Seminars and workshops

The Reserve Bank regularly hosts seminars and workshops in order to foster debate on monetary and financial-system policy and monetary, and financial economics more generally.

Workshops

The Reserve Bank regularly hosts seminars and workshops in order to foster debate on monetary and financial-system policy and monetary and financial economics more generally. Many of these workships are in conjunction with Victoria University of Wellington's professorial fellowship in monetary and financial economics.

Economic seminars

These seminars are open to academic and professional economists. To attend, please contact the coordinator of the Economics Research Network Initiative (ERNI).

27 Oct
Sebastian Gehricke
University of Otago
Risks and concerns with Exchange Traded Products
20 Oct
Sebastian Gehricke
University of Otago
Research Presentation: Modelling VXX
7 Sep
Juan Manuel Figueres
University of Padua
News on State-Dependent Fiscal Multipliers: The Role of Confidence
22 Aug
Christoph Thoenissen
University of Sheffield
Commodity prices and labour market dynamics in small open economies
16 Aug
Michael McMahon
University of Warwick
Central Bank Communication and the use of computational linguistics
15 Aug
Michael McMahon
University of Warwick
Potential Output and Financial Cycles
11 Aug
Michael McMahon
University of Warwick
QE and the Bank Lending Channel in the UK
1 Aug
Thorsten Beck
Cass Business School, London
Regulatory responses to cross-border bank fragility
8 Jul
Gerdie Everaert
Gent University
Time-varying international consumption risk sharing: evidence for industrial and developing countries
27 Jun
Chien-Ting Lin
Deakin University
Anchoring countercyclical capital buffers: The role of market liquidity
10 Jun
Eric Ghysels
University of North Carolina
Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression
2 Jun
Irina Panovska
Lehigh University
The Asymmetric Effects of Fiscal Stimulus and Austerity Across the Business Cycle
31 May
Bernd Hayo
Philipps-Universität Marburg
Central Banks’ Predictability: An Assessment by Financial Market Participants
4 May
Britta Gehrke
Friedrich-Alexander University Erlangen-Nürnberg
Identifying Asymmetric Effects of Labour Market Reforms
2 May
Efrem Castelnuovo (with Giovanni Caggiano and Juan Manuel Figueres)
University of Melbourne
Economic Policy Uncertainty Spillovers in Booms and Busts
9 Mar
Francesco Furlanetto
Norges Bank
Labor Supply Factors and Economic Fluctuations
17 Feb
Thomas Lubik
Federal Reserve Bank of Richmond
Indeterminacy and Learning
16 Feb
Amy Sun
Queen’s University (Joint seminar with Victoria University of Wellington)
Default, Mortgage Standards and Housing Liquidity
21 Jan
Scott Davis
Federal Reserve Bank of Dallas Capital controls and monetary policy autonomy in a small open economy
19 Jan
Scott Davis
Federal Reserve Bank of Dallas
Inflation targeting and the anchoring of inflation expectations: Evidence from Consensus forecasts
14 Jan
Chris Waller
Federal Reserve Bank of St. Louis
US Economy Update
13 Jan
Chris Waller
Federal Reserve Bank of St. Louis
On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound
21 Dec
Joshua Aizenman
University of Southern California
Exchange Market Pressure in OECD & EME's
10 Dec
Vegard H. Larsen
BI Norwegian Business School
Oil and macroeconomic (in)stability
9 Dec
Hao Wang
Reserve Bank of Australia
Macroeconomic Consequences of Terms of Trade Episodes, Past and Present
9 Dec
James Yetman
Bank for International Settlements
Financial inclusion and optimal monetary policy
3 Dec
Julio Carrillo
Bank of Mexico
Monetary and Macroprudential Policy Mix: An Institution-Design Approach
30 Nov
Jeff Herbert
Auckland University of Technology
Are cryptocurrencies the new economic revolution
16 Nov
Peter Doyle
Economist and FT commentator
Global Early-Warning
10 Nov
Chris Gibbs
University of New South Wales
Combined Forecasts of Real-time New Zealand Inflation
30 Sep
Debdulal Mallick
Deakin University
A Spectral Representation of the Phillips Curve in Australia
29 Sep
Tim Kam
Australian National University
Sustainable International Monetary Policy Cooperation
