IDEAS home Printed from https://ideas.repec.org/e/pmc41.html
   My authors  Follow this author

Nathan McLellan

Personal Details

First Name:Nathan
Middle Name:
Last Name:McLellan
Suffix:
RePEc Short-ID:pmc41

Research output

as
Jump to: Working papers Articles

Working papers

  1. Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan, 2006. "An empirical investigation of fiscal policy in New Zealand," Treasury Working Paper Series 06/08, New Zealand Treasury.
  2. David Law & Nathan McLellan, 2005. "The Contributions from Firm Entry, Exit and Continuation to Labour Productivity Growth in New Zealand," Treasury Working Paper Series 05/01, New Zealand Treasury.
  3. Nathan McLellan & Robert A Buckle & Kunhong Kim, 2004. "The impact of monetary policy on New Zealand business cycles and inflation variability," Econometric Society 2004 Far Eastern Meetings 594, Econometric Society.
  4. Nathan McLellan, 2004. "Measuring Productivity using the Index Number Approach: An Introduction," Treasury Working Paper Series 04/05, New Zealand Treasury.
  5. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," Treasury Working Paper Series 03/06, New Zealand Treasury.
  6. Peter Mawson & Kenneth I Carlaw & Nathan McLellan, 2003. "Productivity Measurement: Alternative Approaches and Estimates," Treasury Working Paper Series 03/12, New Zealand Treasury.
  7. Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002. "A structural VAR model of the New Zealand business cycle," Treasury Working Paper Series 02/26, New Zealand Treasury.

Articles

  1. Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, vol. 24(6), pages 990-1017, November.
  2. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 119-150.

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

  1. Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan, 2006. "An empirical investigation of fiscal policy in New Zealand," Treasury Working Paper Series 06/08, New Zealand Treasury.

    Cited by:

    1. Razzak, Weshah, 2013. "An Empirical Study of Sectoral-Level Capital Investments in New Zealand," MPRA Paper 52461, University Library of Munich, Germany.
    2. Anna Hamer-Adams & Martin Wong, 2018. "Quantifying fiscal multipliers in New Zealand: The evidence from SVAR models," Reserve Bank of New Zealand Analytical Notes series AN2018/05, Reserve Bank of New Zealand.
    3. Yifei Lyu, 2021. "The Macroeconomic Effects of Government Spending Shocks in New Zealand," Treasury Working Paper Series 21/02, New Zealand Treasury.
    4. Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Alemu Lambamo Hawitibo, 2023. "Explaining macroeconomic fluctuations in Ethiopia: the role of monetary and fiscal policies," Economic Change and Restructuring, Springer, vol. 56(2), pages 1033-1061, April.
    6. Shahid Ali & Naved Ahmad, 2010. "The Effects of Fiscal Policy on Economic Growth: Empirical Evidences Based on Time Series Data from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 49(4), pages 497-512.
    7. Oscar Parkyn & Tugrul Vehbi, 2013. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," Treasury Working Paper Series 13/02, New Zealand Treasury.
    8. David Fielding, 2011. "New Zealand: The Last Bastion of Textbook Open-Economy Macroeconomics," Working Papers 1105, University of Otago, Department of Economics, revised Jun 2011.
    9. Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, vol. 24(6), pages 990-1017, November.
    10. Saten Kumar & Don J. Webber & Scott Fargher, 2012. "Wagner's Law revisited: cointegration and causality tests for New Zealand," Applied Economics, Taylor & Francis Journals, vol. 44(5), pages 607-616, February.
    11. D. J. Penzin & E. T. Adamgbe, 2019. "Estimation of Fiscal Multipliers and Its Macroeconomic Impact: The Case of Nigeria," Economic and Financial Review, Central Bank of Nigeria, vol. 57(2), June.
    12. Sultan Hafeez Rahman & Muhammad Shahadat Hossain Siddiquee, 2022. "Short- and long-run growth effects of fiscal policy in Bangladesh," SN Business & Economics, Springer, vol. 2(9), pages 1-21, September.
    13. Norman Gemmell & Richard Kneller & Ismael Sanz, 2011. "The Timing and Persistence of Fiscal Policy Impacts on Growth: Evidence from OECD Countries," Economic Journal, Royal Economic Society, vol. 121(550), pages 33-58, February.
    14. Sebastian Gechert & Ansgar Rannenberg, 2014. "Are Fiscal Multipliers Regime-Dependent? A Meta Regression Analysis," IMK Working Paper 139-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.

