Printed from https://ideas.repec.org/s/nzb/nzbdps.html
Content
Undated material is presented at the end, although it may be more recent than other items
2023
- DP2023/01 Housing quality improvement, property market dynamics, and sustainable house prices
by Andrew Coleman
2022
- DP2022/02 What Matters for Job Finding and Separation in the long-run?
by Guanyu Zheng & Gulnara Nolan & Christopher Ball & Siddharth Kothari & Yosuke Kido - DP2022/01 A monthly financial conditions index for New Zealand
by Miguel C. Herculano
2021
- DP2021/01 Star Wars at Central Banks
by Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin Malin & Andrew Staib
2019
- DP2019/03 Nowcasting GDP using machine learning algorithms: A real-time assessment
by Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi - DP2019/02 Understanding labour market developments in New Zealand, 1986-2017
by Dean Hyslop & Amy Rice & Hayden Skilling - DP2019/01 Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand
by Mairead de Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao
2018
- DP2018/08 Deviations in real exchange rate levels in the OECD countries and their structural determinants
by Martin Berka & Daan Steenkamp - DP2018/07 Migration and Business Cycle Dynamics
by Christie Smith & Christoph Thoenissen - DP2018/06 Housing Leverage and Consumption Expenditure - Evidence from New Zealand Microdata
by Karam Shaar & Fang Yao - DP2018/05 Loan-to-Value Ratio Restrictions and House Prices
by Jed Armstrong & Hayden Skilling & Fang Yao - DP2018/04 Real-time forecasting with macro-finance models in the presence of a zero lower bound
by Leo Krippner & Michelle Lewis - DP2018/03 Optimal grid selection in numerical approaches to dynamic heterogeneous agent macroeconomic models
by Karsten O. Chipeniuk - DP2018/02 Residential construction and population growth in New Zealand: 1996-2016
by Andrew Coleman & Özer Karagedikli - DP2018/01 Global Factors and Trend Inflation
by Güneş Kamber & Benjamin Wong
2017
- DP2017/04 Macroprudential policies in a low interest-rate environment
by Fang Yao & Margarita Rubio - DP2017/03 How bubbly is the New Zealand dollar?
by Daan Steenkamp - DP2017/02 Explosiveness in G11 currencies
by Daan Steenkamp - DP2017/01 Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
by Güneş Kamber & James Morley & Benjamin Wong
2016
- DP2016/12 Factor substitution and productivity in New Zealand
by Daan Steenkamp - DP2016/11 Bond premia, monetary policy and exchange rate dynamics
by Anella Munro - DP2016/10 Assessing the economic value of probabilistic forecasts in the presence of an inflation target
by Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly - DP2016/09 Inflation expectations and low inflation in New Zealand
by Özer Karagedikli & Dr John McDermott - DP2016/08 Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound
by Edda Claus & Iris Claus & Leo Krippner - DP2016/07 New Zealand's experience with changing its inflation target and the impact on inflation expectations
by Michelle Lewis & Dr John McDermott - DP2016/06 The impact of disasters on inflation
by Miles Parker - DP2016/05 Global inflation: the role of food, housing and energy prices
by Miles Parker - DP2016/04 A macroprudential stable funding requirement and monetary policy in a small open economy
by Punnoose Jacob & Anella Munro - DP2016/03 How wages are set: evidence from a large survey of firms
by Jed Armstrong & Miles Parker - DP2016/02 Persistence and volatility of real exchange rates: the role of supply shocks revisited
by Britta Gehrke & Fang Yao - DP2016/01 How exporters set prices: evidence from a large behavioural survey
by Miles Parker
2015
- DP2015/06 When is macroprudential policy effective?
by Chris McDonald - DP2015/05 A structural model for policy analysis and forecasting: NZSIM
by Güneş Kamber & Chris McDonald & Nicholas Sander & Konstantinos Theodoridis - DP2015/04 Applying an Inflation Targeting Lens to Macroprudential Policy 'Institutions'
by Güneş Kamber & Özer Karagedikli & Christie Smith - DP2015/03 The interest rate pass-through in the euro area during the sovereign debt crisis
by Leo Krippner & Sandra Eickmeier & Julia von Borstel - DP2015/02 Structural VARs, deterministic and stochastic trends: Does detrending matter?
