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Tugrul Vehbi

Personal Details

First Name:Tugrul
Middle Name:
Last Name:Vehbi
Suffix:
RePEc Short-ID:pve363
Terminal Degree:2010 Cambridge Finance; University of Cambridge (from RePEc Genealogy)

Affiliation

(50%) Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

(50%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Forecasting with a Global VAR model," Reserve Bank of New Zealand Analytical Notes series AN2019/03, Reserve Bank of New Zealand.
  2. 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.
  3. 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.
  4. Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi, 2016. "International spill-overs of uncertainty shocks: Evidence from a FAVAR," CAMA Working Papers 2016-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Tugrul Vehbi, 2016. "The macroeconomic impact of the age composition of migration," Reserve Bank of New Zealand Analytical Notes series AN2016/03, Reserve Bank of New Zealand.
  6. Enzo Cassino & Neil Cribbens & Tugrul Vehbi, 2014. "Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences," Treasury Working Paper Series 14/19, New Zealand Treasury.
  7. 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.
  8. 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.
  9. Oscar Parkyn & Tugrul Vehbi, 2013. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," CAMA Working Papers 2013-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

Articles

  1. 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.
  2. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
  3. Trung Duc Tran & Tugrul Vehbi & Benjamin Wong, 2019. "Measuring Uncertainty for New Zealand Using Data‐Rich Approach," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 344-352, September.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Oscar Parkyn & Tugrul Vehbi, 2014. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," The Economic Record, The Economic Society of Australia, vol. 90(290), pages 345-364, September.

Chapters

  1. 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.

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. 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.

    Cited by:

    1. John Ballingall & Enrico Dorigo & James Hogan & Kirdan Lees, 2020. "A News-Based Approach to Monitoring Trade Policy Uncertainty in a Small Open Economy: The Case of New Zealand," Working Papers in Economics 20/09, University of Canterbury, Department of Economics and Finance.
    2. Ömer YALÇINKAYA & Ali Kemal ÇELİK, 2021. "The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 35-54, June.
    3. Ricardo J. Caballero & Gunes Kamber, 2019. "On the Global Impact of Risk-off Shocks and Policy-put Frameworks," NBER Working Papers 26031, National Bureau of Economic Research, Inc.
    4. Mansur, Alfan, 2023. "Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    5. Ömer YALÇINKAYA & Muhammet DAŞTAN, 2020. "Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 97-116, March.
    6. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022. "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).

  2. 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.

    Cited by:

    1. Tesi Aliaj & Milos Ciganovic & Massimiliano Tancioni, 2023. "Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 464-480, April.
    2. Marcelo C. Medeiros & Henrique F. Pires, 2021. "The Proper Use of Google Trends in Forecasting Models," Papers 2104.03065, arXiv.org, revised Apr 2021.
    3. Christopher Ball & Adam Richardson & Thomas van Florenstein Mulder, 2020. "Using job transitions data as a labour market indicator," Reserve Bank of New Zealand Analytical Notes series AN2020/02, Reserve Bank of New Zealand.
    4. Huaqing Xie & Xingcheng Xu & Fangjia Yan & Xun Qian & Yanqing Yang, 2024. "Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact," Papers 2409.02551, arXiv.org.
    5. Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
    6. Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu, 2024. "Machine Learning for Economic Forecasting: An Application to China's GDP Growth," Papers 2407.03595, arXiv.org.
    7. Jaehyun Yoon, 2021. "Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 247-265, January.
    8. Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
    9. Tamara, Novian & Dwi Muchisha, Nadya & Andriansyah, Andriansyah & Soleh, Agus M, 2020. "Nowcasting Indonesia’s GDP Growth Using Machine Learning Algorithms," MPRA Paper 105235, University Library of Munich, Germany.
    10. Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
    11. 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.
    12. Holtemöller, Oliver & Kozyrev, Boris, 2024. "Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP," IWH Discussion Papers 6/2024, Halle Institute for Economic Research (IWH).
    13. Ádám Csápai, 0000. "Macroeconomic Forecasting Using Machine Learning: A Case of Slovakia," Proceedings of Economics and Finance Conferences 14115967, International Institute of Social and Economic Sciences.
    14. Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.
    15. James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
    16. Barış Soybilgen & Ege Yazgan, 2021. "Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 387-417, January.
    17. Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
    18. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
    19. Harris Ntantanis & Lawrence Pohlman, 2020. "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, vol. 21(7), pages 636-646, December.
    20. Marijn A. Bolhuis & Brett Rayner, 2020. "The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data," IMF Working Papers 2020/044, International Monetary Fund.
    21. Zhang, Qin & Ni, He & Xu, Hao, 2023. "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, vol. 122(C).
    22. Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
    23. Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
    24. Jianhao Lin & Jiacheng Fan & Yifan Zhang & Liangyuan Chen, 2023. "Real‐time macroeconomic projection using narrative central bank communication," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 202-221, March.
    25. Kakuho Furukawa & Ryohei Hisano, 2022. "A Nowcasting Model of Exports Using Maritime Big Data," Bank of Japan Working Paper Series 22-E-19, Bank of Japan.
    26. Kristian Jönsson, 2020. "Machine Learning and Nowcasts of Swedish GDP," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 123-134, November.
    27. Andrei Dubovik & Adam Elbourne & Bram Hendriks & Mark Kattenberg, 2022. "Forecasting World Trade Using Big Data and Machine Learning Techniques," CPB Discussion Paper 441, CPB Netherlands Bureau for Economic Policy Analysis.
    28. Nuttanan Wichitaksorn, 2020. "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers 146, Puey Ungphakorn Institute for Economic Research.
    29. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
    30. Thiago Christiano Silva & Paulo Victor Berri Wilhelm & Diego Raphael Amancio, 2024. "Machine Learning and Economic Forecasting: the role of international trade networks," Working Papers Series 597, Central Bank of Brazil, Research Department.
    31. Rossouw, Stephanie & Greyling, Talita, 2020. "Big Data and Happiness," GLO Discussion Paper Series 634, Global Labor Organization (GLO).
    32. Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.
    33. Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
    34. Anastasiia Pankratova, 2024. "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 32-52, March.
    35. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," Working Papers 2022-06, Joint Research Centre, European Commission.
    36. Marijn A. Bolhuis & Brett Rayner, 2020. "Deus ex Machina? A Framework for Macro Forecasting with Machine Learning," IMF Working Papers 2020/045, International Monetary Fund.
    37. Holtemöller, Oliver & Kozyrev, Boris, 2023. "Forecasting Economic Activity with a Neural Network in Uncertain Times: Monte Carlo Evidence and Application to German GDP," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277688, Verein für Socialpolitik / German Economic Association.
    38. Samuel N. Cohen & Silvia Lui & Will Malpass & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Andrew Reeves & Craig Scott & Emma Small & Lingyi Yang, 2023. "Nowcasting with signature methods," Papers 2305.10256, arXiv.org.
    39. Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
    40. Daniel Musafiri Balungu & Avinash Kumar, 2024. "Forecasting The Economic Growth of Sverdlovsk Region: A Comparative Analysis of Machine Learning, Linear Regression and Autoregressive Models," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(3), pages 674-695.
    41. Wichitaksorn, Nuttanan, 2022. "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, vol. 78(C).
    42. Byron Botha & Tim Olds & Geordie Reid & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African gross domestic product using a suite of statistical models," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 526-554, December.

  3. Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi, 2016. "International spill-overs of uncertainty shocks: Evidence from a FAVAR," CAMA Working Papers 2016-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Anindya Sen & Dennis Wesselbaum, 2023. "On the International Spillover Effects of Uncertainty," Open Economies Review, Springer, vol. 34(3), pages 541-554, July.
    2. Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
    3. 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.
    4. Arigoni, Filippo & Lenarčič, Črt, 2020. "The impact of trade policy uncertainty shocks on the Euro Area," MPRA Paper 100832, University Library of Munich, Germany.
    5. 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.
    6. Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
    7. Suah, Jing Lian, 2020. "Uncertainty and Exchange Rates: Global Dynamics (Well, I Don't Quite Know Anymore)," MPRA Paper 109087, University Library of Munich, Germany.
    8. Shumok Aljarba & Nader Naifar & Khalid Almeshal, 2024. "Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants," Risks, MDPI, vol. 12(4), pages 1-17, April.
    9. Shabeer Khan & Mirzat Ullah & Mohammad Rahim Shahzad & Uzair Abdullah Khan & Umair Khan & Sayed M. Eldin & Abeer M. Alotaibi, 2022. "Spillover Connectedness among Global Uncertainties and Sectorial Indices of Pakistan: Evidence from Quantile Connectedness Approach," Sustainability, MDPI, vol. 14(23), pages 1-16, November.
    10. Evren Erdogan Cosar & Sayg�n Sahinoz, 2018. "Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy," Working Papers 1806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    11. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
    12. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    13. Belke, Ansgar & Osowski, Thomas, 2017. "International effects of euro area versus US policy uncertainty: A FAVAR approach," Ruhr Economic Papers 689, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    14. Kim, Youngju & Lim, Hyunjoon & Sohn, Wook, 2020. "Which external shock matters in small open economies? Global risk aversion vs. US economic policy uncertainty," Japan and the World Economy, Elsevier, vol. 54(C).
    15. Punzi, Maria Teresa, 2020. "The impact of uncertainty on the macro-financial linkage with international financial exposure," Journal of Economics and Business, Elsevier, vol. 110(C).
    16. Youngju Kim & Hyunjoon Lim, 2018. "Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion," Working Papers 2018-29, Economic Research Institute, Bank of Korea.
    17. Faruk Balli & Hatice O. Balli & Mudassar Hasan & Russell Gregory-Allen, 2020. "Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 670-686, October.

