Chris Bloor
Personal Details
First Name: | Chris |
Middle Name: | |
Last Name: | Bloor |
Suffix: | |
RePEc Short-ID: | pbl90 |
| |
Affiliation
Reserve Bank of New Zealand
Wellington, New Zealandhttp://www.rbnz.govt.nz/
RePEc:edi:rbngvnz (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Chris Bloor & Bruce Lu, 2019. "Have the LVR restrictions improved the resilience of the banking system?," Reserve Bank of New Zealand Analytical Notes series AN2019/07, Reserve Bank of New Zealand.
- Chris Bloor & Chris McDonald, 2013. "Estimating the impacts of restrictions on high LVR lending," Reserve Bank of New Zealand Analytical Notes series AN2013/05, Reserve Bank of New Zealand.
- Chris Bloor & Rebecca Craigie & Anella Munro, 2012. "The macroeconomic effects of a stable funding requirement," Reserve Bank of New Zealand Discussion Paper Series DP2012/05, Reserve Bank of New Zealand.
- Chris Bloor & Troy Matheson, 2009.
"Real-time conditional forecasts with Bayesian VARs: An application to New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/02, Reserve Bank of New Zealand.
- Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
- Paul Bedford & Chris Bloor, 2009. "A cobweb model of financial stability in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/11, Reserve Bank of New Zealand.
- Chris Bloor & Troy Matheson, 2008.
"Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/09, Reserve Bank of New Zealand.
- Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
Articles
- Chris Bloor & John Knowles & Ken Nicholls, 2020. "Outcomes from a COVID-19 stress test of New Zealand banks," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 83, pages 1-12, September.
- Bloor, Chris & Matheson, Troy, 2011.
"Real-time conditional forecasts with Bayesian VARs: An application to New Zealand,"
The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
- Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand.
- Chris Bloor & Chris Hunt, 2011. "Understanding financial system efficiency in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 74, pages 26-38, June.
- Chris Bloor & Troy Matheson, 2010.
"Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand,"
Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
- Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
- Chris Bloor, 2009. "The use of statistical forecasting models at the Reserve Bank of New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 72, pages 21-26, June.
- Chris Bloor & Chris Hunt & Tim Ng & Hamish Pepper, 2008. "The use of money and credit measures in contemporary monetary policy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 71, March.
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
- Chris Bloor & Bruce Lu, 2019.
"Have the LVR restrictions improved the resilience of the banking system?,"
Reserve Bank of New Zealand Analytical Notes series
AN2019/07, Reserve Bank of New Zealand.
Cited by:
- Fang Yao & Bruce Lu, 2020. "The effectiveness of loan-to-value ratio policy and its interaction with monetary policy in New Zealand: an empirical analysis using supervisory bank-level data," BIS Papers chapters, in: Bank for International Settlements (ed.), Measuring the effectiveness of macroprudential policies using supervisory bank-level data, volume 110, pages 51-62, Bank for International Settlements.
- Chris Bloor & Chris McDonald, 2013.
"Estimating the impacts of restrictions on high LVR lending,"
Reserve Bank of New Zealand Analytical Notes series
AN2013/05, Reserve Bank of New Zealand.
Cited by:
- Mr. Seung M Choi & Ms. Laura E. Kodres & Jing Lu, 2018. "Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies," IMF Working Papers 2018/009, International Monetary Fund.
- Kukk, Merike & Levenko, Natalia, 2024. "Measuring the effects of borrower-based policies on new housing loans," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 666-684.
- Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
- John Muellbauer, 2024. "Housing and Macroprudential Policy," Economics Series Working Papers 1056, University of Oxford, Department of Economics.
- Chris Bloor & Bruce Lu, 2019. "Have the LVR restrictions improved the resilience of the banking system?," Reserve Bank of New Zealand Analytical Notes series AN2019/07, Reserve Bank of New Zealand.
- Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020.
"An agent-based model for the assessment of LTV caps,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
- Laliotis, Dimitrios & Buesa, Alejandro & Leber, Miha & Población García, Francisco Javier, 2019. "An agent-based model for the assessment of LTV caps," Working Paper Series 2294, European Central Bank.
