EconPapers    
Economics at your fingertips  
 

Details about Tugrul Vehbi

E-mail:
Workplace:Bank of England, (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Tugrul Vehbi.

Last updated 2021-03-26. Update your information in the RePEc Author Service.

Short-id: pve363


Jump to Journal Articles Chapters

Working Papers

2019

  1. Forecasting with a Global VAR model
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads

2018

  1. Measuring uncertainty and its impact on the New Zealand economy
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (4)
  2. Nowcasting New Zealand GDP using machine learning algorithms
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (10)
    See also Journal Article in International Journal of Forecasting (2021)
    Chapter (2019)

2016

  1. International spill-overs of uncertainty shocks: Evidence from a FAVAR
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (14)
  2. The macroeconomic impact of the age composition of migration
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (5)

2014

  1. Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences
    Treasury Working Paper Series, New Zealand Treasury Downloads View citations (1)
  2. VAR modelling in the presence of China’s rise: an application to the Taiwanese economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (1)

2013

  1. Empirical Evidence on Growth Spillovers from China to New Zealand
    Treasury Working Paper Series, New Zealand Treasury Downloads View citations (5)
  2. The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Treasury Working Paper Series, New Zealand Treasury (2013) Downloads View citations (3)

    See also Journal Article in The Economic Record (2014)
  3. What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (6)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (3)

Journal Articles

2021

  1. Nowcasting GDP using machine-learning algorithms: A real-time assessment
    International Journal of Forecasting, 2021, 37, (2), 941-948 Downloads
    See also Working Paper (2018)
    Chapter (2019)

2019

  1. Measuring Uncertainty for New Zealand Using Data‐Rich Approach
    Australian Economic Review, 2019, 52, (3), 344-352 Downloads View citations (2)
  2. Opening the toolbox: how does the Reserve Bank analyse the world?
    Reserve Bank of New Zealand Bulletin, 2019, 82, 1-14 Downloads

2018

  1. Measuring Uncertainty and Its Impact on a Small Open Economy
    Australian Economic Review, 2018, 51, (1), 87-98 Downloads View citations (5)

2016

  1. What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy
    Economic Modelling, 2016, 52, (PB), 945-959 Downloads View citations (5)

2015

  1. Growth in China and the US: Effects on a small commodity exporter economy
    Economic Modelling, 2015, 45, (C), 268-277 Downloads View citations (9)
  2. The influences of international output shocks from the US and China on ASEAN economies
    Journal of Asian Economics, 2015, 39, (C), 59-71 Downloads View citations (5)

2014

  1. The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
    The Economic Record, 2014, 90, (290), 345-364 Downloads View citations (5)
    See also Working Paper (2013)

Chapters

2019

  1. Nowcasting New Zealand GDP using machine learning algorithms
    A chapter in The use of big data analytics and artificial intelligence in central banking, 2019, vol. 50 Downloads View citations (4)
    See also Working Paper (2018)
    Journal Article in International Journal of Forecasting (2021)
 
Page updated 2021-04-21