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Details about Benjamin Wong

Homepage:https://sites.google.com/site/benjaminwongshijie/
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Benjamin Wong.

Last updated 2020-02-19. Update your information in the RePEc Author Service.

Short-id: pwo145


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Working Papers

2019

  1. Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions
    Working Papers, University of Sydney, School of Economics Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2020)
  2. Global factors and trend inflation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2018) Downloads View citations (2)
    BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (6)

    See also Journal Article in Journal of International Economics (2020)

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 (1)

2017

  1. Historical decompositions for nonlinear vector autoregression models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  2. Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  3. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (5)
    Also in Discussion Papers, School of Economics, The University of New South Wales (2016) Downloads View citations (8)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (1)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2017) Downloads View citations (1)
    BIS Working Papers, Bank for International Settlements (2016) Downloads View citations (7)

    See also Journal Article in The Review of Economics and Statistics (2018)

2016

  1. Testing an Interpretation of Core Inflation Measures in New Zealand
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads
  2. The Impact of Commodity Price Movements on the New Zealand Economy
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (5)

2015

  1. Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (12)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2015)
  2. Structural VARs, deterministic and stochastic trends: Does detrending matter?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (1)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2016)

2014

  1. Exchange rate and commodity price pass‐through in New Zealand
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (4)
  2. Monetary Policy and Funding Spreads
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand Downloads View citations (1)

2013

  1. Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
  2. The Evolution of the U.S. Output-Inflation Tradeoff
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)

2010

  1. The Ageing, Longevity and Crowding Out Effects on Private and Public Savings
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads

Journal Articles

2020

  1. Estimating and accounting for the output gap with large Bayesian vector autoregressions
    Journal of Applied Econometrics, 2020, 35, (1), 1-18 Downloads
    See also Working Paper (2019)
  2. Global factors and trend inflation
    Journal of International Economics, 2020, 122, (C) Downloads
    See also Working Paper (2019)

2019

  1. Measuring Uncertainty for New Zealand Using Data‐Rich Approach
    Australian Economic Review, 2019, 52, (3), 344-352 Downloads
  2. Opening the toolbox: how does the Reserve Bank analyse the world?
    Reserve Bank of New Zealand Bulletin, 2019, 82, 1-14 Downloads
  3. Time Series Econometerics
    The Economic Record, 2019, 95, (310), 399-400 Downloads

2018

  1. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
    The Review of Economics and Statistics, 2018, 100, (3), 550-566 Downloads View citations (9)
    See also Working Paper (2017)
  2. Measuring Uncertainty and Its Impact on a Small Open Economy
    Australian Economic Review, 2018, 51, (1), 87-98 Downloads View citations (2)

2016

  1. Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (2), 141-157 Downloads
    See also Working Paper (2015)

2015

  1. Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey
    Journal of Money, Credit and Banking, 2015, 47, (8), 1673-1689 Downloads View citations (12)
    See also Working Paper (2015)

2013

  1. Do ageing economies save less? Evidence from OECD data
    International Journal of Social Economics, 2013, 40, (6), 591-605 Downloads View citations (6)
 
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