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Details about Christopher John McDermott

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Workplace:Motu: Economic & Public Policy Research, (more information at EDIRC)

Access statistics for papers by Christopher John McDermott.

Last updated 2019-04-22. Update your information in the RePEc Author Service.

Short-id: pmc123


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Working Papers

2016

  1. Inflation expectations and low inflation in New Zealand
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (2)
    See also Journal Article in New Zealand Economic Papers (2018)
  2. New Zealand's experience with changing its inflation target and the impact on inflation expectations
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (10)
    See also Journal Article in New Zealand Economic Papers (2016)

2015

  1. Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads View citations (2)

2014

  1. Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (2)
    See also Journal Article in New Zealand Economic Papers (2016)

2011

  1. An unobserved components common cycle for Australasia? Implications for a common currency
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2008) Downloads

2008

  1. Assessing Inflation Targeting in Latin America With a DSGE Model
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (10)

2007

  1. A Quarterly Post-World War II Real GDP Series for New Zealand
    Working Papers, Motu Economic and Public Policy Research Downloads View citations (2)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads

2006

  1. THE NEW ZEALAND BUSINESS CYCLE: RETURN TO GOLDEN DAYS?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)

2005

  1. Regional business cycles in New Zealand:Do they exist? What might drive them?
    Urban/Regional, University Library of Munich, Germany Downloads View citations (2)
    Also in ERSA conference papers, European Regional Science Association (2004) Downloads View citations (16)
    Working Papers, Motu Economic and Public Policy Research (2004) Downloads View citations (5)

    See also Journal Article in Papers in Regional Science (2007)

2004

  1. Parity Reversion in Real Exchange Rates; Fast, Slow or Not At All?
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
    See also Journal Article in IMF Staff Papers (2006)

2001

  1. An Unbiased Appraisal of Purchasing Power Parity
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    See also Journal Article in IMF Staff Papers (2003)
  2. The Long-Run Behavior of Commodity Prices; Small Trends and Big Variability
    IMF Working Papers, International Monetary Fund Downloads View citations (59)
  3. Would adopting the Australian dollar provide superior monetary policy in New Zealand?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (12)
    See also Journal Article in Economic Modelling (2004)

2000

  1. Concordance in Business Cycles
    IMF Working Papers, International Monetary Fund Downloads View citations (18)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (1999) Downloads View citations (18)

1999

  1. Booms and Slumps in World Commodity Prices
    IMF Working Papers, International Monetary Fund Downloads View citations (21)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (1999) Downloads View citations (21)

    See also Journal Article in Journal of Development Economics (2002)
  2. How Persistent Are Shocks to World Commodity Prices?
    IMF Working Papers, International Monetary Fund Downloads View citations (29)
    See also Journal Article in IMF Staff Papers (2000)
  3. International Capital flows and National Creditworthiness: Examining Australia's Current Account
    Department of Economics - Working Papers Series, The University of Melbourne
  4. Macroeconomic Fluctuations in Developing Countries; Some Stylized Facts
    IMF Working Papers, International Monetary Fund Downloads View citations (81)
    See also Journal Article in World Bank Economic Review (2000)
  5. Terms of Trade Shocks and the Current Account
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
    Also in IMF Working Papers, International Monetary Fund (1998) Downloads View citations (15)
  6. The Myth of Comoving Commodity Prices
    IMF Working Papers, International Monetary Fund Downloads View citations (22)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (1999) Downloads View citations (27)

1998

  1. International Capital Flows and National Creditworthiness; Do the Fundamental Things Apply As Time Goes By?
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

1997

  1. 'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
    See also Journal Article in The Economic Record (2002)
  2. Fiscal Imbalances, Capital Inflows, and the Real Exchange Rate; The Case of Turkey
    IMF Working Papers, International Monetary Fund Downloads View citations (27)
    See also Journal Article in European Economic Review (1997)
  3. Testing the Consumption-Capm in Developing Equity Markets
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
    See also Journal Article in International Journal of Finance & Economics (1998)