by Benjamin Wong & Varang Wiriyawit - DP2015/01 Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey
by Benjamin Wong
2014
- DP2014/04 Price-setting behaviour in New Zealand
by Miles Parker - DP2014/03 Asset markets and monetary policy shocks at the zero lower bound
by Edda Claus & Iris Claus & Leo Krippner - DP2014/02 Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles
by Viv B. Hall & John McDermott - DP2014/01 Exchange rates, expected returns and risk
by Anella Munro
2013
- DP2013/06 Financial exposure and the international transmission of financial shocks
by Güneş Kamber & Christoph Thoenissen - DP2013/05 What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks
by Özer Karagedikli & Ryan, Michael & Daan Steenkamp & Tugrul Vehbi - DP2013/04 Dissecting the dynamics of the US trade balance in an estimated equilibrium model
by Punnoose Jacob & Gert Peersman - DP2013/03 Deep habits, price rigidities and the consumption response to Government spending
by Punnoose Jacob - DP2013/02 A tractable framework for zero lower bound Gaussian term structure models
by Leo Krippner - DP2013/01 Export performance, invoice currency, and heterogeneous exchange rate pass-through
by Richard Fabling & Lynda Sanderson
2012
- DP2012/06 Matching efficiency and business cycle fluctuations
by Francesco Furlanett & Nicolas Groshenny - DP2012/05 The macroeconomic effects of a stable funding requirement
by Chris Bloor & Rebecca Craigie & Anella Munro - DP2012/04 Measuring the stance of monetary policy in zero lower bound environments
by Leo Krippner - DP2012/03 The information content of central bank interest rate projections: Evidence from New Zealand
by Gunda-Alexandra Detmers & Dieter Nautz - DP2012/02 Modifying Gaussian term structure models when interest rates are near the zero lower bound
by Leo Krippner - DP2012/01 The financial accelerator and monetary policy rules
by Güneş Kamber & Christoph Thoenissen
2011
- DP2011/08 Foreign acquisition and the performance of New Zealand firms
by Richard Fabling & Lynda Sanderson - DP2011/07 Forecasting house price inflation: a model combination approach
by Sarah Drought & Chris McDonald - DP2011/06 Cyclical changes in firm volatility
by Emmanuel De Veirman & Andrew Levin - DP2011/05 Time-varying returns, intertemporal substitution and cyclical variation in consumption
by Emmanuel De Veirman & Ashley Dunstan - DP2011/04 An estimated small open economy model with frictional unemployment
by Julien Albertini & Güneş Kamber & Michael Kirker - DP2011/03 Evaluating density forecasts: model combination strategies versus the RBNZ
by Chris McDonald & Leif Anders Thorsrud - DP2011/02 Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors
by Phil Briggs & Carly Harker & Tim Ng & Aidan Yao - DP2011/01 Any port in a storm? The impact of new port infrastructure on New Zealand exporter behaviour
by Richard Fabling & Arthur Grimes & Lynda Sanderson
2010
- DP2010/14 Monetary Policy, Inflation and Unemployment
by Nicolas Groshenny - DP2010/13 What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices
by Michael Kirker - DP2010/12 Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania
by Alfred Guender & Bevan Cook - DP2010/11 A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics
by Leo Krippner - DP2010/10 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
by Andrew Coleman & Özer Karagedikli - DP2010/09 Debt dynamics and excess sensitivity of consumption to transitory wealth changes
by Emmanuel De Veirman & Ashley Dunstan - DP2010/08 Intertemporal Choice: A Nash Bargaining Approach
by David Baqaee - DP2010/07 Exporting and performance: Market entry, expansion and destination characteristics
by Richard Fabling & Lynda Sanderson - DP2010/06 Sharing a risky cake
by David Baqaee & Richard Watt - DP2010/05 Using estimated models to assess nominal and real rigidities in the United Kingdom
by Güneş Kamber & Stephen Millard - DP2010/03 Internationalised Production in a Small Open Economy
by Aurelien Eyquen & Güneş Kamber - DP2010/03 Multi-period fixed-rate loans, housing and monetary policy in small open economies
by Jaromír Beneš & Kirdan Lees - DP2010/02 All together now: Do international factors explain relative price co-movements?
