Content
2024
- AN2024/01 Assessing and communicating labour market indicators of inflationary pressure
by Christopher Ball
2023
- AN2023/04 Rational inattention to inflation among New Zealand households
by Gerelmaa Bayarmagnai - AN2023/03 Words of the RBNZ: Textual analysis of Monetary Policy Statements
by Rennae Cherry & Eric Tong - AN2023/02 Great Expectations: Performance of survey inflation expectations at improving model-based inflation forecasts
by Meltem Chadwick & Tyler Smith - AN2023/01 Sectoral reallocation and income growth in the labour market during the COVID-19 pandemic. A review of the New Zealand labour market during COVID-19
by Guanyu Zheng & Marea Sing
2022
- AN2022/12 The effects of the Funding for Lending Programme (FLP) on funding costs and mortgage rates
by Gulnara Nolan & Eric Tong - AN2022/11 Ethnic variations in firm financing
by Christopher Ball & Adam Richardson & Guanyu Zheng - AN2022/10 New Zealand House Prices and the Decline in Longer-Term Financing Costs
by Matthew Brunton & Punnoose Jacob - AN2022/09 How does monetary policy affect the New Zealand housing market through the credit channel?
by Meltem Chadwick & Aynaz Nahavandi - AN2022/08 Housing Supply, House Prices, and Monetary Policy
by Meltem Chadwick & Karan Dasgupta & Punnoose Jacob - AN2022/07 Housing as an Investment Asset in New Zealand
by Patrick Aguiar Carvalho & Ben Baker & Ashley Farquharson - AN2022/06 How do we stack up? The New Zealand housing market in the international context
by Hamish Fitchett & Punnoose Jacob - AN2022/05 Labour market cycles across different groups: What does history tell us? Part III: Regions
by Shaun Markham & Murat Özbilgin & Finn Robinson - AN2022/04 Labour Market Cycles Across Different Groups: What Does History Tell Us? Part II: Age and Sex
by Shaun Markham & Murat Özbilgin & Finn Robinson - AN2022/03 Labour market cycles across different groups: What does history tell us? Part I: Theory, ethnicities
by Shaun Markham & Murat Özbilgin & Finn Robinson - AN2022/01 Monetary Policy Easing and the Distribution of Wealth in New Zealand
by Karsten O. Chipeniuk & Gulnara Nolan
2021
- AN2021/08 Measures for Assessing the sustainability of house prices in New Zealand
by Matthew Brunton - AN2021/07 Monetary Policy Pass-Through to Mortgage Rates
by Severin Bernhard & James Graham & Shaun Markham - AN2021/06 Research on the impact of lower interest rates on wealth and income
by Gulnara Nolan - AN2021/05 Low interest rates - who are the winners and losers?
by Jinny Leong - AN2021/04 Maori Financial Services Institutions and Arrangements
by Roanna McLeod & Victor Lam - AN2021/03 Minding our business: Drivers of New Zealand business investment over the last 20 years
by Julia Ratcliffe & Eric Tong - AN2021/02 Funding and reserving Canterbury earthquake insurance claims
by Robert Cole - AN2021/01 Down to business: Which QSBO measures are the best at forecasting?
by Hamish Fitchett & Finn Robinson
2020
- AN2020/08 Monetary policy and regional unemployment
by Shaun Markham - AN2020/07 Vacancies, unemployment and labour market slack in New Zealand
by Finn Robinson - AN2020/06 Has the Reserve Bank responded differently to upturns and downturns in inflation and economic activity?
by Severin Bernhard & Jamie Culling & Punnoose Jacob - AN2020/05 Regional Labour Market Spillovers
by Cameron Haworth - AN2020/04 Economic impacts of COVID-19 containment measures
by Tom Stannard & Gregorius Steven & Chris McDonald - AN2020/03 Employment and hours worked adjustment in New Zealand's labour market
by Jamie Culling & Finn Robinson - AN2020/02 Using job transitions data as a labour market indicator
by Christopher Ball & Adam Richardson & Thomas van Florenstein Mulder - AN2020/01 GDP Plus: An Economic Activity Indicator for New Zealand
by Michael Callaghan & Thomas van Florenstein Mulder
2019
- AN2019/09 Evaluating indicators of labour market capacity in New Zealand
by Finn Robinson & Jamie Culling & Gael Price - AN2019/08 Suite as! Augmenting the Reserve Bank’s output gap indicator suite
by Punnoose Jacob & Finn Robinson - AN2019/07 Have the LVR restrictions improved the resilience of the banking system?
