Reserve Bank of New Zealand Analytical Notes series

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AN2018/09: Job-to-job flows and inflation: Evidence from administrative data in New Zealand

Ozer Karagedikli

AN2018/08: A Note on Construction Worker Migration to New Zealand 1962 - 2018

Andrew Coleman and Ozer Karagedikli

AN2018/07: Measuring Market Discipline in New Zealand

Cameron Haworth, Liam Gillies and Tobias Irrcher

AN2018/06: Mortgagor Vulnerability and Deposit Affordability in New Zealand before and after the Loan-to-Value Restrictions

Karam Shaar

AN2018/05: Quantifying fiscal multipliers in New Zealand: The evidence from SVAR models

Anna Hamer-Adams and Martin Wong

AN2018/04: Estimating the NAIRU and the Natural Rate of Unemployment for New Zealand

Punnoose Jacob and Martin Wong

AN2018/03: Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes

Nicholas Mulligan and Daan Steenkamp

AN2018/02: Funding cost pass-through to mortgage rates

Bevan Cook and Daan Steenkamp

AN2018/01: Measuring uncertainty and its impact on the New Zealand economy

Amy Rice, Tugrul Vehbi and Benjamin Wong

AN2017/08: Is the market always right? Improving federal funds rate forecasts by adjusting for the term premium

Michael Callaghan

AN2017/07: Crypto-currencies – An introduction to not-so-funny moneys

Aaron Kumar and Christie Smith

AN2017/06: A factor model of commodity price co-movements: An application to New Zealand export prices

Amber Wadsworth and Adam Richardson

AN2017/05: Diving in the deep end of domestic deposits

Jed Armstrong and Nicholas Mulligan

AN2017/04: Does past inflation predict the future?

Chris McDonald

AN2017/03: Revisiting the Wealth Effect on Consumption in New Zealand

Martin Wong

AN2017/02: Evaluating alternative monthly house price measures for New Zealand

Jed Armstrong, Ashley Dunstan and Tobias Irrcher

AN2017/01: The role of non-participants in labour market dynamics

Jed Armstrong and Ozer Karagedikli

AN2016/07: Short-term risk premiums and policy rate expectations in the United States

Leo Krippner and Michael Callaghan

AN2016/06: Testing an Interpretation of Core Inflation Measures in New Zealand

Gunes Kamber and Benjamin Wong

AN2016/05: The Impact of Commodity Price Movements on the New Zealand Economy

Gunes Kamber, Gabriela Nodari and Benjamin Wong

AN2016/04: Developing a labour utilisation composite index for New Zealand

Jed Armstrong, Gunes Kamber and Ozer Karagedikli

AN2016/03: The macroeconomic impact of the age composition of migration

Tugrul Vehbi

AN2016/02: Why the drivers of migration matter for the labour market

Jed Armstrong and Chris McDonald

AN2016/01: Inflation expectations curve: a tool for monitoring inflation expectations

Michelle Lewis

AN2015/08: The Reserve Bank of New Zealand’s output gap indicator suite and its real-time properties

Jed Armstrong

AN2015/07: El Niño and its impact on the New Zealand economy

Dean Ford and Amy Wood

AN2015/06: A deeper look at recent housing market trends: insights from unit-record data

Hayden Skilling

AN2015/05: Estimating New Zealand’s neutral interest rate

Adam Richardson and Rebecca Williams

AN2015/04: Constructing cross country estimates of relative industry MFP levels

Daan Steenkamp

AN2015/03: Can global economic conditions explain low New Zealand inflation?

Adam Richardson

AN2015/02: Vulnerability of new mortgage borrowers prior to the introduction of the LVR speed limit: Insights from the Household Economic Survey

Ashley Dunstan and Hayden Skilling

AN2015/01: The Reserve Bank's method of estimating "potential output"

Ashley Lienert and David Gillmore

AN2014/08: Design Choices in Central Clearing: Issues Facing Small Advanced Economies

Edwin Budding and David Murphy

AN2014/07: Monetary Policy and Funding Spreads

Anella Munro and Benjamin Wong

AN2014/06: Economic linkages between New Zealand and China

Ross Kendall

AN2014/05: How much of what New Zealanders consume is imported? Estimates from input-output tables

Miles Parker

AN2014/04: 'N Sync: how do countries' economies move together?

James Graham

AN2014/03: How has the LVR restriction affected the housing market: a counterfactual analysis

Gael Price

AN2014/02: Structural adjustment in New Zealand since the commodity boom

Daan Steenkamp

AN2014/01: Exchange rate and commodity price pass‐through in New Zealand

Miles Parker and Benjamin Wong

AN2013/11: A closer look at some of the supply and demand factors influencing residential property markets

Elizabeth Watson

AN2013/10: Migration and the housing market

Nicholas Sander

AN2013/09: Fresh perspectives on unobservable variables: Data decomposition of the Kalman smoother

Nicholas Sander

AN2013/08: What in the world moves New Zealand bond yields?

Michelle Lewis and Lauren Rosborough

AN2013/07: Neutral interest rates in the post-crisis period

Willy Chetwin and Amy Wood

AN2013/06: Some revisions to the sectoral factor model of core inflation

Gael Price

AN2013/05: Estimating the impacts of restrictions on high LVR lending

Chris Bloor and Chris McDonald

AN2013/04: Estimated Taylor Rules updated for the post-crisis period

Ross Kendall and Tim Ng

AN2013/03: New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications

Willy Chetwin, Tim Ng and Daan Steenkamp

AN2013/02: Drying out: Investigating the economic effects of drought in New Zealand

Gunes Kamber, Chris McDonald and Gael Price

AN2013/01: Productivity and the New Zealand Dollar: Balassa-Samuelson tests on sectoral data

Daan Steenkamp

AN2012/12: Market Perceptions of Exchange Rate Risk

Michelle Lewis

AN2012/11: Building a picture of New Zealand manufacturing

Gael Price

AN2012/10: Modelling New Zealand mortgage interest rates?

Enzo Cassino

AN2012/09: Do actual and/or expected OCR changes affect the New Zealand dollar?

Jason Wong and Bevan Cook

AN2012/08: Extending the Reserve Bank’s macroeconomic balance model of the exchange rate

James Graham and Daan Steenkamp

AN2012/07: Risk, return, and beyond: A conceptual analysis of some factors influencing New Zealanders’ investment decisions

Elizabeth Watson

AN2012/06: Not a jobless recovery, just a slow one

Rebecca Craigie, David Gillmore and Nicolas Groshenny

AN2012/05: A model for interest rates near the zero lower bound: An overview and discussion

Leo Krippner

AN2012/04: In search of greener pastures - improving the REINZ farm price index

Ashley Dunstan and Chris McDonald

AN2012/03: Currency intervention - the profitability of some recent international experiences

Enzo Cassino and Michelle Lewis

AN2012/02: Kiwi drivers the New Zealand dollar experience

Chris McDonald

AN2012/01: House price expectations of households: A preliminary analysis of new survey data

Graham Howard and Ozer Karagedikli

AN2011/01: The macroeconomic impact of the Rugby World Cup

Adam Richardson