24 Sep
Andrew Coleman
University of Otago
Modelling House Prices
15 & 16 Sep
Kenneth West
University of Wisconsin-Madison
Exchange Rate Course and Macroeconomic Workshop
24 Aug
Agathe Côté & Sharon Kozicki
Bank of Canada
Bank of Canada framework
5 Aug
Shujaat Khan
John Hopkins University
Evaluating Macroeconomic and Fiscal Performance of Alternative Fiscal Rules
23 Jul
Chris Perks
Australian National University
The (Ir)relevance of Alternative Savings Mechanisms: Borrowing Constraints and the Durable Good Co-Movement Puzzle
22 Jul
Miles Kimball
University of Michigan
Breaking through the Zero Lower Bound
10 Jun
Liang Wang
University of Hawaii-Manoa
Costly Credit and Sticky Prices
9 Jun
Jacques Poot
University of Waikato
The Elusive Effects of Workplace Diversity on Innovation
4 Jun
Rodrigo Caputo
Central Bank of Chile
The Business Cycle of a Commodity Exporter
3 Jun
Nalini Prasad
University of New South Wales
The Role of Macroeconomic Policy in Explaining China’s Current Account Surplus
19 May
Ryan Greenaway-McGrevy
University of Auckland
Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres
12 May
Pedro Gomis Porqueras
Deakin University
Regulating Over the Counter Financial Markets: Implications for Central Bank’s Dual Mandate
6 May
Viv Hall
Victoria University of Wellington
How Robust are New Zealand’s Stylised Business Cycle Facts?
5 May
Shaun Vahey
Warwick Business School
Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence
4 May
James Morley
University of New South Wales
Improving Estimates of the Output Gap
4 May
Cody Yu-Ling Hsiao
University of New South Wales
Debt and Financial Market Contagion
23 Apr
Ian Twomey
Hale and Twomey
The Energy Sector in NZ
16 Apr
Mariano Kulish
University of New South Wales
Unprecedented Change in the Terms of Trade
15 Apr
Glenn Rudebusch & Michael Bauer
Federal Reserve Bank of San Francisco
Resolving the Spanning Puzzle in Macro-finance Term Structure Models
10 Apr
Arpita Chatterjee
University of New South Wales
Effects of U.S. Quantitative Easing on Emerging Market Economies
27 Mar
Martin Berka
University of Auckland
Assessing Exchange Rate Misalignment in New Zealand Using Industry Total Factor Productivity
19 Mar
Michael Funke
University of Hamburg
A DSGE-Based Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong
3 Mar
Christopher Gibbs
University of New South Wales
Overcoming the Forecast Combination Puzzle: Lessons from the Tim-varying Efficiency of Phillips Curve Forecast of U.S. Inflation
10-11 Feb
Tino Berger
University of Göttingen
Time Series Analysis by the State Space Method – Classical and Bayesian Approaches
27 Jan
Matthew Greenwood-Nimmo
University of Melbourne
Quantifying Informational Linkages in a Global Model of Currency Spot Markets
14 Jan
Efrem Castelnuovo
University of Melbourne
Uncertainty and Monetary Policy at the Zero Lower Bound
1 Jan
Gisela Rua and Andrew Jalil
Federal Reserve Board
Inflation Expectations and Recovery from the Depression in 1993: Evidence from the Narrative Record
19 Dec
Ross Levine
University of California
Guardians of Finance: Making Regulators Work for Us
11 Dec
Chris Neely
Federal Reserve Bank of St. Louis
Unconventional Monetary Policy Had Large International Effects
8 Dec
James Yetman
Bank for International Settlements
Decaying Expectations: What inflation forecasts tell us about the anchoring of inflation expectations
5 Dec
Marlene Amstad
Bank for International Settlements
Developing and Underlying Inflation Gauge
4 Dec
Alexander Wolman
Federal Reserve Bank of Richmond
Large Excess Reserves in the U.S.: A View from the Cross-Section of Banks
27 Nov
SangPil Hwang
Bank for Korea
Bank of Korea Presentation on Forecasting
13 Nov
Lenno Uuskula
Bank of Estonia
Firm Turnover and Inflation Dynamics
5 Nov
Andrea Deghi
University of New South Wales
The Effects of the Network Topology on the Italian Overnight Market
17 Oct
John Duca
Federal Reserve Bank of Dallas
Shifting Credit Standards and the Boom and Bust in U.S. House Prices: Time Series Evidence from the Past Three Decades
6 Oct
Sam Wills
Oxford University
Optimal Monetary Reponses to Oil Discoveries
9 Sep