by Chris Bloor & Bruce Lu - AN2019/06 The flattening of the Phillips curve: Rounding up the suspects
by Punnoose Jacob & Thomas van Florenstein Mulder - AN2019/05 Effective Monetary Stimulus: Measuring the stance of monetary policy in New Zealand
by Jamie Culling & Michael Callaghan & Adam Richardson - AN2019/04 Mixed in New Zealand: Nowcasting Labour Markets with MIDAS
by Özer Karagedikli & Murat Özbilgin - AN2019/03 Forecasting with a Global VAR model
by Thomas van Florenstein Mulder & Tugrul Vehbi - AN2019/02 Expectations and the term premium in New Zealand long-term interest rates
by Michael Callaghan - AN2019/01 Solvency trends for New Zealand licensed insurers: 2013 - 2018
by Robert Cole
2018
- AN2018/11 Estimated policy rules for different monetary regimes: Flexible inflation targeting versus a dual mandate
by Jacob Punnoose & Amber Wadsworth - AN2018/10 Ageing is a drag: Projecting labour force participation in New Zealand
by Michael Callaghan & Jamie Culling & Finn Robinson - AN2018/09 Job-to-job flows and inflation: Evidence from administrative data in New Zealand
by Özer Karagedikli - AN2018/08 A Note on Construction Worker Migration to New Zealand 1962 - 2018
by Andrew Coleman & Özer Karagedikli - AN2018/07 Measuring Market Discipline in New Zealand
by Cameron Haworth & Liam Gillies & Tobias Irrcher - AN2018/06 Mortgagor Vulnerability and Deposit Affordability in New Zealand before and after the Loan-to-Value Restrictions
by Karam Shaar - AN2018/05 Quantifying fiscal multipliers in New Zealand: The evidence from SVAR models
by Anna Hamer-Adams & Martin Wong - AN2018/04 Estimating the NAIRU and the Natural Rate of Unemployment for New Zealand
by Punnoose Jacob & Martin Wong - AN2018/03 Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes
by Nicholas Mulligan & Daan Steenkamp - AN2018/02 Funding cost pass-through to mortgage rates
by Bevan Cook & Daan Steenkamp - AN2018/01 Measuring uncertainty and its impact on the New Zealand economy
by Amy Rice & Tugrul Vehbi & Benjamin Wong
2017
- AN2017/08 Is the market always right? Improving federal funds rate forecasts by adjusting for the term premium
by Michael Callaghan - AN2017/07 Crypto-currencies – An introduction to not-so-funny moneys
by Aaron Kumar & Christie Smith - AN2017/06 A factor model of commodity price co-movements: An application to New Zealand export prices
by Amber Wadsworth & Adam Richardson - AN2017/05 Diving in the deep end of domestic deposits
by Jed Armstrong & Nicholas Mulligan - AN2017/04 Does past inflation predict the future?
by Chris McDonald - AN2017/03 Revisiting the Wealth Effect on Consumption in New Zealand
by Martin Wong - AN2017/02 Evaluating alternative monthly house price measures for New Zealand
by Jed Armstrong & Ashley Dunstan & Tobias Irrcher - AN2017/01 The role of non-participants in labour market dynamics
by Jed Armstrong & Özer Karagedikli
2016
- AN2016/07 Short-term risk premiums and policy rate expectations in the United States
by Leo Krippner & Michael Callaghan - AN2016/06 Testing an Interpretation of Core Inflation Measures in New Zealand
by Günes Kamber & Benjamin Wong - AN2016/05 The Impact of Commodity Price Movements on the New Zealand Economy
by Günes Kamber & Gabriela Nodari & Benjamin Wong - AN2016/04 Developing a labour utilisation composite index for New Zealand
by Jed Armstrong & Günes Kamber & Özer Karagedikli - AN2016/03 The macroeconomic impact of the age composition of migration
by Tugrul Vehbi - AN2016/02 Why the drivers of migration matter for the labour market
by Jed Armstrong & Chris McDonald - AN2016/01 Inflation expectations curve: a tool for monitoring inflation expectations
by Michelle Lewis
2015
- AN2015/08 The Reserve Bank of New Zealand’s output gap indicator suite and its real-time properties
by Jed Armstrong - AN2015/07 El Niño and its impact on the New Zealand economy
by Dean Ford & Amy Wood - AN2015/06 A deeper look at recent housing market trends: insights from unit-record data
by Hayden Skilling - AN2015/05 Estimating New Zealand’s neutral interest rate
by Adam Richardson & Rebecca Williams - AN2015/04 Constructing cross country estimates of relative industry MFP levels
by Daan Steenkamp - AN2015/03 Can global economic conditions explain low New Zealand inflation?
