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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 2025-03-13. Update your information in the RePEc Author Service.

Short-id: pwo145


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Working Papers

2024

  1. Disentangling Structural Breaks in Factor Models for Macroeconomic Data
    Papers, arXiv.org Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023) Downloads
  2. Random Subspace Local Projections
    Papers, arXiv.org Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023) Downloads View citations (1)
  3. Trend-Cycle Decomposition in the Presence of Large Shocks
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article Trend-cycle decomposition in the presence of large shocks, Journal of Economic Dynamics and Control, Elsevier (2025) Downloads (2025)

2023

  1. A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)
    See also Journal Article A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) Downloads (2024)
  2. Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (2)
    Also in Staff Working Papers, Bank of Canada (2020) Downloads View citations (7)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) Downloads View citations (4)

    See also Journal Article Understanding trend inflation through the lens of the goods and services sectors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) Downloads View citations (2) (2023)

2022

  1. Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic, European Economic Review, Elsevier (2023) Downloads View citations (6) (2023)

2021

  1. A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    Also in University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics (2021) Downloads
    Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung (2021) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (2)

    See also Journal Article A unified approach for jointly estimating the business and financial cycle, and the role of financial factors, Journal of Economic Dynamics and Control, Elsevier (2022) Downloads View citations (10) (2022)
  2. Cyclical signals from the labor market
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)

2020

  1. Nowcasting the output gap
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (13)
    See also Journal Article Nowcasting the output gap, Journal of Econometrics, Elsevier (2023) Downloads View citations (13) (2023)
  2. Sectoral Employment Dynamics in Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads

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 (5)
    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 Estimating and accounting for the output gap with large Bayesian vector autoregressions, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) Downloads View citations (24) (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 BIS Working Papers, Bank for International Settlements (2018) Downloads View citations (19)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2018) Downloads View citations (13)

    See also Journal Article Global factors and trend inflation, Journal of International Economics, Elsevier (2020) Downloads View citations (44) (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 (7)

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 View citations (9)
  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
    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 (2017) Downloads View citations (4)
    Discussion Papers, School of Economics, The University of New South Wales (2016) Downloads View citations (10)
    Discussion Papers, School of Economics, The University of New South Wales (2017) Downloads View citations (11)
    BIS Working Papers, Bank for International Settlements (2016) Downloads View citations (9)

    See also Journal Article Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter, The Review of Economics and Statistics, MIT Press (2018) Downloads View citations (79) (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 View citations (3)
  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 (8)

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 (88)
    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 Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey, Journal of Money, Credit and Banking, Blackwell Publishing (2015) Downloads View citations (89) (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 View citations (1)
    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 Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2016) Downloads View citations (3) (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 (8)
  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 (4)
  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

2025

  1. Trend-cycle decomposition in the presence of large shocks
    Journal of Economic Dynamics and Control, 2025, 173, (C) Downloads
    See also Working Paper Trend-Cycle Decomposition in the Presence of Large Shocks, CAMA Working Papers (2024) Downloads (2024)

2024

  1. A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*
    Journal of Business & Economic Statistics, 2024, 42, (2), 665-680 Downloads
    See also Working Paper A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*, CAMA Working Papers (2023) Downloads View citations (2) (2023)

2023

  1. Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic
    European Economic Review, 2023, 153, (C) Downloads View citations (6)
    See also Working Paper Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic, Working Paper Series (2022) Downloads View citations (1) (2022)
  2. Nowcasting the output gap
    Journal of Econometrics, 2023, 232, (1), 18-34 Downloads View citations (13)
    See also Working Paper Nowcasting the output gap, CAMA Working Papers (2020) Downloads View citations (13) (2020)
  3. Understanding trend inflation through the lens of the goods and services sectors
    Journal of Applied Econometrics, 2023, 38, (5), 751-766 Downloads View citations (2)
    See also Working Paper Understanding Trend Inflation Through the Lens of the Goods and Services Sectors, Discussion Paper Series (2023) Downloads View citations (2) (2023)

2022

  1. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
    Journal of Economic Dynamics and Control, 2022, 136, (C) Downloads View citations (10)
    See also Working Paper A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors, Monash Econometrics and Business Statistics Working Papers (2021) Downloads (2021)

2020

  1. Estimating and accounting for the output gap with large Bayesian vector autoregressions
    Journal of Applied Econometrics, 2020, 35, (1), 1-18 Downloads View citations (24)
    See also Working Paper Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions, Working Papers (2019) Downloads View citations (5) (2019)
  2. Global factors and trend inflation
    Journal of International Economics, 2020, 122, (C) Downloads View citations (44)
    See also Working Paper Global factors and trend inflation, CAMA Working Papers (2019) Downloads (2019)
  3. Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic
    Australian Economic Review, 2020, 53, (3), 402-414 Downloads View citations (1)

2019

  1. Measuring Uncertainty for New Zealand Using Data‐Rich Approach
    Australian Economic Review, 2019, 52, (3), 344-352 Downloads View citations (3)
  2. Opening the toolbox: how does the Reserve Bank analyse the world?
    Reserve Bank of New Zealand Bulletin, 2019, 82. No.4, 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 (79)
    See also Working Paper Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter, Reserve Bank of New Zealand Discussion Paper Series (2017) Downloads View citations (6) (2017)
  2. Measuring Uncertainty and Its Impact on a Small Open Economy
    Australian Economic Review, 2018, 51, (1), 87-98 Downloads View citations (7)

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 View citations (3)
    See also Working Paper Structural VARs, deterministic and stochastic trends: Does detrending matter?, Reserve Bank of New Zealand Discussion Paper Series (2015) Downloads View citations (1) (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 (89)
    See also Working Paper 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 (2015) Downloads View citations (88) (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 (8)
 
Page updated 2025-04-01