Details about Tugrul Vehbi

Access statistics for papers by Tugrul Vehbi.

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

Short-id: pve363

Working Papers

2019

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

2018

2. Measuring uncertainty and its impact on the New Zealand economy
   Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (7)
3. 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 View citations (23)
   See also Chapter Nowcasting New Zealand GDP using machine learning algorithms, IFC Bulletins chapters, Bank for International Settlements (2019) View citations (11) (2019)
   Journal Article Nowcasting GDP using machine-learning algorithms: A real-time assessment, International Journal of Forecasting, Elsevier (2021) View citations (26) (2021)

2016

4. 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 View citations (18)
5. The macroeconomic impact of the age composition of migration
   Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (5)

2014

6. Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences
   Treasury Working Paper Series, New Zealand Treasury View citations (2)
7. 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 View citations (1)

2013

8. Empirical Evidence on Growth Spillovers from China to New Zealand
   Treasury Working Paper Series, New Zealand Treasury View citations (6)
9. 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 View citations (5)
   Also in Treasury Working Paper Series, New Zealand Treasury (2013) View citations (5)
   See also Journal Article The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints, The Economic Record, The Economic Society of Australia (2014) View citations (8) (2014)
10. 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 View citations (9)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (9)

Journal Articles

2021

1. Nowcasting GDP using machine-learning algorithms: A real-time assessment
   International Journal of Forecasting, 2021, 37, (2), 941-948 View citations (26)
   See also Working Paper Nowcasting New Zealand GDP using machine learning algorithms, CAMA Working Papers (2018) View citations (23) (2018)
   Chapter Nowcasting New Zealand GDP using machine learning algorithms, IFC Bulletins chapters, 2019, 50 (2019) View citations (11) (2019)

2019

2. Measuring Uncertainty for New Zealand Using Data‐Rich Approach
   Australian Economic Review, 2019, 52, (3), 344-352 View citations (3)
3. Opening the toolbox: how does the Reserve Bank analyse the world?
   Reserve Bank of New Zealand Bulletin, 2019, 82. No.4, 1-14

2018

4. Measuring Uncertainty and Its Impact on a Small Open Economy
   Australian Economic Review, 2018, 51, (1), 87-98 View citations (7)

2016

5. What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy
   Economic Modelling, 2016, 52, (PB), 945-959 View citations (8)

2015

6. Growth in China and the US: Effects on a small commodity exporter economy
   Economic Modelling, 2015, 45, (C), 268-277 View citations (10)
7. The influences of international output shocks from the US and China on ASEAN economies
   Journal of Asian Economics, 2015, 39, (C), 59-71 View citations (11)

2014

8. The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
   The Economic Record, 2014, 90, (290), 345-364 View citations (8)
   See also Working Paper The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints, CAMA Working Papers (2013) View citations (5) (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 View citations (11)
   See also Working Paper Nowcasting New Zealand GDP using machine learning algorithms, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (23) (2018)
   Journal Article Nowcasting GDP using machine-learning algorithms: A real-time assessment, Elsevier (2021) View citations (26) (2021)