  2. David Law & Nathan McLellan, 2005. "The Contributions from Firm Entry, Exit and Continuation to Labour Productivity Growth in New Zealand," Treasury Working Paper Series 05/01, New Zealand Treasury.

    Cited by:

    1. David Law & Bob Buckle & Dean Hyslop, 2006. "Toward a Model of Firm Productivity Dynamics," Treasury Working Paper Series 06/11, New Zealand Treasury.
    2. David C. Maré & Dean R. Hyslop & Richard Fabling, 2017. "Firm productivity growth and skill," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(3), pages 302-326, September.
    3. Nathan Chappell & Adam B. Jaffe & Trinh Le, 2018. "Worker Flows, Entry and Productivity in the New Zealand Construction Industry," NBER Working Papers 24376, National Bureau of Economic Research, Inc.
    4. Philip McCann, 2009. "Economic geography, globalisation and New Zealand's productivity paradox," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(3), pages 279-314.
    5. Richard Fabling & Arthur Grimes & Levente Timar, 2014. "Natural Selection: Firm Performance Following the Canterbury Earthquakes," Working Papers 14_08, Motu Economic and Public Policy Research.
    6. Philip McCann & Les Oxley & Hong Shangqin, 2009. "Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography," Working Papers in Economics 09/04, University of Canterbury, Department of Economics and Finance.
    7. Fabling, Richard, 2007. "Just How Innovative are New Zealand Firms? Quantifying & Relating Organisational and Marketing Innovation to Traditional Science & Technology Indicators," Occasional Papers 07/4, Ministry of Economic Development, New Zealand.
    8. Borland, Jeff, 2005. "Impacts of Employment Regulation: Towards an Evaluation Framework," Occasional Papers 06/7, Ministry of Economic Development, New Zealand.
    9. Greene, Francis, 2012. "Should the focus of publicly provided small business assistance be on start-ups or growth businesses?," Occasional Papers 12/2, Ministry of Economic Development, New Zealand.
    10. Paul Conway & Lisa Meehan & Guanyu Zheng, 2015. "Do New Zealand firms catch up to the domestic productivity frontier?," Working Papers 2015/03, New Zealand Productivity Commission.
    11. Fabling, Richard & Grimes, Arthur & Sanderson , Lynda & Stevens, Philip, 2008. "Some Rise by Sin, and Some by Virtue Fall: Firm Dynamics, Market Structure and Performance," Occasional Papers 08/1, Ministry of Economic Development, New Zealand.

  3. Nathan McLellan & Robert A Buckle & Kunhong Kim, 2004. "The impact of monetary policy on New Zealand business cycles and inflation variability," Econometric Society 2004 Far Eastern Meetings 594, Econometric Society.

    Cited by:

    1. Alfred A. Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Working Papers 0707, University of Otago, Department of Economics, revised Apr 2007.
    2. 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.
    3. Arthur Grimes, 2005. "Regional and Industry Cycles in Australasia: Implications for a Common Currency," Macroeconomics 0509020, University Library of Munich, Germany.
    4. Philip Liu, 2006. "A Small New Keynesian Model of the New Zealand economy," Reserve Bank of New Zealand Discussion Paper Series DP2006/03, Reserve Bank of New Zealand.
    5. Jeerawadee Pumjaroen & Preecha Vichitthamaros & Yuthana Sethapramote, 2020. "Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 47-57.
    6. Aaron Drew & Rishab Sethi, 2007. "The transmission mechanism of New Zealand monetary policy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 70, June.
    7. Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew, 2008. "Changes in the transmission mechanism of monetary policy in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/03, Reserve Bank of New Zealand.
    8. Matteo Cacciatore & Fabio Ghironi & Stephen J. Turnovsky, 2015. "Inflation Targeting and Economic Reforms in New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 145-198, September.
    9. Ftiti, Zied, 2010. "The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process)," Economic Modelling, Elsevier, vol. 27(1), pages 468-476, January.
    10. K. Arin & Sam Jolly, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(3), pages 267-283, September.
    11. Marcelo Sánchez, 2010. "What Drives Business Cycles and International Trade in Emerging Market Economies?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(61), pages 198-271, August.

  4. Nathan McLellan, 2004. "Measuring Productivity using the Index Number Approach: An Introduction," Treasury Working Paper Series 04/05, New Zealand Treasury.