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Anne-Marie Brook, 2014. "Options to Narrow New Zealand’s Saving – Investment Imbalance," Treasury Working Paper Series 14/17, New Zealand Treasury.
- Seung Mo Choi & Laura E. Kodres & Jing Lu, 2021. "Friend or Foe? Cross-Border Links, Contagious Banking Crises, and Joint Use of Macroprudential Policies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(1), pages 55-79, August.
- Cussen, Mary & O'Brien, Martin & Onorante, Luca & O'Reilly, Gerard, 2015. "Assessing the impact of macroprudential measures," Economic Letters 03/EL/15, Central Bank of Ireland.
- Gael Price, 2014. "How has the LVR restriction affected the housing market: a counterfactual analysis," Reserve Bank of New Zealand Analytical Notes series AN2014/03, Reserve Bank of New Zealand.
- Daniel Oda & Fernando Sepúlveda, 2014. "Uncovering Our Self-Imposed Limits: Changes in Loan-to-Value and The Mortgage Market," Working Papers Central Bank of Chile 737, Central Bank of Chile.
- Daniel Abreu, 2021. "Curb your enthusiasm: the aggregate short-run effects of a borrower-based measure," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Lamorna Rogers, 2014. "An A to Z of loan-to-value ratio (LVR) restrictions," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 3-14, March.
- Chris Bloor & Rebecca Craigie & Anella Munro, 2012.
"The macroeconomic effects of a stable funding requirement,"
Reserve Bank of New Zealand Discussion Paper Series
DP2012/05, Reserve Bank of New Zealand.
Cited by:
- Punnoose Jacob & Anella Munro, 2016.
"A macroprudential stable funding requirement and monetary policy in a small open economy,"
CAMA Working Papers
2016-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Punnoose Jacob & Anella Munro, 2016. "A macroprudential stable funding requirement and monetary policy in a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2016/04, Reserve Bank of New Zealand.
- Jacob, Punnoose & Munro, Anella, 2018. "A prudential stable funding requirement and monetary policy in a small open economy," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 89-106.
- Punnoose Jacob & Anella Munro, 2016.
"A macroprudential stable funding requirement and monetary policy in a small open economy,"
CAMA Working Papers
2016-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chris Bloor & Troy Matheson, 2009.
"Real-time conditional forecasts with Bayesian VARs: An application to New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/02, Reserve Bank of New Zealand.
- Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
Cited by:
- Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
- Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2019. "Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ? [Should conditional forecasts of infla," MPRA Paper 116432, University Library of Munich, Germany.
- Демешев Борис Борисович & Малаховская Оксана Анатольевна, 2016. "Макроэкономическое Прогнозирование С Помощью Bvar Литтермана," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 20(4), pages 691-710.
- Karlsson, Sune, 2012.
"Forecasting with Bayesian Vector Autoregressions,"
Working Papers
2012:12, Örebro University, School of Business.
- Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015.
"Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 739-756.
- Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers 9931, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Michèle Lenza, 2014. "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES ECARES 2014-15, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014. "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series 1733, European Central Bank.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian vector autoregressions,"
LSE Research Online Documents on Economics
87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
- Yong Zhang & Miner Zhong & Nana Geng & Yunjian Jiang, 2017. "Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-15, May.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
- Mikhail Mamonov & Anna Pestova, 2021. ""Sorry, You're Blocked." Economic Effects of Financial Sanctions on the Russian Economy," CERGE-EI Working Papers wp704, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012.
"Prior selection for vector autoregressions,"
Working Paper Series
1494, European Central Bank.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
- Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
- Ashwin Madhou & Tayushma Sewak & Imad Moosa & Vikash Ramiah, 2017. "GDP nowcasting: application and constraints in a small open developing economy," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3880-3890, August.
- Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016.
"Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts,"
Munich Reprints in Economics
43488, University of Munich, Department of Economics.
- Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
- Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012.
"Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis,"
Working Papers
1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013. "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
- Misha van Beek, 2020. "Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation," Papers 2004.09042, arXiv.org.
- Shahzad Ahmad & Adnan Haider, 2019. "An evaluation of the forecast performance of DSGE and VAR Models: The case of a developing country," Business Review, School of Economics and Social Sciences, IBA Karachi, vol. 14(1), pages 28-52, January-J.
- Chris Bloor, 2009. "The use of statistical forecasting models at the Reserve Bank of New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 72, pages 21-26, June.
- Pestova, Anna & Mamonov, Mikhail, 2019. "Should we care? The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers 13/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Auer, Simone, 2019.
"Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 142-166.
- Simone Auer, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization Institute Working Papers 170, Federal Reserve Bank of Dallas.
- Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
- Stefan Laseen & Marzie Taheri Sanjani, 2016. "Did the Global Financial Crisis Break the U.S. Phillips Curve?," IMF Working Papers 2016/126, International Monetary Fund.
- Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
- 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.
- Antonio Musa, 2022. "Nowcasting Bosnia and Herzegovina GDP in Real Time," IHEID Working Papers 08-2022, Economics Section, The Graduate Institute of International Studies.
- Chris McDonald, 2012. "Kiwi drivers the New Zealand dollar experience," Reserve Bank of New Zealand Analytical Notes series AN2012/02, Reserve Bank of New Zealand.
- Chris McDonald & Leif Anders Thorsrud, 2011. "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series DP2011/03, Reserve Bank of New Zealand.
- Kyle E. Binder & James W. Mjelde, 2018. "Projecting impacts of carbon dioxide emission reductions in the US electric power sector: evidence from a data-rich approach," Climatic Change, Springer, vol. 151(2), pages 143-155, November.
- Swamy, Vighneswara, 2020. "Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 126-150.
- Paul Bedford & Chris Bloor, 2009.
"A cobweb model of financial stability in New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/11, Reserve Bank of New Zealand.
Cited by:
- María Victoria Landaberry, 2017. "Indicadores de estabilidad financiera: un nuevo índice para el sector financiero," Documentos de trabajo 2017010, Banco Central del Uruguay.
- Chris Bloor & Troy Matheson, 2008.
"Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/09, Reserve Bank of New Zealand.
- Chris Bloor & Troy Matheson, 2010. "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
Cited by:
- Sandra Eickmeier & Tim Ng, 2009.
"Forecasting national activity using lots of international predictors: an application to New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/04, Reserve Bank of New Zealand.
- Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511.
- Eickmeier, Sandra & Ng, Tim, 2011. "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, vol. 27(2), pages 496-511, April.
- Eickmeier, Sandra & Ng, Tim, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Discussion Paper Series 1: Economic Studies 2009,11, Deutsche Bundesbank.
- Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2023. "Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage," International Journal of Forecasting, Elsevier, vol. 39(1), pages 346-363.
- Dean Ford & Amy Wood, 2015. "El Niño and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series AN2015/07, Reserve Bank of New Zealand.
- Karlsson, Sune, 2012.
"Forecasting with Bayesian Vector Autoregressions,"
Working Papers
2012:12, Örebro University, School of Business.
- Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019.
"Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage,"
CAMA Working Papers
2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
- Chris Bloor & Chris McDonald, 2013. "Estimating the impacts of restrictions on high LVR lending," Reserve Bank of New Zealand Analytical Notes series AN2013/05, Reserve Bank of New Zealand.
- Sarah Drought & Chris McDonald, 2011. "Forecasting house price inflation: a model combination approach," Reserve Bank of New Zealand Discussion Paper Series DP2011/07, Reserve Bank of New Zealand.
- 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.
- Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018.
"Composite likelihood methods for large Bayesian VARs with stochastic volatility,"
CAMA Working Papers
2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series 44, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
- Dimitris Korobilis & Michelle Gilmartin, 2011.
