Reserve Bank of New Zealand Discussion Paper Series

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DP2009/10: A theoretical foundation for the Nelson and Siegel class of yield curve models

Leo Krippner

DP2009/09: Entrepreneurship and aggregate merchandise trade growth in New Zealand

Richard Fabling and Lynda Sanderson

DP2009/08: Evaluating a monetary business cycle model with unemployment for the euro area

Nicolas Groshenny

DP2009/07: Developing stratified housing price measures for New Zealand

Chris McDonald and Mark Smith

DP2009/06: Analysing wage and price dynamics in New Zealand

Ashley Dunstan, Troy D. Matheson and Hamish Pepper

DP2009/05: Using wavelets to measure core inflation: the case in New Zealand

David Baqaee

DP2009/04: Forecasting national activity using lots of international predictors: an application to New Zealand

Sandra Eickmeier and Tim Ng

DP2009/03: Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD

Nick Smyth

DP2009/02: Real-time conditional forecasts with Bayesian VARs: An application to New Zealand

Chris Bloor and Troy D. Matheson

DP2009/01: Revealing monetary policy preferences

Christie Smith

DP2008/19: The evolution of the Forecasting and Policy System (FPS) at the Reserve Bank of New Zealand

Felix Delbrück, Ashley Dunstan, David Hargreaves, Ashley Lienert, Hamish Pepper and Cath Sleeman

DP2008/18: Combining Forecast Densities from VARs with Uncertain Instabilities

Anne Sofie Jore, James Mitchell and Shaun P. Vahey

DP2008/17: Does natural rate variation matter? Evidence from New Zealand

Michael Kirker

DP2008/16: Inheritances and their impact on housing equity withdrawal

Phil Briggs

DP2008/15: Practical Monetary Policies

Alfred V. Guender and David Gillmore

DP2008/14: Over the hedge? Exporters' optimal and selective hedging choices

Richard Fabling and Arthur Grimes

DP2008/13: Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty

Anthony Garratt, Gary Koop, Emi Mise and Shaun P. Vahey

DP2008/12: The relative size of New Zealand exchange rate and interest rate responses to news

Andrew Coleman and Ozer Karagedikli

DP2008/11: Limited Information Estimation and Evaluation of DSGE Models

Martin Fukac and Adrian Rodney Pagan

DP2008/10: Incorporating judgement with DSGE models

Jaromír Beneš, Andrew Binning and Kirdan Lees

DP2008/09: Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand

Chris Bloor and Troy D. Matheson

DP2008/08: A macro stress testing model with feedback effects

Mizuho Kida

DP2008/07: Heterogeneous Expectations, Adaptive Learning,and Forward-Looking Monetary Policy

Martin Fukac

DP2008/06: The tax system and housing demand in New Zealand

David Hargreaves

DP2008/05: How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand

Emmanuel De Veirman and Ashley Dunstan

DP2008/04: ‘Automatic’ cycle-stabilising capital requirements: what can be achieved?

Tim Ng

DP2008/03: Changes in the transmission mechanism of monetary policy in New Zealand

Ozer Karagedikli, Rishab Sethi, Christie Smith and Aaron Drew

DP2008/02: Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?

Ozer Karagedikli and Pierre Siklos

DP2008/01: Some benefits of monetary policy transparency in New Zealand

Aaron Drew and Ozer Karagedikli

DP2007/15: RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence

Ozer Karagedikli, Troy D. Matheson, Christie Smith and Shaun P. Vahey

DP2007/14: Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan

Emmanuel De Veirman

DP2007/13: An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys

Troy D. Matheson

DP2007/12: Housing Markets and Migration in New Zealand, 1962-2006

Andrew Coleman and John Landon-Lane

DP2007/11: Credit constraints and housing markets in New Zealand

Andrew Coleman

DP2007/10: Understanding the New Zealand current account: A structural approach

Anella Munro and Rishab Sethi

DP2007/09: Local linear impulse responses for a small open economy

Alfred A Haug and Christie Smith

DP2007/08: The McKenna Rule and UK World War I Finance

James Nason and Shaun P. Vahey

DP2007/07: The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905

Andrew Coleman

DP2007/06: Conditioning and Hessians in analytical and numerical optimization - Some illustrations

Christie Smith

DP2007/05: A model of spatial arbitrage with transport capacity constraints and endogenous transport prices

Andrew Coleman

DP2007/04: Stylised facts about New Zealand business cycles

Sharon McCaw

DP2007/03: Satisficing Solutions for New Zealand Monetary Policy

Jacek Krawczyk and Rishab Sethi

DP2007/02: Nowcasting and predicting data revisions in real time using qualitative panel survey data

Troy D. Matheson, James Mitchell and Brian Silverstone

DP2007/01: Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts

Kirdan Lees, Troy D. Matheson and Christie Smith

DP2006/12: The Present Value Model and New Zealand’s Current Account

Anella Munro and Rishab Sethi

DP2006/11: Assessing the fit of small open economy DSGEs

Troy D. Matheson

DP2006/09: Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis

Timothy Kim, Kirdan Lees and Philip Liu

DP2006/08: What do robust policies look like for open economy inflation targeters?

Kirdan Lees

DP2006/07: How costly is exchange rate stabilisation for an inflation targeter? The case of Australia

Mark Crosby, Tim Kam and Kirdan Lees

DP2006/06: Family trusts: ownership, size and their impact on measures of wealth and home ownership

Phil Briggs