    Cited by:

    1. Kevin J Fox, 2005. "Returns to Scale, Technical Progress and Total Factor Productivity Growth in New Zealand Industries," Treasury Working Paper Series 05/04, New Zealand Treasury.
    2. Riyanka Baral & Debasis Patnaik, 2023. "Bank efficiency and governance: Evidence from Indian banking," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(3), pages 957-985, September.
    3. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 119-150.
    4. Fikru Kefyalew Alemayehu & Sigbjørn Landazuri Tveteraas, 2020. "Long-run labour flexibility in hospitality: A dynamic common correlated effects approach," Tourism Economics, , vol. 26(4), pages 704-718, June.
    5. Tulika Bhattacharya & Meenakshi Rajeev & Indrajit Bairagya, 2018. "Are high-linked sectors more productive in India? An analysis under an input–output framework," Indian Economic Review, Springer, vol. 53(1), pages 333-367, December.

  5. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," Treasury Working Paper Series 03/06, New Zealand Treasury.

    Cited by:

    1. Edda Claus & Iris Claus, 2005. "New Zealand'S Economic Reforms And Changing Production Structure," CAMA Working Papers 2005-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Arthur Grimes, 2004. "New Zealand: A Typical Australasian Ecomony?," Working Papers 04_11, Motu Economic and Public Policy Research.
    3. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
    4. Hazledine, Tim & Quiggin, John, 2005. "No more free beer tomorrow? Economic policy and outcomes in Australia and New Zealand 1984-2003," Risk and Sustainable Management Group Working Papers 151509, University of Queensland, School of Economics.
    5. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 119-150.
    6. Arthur Grimes, 2009. "Capital intensity and welfare: traded and non-trade sector determinants," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(1), pages 21-39.
    7. Julie Fry, 2014. "Migration and Macroeconomic Performance in New Zealand: Theory and Evidence," Treasury Working Paper Series 14/10, New Zealand Treasury.
    8. J. D. Mullen & G. M. Scobie & J. Crean, 2008. "Agricultural research: Implications for productivity in New Zealand and Australia," New Zealand Economic Papers, Taylor & Francis Journals, vol. 42(2), pages 191-211.
    9. Engelbrecht, Hans-Jurgen & Xayavong, Vilaphonh, 2006. "ICT intensity and New Zealand's productivity malaise: Is the glass half empty or half full?," Information Economics and Policy, Elsevier, vol. 18(1), pages 24-42, March.
    10. Cao, Kay & Forbes, Rod, 2007. "Productivity in the New Zealand Primary and Downstream Sectors," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 15.
    11. Peter Mawson & Kenneth I Carlaw & Nathan McLellan, 2003. "Productivity Measurement: Alternative Approaches and Estimates," Treasury Working Paper Series 03/12, New Zealand Treasury.
    12. Engelbrecht, Hans-Jurgen & Xayavong, Vilaphonh, 2004. "Information And Communication Technology And New Zealand'S Productivity Malaise: An Industry-Level Study," Discussion Papers 23698, Massey University, Department of Applied and International Economics.
    13. Ten Raa, T. & Shestalova, V., 2006. "Alternative Measures of Total Factor Productivity Growth," Discussion Paper 2006-54, Tilburg University, Center for Economic Research.
    14. Thijs ten Raa & Victoria Shestalova, 2021. "The Solow Residual, Domar Aggregation, and Inefficiency: A Synthesis of TFP Measures," World Scientific Book Chapters, in: Efficiency and Input-Output Analyses Theory and Applications, chapter 2, pages 23-38, World Scientific Publishing Co. Pte. Ltd..
    15. Paul Schreyer, 2007. "International Comparisons of Levels of Capital Input and Multi‐Factor Productivity," German Economic Review, Verein für Socialpolitik, vol. 8(2), pages 237-254, May.
    16. Dimitri Margaritis & Frank Scrimgeour & Michael Cameron & John Tressler, 2005. "Productivity and Economic Growth in Australia, New Zealand and Ireland," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 12(4), pages 291-308.

  6. Peter Mawson & Kenneth I Carlaw & Nathan McLellan, 2003. "Productivity Measurement: Alternative Approaches and Estimates," Treasury Working Paper Series 03/12, New Zealand Treasury.