1996

  1. An Empirical Analysis of Fiscal Adjustments
    IMF Working Papers, International Monetary Fund Downloads View citations (134)
    See also Journal Article in IMF Staff Papers (1996)
  2. Are Australia's Current Account Deficits Excessive?
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    See also Journal Article in The Economic Record (1998)
  3. Consumption Smoothing and the Current Account: Evidence for France, 1970-94
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
  4. Does the Gap Model Work in Asia?
    IMF Working Papers, International Monetary Fund Downloads View citations (15)
    See also Journal Article in IMF Staff Papers (1997)
  5. Estimation of the Near Unit Root Model of Real Exchange Rates
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

1995

  1. Consumption Smoothing and the Current Account; Evidence for France, 1970-1994
    IMF Working Papers, International Monetary Fund Downloads
  2. Informational Efficiency in Developing Equity Markets
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
  3. International Integration of Equity Markets and Contagion Effects
    IMF Working Papers, International Monetary Fund Downloads View citations (25)

1993

  1. Nonlinear Econometric Models with Deterministically Trending Variables
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Review of Economic Studies (1995)

Journal Articles

2018

  1. Inflation expectations and low inflation in New Zealand
    New Zealand Economic Papers, 2018, 52, (3), 277-288 Downloads
    See also Working Paper (2016)

2017

  1. Policy Uncertainty from a Central Bank Perspective
    Australian Economic Review, 2017, 50, (1), 103-106 Downloads View citations (2)

2016

  1. Inflation expectations and the conduct of monetary policy in New Zealand
    Reserve Bank of New Zealand Bulletin, 2016, 79, 1-12 Downloads View citations (3)
  2. New Zealand's experience with changing its inflation target and the impact on inflation expectations
    New Zealand Economic Papers, 2016, 50, (3), 343-361 Downloads View citations (1)
    See also Working Paper (2016)
  3. Recessions and recoveries in New Zealand's post-Second World War business cycles
    New Zealand Economic Papers, 2016, 50, (3), 261-280 Downloads View citations (1)
    See also Working Paper (2014)

2013

  1. Exchange rate policy forum: bringing it all together: where does this leave us, and where to from here?
    Reserve Bank of New Zealand Bulletin, 2013, 76, 35-48 Downloads

2012

  1. Is there an unobserved components common cycle for Australasia? Implications for a common currency
    New Zealand Economic Papers, 2012, 46, (2), 119-141 Downloads

2011

  1. A quarterly post-Second World War real GDP series for New Zealand
    New Zealand Economic Papers, 2011, 45, (3), 273-298 Downloads View citations (4)
  2. Unobserved Components Business Cycles for New Zealand. What Are They, and What Might Drive Them?
    The Economic Record, 2011, 87, (277), 294-317 Downloads View citations (2)

2009

  1. THE NEW ZEALAND BUSINESS CYCLE
    Econometric Theory, 2009, 25, (04), 1050-1069 Downloads View citations (16)

2007

  1. Regional business cycles in New Zealand: Do they exist? What might drive them?
    Papers in Regional Science, 2007, 86, (2), 167-191 Downloads View citations (6)
    See also Working Paper (2005)

2006

  1. Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?
    IMF Staff Papers, 2006, 53, (1), 5 Downloads View citations (11)
    See also Working Paper (2004)

2004

  1. Terms of trade shocks in Africa: are they short-lived or long-lived?
    Journal of Development Economics, 2004, 73, (2), 727-744 Downloads View citations (33)
  2. Would adopting the Australian dollar provide superior monetary policy in New Zealand?
    Economic Modelling, 2004, 21, (6), 949-964 Downloads View citations (8)
    See also Working Paper (2001)