by Özer Karagedikli & Haroon Mumtaz & Misa Tanaka - DP2010/01 Evaluating household expenditures and their relationship with house prices at the microeconomic level
by Mark Smith
2009
- DP2009/20 Measuring Changes in Firm-Level Volatility: An Application to Japan
by Emmanuel De Veirman & Andrew Levin - DP2009/19 Whatever next? Export market choices of New Zealand firms
by Richard Fabling & Arthur Grimes & Lynda Sanderson - DP2009/18 Forecasting New Zealand's economic growth using yield curve information
by Leo Krippner & Leif Anders Thorsrud - DP2009/17 Global shocks, economic growth and financial crises: 120 years of New Zealand experience
by Michael D. Bordo & David Hargreaves & Mizuho Kida - DP2009/16 Structural macro-wconometric modelling in a policy environment
by Martin Fukac & Adrian Pagan - DP2009/15 Measuring output gap uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey - DP2009/14 Impulse Response Identification in DSGE Models
by Martin Fukac - DP2009/13 The "suite" smell of success: complementary personnel practices and firm performance
by Richard Fabling & Arthur Grimes - DP2009/11 A cobweb model of financial stability in New Zealand
by Paul Bedford & Chris Bloor - DP2009/10 A theoretical foundation for the Nelson and Siegel class of yield curve models
by Leo Krippner - DP2009/09 Entrepreneurship and aggregate merchandise trade growth in New Zealand
by Richard Fabling & Lynda Sanderson - DP2009/08 Evaluating a monetary business cycle model with unemployment for the euro area
by Nicolas Groshenny - DP2009/07 Developing stratified housing price measures for New Zealand
by Chris McDonald & Mark Smith - DP2009/06 Analysing wage and price dynamics in New Zealand
by Ashley Dunstan & Troy Matheson & Hamish Pepper - DP2009/05 Using wavelets to measure core inflation: the case in New Zealand
by David Baqaee - DP2009/04 Forecasting national activity using lots of international predictors: an application to New Zealand
by Sandra Eickmeier & Tim Ng - DP2009/03 Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD
by Nick Smyth - DP2009/02 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
by Chris Bloor & Troy Matheson - DP2009/01 Revealing monetary policy preferences
by Christie Smith
2008
- DP2008/19 The evolution of the Forecasting and Policy System (FPS) at the Reserve Bank of New Zealand
by Felix Delbrück & Ashley Dunstan & David Hargreaves & Ashley Lienert & Hamish Pepper & Cath Sleeman - DP2008/18 Combining Forecast Densities from VARs with Uncertain Instabilities
by Anne Sofie Jore & James Mitchell & Shaun Vahey - DP2008/17 Does natural rate variation matter? Evidence from New Zealand
by Michael Kirker - DP2008/16 Inheritances and their impact on housing equity withdrawal
by Phil Briggs - DP2008/15 Practical Monetary Policies
by Alfred V. Guender & David Gillmore - DP2008/14 Over the hedge? Exporters' optimal and selective hedging choices
by Richard Fabling & Arthur Grimes - DP2008/13 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey - DP2008/12 The relative size of New Zealand exchange rate and interest rate responses to news
by Andrew Coleman & Özer Karagedikli - DP2008/11 Limited Information Estimation and Evaluation of DSGE Models
by Martin Fukac & Adrian Pagan - DP2008/10 Incorporating judgement with DSGE models
by Jaromír Beneš & Andrew Binning & Kirdan Lees - DP2008/09 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
by Chris Bloor & Troy Matheson - DP2008/08 A macro stress testing model with feedback effects
by Mizuho Kida - DP2008/07 Heterogeneous Expectations, Adaptive Learning,and Forward-Looking Monetary Policy
by Martin Fukac - DP2008/06 The tax system and housing demand in New Zealand
by David Hargreaves - DP2008/05 How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand
by Emmanuel De Veirman & Ashley Dunstan - DP2008/04 ‘Automatic’ cycle-stabilising capital requirements: what can be achieved?
by Tim Ng - DP2008/03 Changes in the transmission mechanism of monetary policy in New Zealand
by Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew - DP2008/02 Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?