    Cited by:

    1. Athanasoglou, Panayiotis & Georgiou, Evangelia & Staikouras, Christos, 2008. "Assessing output and productivity growth in the banking industry," MPRA Paper 31996, University Library of Munich, Germany.
    2. Kevin J Fox, 2005. "Returns to Scale, Technical Progress and Total Factor Productivity Growth in New Zealand Industries," Treasury Working Paper Series 05/04, New Zealand Treasury.
    3. Mahmood Mahmoudzadeh & Seyyed Ali Zeytoon Nejad Moosavian, 2016. "Measuring and Analyzing the Shares of Economic Growth Sources in the Mining Sector of Iran: A Neoclassical Growth Accounting Approach," Papers 1612.00833, arXiv.org.
    4. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 119-150.
    5. Morteza Tahamipour & Mina Mahmoudi, 2018. "The Role of Agricultural Sector Productivity in Economic Growth: The Case of Iran's Economic Development Plan," Papers 1806.04235, arXiv.org.
    6. Andreas Kuhlmann, 2007. "Essays on network industries : privatization, regulation, and productivity measurement," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 26.
    7. Simon Baptist & Cameron Hepburn, 2012. "Intermediate inputs and economic productivity," GRI Working Papers 95, Grantham Research Institute on Climate Change and the Environment.
    8. Qazi, Ahmar Qasim & Zhao, Yulin, 2013. "Indigenous R&D Effectiveness and Technology Transfer on Productivity Growth: Evidence from the Hi-Tech Industry of China," MPRA Paper 46589, University Library of Munich, Germany.
    9. Andrés Maroto-Sánchez, 2010. "Productivity in the services sector: conventional and current explanations," The Service Industries Journal, Taylor & Francis Journals, vol. 32(5), pages 719-746, October.
    10. Nathan McLellan, 2004. "Measuring Productivity using the Index Number Approach: An Introduction," Treasury Working Paper Series 04/05, New Zealand Treasury.
    11. Wang, Jintian & Gao, Feng & Wang, Xuezhen, 2009. "Estimation of Agricultural Total Factor Productivity in China: A Panel Cointegration Approach," 2009 Conference, August 16-22, 2009, Beijing, China 50927, International Association of Agricultural Economists.
    12. Mehrdad KHADIMEE, 2016. "The Sources of Economic Growth in Iran’s Economy," Journal of Economics Library, KSP Journals, vol. 3(4), pages 621-631, December.
    13. Shilpa Chaudhary, 2012. "Trends in Total Factor Productivity in Indian Agriculture: State-level Evidence using non-parametric Sequential Malmquist Index," Working papers 215, Centre for Development Economics, Delhi School of Economics.
    14. Ghebremichael, Asghedom & Potter-Witter, Karen, 2009. "Effects of tax incentives on long-run capital formation and total factor productivity growth in the Canadian sawmilling industry," Forest Policy and Economics, Elsevier, vol. 11(2), pages 85-94, March.
    15. Andrés Maroto-Sanchez, 2010. "Growth and productivity in the service sector: The state of the art," Working Papers 07/10, Instituto Universitario de Análisis Económico y Social.

  7. Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002. "A structural VAR model of the New Zealand business cycle," Treasury Working Paper Series 02/26, New Zealand Treasury.

    Cited by:

    1. Drama Bedi Guy Herve, 2017. "Estimation of the Impact of Monetary Policy on Economic Growth: The Case of Cote d Ivoire in Line with SVAR Methodology," Applied Economics and Finance, Redfame publishing, vol. 4(4), pages 66-83, July.
    2. Aviral Kumar Tiwari, 2011. "A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India," Economics Bulletin, AccessEcon, vol. 31(2), pages 1793-1806.
    3. Alfred A. Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Working Papers 0707, University of Otago, Department of Economics, revised Apr 2007.
    4. 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.
    5. Susana Silva & Isabel Soares & Carlos Pinho, 2012. "The Impact of Renewable Energy Sources on Economic Growth and CO2 Emissions - a SVAR approach," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 133-144.
    6. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
    7. Robert Buckle & Kunhong Kim & Julie Tam, 2002. "A structural var approach to estimating budget balance targets," New Zealand Economic Papers, Taylor & Francis Journals, vol. 36(2), pages 149-175.
    8. Andrew Binning & Junior Maih, 2015. "Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models," Working Papers No 12/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    9. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 119-150.
    10. Levent, Korap, 2007. "Structural VAR identification of the Turkish business cycles," MPRA Paper 21971, University Library of Munich, Germany.
    11. Julia Hall & Grant M Scobie, 2006. "The Role of R&D in Productivity Growth: The Case of Agriculture in New Zealand: 1927 to 2001," Treasury Working Paper Series 06/01, New Zealand Treasury.
    12. Andrew Leigh, 2009. "Precipitation, Profits, and Pile-Ups," CEPR Discussion Papers 629, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    13. Aron Drew & Özer Karagedikli, 2007. "Some Benefits of Monetary-Policy Transparency in New Zealand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 521-539, December.
    14. Mr. Sebastian Sosa & Mr. Paul Cashin, 2009. "Macroeconomic Fluctuations in the Caribbean: The Role of Climatic and External Shocks," IMF Working Papers 2009/159, International Monetary Fund.
    15. 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.
    16. Thomas A Lubik, 2005. "A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism," Reserve Bank of New Zealand Discussion Paper Series DP2005/06, Reserve Bank of New Zealand.
    17. Mr. Sebastian Sosa, 2008. "External Shocks and Business Cycle Fluctuations in Mexico: How Important are U.S. Factors?," IMF Working Papers 2008/100, International Monetary Fund.
    18. Adebayo Kutu & Gbenga Akinola & Ntokozo Nzimande, 2016. "Monetary Policy and Output Growth Forecasting in a SVAR Perspective," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(7), pages 1-71, July.
    19. Philip Borkin, 2006. "Past, Present and Future Developments in New Zealand’s Terms of Trade," Treasury Working Paper Series 06/09, New Zealand Treasury.
    20. Jean-Philippe Cotis & Jonathan Coppel, 2005. "Business Cycle Dynamics in OECD Countries: Evidence, Causes and Policy Implications," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle, Reserve Bank of Australia.
    21. Hans-Jurgen Engelbrecht & Robin Loomes, 2002. "The unintended consequences of using an MCI as an operational monetary policy target in New Zealand: Suggestive evidence from rolling regressions," New Zealand Economic Papers, Taylor & Francis Journals, vol. 36(2), pages 217-233.
    22. James Graham, 2014. "'N Sync: how do countries' economies move together?," Reserve Bank of New Zealand Analytical Notes series AN2014/04, Reserve Bank of New Zealand.
    23. Helmut Franken & Guillermo Le Fort & Eric Parrado, 2006. "Business Cycle Responses and the Resilence of the Chilean Economy," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 4, pages 071-108, Central Bank of Chile.
    24. Bordo, Michael & Hargreaves, David & Kida, Mizuho, 2011. "Global shocks, economic growth and financial crises: 120 years of New Zealand experience," Financial History Review, Cambridge University Press, vol. 18(3), pages 331-355, December.
    25. Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan, 2006. "An empirical investigation of fiscal policy in New Zealand," Treasury Working Paper Series 06/08, New Zealand Treasury.
    26. K. Arin & Sam Jolly, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(3), pages 267-283, September.
    27. Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, vol. 24(6), pages 990-1017, November.
    28. Arthur Grimes & Andrew Aitken, 2008. "Water, Water Somewhere: The Value of Water in a Drought-Prone Farming Region," Working Papers 08_10, Motu Economic and Public Policy Research.

Articles

  1. Buckle, Robert A. & Kim, Kunhong & Kirkham, Heather & McLellan, Nathan & Sharma, Jarad, 2007. "A structural VAR business cycle model for a volatile small open economy," Economic Modelling, Elsevier, vol. 24(6), pages 990-1017, November.

    Cited by:

    1. Kang-Soek Lee & Philippe Saucier, 2011. "Should the UK Join the Euro Zone? Evidence from a Synthetic OCA Assessment," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 8(1), pages 77-96, June.
    2. Lieffering, Mark & Newton, Paul C.D. & Vibart, Ronaldo & Li, Frank Y., 2016. "Exploring climate change impacts and adaptations of extensive pastoral agriculture systems by combining biophysical simulation and farm system models," Agricultural Systems, Elsevier, vol. 144(C), pages 77-86.
    3. International Monetary Fund, 2011. "New Zealand: Selected Issues Paper," IMF Staff Country Reports 2011/103, International Monetary Fund.
    4. Parker, Miles, 2016. "The impact of disasters on inflation," Working Paper Series 1982, European Central Bank.
    5. Richhild Moessner, 2022. "Effects of Precipitation on Food Consumer Price Inflation," CESifo Working Paper Series 9961, CESifo.
    6. Kang-Soek Lee, 2011. "A Euro Peg System as an Alternative for the Chinese Exchange Rate Regime?," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 8, Edward Elgar Publishing.
    7. 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.
    8. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," EconomiX Working Papers 2012-1, University of Paris Nanterre, EconomiX.
    9. 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).
    10. Duncan, Roberto, 2014. "Institutional quality, the cyclicality of monetary policy and macroeconomic volatility," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 113-155.
    11. André Nunes Maranhão & Nicole Rennó Castro, 2023. "Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts," Empirical Economics, Springer, vol. 65(4), pages 1543-1578, October.
    12. Gallic, Ewen & Vermandel, Gauthier, 2017. "Weather Shocks, Climate Change and Business Cycles," MPRA Paper 81230, University Library of Munich, Germany.
    13. Kang-Soek LEE, 2010. "A Euro Peg System as an Alternative for the Chinese Exchange Rate Regime," LEO Working Papers / DR LEO 165, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    14. Sin, Chor-yiu (CY), 2015. "The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 298-311.
    15. Denise R Osborn & Tugrul Vehbi, 2013. "Empirical Evidence on Growth Spillovers from China to New Zealand," Treasury Working Paper Series 13/17, New Zealand Treasury.
    16. Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    17. De Bandt Olivier, & Jacolin Luc, & Lemaire Thibault., 2021. "Climate Change in Developing Countries: Global Warming Effects,Transmission Channels and Adaptation Policies," Working papers 822, Banque de France.
    18. 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.
    19. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
    20. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
    21. Alemu Lambamo Hawitibo, 2023. "Explaining macroeconomic fluctuations in Ethiopia: the role of monetary and fiscal policies," Economic Change and Restructuring, Springer, vol. 56(2), pages 1033-1061, April.
    22. Kabanda Richard & Peter W. Muriu & Benjamin Maturu, 2018. "Relative Effectiveness of Monetary and Fiscal Policies on Output Stabilization in Developing Countries: Evidence from Rwanda," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(1), pages 220-232, January.
    23. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
    24. Sungyup Chung, 2016. "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(1), pages 229-252, January.
    25. Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks," Reserve Bank of New Zealand Discussion Paper Series DP2013/05, Reserve Bank of New Zealand.
    26. Mohd Azlan Shah Saidi & Zulkefly Abdul Karim & Zurina Kefeli@Zulkefli, 2018. "Impact of China on Malaysian Economy: Empirical Evidence of Sign-Restricted Structural Vector Autoregression (SVAR) Model," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 14(2), pages 25-44.
    27. Arthur Grimes, 2010. "The Economics of Infrastructure Investment: Beyond Simple Cost Benefit Analysis," Working Papers 10_05, Motu Economic and Public Policy Research.
    28. Tomas Havranek & Marek Rusnak, 2013. "Transmission Lags of Monetary Policy: A Meta-Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 39-76, December.
    29. Jiadan Jiang, 2015. "Bank Lending Channel of Monetary Policy in China: Evidence from SVAR Analysis," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-29, June.
    30. Sanctuary, Mark & Fagerström, Anton & Feiz, Roozbeh & Lönnqvist, Tomas & Lindfors, Axel, 2024. "The fuel security and climate policy nexus," Working Paper Series in Economics and Institutions of Innovation 501, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    31. Zulkefly Abdul Karim & Bakri Abdul Karim, 2016. "Foreign Shocks, Monetary Policy, and Macroeconomic Fluctuations in a Small Open Economy: A SVAR Study of Malaysia," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(3), pages 45-67, JUNE.
    32. Elguellab, Ali & Ezzahid, Elhadj, 2023. "Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks," Economic Modelling, Elsevier, vol. 129(C).
    33. Augustus J. Panton, 2020. "Climate hysteresis and monetary policy," CAMA Working Papers 2020-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    34. 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.