  4. Tugrul Vehbi, 2016. "The macroeconomic impact of the age composition of migration," Reserve Bank of New Zealand Analytical Notes series AN2016/03, Reserve Bank of New Zealand.

    Cited by:

    1. Adam Richardson, 2019. "New Zealand Wage Inflation Post-crisis," RBA Annual Conference Papers acp2019-02, Reserve Bank of Australia, revised Jul 2019.
    2. Christie Smith & Christoph Thoenissen, 2018. "Migration and Business Cycle Dynamics," Working Papers 2018006, The University of Sheffield, Department of Economics.
    3. Smith, Christie & Thoenissen, Christoph, 2019. "Skilled migration and business cycle dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
    4. 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.
    5. Bill Cochrane & Jacques Poot, 2019. "The Effects of Immigration on Local Housing Markets," Working Papers in Economics 19/07, University of Waikato.

  5. Enzo Cassino & Neil Cribbens & Tugrul Vehbi, 2014. "Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences," Treasury Working Paper Series 14/19, New Zealand Treasury.

    Cited by:

    1. Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
    2. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.

  6. 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.

    Cited by:

    1. Dungey, Mardi & Khan, Faisal & Raghavan, Mala, 2018. "International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies," Economic Modelling, Elsevier, vol. 72(C), pages 109-121.

  7. 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.

    Cited by:

    1. Scott Bowman & Patrick Conway, 2013. "China’s recent growth and its impact on the New Zealand economy," Treasury Working Paper Series 13/15, New Zealand Treasury.
    2. 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.
    3. 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.
    4. Scott Bowman & Patrick Conway, 2013. "The Outlook for China’s Growth and its Impact on New Zealand Exports," Treasury Working Paper Series 13/16, New Zealand Treasury.
    5. Ross Kendall, 2014. "Economic linkages between New Zealand and China," Reserve Bank of New Zealand Analytical Notes series AN2014/06, Reserve Bank of New Zealand.
    6. Samuel Verevis & Murat Üngör, 2021. "What has New Zealand gained from The FTA with China?: Two counterfactual analyses†," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(1), pages 20-50, February.

  8. Oscar Parkyn & Tugrul Vehbi, 2013. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," CAMA Working Papers 2013-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. BOUNADER, Lahcen, 2016. "Is there a crowding-out effect in the Moroccan context ? Evidence from structural VAR Analysis," MPRA Paper 69275, University Library of Munich, Germany.
    2. Razzak, Weshah, 2013. "An Empirical Study of Sectoral-Level Capital Investments in New Zealand," MPRA Paper 52461, University Library of Munich, Germany.
    3. 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.
    4. Jamie Murray, 2013. "Parameter Uncertainty and the Fiscal Multiplier," Treasury Working Paper Series 13/19, New Zealand Treasury.
    5. 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.
    6. Andrew Binning, 2024. "Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model," Treasury Working Paper Series 24/01, New Zealand Treasury.
    7. Stanova, Nadja, 2015. "Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback," MPRA Paper 63148, University Library of Munich, Germany.
    8. TRIFU, Cosmin & BLAGA, Florin & MIHAI, Georgian Danut & NEACSU, George Alexandru & BICHIR-GHELASE, Antonela, 2022. "The Impact Of The Fiscal Policy Change On The Main Macroeconomic Variables," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 10(1), pages 93-97, October.
    9. 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.
    10. 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.
    11. Groenewold, Nicolaas, 2018. "Australia saved from the financial crisis by policy or by exports?," Journal of Policy Modeling, Elsevier, vol. 40(1), pages 118-135.
    12. Martin Fukač & Robert Kirkby, 2017. "Accounting for Uncertainty in Public Debt Targets," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 89-102, March.
    13. Yifu Yang & Sheng Zhang & Nannan Zhang & Zuhui Wen & Qihao Zhang & Meng Xu & Yingfan Zhang & Muchuan Niu, 2022. "The Dynamic Relationship between China’s Economic Cycle, Government Debt, and Economic Policy," Sustainability, MDPI, vol. 14(2), pages 1-14, January.