by Özer Karagedikli & Pierre L. Siklos - DP2008/01 Some benefits of monetary policy transparency in New Zealand
by Aaron Drew & Özer Karagedikli
2007
- DP2007/15 RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey - DP2007/14 Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan
by Emmanuel De Veirman - DP2007/13 An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys
by Troy Matheson - DP2007/12 Housing Markets and Migration in New Zealand, 1962-2006
by Andrew Coleman & John Landon-Lane - DP2007/11 Credit constraints and housing markets in New Zealand
by Andrew Coleman - DP2007/10 Understanding the New Zealand current account: A structural approach
by Anella Munro & Rishab Sethi - DP2007/09 Local linear impulse responses for a small open economy
by Alfred A Haug & Christie Smith - DP2007/08 The McKenna Rule and UK World War I Finance
by James M Nason & Shaun P Vahey - DP2007/07 The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905
by Andrew Coleman - DP2007/06 Conditioning and Hessians in analytical and numerical optimization - Some illustrations
by Christie Smith - DP2007/05 A model of spatial arbitrage with transport capacity constraints and endogenous transport prices
by Andrew Coleman - DP2007/04 Stylised facts about New Zealand business cycles
by Sharon McCaw - DP2007/03 Satisficing Solutions for New Zealand Monetary Policy
by Jacek Krawczyk & Rishab Sethi - DP2007/02 Nowcasting and predicting data revisions in real time using qualitative panel survey data
by Troy Matheson & James Mitchell & Brian Silverstone - DP2007/01 Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts
by Kirdan Lees & Troy Matheson & Christie Smith
2006
- DP2006/12 The Present Value Model and New Zealand’s Current Account
by Anella Munro & Rishab Sethi - DP2006/11 Assessing the fit of small open economy DSGEs
by Troy Matheson - DP2006/09 Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis
by Timothy Kim & Kirdan Lees & Philip Liu - DP2006/08 What do robust policies look like for open economy inflation targeters?
by Kirdan Lees - DP2006/07 How costly is exchange rate stabilisation for an inflation targeter? The case of Australia
by Mark Crosby & Tim Kam & Kirdan Lees - DP2006/06 Family trusts: ownership, size and their impact on measures of wealth and home ownership
by Phil Briggs - DP2006/05 Should monetary policy attempt to reduce exchange rate volatility in New Zealand?
by Dominick Stephens - DP2006/04 Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments
by James Twaddle & David Hargreaves & Tim Hampton - DP2006/03 A Small New Keynesian Model of the New Zealand economy
by Philip Liu - DP2006/02 A new core inflation indicator for New Zealand
by Domenico Giannone & Troy Matheson - DP2006/02 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey - DP2006/01 Phillips curve forecasting in a small open economy
by Troy Matheson
2005
- DP2005/07 Discretionary Policy, Potential Output Uncertainty, and Optimal Learning
by James Yetman - DP2005/06 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
by Thomas A Lubik - DP2005/05 UIP, Expectations and the Kiwi
by Anella Munro - DP2005/04 Reaction functions in a small open economy: What role for non-traded inflation?
by Ana Maria Santacreu - DP2005/03 A happy "halfway-house"? Medium term inflation targeting in New Zealand
by Sam Warburton & Kirdan Lees - DP2005/02 Mind your Ps and Qs! Improving ARMA forecasts with RBC priors
by Kirdan Lees & Troy Matheson - DP2005/01 Factor model forecasts for New Zealand
by Troy Matheson
2004
- DP 2004/08 Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates
by Angela Huang - DP 2004/07 A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar
by Simon Wren-Lewis - DP 2004/06 Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors
by Philip Liu - DP 2004/05 What can the Taylor rule tell us about a currency union between New Zealand and Australia?
by Nils Björksten & Arthur Grimes & Özer Karagedikli & Christopher Plantier - DP 2004/04 Estimates of the output gap in real time: how well have we been doing?