by Adam Richardson - AN2015/02 Vulnerability of new mortgage borrowers prior to the introduction of the LVR speed limit: Insights from the Household Economic Survey
by Ashley Dunstan & Hayden Skilling - AN2015/01 The Reserve Bank's method of estimating "potential output"
by Ashley Lienert & David Gillmore
2014
- AN2014/08 Design Choices in Central Clearing: Issues Facing Small Advanced Economies
by Edwin Budding & David Murphy - AN2014/07 Monetary Policy and Funding Spreads
by Anella Munro & Benjamin Wong - AN2014/06 Economic linkages between New Zealand and China
by Ross Kendall - AN2014/05 How much of what New Zealanders consume is imported? Estimates from input-output tables
by Miles Parker - AN2014/04 'N Sync: how do countries' economies move together?
by James Graham - AN2014/03 How has the LVR restriction affected the housing market: a counterfactual analysis
by Gael Price - AN2014/02 Structural adjustment in New Zealand since the commodity boom
by Daan Steenkamp - AN2014/01 Exchange rate and commodity price pass‐through in New Zealand
by Miles Parker & Benjamin Wong
2013
- AN2013/11 A closer look at some of the supply and demand factors influencing residential property markets
by Elizabeth Watson - AN2013/10 Migration and the housing market
by Nicholas Sander - AN2013/09 Fresh perspectives on unobservable variables: Data decomposition of the Kalman smoother
by Nicholas Sander - AN2013/08 What in the world moves New Zealand bond yields?
by Michelle Lewis & Lauren Rosborough - AN2013/07 Neutral interest rates in the post-crisis period
by Willy Chetwin & Amy Wood - AN2013/06 Some revisions to the sectoral factor model of core inflation
by Gael Price - AN2013/05 Estimating the impacts of restrictions on high LVR lending
by Chris Bloor & Chris McDonald - AN2013/04 Estimated Taylor Rules updated for the post-crisis period
by Ross Kendall & Tim Ng - AN2013/03 New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications
by Willy Chetwin & Tim Ng & Daan Steenkamp - AN2013/02 Drying out: Investigating the economic effects of drought in New Zealand
by Güneş Kamber & Chris McDonald & Gael Price - AN2013/01 Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data
by Daan Steenkamp
2012
- AN2012/12 Market Perceptions of Exchange Rate Risk
by Michelle Lewis - AN2012/11 Building a picture of New Zealand manufacturing
by Gael Price - AN2012/10 Modelling New Zealand mortgage interest rates?
by Enzo Cassino - AN2012/09 Do actual and/or expected OCR changes affect the New Zealand dollar?
by Jason Wong & Bevan Cook - AN2012/08 Extending the Reserve Bank’s macroeconomic balance model of the exchange rate
by James Graham & Daan Steenkamp - AN2012/07 Risk, return, and beyond: A conceptual analysis of some factors influencing New Zealanders’ investment decisions
by Elizabeth Watson - AN2012/06 Not a jobless recovery, just a slow one
by Rebecca Craigie & David Gillmore & Nicolas Groshenny - AN2012/05 A model for interest rates near the zero lower bound: An overview and discussion
by Leo Krippner - AN2012/04 In search of greener pastures - improving the REINZ farm price index
by Ashley Dunstan & Chris McDonald - AN2012/03 Currency intervention - the profitability of some recent international experiences
by Enzo Cassino & Michelle Lewis - AN2012/02 Kiwi drivers the New Zealand dollar experience
by Chris McDonald - AN2012/01 House price expectations of households: A preliminary analysis of new survey data
by Graham Howard & Özer Karagedikli
2011
- AN2011/01 The macroeconomic impact of the Rugby World Cup
by Adam Richardson