"The Dynamic Effects of U.S. Monetary Policy on State Unemployment,"
Working Paper series
12_11, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
- Güneş Kamber & Chris McDonald & Gael Price, 2013. "Drying out: Investigating the economic effects of drought in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2013/02, Reserve Bank of New Zealand.
- Ms. Adina Popescu & Ms. Alina Carare, 2011. "Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR," IMF Working Papers 2011/259, International Monetary Fund.
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010.
"An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa,"
Working Papers
201008, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
- Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009.
"Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model,"
Working papers
2009-19, University of Connecticut, Department of Economics.
- Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working Papers 200913, University of Pretoria, Department of Economics.
- Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller, 2009. "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode," Working Papers 0919, University of Nevada, Las Vegas , Department of Economics.
- Chris Bloor & Troy Matheson, 2009.
"Real-time conditional forecasts with Bayesian VARs: An application to New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/02, Reserve Bank of New Zealand.
- Bloor, Chris & Matheson, Troy, 2011. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
- Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011.
"Forecasting the US real house price index: Structural and non-structural models with and without fundamentals,"
Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
- Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 1001, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
- Ewen Gallic & Gauthier Vermandel, 2019.
"Weather Shocks,"
Working Papers
halshs-02127846, HAL.
- Gallic, Ewen & Vermandel, Gauthier, 2020. "Weather shocks," European Economic Review, Elsevier, vol. 124(C).
- Ewen Gallic & Gauthier Vermandel, 2020. "Weather Shocks," Post-Print hal-02498669, HAL.
- Ewen Gallic & Gauthier Vermandel, 2019. "Weather Shocks," AMSE Working Papers 1915, Aix-Marseille School of Economics, France.
- Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010.
"Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics,"
Working Papers
201009, University of Pretoria, Department of Economics.
- Rangan Gupta & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working papers 2010-06, University of Connecticut, Department of Economics.
- Rangan Gupta & Alain Kabundi, 2008.
"Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models,"
Working Papers
200830, University of Pretoria, Department of Economics.
- Rangan Gupta & Alain Kabundi, 2010. "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 168-185.
- Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023. "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis, 2015. "A structural model for policy analysis and forecasting: NZSIM," Reserve Bank of New Zealand Discussion Paper Series DP2015/05, Reserve Bank of New Zealand.
- Gallic, Ewen & Vermandel, Gauthier, 2017. "Weather Shocks, Climate Change and Business Cycles," MPRA Paper 81230, University Library of Munich, Germany.
- Thorsten Franz, 2020. "The Effects of Borrower-Based Macroprudential Policy: An Empirical Application to Korea," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 1-47, October.
- Boris B. Demeshev & Oxana A. Malakhovskaya, 2015. "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers WP BRP 105/EC/2015, National Research University Higher School of Economics.
- Giuliano Queiroz Ferreira & Leonardo Bornacki Mattos, 2022. "Regime-dependent price puzzle in the Brazilian economy: evidence from VAR and FAVAR approaches," SN Business & Economics, Springer, vol. 2(9), pages 1-28, September.
- Rangan Gupta, 2012. "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers 201214, University of Pretoria, Department of Economics.
- M. Tiunova G. & М. Тиунова Г., 2018. "Моделирование Эффекта Переноса Валютного Курса На Цены В России // Modeling The Transfer Effect Of Exchange Rate On Prices In Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(3), pages 136-154.
- John Muellbauer, 2010. "Household decisions, credit markets and the macroeconomy: implications for the design of central bank models," BIS Working Papers 306, Bank for International Settlements.
- Nicholas Sander, 2013. "Migration and the housing market," Reserve Bank of New Zealand Analytical Notes series AN2013/10, Reserve Bank of New Zealand.
- Barkhordari, Sajjad & Forughi Far, Mohsen, 2020. "The Dynamic Regional Effects of Monetary Policy on Employment in Iran (TVP-FAVAR Approach)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 109-136, February.
Articles
- Chris Bloor & John Knowles & Ken Nicholls, 2020.
"Outcomes from a COVID-19 stress test of New Zealand banks,"
Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 83, pages 1-12, September.
