Details about Troy D. Matheson

Access statistics for papers by Troy D. Matheson.

Last updated 2022-01-14. Update your information in the RePEc Author Service.

Short-id: pma428

Working Papers

2019

1. How to Improve Inflation Forecasting in Canada
   IMF Working Papers, International Monetary Fund
2. NAFTA to USMCA: What is Gained?
   IMF Working Papers, International Monetary Fund View citations (9)

2018

3. Balancing Financial Stability and Housing Affordability: The Case of Canada
   IMF Working Papers, International Monetary Fund
4. Investment in Brazil: From Crisis to Recovery
   IMF Working Papers, International Monetary Fund

2017

5. Consumption in Brazil: Where to Next?
   IMF Working Papers, International Monetary Fund
6. Financial and Business Cycles in Brazil
   IMF Working Papers, International Monetary Fund View citations (6)
7. Towards Macroprudential Stress Testing: Incorporating Macro-Feedback Effects
   IMF Working Papers, International Monetary Fund View citations (9)

2016

8. Fiscal Multipliers for Brazil
   IMF Working Papers, International Monetary Fund View citations (14)
9. Highways to Heaven: Infrastructure Determinants and Trends in Latin America and the Caribbean
   IMF Working Papers, International Monetary Fund View citations (7)

2015

10. Domestic Market Integration and the Law of One Price in Brazil
    IMF Working Papers, International Monetary Fund View citations (4)
    See also Journal Article Domestic market integration and the law of one price in Brazil, Applied Economics Letters, Taylor & Francis Journals (2017) View citations (2) (2017)
11. Normalization of Global Financial Conditions: The Implications for Brazil
    IMF Working Papers, International Monetary Fund View citations (3)

2014

12. News and Monetary Shocks at a High Frequency: A Simple Approach
    IMF Working Papers, International Monetary Fund View citations (41)
    See also Journal Article News and monetary shocks at a high frequency: A simple approach, Economics Letters, Elsevier (2014) View citations (38) (2014)

2013

13. The Global Financial Crisis: An Anatomy of Global Growth
    IMF Working Papers, International Monetary Fund View citations (5)
14. The Great Recession and the Inflation Puzzle
    IMF Working Papers, International Monetary Fund View citations (51)
    See also Journal Article The Great Recession and the inflation puzzle, Economics Letters, Elsevier (2013) View citations (53) (2013)

2011

15. Financial Conditions Indexes for the United States and Euro Area
    IMF Working Papers, International Monetary Fund View citations (23)
    See also Journal Article Financial conditions indexes for the United States and euro area, Economics Letters, Elsevier (2012) View citations (69) (2012)
16. New Indicators for Tracking Growth in Real Time
    IMF Working Papers, International Monetary Fund View citations (25)
    See also Journal Article New indicators for tracking growth in real time, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2014) View citations (2) (2014)
17. Real-time Forecasts of Economic Activity for Latin American Economies
    IMF Working Papers, International Monetary Fund View citations (6)
    See also Journal Article Real-time forecasts of economic activity for Latin American economies, Economic Modelling, Elsevier (2012) View citations (26) (2012)

2010

18. Structural Models in Real Time
    IMF Working Papers, International Monetary Fund View citations (5)

2009

19. Analysing wage and price dynamics in New Zealand
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (1)
20. 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 (14)
    See also Journal Article Real-time conditional forecasts with Bayesian VARs: An application to New Zealand, The North American Journal of Economics and Finance, Elsevier (2011) View citations (42) (2011)

2008

21. 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 (16)
    See also Journal Article Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand, Empirical Economics, Springer (2010) View citations (30) (2010)
22. 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 (4)
    See also Journal Article RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE, Journal of Economic Surveys, Wiley Blackwell (2010) View citations (7) (2010)

2007

23. A New Core Inflation Indicator for New Zealand
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations (15)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007) View citations (32)
    See also Journal Article A New Core Inflation Indicator for New Zealand, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (29) (2007)
24. 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 (4)
    See also Journal Article An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys, Economic Modelling, Elsevier (2010) View citations (60) (2010)
25. 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 (2)
26. 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 (27)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2007) View citations (31)