  9. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. 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.
    2. Miles Parker & Benjamin Wong, 2014. "Exchange rate and commodity price pass‐through in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2014/01, Reserve Bank of New Zealand.
    3. 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.
    4. Willy Chetwin & Tim Ng & Daan Steenkamp, 2013. "New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications," Reserve Bank of New Zealand Analytical Notes series AN2013/03, Reserve Bank of New Zealand.
    5. Jamie Murray, 2013. "Parameter Uncertainty and the Fiscal Multiplier," Treasury Working Paper Series 13/19, New Zealand Treasury.
    6. Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015. "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, vol. 47(C), pages 53-62.
    7. Enzo Cassino & David Oxley, 2013. "How Does the Exchange Rate Affect the Real Economy? A Literature Survey," Treasury Working Paper Series 13/26, New Zealand Treasury.

Articles

  1. 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.
    See citations under working paper version above.
  2. Trung Duc Tran & Tugrul Vehbi & Benjamin Wong, 2019. "Measuring Uncertainty for New Zealand Using Data‐Rich Approach," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 344-352, September.

    Cited by:

    1. 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.
    2. Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.
    3. Puhr, Harald & Müllner, Jakob, 2024. "Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends," Journal of International Management, Elsevier, vol. 30(2).

  3. 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.

    Cited by:

    1. Martin Gächter & Martin Geiger & Sebastian Stöckl, 2019. "Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence," Arbeitspapiere 63, Liechtenstein-Institut.
    2. Ömer YALÇINKAYA & Ali Kemal ÇELİK, 2021. "The Impact of Global Uncertainties on Economic Growth: Evidence from the US Economy (1996: Q1-2018: Q4)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 35-54, June.
    3. 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.
    4. Mansur, Alfan, 2023. "Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    5. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    6. Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.

  4. 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.

    Cited by:

    1. 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.
    2. Akbar, Muhammad & Ahmad, Eatzaz, 2021. "Repercussions of exchange rate depreciation on the economy of Pakistan: Simulation analysis using macroeconometric model," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 574-600.
    3. Mei-Se Chien & Nur Setyowati & Chih-Yang Cheng, 2020. "Asymmetric Effects Of Exchange Rate Volatility On Bilateral Trade Between Taiwan And Indonesia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(04), pages 857-888, June.
    4. Yin Germaschewski & Jaroslav Horvath & Jiansheng Zhong, 2022. "Oral interventions in the foreign exchange market: evidence from Australia," Empirical Economics, Springer, vol. 62(6), pages 2713-2737, June.
    5. Sharma, Chandan & Pal, Debdatta, 2018. "Exchange rate volatility and India's cross-border trade: A pooled mean group and nonlinear cointegration approach," Economic Modelling, Elsevier, vol. 74(C), pages 230-246.
    6. Sung-Ko Li & Chun-Kei Tsang, 2020. "The Impacts Of Biased Resource Allocation On The Effectiveness Of Official Development Assistance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(01), pages 239-256, March.
    7. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    8. Shabir Mohsin Hashmi & Bisharat Hussain Chang & Muhammad Shahbaz, 2021. "Asymmetric effect of exchange rate volatility on India's cross‐border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model," Australian Economic Papers, Wiley Blackwell, vol. 60(1), pages 64-97, March.

  5. 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.

