Details about Robert D. Kirkby

Access statistics for papers by Robert D. Kirkby.

Last updated 2024-11-24. Update your information in the RePEc Author Service.

Short-id: pki462

Working Papers

2024

1. Solving Stochastic OLG Models Using Chebyshev Parameterized Expectations
   Treasury Working Paper Series, New Zealand Treasury

2019

2. Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (4)

2017

3. House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Working Paper Series, Victoria University of Wellington, School of Economics and Finance (2017)
   See also Journal Article House prices and macroprudential policy in an estimated DSGE model of New Zealand, Journal of Macroeconomics, Elsevier (2018) View citations (20) (2018)
4. Solving stochastic OLG (Overlapping Generation) models using VFI Toolkit in Matlab
   EcoMod2017, EcoMod
5. Transition paths for Bewley-Huggett-Aiyagari models: Comparison of some solution algorithms
   Working Paper Series, Victoria University of Wellington, School of Economics and Finance

2016

6. Inflation and the growth rate of money in the long run and the short run
   Working Paper Series, Victoria University of Wellington, School of Economics and Finance

Journal Articles

2024

1. Computing Quantiles of Functions of the Agent Distribution Using t-Digests
   Computational Economics, 2024, 64, (2), 1199-1218
2. Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand
   The Economic Record, 2024, 100, (329), 160-187

2023

3. Quantitative Macroeconomics: Lessons Learned from Fourteen Replications
   Computational Economics, 2023, 61, (2), 875-896

2021

4. Are Housing Wealth Effects Asymmetric in Booms and Busts?
   The Journal of Real Estate Finance and Economics, 2021, 62, (4), 578-628 View citations (12)

2019

5. BEWLEY–HUGGETT–AIYAGARI MODELS: COMPUTATION, SIMULATION, AND UNIQUENESS OF GENERAL EQUILIBRIUM
   Macroeconomic Dynamics, 2019, 23, (6), 2469-2508 View citations (3)

2018

6. Business cycle accounting for New Zealand
   New Zealand Economic Papers, 2018, 52, (2), 131-149 View citations (5)
7. Cryptocurrencies and Digital Fiat Currencies
   Australian Economic Review, 2018, 51, (4), 527-539 View citations (7)
8. House prices and macroprudential policy in an estimated DSGE model of New Zealand
   Journal of Macroeconomics, 2018, 56, (C), 152-171 View citations (20)
   See also Working Paper House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand, CESifo Working Paper Series (2017) View citations (1) (2017)

2017

9. A Toolkit for Value Function Iteration
   Computational Economics, 2017, 49, (1), 1-15 View citations (6)
10. Accounting for Uncertainty in Public Debt Targets
    Australian Economic Review, 2017, 50, (1), 89-102 View citations (5)
11. Convergence of Discretized Value Function Iteration
    Computational Economics, 2017, 49, (1), 117-153 View citations (3)