2006

27. Assessing the fit of small open economy DSGEs
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (7)
    See also Journal Article Assessing the fit of small open economy DSGEs, Journal of Macroeconomics, Elsevier (2010) View citations (23) (2010)
28. Factor Model Forecasts for New Zealand
    MPRA Paper, University Library of Munich, Germany View citations (28)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2005) View citations (7)
    See also Journal Article Factor Model Forecasts for New Zealand, International Journal of Central Banking, International Journal of Central Banking (2006) View citations (30) (2006)
29. Phillips curve forecasting in a small open economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (9)
    See also Journal Article Phillips curve forecasting in a small open economy, Economics Letters, Elsevier (2008) View citations (12) (2008)

2005

30. 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 Mind your ps and qs! Improving ARMA forecasts with RBC priors, Economics Letters, Elsevier (2007) (2007)

Journal Articles

2017

1. Determinants of Infrastructure and Its Financing
   Emerging Economy Studies, 2017, 3, (2), 113-126 View citations (8)
2. Domestic market integration and the law of one price in Brazil
   Applied Economics Letters, 2017, 24, (5), 284-288 View citations (2)
   See also Working Paper Domestic Market Integration and the Law of One Price in Brazil, IMF Working Papers (2015) View citations (4) (2015)

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 (2)
   See also Working Paper New Indicators for Tracking Growth in Real Time, IMF Working Papers (2011) View citations (25) (2011)
4. News and monetary shocks at a high frequency: A simple approach
   Economics Letters, 2014, 125, (2), 282-286 View citations (38)
   See also Working Paper News and Monetary Shocks at a High Frequency: A Simple Approach, IMF Working Papers (2014) View citations (41) (2014)

2013

5. The Great Recession and the inflation puzzle
   Economics Letters, 2013, 120, (3), 468-472 View citations (53)
   See also Working Paper The Great Recession and the Inflation Puzzle, IMF Working Papers (2013) View citations (51) (2013)

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. Financial conditions indexes for the United States and euro area
   Economics Letters, 2012, 115, (3), 441-446 View citations (69)
   See also Working Paper Financial Conditions Indexes for the United States and Euro Area, IMF Working Papers (2011) View citations (23) (2011)
8. Real-time forecasts of economic activity for Latin American economies
   Economic Modelling, 2012, 29, (4), 1090-1098 View citations (26)
   See also Working Paper Real-time Forecasts of Economic Activity for Latin American Economies, IMF Working Papers (2011) View citations (6) (2011)

2011

9. 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 (27)
   Also in International Journal of Forecasting, 2011, 27, (2), 512-528 (2011) View citations (29)
10. 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 (42)
    See also Working Paper Real-time conditional forecasts with Bayesian VARs: An application to New Zealand, Reserve Bank of New Zealand Discussion Paper Series (2009) View citations (14) (2009)

2010

11. 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 (60)
    See also Working Paper 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 (2007) View citations (4) (2007)
12. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand
    Empirical Economics, 2010, 39, (2), 537-558 View citations (30)
    See also Working Paper Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand, Reserve Bank of New Zealand Discussion Paper Series (2008) View citations (16) (2008)
13. Assessing the fit of small open economy DSGEs
    Journal of Macroeconomics, 2010, 32, (3), 906-920 View citations (23)
    See also Working Paper Assessing the fit of small open economy DSGEs, Reserve Bank of New Zealand Discussion Paper Series (2006) View citations (7) (2006)
14. Nowcasting and predicting data revisions using panel survey data
    Journal of Forecasting, 2010, 29, (3), 313-330 View citations (10)
15. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE
    Journal of Economic Surveys, 2010, 24, (1), 113-136 View citations (7)
    See also Working Paper RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence, Working Paper (2008) View citations (1) (2008)

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 (12)
    See also Working Paper Phillips curve forecasting in a small open economy, Reserve Bank of New Zealand Discussion Paper Series (2006) View citations (9) (2006)

2007

18. A New Core Inflation Indicator for New Zealand
    International Journal of Central Banking, 2007, 3, (4), 145-180 View citations (29)
    See also Working Paper A New Core Inflation Indicator for New Zealand, CEPR Discussion Papers (2007) View citations (35) (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 Mind your Ps and Qs! Improving ARMA forecasts with RBC priors, Reserve Bank of New Zealand Discussion Paper Series (2005) (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 (30)
    See also Working Paper Factor Model Forecasts for New Zealand, MPRA Paper (2006) View citations (28) (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)