2003

  1. An Unbiased Appraisal of Purchasing Power Parity
    IMF Staff Papers, 2003, 50, (3), 1 Downloads View citations (16)
    See also Working Paper (2001)
  2. Intertemporal Substitution and Terms-of-Trade Shocks
    Review of International Economics, 2003, 11, (4), 604-618 Downloads View citations (29)
  3. Testing for asymmetric price stickiness using NZ business opinion data: a bootstrap approach
    Applied Economics Letters, 2003, 10, (15), 955-958 Downloads View citations (1)

2002

  1. 'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports
    The Economic Record, 2002, 78, (242), 249-63 Downloads View citations (15)
    See also Working Paper (1997)
  2. Booms and slumps in world commodity prices
    Journal of Development Economics, 2002, 69, (1), 277-296 Downloads View citations (120)
    See also Working Paper (1999)
  3. Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia
    Australian Economic Papers, 2002, 41, (1), 82-98 Downloads View citations (10)
  4. Terms of Trade Shocks and the Current Account: Evidence from Five Industrial Countries
    Open Economies Review, 2002, 13, (3), 219-235 Downloads View citations (24)

2000

  1. How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area
    Reserve Bank of New Zealand Bulletin, 2000, 63 Downloads View citations (9)
  2. How Persistent Are Shocks to World Commodity Prices?
    IMF Staff Papers, 2000, 47, (2), 2 Downloads View citations (93)
    See also Working Paper (1999)
  3. Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts
    World Bank Economic Review, 2000, 14, (2), 251-85 Downloads View citations (172)
    See also Working Paper (1999)

1999

  1. Consumption smoothing and the current account: evidence for France, 1970-1996
    Journal of International Money and Finance, 1999, 18, (1), 1-12 Downloads View citations (8)
  2. Export performance after depreciation
    Reserve Bank of New Zealand Bulletin, 1999, 62 Downloads
  3. Issues relating to optimal currency areas: theory and implications for New Zealand
    Reserve Bank of New Zealand Bulletin, 1999, 62 Downloads View citations (25)

1998

  1. Are Australia's Current Account Deficits Excessive?
    The Economic Record, 1998, 74, (227), 346-61 View citations (33)
    See also Working Paper (1996)
  2. Testing the Consumption-CAPM in Developing Equity Markets
    International Journal of Finance & Economics, 1998, 3, (2), 127-41 Downloads View citations (1)
    See also Working Paper (1997)
  3. Testing the expectations model of the term structure in times of financial transition
    Applied Financial Economics, 1998, 8, (6), 663-669 Downloads View citations (2)

1997

  1. Does the Gap Model Work in Asia?
    IMF Staff Papers, 1997, 44, (1), 59-80 Downloads View citations (31)
    See also Working Paper (1996)
  2. Fiscal imbalances, capital inflows, and the real exchange rate: The case of Turkey
    European Economic Review, 1997, 41, (3-5), 819-825 Downloads View citations (25)
    See also Working Paper (1997)

1996

  1. An Empirical Analysis of Fiscal Adjustments
    IMF Staff Papers, 1996, 43, (4), 725-753 Downloads View citations (126)
    See also Working Paper (1996)

1995

  1. Nonlinear Econometric Models with Deterministically Trending Variables
    Review of Economic Studies, 1995, 62, (3), 343-360 Downloads View citations (25)
    See also Working Paper (1993)

1994

  1. Excess volatility: A testing strategy
    Economics Letters, 1994, 44, (1-2), 35-41 Downloads

Chapters

2018

  1. Inflation Targeting in New Zealand: An Experience in Evolution
    A chapter in Central Bank Frameworks: Evolution or Revolution?, 2018 Downloads View citations (1)

2017

  1. Wrap-up Panel Discussion
    A chapter in Monetary Policy and Financial Stability in a World of Low Interest Rates, 2017 Downloads

2013

  1. The future of inflation targeting?
    A chapter in Globalisation and inflation dynamics in Asia and the Pacific, 2013, vol. 70, pp 173-179 Downloads

2010

  1. Discussion of What Drives Inflation in the World?
    A chapter in Inflation in an Era of Relative Price Shocks, 2010 Downloads
 
Page updated 2019-06-25