Reserve Bank of New Zealand Discussion Paper Series

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DP2012/03: The information content of central bank interest rate projections: Evidence from New Zealand

Gunda-Alexandra Detmers and Dieter Nautz

DP2012/02: Modifying Gaussian term structure models when interest rates are near the zero lower bound

Leo Krippner

DP2012/01: The financial accelerator and monetary policy rules

Gunes Kamber and Christoph Thoenissen

DP2011/08: Foreign acquisition and the performance of New Zealand firms

Richard Fabling and Lynda Sanderson

DP2011/07: Forecasting house price inflation: a model combination approach

Sarah Drought and Chris McDonald

DP2011/06: Cyclical changes in firm volatility

Emmanuel De Veirman and Andrew Levin

DP2011/05: Time-varying returns, intertemporal substitution and cyclical variation in consumption

Emmanuel De Veirman and Ashley Dunstan

DP2011/04: An estimated small open economy model with frictional unemployment

Julien Albertini, Gunes Kamber and Michael Kirker

DP2011/03: Evaluating density forecasts: model combination strategies versus the RBNZ

Chris McDonald and Leif Thorsrud

DP2011/02: Fluctuations in the international prices of oil, dairy products, beef and lamb between 2000 and 2008: A review of market-specific demand and supply factors

Phil Briggs, Carly Harker, Tim Ng and Aidan Yao

DP2011/01: Any port in a storm? The impact of new port infrastructure on New Zealand exporter behaviour

Richard Fabling, Arthur Grimes and Lynda Sanderson

DP2010/14: Monetary Policy, Inflation and Unemployment

Nicolas Groshenny

DP2010/13: What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices

Michael Kirker

DP2010/12: Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania

Alfred Guender and Bevan Cook

DP2010/11: A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics

Leo Krippner

DP2010/10: Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar

Andrew Coleman and Ozer Karagedikli

DP2010/09: Debt dynamics and excess sensitivity of consumption to transitory wealth changes

Emmanuel De Veirman and Ashley Dunstan

DP2010/08: Intertemporal Choice: A Nash Bargaining Approach

David Baqaee

DP2010/07: Exporting and performance: Market entry, expansion and destination characteristics

Richard Fabling and Lynda Sanderson

DP2010/06: Sharing a risky cake

David Baqaee and Richard Watt

DP2010/05: Using estimated models to assess nominal and real rigidities in the United Kingdom

Gunes Kamber and Stephen Millard

DP2010/03: Internationalised Production in a Small Open Economy

Aurelien Eyquen and Gunes Kamber

DP2010/03: Multi-period fixed-rate loans, housing and monetary policy in small open economies

Jaromír Beneš and Kirdan Lees

DP2010/02: All together now: Do international factors explain relative price co-movements?

Ozer Karagedikli, Haroon Mumtaz and Misa Tanaka

DP2010/01: Evaluating household expenditures and their relationship with house prices at the microeconomic level

Mark Smith

DP2009/20: Measuring Changes in Firm-Level Volatility: An Application to Japan

Emmanuel De Veirman and Andrew Levin

DP2009/19: Whatever next? Export market choices of New Zealand firms

Richard Fabling, Arthur Grimes and Lynda Sanderson

DP2009/18: Forecasting New Zealand's economic growth using yield curve information

Leo Krippner and Leif Thorsrud

DP2009/17: Global shocks, economic growth and financial crises: 120 years of New Zealand experience

Michael Bordo, David Hargreaves and Mizuho Kida

DP2009/16: Structural macro-wconometric modelling in a policy environment

Martin Fukač and Adrian Pagan

DP2009/15: Measuring output gap uncertainty

Anthony Garratt, James Mitchell and Shaun Vahey

DP2009/14: Impulse Response Identification in DSGE Models

Martin Fukač

DP2009/13: The "suite" smell of success: complementary personnel practices and firm performance

Richard Fabling and Arthur Grimes

DP2009/12: A quarterly Post-World War II Real GDP Series for New Zealand

Christopher McDermott and Viv Hall

DP2009/11: A cobweb model of financial stability in New Zealand

Paul Bedford and Chris Bloor

DP2009/10: A theoretical foundation for the Nelson and Siegel class of yield curve models

Leo Krippner

DP2009/09: Entrepreneurship and aggregate merchandise trade growth in New Zealand

Richard Fabling and Lynda Sanderson

DP2009/08: Evaluating a monetary business cycle model with unemployment for the euro area

Nicolas Groshenny

DP2009/07: Developing stratified housing price measures for New Zealand

Chris McDonald and Mark Smith

DP2009/06: Analysing wage and price dynamics in New Zealand

Ashley Dunstan, Troy Matheson and Hamish Pepper

DP2009/05: Using wavelets to measure core inflation: the case in New Zealand

David Baqaee

DP2009/04: Forecasting national activity using lots of international predictors: an application to New Zealand

Sandra Eickmeier and Tim Ng

DP2009/03: Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD

Nick Smyth

DP2009/02: Real-time conditional forecasts with Bayesian VARs: An application to New Zealand

Chris Bloor and Troy Matheson

DP2009/01: Revealing monetary policy preferences

Christie Smith

DP2008/19: The evolution of the Forecasting and Policy System (FPS) at the Reserve Bank of New Zealand

Felix Delbrück, Ashley Dunstan, David Hargreaves, Ashley Lienert, Hamish Pepper and Cath Sleeman

DP2008/18: Combining Forecast Densities from VARs with Uncertain Instabilities

Anne Sofie Jore, James Mitchell and Shaun Vahey

DP2008/17: Does natural rate variation matter? Evidence from New Zealand

Michael Kirker

DP2008/16: Inheritances and their impact on housing equity withdrawal

Phil Briggs

DP2008/15: Practical Monetary Policies

Alfred Guender and David Gillmore