Details about Benjamin Wong

Access statistics for papers by Benjamin Wong.

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

Short-id: pwo145

Working Papers

2024

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

2023

4. 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 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) (2024)
5. Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (3)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) View citations (4)
   Staff Working Papers, Bank of Canada (2020) View citations (7)
   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) View citations (3) (2023)

2022

6. Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic
   Working Paper Series, European Central Bank 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) View citations (6) (2023)

2021

7. 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
   Also in Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung (2021)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
   University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics (2021)
   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) View citations (10) (2022)
8. Cyclical signals from the labor market
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)

2020

9. Nowcasting the output gap
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (13)
   See also Journal Article Nowcasting the output gap, Journal of Econometrics, Elsevier (2023) View citations (14) (2023)
10. Sectoral Employment Dynamics in Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2019

11. Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions
    Working Papers, University of Sydney, School of Economics View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) 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) View citations (25) (2020)
12. Global factors and trend inflation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in BIS Working Papers, Bank for International Settlements (2018) View citations (20)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2018) View citations (14)
    See also Journal Article Global factors and trend inflation, Journal of International Economics, Elsevier (2020) View citations (44) (2020)

2018

13. 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)

2017

14. Historical decompositions for nonlinear vector autoregression models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (9)
15. 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
16. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
    Discussion Papers, School of Economics, The University of New South Wales View citations (11)
    Also in BIS Working Papers, Bank for International Settlements (2016) View citations (9)
    Discussion Papers, School of Economics, The University of New South Wales (2016) View citations (10)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (4)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2017) View citations (6)
    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) View citations (80) (2018)

2016

17. Testing an Interpretation of Core Inflation Measures in New Zealand
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (3)
18. The Impact of Commodity Price Movements on the New Zealand Economy
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (8)

2015

19. 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 View citations (89)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) 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) View citations (90) (2015)
20. Structural VARs, deterministic and stochastic trends: Does detrending matter?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) 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) View citations (3) (2016)

2014

21. Exchange rate and commodity price pass‐through in New Zealand
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (8)
22. Monetary Policy and Funding Spreads
    Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand View citations (1)

2013

23. 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 View citations (4)
24. 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 View citations (1)

2010

25. 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
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia

Journal Articles

2025

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

2024

2. 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
   See also Working Paper A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*, CAMA Working Papers (2023) View citations (2) (2023)

2023

3. Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic
   European Economic Review, 2023, 153, (C) 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) View citations (1) (2022)
4. Nowcasting the output gap
   Journal of Econometrics, 2023, 232, (1), 18-34 View citations (14)
   See also Working Paper Nowcasting the output gap, CAMA Working Papers (2020) View citations (13) (2020)
5. Understanding trend inflation through the lens of the goods and services sectors
   Journal of Applied Econometrics, 2023, 38, (5), 751-766 View citations (3)
   See also Working Paper Understanding Trend Inflation Through the Lens of the Goods and Services Sectors, Discussion Paper Series (2023) View citations (3) (2023)

2022

6. 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) 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) (2021)

2020

7. Estimating and accounting for the output gap with large Bayesian vector autoregressions
   Journal of Applied Econometrics, 2020, 35, (1), 1-18 View citations (25)
   See also Working Paper Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions, Working Papers (2019) View citations (5) (2019)
8. Global factors and trend inflation
   Journal of International Economics, 2020, 122, (C) View citations (44)
   See also Working Paper Global factors and trend inflation, CAMA Working Papers (2019) (2019)
9. Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic
   Australian Economic Review, 2020, 53, (3), 402-414 View citations (1)

2019

10. Measuring Uncertainty for New Zealand Using Data‐Rich Approach
    Australian Economic Review, 2019, 52, (3), 344-352 View citations (3)
11. Opening the toolbox: how does the Reserve Bank analyse the world?
    Reserve Bank of New Zealand Bulletin, 2019, 82. No.4, 1-14
12. Time Series Econometerics
    The Economic Record, 2019, 95, (310), 399-400

2018

13. Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter
    The Review of Economics and Statistics, 2018, 100, (3), 550-566 View citations (80)
    See also Working Paper Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter, Discussion Papers (2017) View citations (11) (2017)
14. Measuring Uncertainty and Its Impact on a Small Open Economy
    Australian Economic Review, 2018, 51, (1), 87-98 View citations (7)

2016

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

2015

16. 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 View citations (90)
    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) View citations (89) (2015)

2013

17. Do ageing economies save less? Evidence from OECD data
    International Journal of Social Economics, 2013, 40, (6), 591-605 View citations (8)