    35. 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.
    36. 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.
    37. Dungey, Mardi & Vehbi, Tugrul, 2015. "The influences of international output shocks from the US and China on ASEAN economies," Journal of Asian Economics, Elsevier, vol. 39(C), pages 59-71.
    38. Razmi, Fatemeh & M., Azali & Chin, Lee & Habibullah, Muzafar Shah, 2015. "The effects of oil price and US economy on Thailand's macroeconomy: The role of monetary transmission mechanism," MPRA Paper 69096, University Library of Munich, Germany.
    39. 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.
    40. Alaba David Alori & Adebayo Augustine Kutu, 2019. "Export Function of Cocoa Production, Exchange Rate Volatility and Prices in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 11(2), pages 1-14.
    41. David Fielding, 2011. "New Zealand: The Last Bastion of Textbook Open-Economy Macroeconomics," Working Papers 1105, University of Otago, Department of Economics, revised Jun 2011.
    42. Wong, Chi Shing, 2012. "A Quantitative Study of Hong Kong's Fiscal Policy," MPRA Paper 41431, University Library of Munich, Germany.
    43. Sungyup Chung, 2017. "Age and Gender Group Differences in Employment Responses to Monetary Policy Shock in a Small Open Economy: The Case of Korea," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 4(2), pages 207-224, May.
    44. Ms. Yan M Sun, 2011. "From West to East: Estimating External Spillovers to Australia and New Zealand," IMF Working Papers 2011/120, International Monetary Fund.
    45. Pestova, Anna (Пестова, Анна) & Mamonov, Mikhail (Мамонов, Михаил), 2016. "Estimating the Influence of Different Shocks on Macroeconomic Indicators and Developing Conditional Forecasts on the Basis of BVAR Model for the Russian Economy [Оценка Влияния Различных Шоков На Д," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 56-92, August.
    46. Chaitat Jirophat & Pym Manopimoke & Suparit Suwanik, 2022. "The Macroeconomic Effects of Climate Shocks in Thailand," PIER Discussion Papers 188, Puey Ungphakorn Institute for Economic Research.
    47. Zekeriya Yildirim & Mehmet Ivrendi, 2021. "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-38, December.
    48. Ewen Gallic & Gauthier Vermandel, 2020. "Weather Shocks," Post-Print hal-02498669, HAL.
    49. Zulkefly Abdul Karim & Bakri Abdul Karim, 2016. "Foreign Shocks, Monetary Policy, and Macroeconomic Fluctuations in a Small Open Economy: A SVAR Study of Malaysia," EuroEconomica, Danubius University of Galati, issue 3(12), pages 45-67, JUNE.
    50. Anna Gomola, 2022. "What simple econometric analysis will tell us about the relationship between macroeconomic variables, stock market indices, and the activity of the banking sector?," Bank i Kredyt, Narodowy Bank Polski, vol. 53(1), pages 1-46.
    51. Osborn, Denise R. & Vehbi, Tugrul, 2015. "Growth in China and the US: Effects on a small commodity exporter economy," Economic Modelling, Elsevier, vol. 45(C), pages 268-277.
    52. Mansur, Alfan, 2023. "Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    53. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.
    54. Erdem, Ergin & Shi, Jing, 2011. "ARMA based approaches for forecasting the tuple of wind speed and direction," Applied Energy, Elsevier, vol. 88(4), pages 1405-1414, April.
    55. Fatemeh Razmi & Azali Mohamed & Lee Chin & Muzafar Shah Habibullah, 2017. "How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 544-550.
    56. Marcelo Sánchez, 2010. "What Drives Business Cycles and International Trade in Emerging Market Economies?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(61), pages 198-271, August.
    57. Sungyup Chung, 2016. "Assessing the regional business cycle asymmetry in a multi-level structure framework: a study of the top 20 US MSAs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(1), pages 229-252, January.
    58. Hafidh, Aula Ahmad, 2021. "Responses of Islamic banking variables to monetary policy shocks in Indonesia," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 28, pages 174-190.

  2. Melleny Black & Melody Guy & Nathan McLellan, 2003. "Productivity in New Zealand 1988 to 2002," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 119-150.
    See citations under working paper version above.

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 6 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.
  1. NEP-MAC: Macroeconomics (2) 2003-07-10 2006-08-05
  2. NEP-MIC: Microeconomics (2) 2004-06-27 2005-04-03
  3. NEP-CBA: Central Banking (1) 2004-08-16
  4. NEP-ECM: Econometrics (1) 2004-06-27
  5. NEP-EFF: Efficiency and Productivity (1) 2003-07-29
  6. NEP-ENT: Entrepreneurship (1) 2005-04-03
  7. NEP-MON: Monetary Economics (1) 2004-08-16
  8. NEP-PBE: Public Economics (1) 2006-08-05
  9. NEP-SEA: South East Asia (1) 2006-08-05
  10. NEP-TID: Technology and Industrial Dynamics (1) 2005-04-03

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, Nathan McLellan 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.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.