Reserve Bank of New Zealand Discussion Paper Series

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DP2006/05: Should monetary policy attempt to reduce exchange rate volatility in New Zealand?

Dominick Stephens

DP2006/04: Other stabilisation objectives within an inflation targeting regime: Some stochastic simulation experiments

James Twaddle, David Hargreaves and Tim Hampton

DP2006/03: A Small New Keynesian Model of the New Zealand economy

Philip Liu

DP2006/02: A new core inflation indicator for New Zealand

Domenico Giannone and Troy D. Matheson

DP2006/02: Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

Anthony Garratt, Gary Koop and Shaun P. Vahey

DP2006/01: Phillips curve forecasting in a small open economy

Troy D. Matheson

DP2005/07: Discretionary Policy, Potential Output Uncertainty, and Optimal Learning

James Yetman

DP2005/06: A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism

Thomas Lubik

DP2005/05: UIP, Expectations and the Kiwi

Anella Munro

DP2005/04: Reaction functions in a small open economy: What role for non-traded inflation?

Ana Maria Santacreu

DP2005/03: A happy "halfway-house"? Medium term inflation targeting in New Zealand

Sam Warburton and Kirdan Lees

DP2005/02: Mind your Ps and Qs! Improving ARMA forecasts with RBC priors

Kirdan Lees and Troy D. Matheson

DP2005/01: Factor model forecasts for New Zealand

Troy D. Matheson

DP 2004/08: Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates

Angela Huang

DP 2004/07: A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar

Simon Wren-Lewis

DP 2004/06: Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors

Philip Liu

DP 2004/05: What can the Taylor rule tell us about a currency union between New Zealand and Australia?

Nils Björksten, Arthur Grimes, Ozer Karagedikli and L. Christopher Plantier

DP 2004/04: Estimates of the output gap in real time: how well have we been doing?

Michael Graff

DP 2004/03: The equilibrium exchange rate according to PPP and UIP

Dominick Stephens

DP 2004/02: Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand

Ozer Karagedikli and Kirdan Lees

DP 2004/01: Estimating a time varying neutral real interest rate for New Zealand

Olivier Basdevant, Nils Björksten and Ozer Karagedikli

DP2003/10: Speculative behaviour, debt default and contagion: A stylised framework of the Latin American Crisis 2001-2002

Louise Allsopp

DP2003/09: Monetary policy and the volatility of real exchange rates in New Zealand

Kenneth D. West

DP2003/08: The stabilisation problem: the case of New Zealand

Kirdan Lees

DP2003/07: Has the rate of economic growth changed? Evidence and lessons for public policy

Matthew D. Shapiro

DP2003/06: Estimates of time-varying term premia for New Zealand and Australia

Michael Gordon

DP2003/05: Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand

Olivier Basdevant

DP2003/04: Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union

Alfred A Haug, Ozer Karagedikli and Satish Ranchhoud

DP2003/03: Modelling structural change: the case of New Zealand

Olivier Basdevant and David Hargreaves

DP2003/02: On applications of state-space modelling in macroeconomics

Olivier Basdevant

DP2003/01: Financial deregulation and household indebtedness

Leslie Hull

DP2002/08: Currency Unions and Trade: Variations on Themes by Rose and Persson

Peter B. Kenen

DP2002/07: Currency unions and gravity models revisited

Christie Smith

DP2002/06: Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate

L. Christopher Plantier and Dean Scrimgeour

DP2002/05: Foreign-owned banks: Implications for New Zealand's financial stability

Leslie Hull

DP2002/04: Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options

Áron Gereben

DP2002/03: Monetary policy and forecasting inflation with and without the output gap

Weshah Razzak

DP2002/02: Modelling the long-run real effective exchange rate of the New Zealand Dollar

Ronald MacDonald

DP2002/01: Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve

Leo Krippner

DP2001/07: Is the Taylor rule really different from the McCallum rule?

Weshah Razzak

DP2001/06: How much do import price shocks matter for consumer prices?

Tim Hampton

DP2001/05: Central banking: back to the future

Bruce White

DP2001/04: Exchange rate volatility and Currency Union: Some theory and New Zealand evidence

Dean Scrimgeour

DP2001/03: Would adopting the Australian dollar provide superior monetary policy in New Zealand?

Aaron Drew, Viv B. Hall, Christopher John McDermott and Robert St. Clair

DP2001/02: Money in the era of inflation targeting

Weshah Razzak

DP2001/01: PPP-based analysis of New Zealand's equilibrium exchange rate

Anne-Marie Brook and David Hargreaves

DP2000/10: Interest rate smoothing in New Zealand and other dollar bloc countries

Aaron Drew and L. Christopher Plantier

DP2000/09: A macroeconomic balance measure of New Zealand's equilibrium exchange rate

Anne-Marie Brook and David Hargreaves

DP2000/08: Inflation targeting under potential output uncertainty

Victor Gaiduch and Benjamin Hunt

DP2000/07: Stylised facts from output gap measures

Alasdair Scott