Reserve Bank of New Zealand Discussion Paper Series

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DP2023/01: Housing quality improvement, property market dynamics, and sustainable house prices

Andrew Coleman

DP2022/02: What Matters for Job Finding and Separation in the long-run?

Guanyu Zheng, Gulnara Nolan, Christopher Ball, Siddharth Kothari and Yosuke Kido

DP2022/01: A monthly financial conditions index for New Zealand

Miguel C. Herculano

DP2021/01: Star Wars at Central Banks

Joel Bank, Hamish Fitchett, Adam Gorajek, Benjamin Malin and Andrew Staib

DP2019/03: Nowcasting GDP using machine learning algorithms: A real-time assessment

Adam Richardson, Thomas van Florenstein Mulder and Tugrul Vehbi

DP2019/02: Understanding labour market developments in New Zealand, 1986-2017

Dean Hyslop, Amy Rice and Hayden Skilling

DP2019/01: Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand

Mairead de Roiste, Apostolos Fasianos, Robert Kirkby and Fang Yao

DP2018/08: Deviations in real exchange rate levels in the OECD countries and their structural determinants

Martin Berka and Daan Steenkamp

DP2018/07: Migration and Business Cycle Dynamics

Christie Smith and Christoph Thoenissen

DP2018/06: Housing Leverage and Consumption Expenditure - Evidence from New Zealand Microdata

Karam Shaar and Fang Yao

DP2018/05: Loan-to-Value Ratio Restrictions and House Prices

Jed Armstrong, Hayden Skilling and Fang Yao

DP2018/04: Real-time forecasting with macro-finance models in the presence of a zero lower bound

Leo Krippner and Michelle Lewis

DP2018/03: Optimal grid selection in numerical approaches to dynamic heterogeneous agent macroeconomic models

Karsten Chipeniuk

DP2018/02: Residential construction and population growth in New Zealand: 1996-2016

Andrew Coleman and Ozer Karagedikli

DP2018/01: Global Factors and Trend Inflation

Gunes Kamber and Benjamin Wong

DP2017/04: Macroprudential policies in a low interest-rate environment

Fang Yao and Margarita Rubio

DP2017/03: How bubbly is the New Zealand dollar?

Daan Steenkamp

DP2017/02: Explosiveness in G11 currencies

Daan Steenkamp

DP2017/01: Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Gunes Kamber, James Morley and Benjamin Wong

DP2016/12: Factor substitution and productivity in New Zealand

Daan Steenkamp

DP2016/11: Bond premia, monetary policy and exchange rate dynamics

Anella Munro

DP2016/10: Assessing the economic value of probabilistic forecasts in the presence of an inflation target

Chris McDonald, Craig Thamotheram, Shaun Vahey and Elizabeth Wakerly

DP2016/09: Inflation expectations and low inflation in New Zealand

Ozer Karagedikli and Christopher McDermott

DP2016/08: Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound

Edda Claus, Iris Claus and Leo Krippner

DP2016/07: New Zealand's experience with changing its inflation target and the impact on inflation expectations

Michelle Lewis and Christopher McDermott

DP2016/06: The impact of disasters on inflation

Miles Parker

DP2016/05: Global inflation: the role of food, housing and energy prices

Miles Parker

DP2016/04: A macroprudential stable funding requirement and monetary policy in a small open economy

Punnoose Jacob and Anella Munro

DP2016/03: How wages are set: evidence from a large survey of firms

Jed Armstrong and Miles Parker

DP2016/02: Persistence and volatility of real exchange rates: the role of supply shocks revisited

Britta Gehrke and Fang Yao

DP2016/01: How exporters set prices: evidence from a large behavioural survey

Miles Parker

DP2015/06: When is macroprudential policy effective?

Chris McDonald

DP2015/05: A structural model for policy analysis and forecasting: NZSIM

Gunes Kamber, Chris McDonald, Nicholas Sander and Konstantinos Theodoridis

DP2015/04: Applying an Inflation Targeting Lens to Macroprudential Policy 'Institutions'

Gunes Kamber, Ozer Karagedikli and Christie Smith

DP2015/03: The interest rate pass-through in the euro area during the sovereign debt crisis

Leo Krippner, Sandra Eickmeier and Julia von Borstel

DP2015/02: Structural VARs, deterministic and stochastic trends: Does detrending matter?

Benjamin Wong and Varang Wiriyawit

DP2015/01: Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey

Benjamin Wong

DP2014/04: Price-setting behaviour in New Zealand

Miles Parker

DP2014/03: Asset markets and monetary policy shocks at the zero lower bound

Edda Claus, Iris Claus and Leo Krippner

DP2014/02: Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles

Viv Hall and Christopher McDermott

DP2014/01: Exchange rates, expected returns and risk

Anella Munro

DP2013/06: Financial exposure and the international transmission of financial shocks

Gunes Kamber and Christoph Thoenissen

DP2013/05: What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks

Ozer Karagedikli, Michael Ryan, Daan Steenkamp and Tugrul Vehbi

DP2013/04: Dissecting the dynamics of the US trade balance in an estimated equilibrium model

Punnoose Jacob and Gert Peersman

DP2013/03: Deep habits, price rigidities and the consumption response to Government spending

Punnoose Jacob

DP2013/02: A tractable framework for zero lower bound Gaussian term structure models

Leo Krippner

DP2013/01: Export performance, invoice currency, and heterogeneous exchange rate pass-through

Richard Fabling and Lynda Sanderson

DP2012/06: Matching efficiency and business cycle fluctuations

Francesco Furlanett and Nicolas Groshenny

DP2012/05: The macroeconomic effects of a stable funding requirement

Chris Bloor, Rebecca Craigie and Anella Munro

DP2012/04: Measuring the stance of monetary policy in zero lower bound environments

Leo Krippner