Cited by:
- Taufiq Hidayat & Dian Masyita & Sulaeman Rahman Nidar & Fauzan Ahmad & Muhammad Adrissa Nur Syarif, 2021. "Early Warning Early Action for the Banking Solvency Risk in the COVID-19 Pandemic Era: A Case Study of Indonesia," Economies, MDPI, vol. 10(1), pages 1-21, December.
- Bloor, Chris & Matheson, Troy, 2011.
"Real-time conditional forecasts with Bayesian VARs: An application to New Zealand,"
The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 26-42, January.
See citations under working paper version above.
- Chris Bloor & Troy Matheson, 2009. "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/02, Reserve Bank of New Zealand.
- Chris Bloor & Chris Hunt, 2011.
"Understanding financial system efficiency in New Zealand,"
Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 74, pages 26-38, June.
Cited by:
- Toby Fiennes & Cavan O'Connor-Close, 2012. "The evolution of prudential supervision in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 75, pages 5-13, March.
- Chris Hunt, 2017. "Independence with accountability: financial system regulation and the Reserve Bank," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 80, December.
- Chris Bloor & Troy Matheson, 2010.
"Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand,"
Empirical Economics, Springer, vol. 39(2), pages 537-558, October.
See citations under working paper version above.
- Chris Bloor & Troy Matheson, 2008. "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/09, Reserve Bank of New Zealand.
- Chris Bloor, 2009.
"The use of statistical forecasting models at the Reserve Bank of New Zealand,"
Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 72, pages 21-26, June.
Cited by:
- Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018.
"Nowcasting New Zealand GDP using machine learning algorithms,"
CAMA Working Papers
2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
- Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
- Frantisek Brazdik & Michal Franta, 2017. "A BVAR Model for Forecasting of Czech Inflation," Working Papers 2017/7, Czech National Bank.
- Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012.
"Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis,"
Working Papers
1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013. "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
- Leo Krippner & Leif Anders Thorsrud, 2009. "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series DP2009/18, Reserve Bank of New Zealand.
- Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019.
"Nowcasting GDP using machine learning algorithms: A real-time assessment,"
Reserve Bank of New Zealand Discussion Paper Series
DP2019/03, Reserve Bank of New Zealand.
- Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
- Chris McDonald & Leif Anders Thorsrud, 2011. "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series DP2011/03, Reserve Bank of New Zealand.
- Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018.
"Nowcasting New Zealand GDP using machine learning algorithms,"
CAMA Working Papers
2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chris Bloor & Chris Hunt & Tim Ng & Hamish Pepper, 2008.
"The use of money and credit measures in contemporary monetary policy,"
Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 71, March.
Cited by:
- Philip Gunby & Stephen Hickson, 2016.
"Is Cash Dead? Using Economic Concepts To Motivate Learning and Economic Thinking,"
Working Papers in Economics
16/30, University of Canterbury, Department of Economics and Finance.
- Philip Gunby & Stephen Hickson, 2018. "Is Cash Dead? Using Economic Concepts To Motivate Learning and Economic Thinking," Working Papers in Economics 18/10, University of Canterbury, Department of Economics and Finance.
- Ross Kendall & Tim Ng, 2013. "The 2012 Policy Targets Agreement: an evolution in flexible inflation targeting in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 76, pages 3-12, December.
- Philip Gunby & Stephen Hickson, 2016.
"Is Cash Dead? Using Economic Concepts To Motivate Learning and Economic Thinking,"
Working Papers in Economics
16/30, University of Canterbury, Department of Economics and Finance.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (3) 2009-12-19 2013-10-18 2019-07-22
- NEP-CBA: Central Banking (3) 2008-05-24 2009-06-03 2019-07-22
- NEP-ECM: Econometrics (2) 2008-05-24 2009-06-03
- NEP-FOR: Forecasting (1) 2009-06-03
- NEP-MAC: Macroeconomics (1) 2008-05-24
- NEP-RMG: Risk Management (1) 2019-07-22
- NEP-URE: Urban and Real Estate Economics (1) 2019-07-22
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Chris Bloor should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.