    Cited by:

    1. Günes Kamber & Gabriela Nodari & Benjamin Wong, 2016. "The Impact of Commodity Price Movements on the New Zealand Economy," Reserve Bank of New Zealand Analytical Notes series AN2016/05, Reserve Bank of New Zealand.
    2. 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.
    3. Lance A. Fisher & Hyeon‐seung Huh & David Kim, 2020. "Growth Shocks in the United States and China: Effects on Australia's Growth," Economic Papers, The Economic Society of Australia, vol. 39(3), pages 185-203, September.
    4. Yildirim, Zekeriya, 2016. "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, vol. 57(C), pages 208-220.
    5. Guido Turnip, 2017. "Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity," The Economic Record, The Economic Society of Australia, vol. 93(302), pages 465-483, September.
    6. Bataa, Erdenebat & Osborn, Denise R. & Sensier, Marianne, 2018. "China's increasing global influence: Changes in international growth linkages," Economic Modelling, Elsevier, vol. 74(C), pages 194-206.
    7. Lien, Donald & Zhang, Jiewen & Yu, Xiaojian, 2022. "Effects of economic policy uncertainty: A regime switching connectedness approach," Economic Modelling, Elsevier, vol. 113(C).
    8. Dabús, Carlos & Tohmé, Fernando & Caraballo, M. Ángeles, 2016. "A middle income trap in a small open economy: Modeling the Argentinean case," Economic Modelling, Elsevier, vol. 53(C), pages 436-444.
    9. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
    10. Zhang, Dayong & Lei, Lei & Ji, Qiang & Kutan, Ali M., 2019. "Economic policy uncertainty in the US and China and their impact on the global markets," Economic Modelling, Elsevier, vol. 79(C), pages 47-56.

  6. 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.

    Cited by:

    1. Mala Raghavan & Evelyn S. Devadason, 2019. "How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared," CAMA Working Papers 2019-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Anuar Sanusi & Faurani Santi Singagerda & Ahmad Zaharuddin Sani, 2021. "World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 75-83.
    3. Mala Raghavan & Evelyn S. Devadason, 2020. "How Resilient Is ASEAN-5 to Trade Shocks? A Comparison of Regional and Global Shocks," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 12(1), pages 93-115, January.
    4. KAWASAKI Kentaro & SATO Kiyotaka, 2020. "New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model," Discussion papers 20091, Research Institute of Economy, Trade and Industry (RIETI).
    5. Lien, Donald & Zhang, Jiewen & Yu, Xiaojian, 2022. "Effects of economic policy uncertainty: A regime switching connectedness approach," Economic Modelling, Elsevier, vol. 113(C).
    6. Ong, Sheue Li & Sato, Kiyotaka, 2018. "Regional or global shock? A global VAR analysis of Asian economic and financial integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 232-248.
    7. Taurai Muvunza & Yong Jiang, 2023. "Determinants and hedging effectiveness of China's sovereign credit default swaps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2074-2087, April.
    8. Baharudin, Azfar Hilmi, 2018. "A Bayesian Vector Autoregressive Analysis of Price and Industrial Shocks on the Malaysian Economy," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(3), pages 191-204.
    9. Kai‐Hua Wang & Zu‐Shan Wang & Hong‐Wen Liu & Xin Li, 2023. "Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 37(2), pages 96-118, November.
    10. Zhang, Dayong & Lei, Lei & Ji, Qiang & Kutan, Ali M., 2019. "Economic policy uncertainty in the US and China and their impact on the global markets," Economic Modelling, Elsevier, vol. 79(C), pages 47-56.

  7. Oscar Parkyn & Tugrul Vehbi, 2014. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," The Economic Record, The Economic Society of Australia, vol. 90(290), pages 345-364, September.
    See citations under working paper version above.

Chapters

  1. 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.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 10 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 (6) 2013-03-02 2013-07-20 2013-11-29 2015-01-09 2016-10-16 2019-04-15. Author is listed
  2. NEP-FOR: Forecasting (2) 2018-10-08 2019-04-15
  3. NEP-PBE: Public Economics (2) 2013-03-02 2013-04-27
  4. NEP-BIG: Big Data (1) 2018-10-08
  5. NEP-CBA: Central Banking (1) 2013-11-29
  6. NEP-CMP: Computational Economics (1) 2018-10-08
  7. NEP-CNA: China (1) 2016-01-29
  8. NEP-CWA: Central and Western Asia (1) 2013-07-20
  9. NEP-FDG: Financial Development and Growth (1) 2013-07-20
  10. NEP-MIG: Economics of Human Migration (1) 2016-04-23
  11. NEP-OPM: Open Economy Macroeconomics (1) 2016-10-16

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