crisis," Working Papers in Economics 19/17, University of Canterbury, Department of Economics and Finance.
- Ehrmann, Michael, 2021.
"Point targets, tolerance bands, or target ranges? Inflation target types and the anchoring of inflation expectations,"
Working Paper Series
2562, European Central Bank.
- Michael Ehrmann, 2021. "Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations," CESifo Working Paper Series 9034, CESifo.
- Ehrmann, Michael, 2021. "Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations," Journal of International Economics, Elsevier, vol. 132(C).
- Ehrmann, Michael, 2021. "Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations," CEPR Discussion Papers 16046, C.E.P.R. Discussion Papers.
- Ricardo D. Brito & Robison F. Kudamatsu & Vladimir K. Teles, 2021. "Inflation Targeting Mattered: a multivariate synthetic control approach," Working Papers, Department of Economics 2021_26, University of São Paulo (FEA-USP).
- MBASSI, Christophe Martial & HYOBA, Suzanne Edwige Clarisse & SHAHBAZ, Muhammad, 2023. "Does monetary policy really matter for environmental protection? The case of inflation targeting," Research in Economics, Elsevier, vol. 77(3), pages 427-452.
- Alfred A. Haug & India Power, 2022. "Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand," The Economic Record, The Economic Society of Australia, vol. 98(322), pages 249-270, September.
- Christie Smith & Omar Aziz, 2019. "Monetary policy objectives- price stability and macro stabilisation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
- Troy Davig & Andrew T. Foerster, 2017.
"Communicating Monetary Policy Rules,"
Research Working Paper
RWP 17-4, Federal Reserve Bank of Kansas City.