by Michael Graff - DP 2004/03 The equilibrium exchange rate according to PPP and UIP
by Dominick Stephens - DP 2004/02 Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand
by Özer Karagedikli & Kirdan Lees - DP 2004/01 Estimating a time varying neutral real interest rate for New Zealand
by Olivier Basdevant & Nils Björksten & Özer Karagedikli
2003
- DP2003/10 Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002
by Louise Allsopp - DP2003/09 Monetary policy and the volatility of real exchange rates in New Zealand
by Ken West - DP2003/08 The stabilisation problem: the case of New Zealand
by Kirdan Lees - DP2003/07 Has the rate of economic growth changed? Evidence and lessons for public policy
by Matthew D Shapiro - DP2003/06 Estimates of time-varying term premia for New Zealand and Australia
by Michael Gordon - DP2003/05 Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand
by Olivier Basdevant - DP2003/04 Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union
by Alfred A Haug & Ozer Karagedikli & Satish Ranchhoud - DP2003/03 Modelling structural change: the case of New Zealand
by Olivier Basdevant & David Hargreaves - DP2003/02 On applications of state-space modelling in macroeconomics
by Olivier Basdevant - DP2003/01 Financial deregulation and household indebtedness
by Leslie Hull
2002
- DP2002/08 Currency Unions and Trade: Variations on Themes by Rose and Persson
by Dr Peter Kenen - DP2002/07 Currency unions and gravity models revisited
by Christie Smith - DP2002/06 Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate
by L Christopher Plantier & Dean Scrimgeour - DP2002/05 Foreign-owned banks: Implications for New Zealand's financial stability
by Leslie Hull - DP2002/04 Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
by Aron Gereben - DP2002/03 Monetary policy and forecasting inflation with and without the output gap
by W A Razzak - DP2002/01 Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve
by Leo Krippner
2001
- DP2002/02 Modelling the long-run real effective exchange rate of the New Zealand Dollar
by Ronald MacDonald - DP2001/07 Is the Taylor rule really different from the McCallum rule?
by W A Razzak - DP2001/06 How much do import price shocks matter for consumer prices?
by Tim Hampton - DP2001/05 Central banking: back to the future
by Bruce White - DP2001/04 Exchange rate volatility and Currency Union: Some theory and New Zealand evidence
by Dean Scrimgeour - DP2001/03 Would adopting the Australian dollar provide superior monetary policy in New Zealand?
by Aaron Drew & Viv Hall & John McDermott & Robert St. Clair - DP2001/02 Money in the era of inflation targeting
by W A Razzak - DP2001/01 PPP-based analysis of New Zealand's equilibrium exchange rate
by Anne-Marie Brook & David Hargreaves
2000
- DP2000/10 Interest rate smoothing in New Zealand and other dollar bloc countries
by Aaron Drew & L Christopher Plantier - DP2000/09 A macroeconomic balance measure of New Zealand's equilibrium exchange rate
by Anne-Marie Brook & David Hargreaves - DP2000/08 Inflation targeting under potential output uncertainty
by Victor Gaiduch & Benjamin Hunt - DP2000/07 Stylised facts from output gap measures
by Alasdair Scott - DP2000/06 A spectral analysis of New Zealand output gaps using Fourier and wavelet techniques
by Paul Conway & David Frame - DP2000/05 Is the output gap a useful indicator of inflation?
by Iris Claus - DP2000/04 A multivariate unobserved components model of cyclical activity
by Alasdair Scott - DP2000/02 A comparison of the properties of NZM and FPS
by Aaron Drew & Benjamin Hunt - DP2000/01 Uncertainty about the length of the monetary policy transmission lag: implications for monetary policy
by Yuong Ha
1999
- DP2000/03 Estimating potential output for New Zealand: a structural VAR approach
by Iris Claus - G99/10 SDS-FPS: a small demand-side version of the Forecasting and Policy System core model
by David Hargreaves - G99/9 The myth of co-moving commodity prices
by Paul Cashin & C John McDermott & Alasdair Scott - G99/8 Booms and slumps in world commodity prices
by Paul Cashin & C John McDermott & Alasdair Scott - G99/7 Concordance in business cycles
by C John McDermott & Alasdair Scott - G99/6 Survey expectations of monetary conditions in New Zealand: determinants and implications for the transmission of policy
by Leo Bonato & Robert St. Clair & Rainer Winkelmann - G99/5 Efficient simple policy rules and the implications of potential output uncertainty
by Aaron Drew & Benjamin Hunt - G99/2 Noise trading and exchange rate regimes
by Olivier Jeanne & Andrew K Rose - G99/1 Inter-forecast monetary policy implementation: fixed-instrument versus MCI-based strategies
by Ben Hunt
1998
- G98/10 Price stability: some costs and benefits in New Zealand
by Leo Bonato