Details about Troy D. Matheson

Access statistics for papers by Troy D. Matheson.

Last updated 2019-03-09. Update your information in the RePEc Author Service.

Short-id: pma428

Working Papers

2009

1. Analysing wage and price dynamics in New Zealand
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (1)
2. Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (9)
   See also Journal Article in The North American Journal of Economics and Finance (2011)

2008

3. Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (7)
   See also Journal Article in Empirical Economics (2010)
4. RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
   Working Paper, Norges Bank View citations (1)
   Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2007) View citations (3)

2007

5. A New Core Inflation Indicator for New Zealand
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (31)
   Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007) View citations (22)
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations (10)
   See also Journal Article in International Journal of Central Banking (2007)
6. An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (3)
   See also Journal Article in Economic Modelling (2010)
7. Nowcasting and predicting data revisions in real time using qualitative panel survey data
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (1)
8. OPEN ECONOMY DSGE-VAR FORECASTING AND POLICY ANALYSIS: HEAD TO HEAD WITH THE RBNZ PUBLISHED FORECASTS
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
   Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2007) View citations (25)

2006

9. Assessing the fit of small open economy DSGEs
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (3)
   See also Journal Article in Journal of Macroeconomics (2010)
10. Factor Model Forecasts for New Zealand
    MPRA Paper, University Library of Munich, Germany View citations (25)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2005) View citations (3)
    See also Journal Article in International Journal of Central Banking (2006)
11. Phillips curve forecasting in a small open economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (6)
    See also Journal Article in Economics Letters (2008)

2005

12. Mind your Ps and Qs! Improving ARMA forecasts with RBC priors
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand
    See also Journal Article in Economics Letters (2007)

Journal Articles

2017

1. Determinants of Infrastructure and Its Financing
   Emerging Economy Studies, 2017, 3, (2), 113-126 View citations (1)
2. Domestic market integration and the law of one price in Brazil
   Applied Economics Letters, 2017, 24, (5), 284-288

2014

3. New indicators for tracking growth in real time
   OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2013, (2), 51-71 View citations (1)
4. News and monetary shocks at a high frequency: A simple approach
   Economics Letters, 2014, 125, (2), 282-286 View citations (21)

2013

5. The Great Recession and the inflation puzzle
   Economics Letters, 2013, 120, (3), 468-472 View citations (39)

2012

6. De nouveaux indicateurs de suivi de la croissance en temps réel dans 32 économies avancées et émergentes
   Économie et Prévision, 2012, 199, (1), 31-50
7. De nouveaux indicateurs de suivi en temps réel de la croissance dans 32 économies avancées et émergentes
   Economie & Prévision, 2012, n° 199, (1), 31-50
8. Financial conditions indexes for the United States and euro area
   Economics Letters, 2012, 115, (3), 441-446 View citations (48)
9. Real-time forecasts of economic activity for Latin American economies
   Economic Modelling, 2012, 29, (4), 1090-1098 View citations (20)

2011

10. Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts
    International Journal of Forecasting, 2011, 27, (2), 512-528 View citations (20)
    Also in International Journal of Forecasting, 2011, 27, (2), 512-528 (2011) View citations (23)
11. Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
    The North American Journal of Economics and Finance, 2011, 22, (1), 26-42 View citations (35)
    See also Working Paper (2009)

2010

12. An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys
    Economic Modelling, 2010, 27, (1), 304-314 View citations (47)
    See also Working Paper (2007)
13. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand
    Empirical Economics, 2010, 39, (2), 537-558 View citations (25)
    See also Working Paper (2008)
14. Assessing the fit of small open economy DSGEs
    Journal of Macroeconomics, 2010, 32, (3), 906-920 View citations (19)
    See also Working Paper (2006)
15. Nowcasting and predicting data revisions using panel survey data
    Journal of Forecasting, 2010, 29, (3), 313-330 View citations (8)

2008

16. Decomposing productivity growth and divergence: an index number approach
    Empirical Economics, 2008, 34, (2), 273-284
17. Phillips curve forecasting in a small open economy
    Economics Letters, 2008, 98, (2), 161-166 View citations (10)
    See also Working Paper (2006)

2007

18. A New Core Inflation Indicator for New Zealand
    International Journal of Central Banking, 2007, 3, (4), 145-180 View citations (23)
    See also Working Paper (2007)
19. Convergence in Productivity Across Industries: Some Results for New Zealand and Australia
    International Review of Applied Economics, 2007, 21, (1), 55-73 View citations (4)
20. Mind your ps and qs! Improving ARMA forecasts with RBC priors
    Economics Letters, 2007, 96, (2), 275-281
    See also Working Paper (2005)

2006

21. A more flexible decomposition of productivity growth
    Applied Economics Letters, 2006, 13, (11), 695-698
22. Factor Model Forecasts for New Zealand
    International Journal of Central Banking, 2006, 2, (2) View citations (27)
    See also Working Paper (2006)

2002

23. Design flaws in the construction of monetary conditions indices? A cautionary note
    New Zealand Economic Papers, 2002, 36, (2), 209-215 View citations (1)