Saten Kumar
Auckland University of Technology
How Do Firms Form Their Expectations? New Survey Evidence
20 Aug
Pei Kuang
University of Birmingham
Learning about Trends and Business Cycle Fluctuations
18 Aug
Takashi Kano
Hitotsubashi University
Exchange Rates and Fundamentals: Closing a Two-country Model
22, 24, 28, 30 Jul & 1 Aug
Paul McNelis
Fordham University
Computational Small Open Economy
30 June
Ligang Song
Australian National University
China’s rebalancing towards a new model of economic growth
11 June
Tatsuyoshi Okimoto
Australian National University
Increasing trends in the excess comovement of commodity prices
5 June
Irina Panovska
Lehigh University
Asymmetric Exchange Rate Pass-through Behaviour over the Business Cycle
7 May
Cody Yu-Ling Hsiao
University of New South Wales
External Dependence and Contagion
9 April
Wenying Yao
University of Tasmania
Continuous and Jump Betas: Applications for Portfolio Management
3 April
Michael Hutchison
University of California at Santa Cruz
The Transmission of Federal Reserve tapering news to Emerging Financial Markets
1 April
Martin Berka
Victoria University of Wellington
Intra-national real exchange rates, wages and idiosyncratic shocks: Evidence from Japan
10 Mar
Bart Frijns
Auckland University of Technology
Long-run performance of the New Zealand Stock Markets: 1899 -2012
28 Feb
Stefan Ingves
Sveriges Riksbank
Economic conditions in Europe
17 Feb
Christiane Baumeister
Bank of Canada
Do Oil Price Increases Cause Higher Food Prices?
13 Feb
Martien Lubberink
Victoria University of Wellington
A primer on regulatory bank capital adjustments
10 Feb
Lord Mervyn King
Ex Bank of England
Lessons from the Financial Crisis: A New World Order
29 Jan
James Thompson
University of Waterloo, Canada
CDS as Insurance: Leaky Lifeboats in Stormy Seas & Credit Risk Transfer: To Sell or to Insure
19 Dec
Deirdre McCloskey
University of Illinois at Chicago
The Treasured Bourgeoisie: How Markets and Innovation Became Ethical, 1600-1848, and Then Suspect
10 Dec
Barry Eichengreen
University of California, Berkeley
The Euro Crisis: The Theory of Optimum Currency Areas Bites Back
5 Dec
Yunjong Eo
University of Sydney
Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models
14 Nov
Varang Wiriyawit
Australian National University
The Role of Trend Misspecification upon Policy Implications in DSGE Models
13 Nov
Drago Bergholt
Norwegian Business School
Business cycles in an estimated open economy multi-sector model
12 Nov
Leif Anders Thorsrud
Norwegian Business School and Norges Bank
Boom or gloom? Examining the Dutch disease in a two-speed economy
4 Nov
Bill Poole
Ex Federal Reserve Bank of St. Louis
The Great Central Bank Unwind
24 Oct
Yuichiro Waki
University of Queensland
The Optimal Degree of Discretion in Monetary Policy in a New Keynesian Model
16 Oct
Benjamin Wong
Australian National University
The Evolution of the U.S. Output Inflation Trade-off
16-18 Oct
Ippei Fujiwara
Australian National University
New Keynesian open-economy macroeconomics
10 Oct
Alessio Moro
University of Cagliari
Banking with Uninsured Liabilities: Spain in the 1860s
7 Oct
Shuping Shi
Australian National University
The divergence between core and headline inflation: Implications for consumers’ inflation expectations
19 Sep
Barry Rafferty
University of Melbourne
Currency returns, skewness and crash risk
13 Sep
David Fielding
University of Otago
The differences between relative price variability and relative inflation variability: evidence from three countries
5 Sep
Dan Thornton
St Louis Fed
Can event-study evidence on the effectiveness of the FOMC’s LSAP program survive the “reasonable person standard”?
4 Sep
Benjamin Wong
Australian National University
Inflation dynamics and the role of oil shocks
22 Aug
Yu Chin Chen
University of Washington
Linearity in generalized ADL mixed-frequency regressions: estimation, forecasting and monitoring
20 Aug
Pao-Lin Tien
Wesleyan University
Nominal shocks and real exchange rates: evidence from two centuries
14 Aug
Ilan Noy
Victoria University of Wellington
Public and private saving and the long shadow of macroeconomic shocks
1 Aug
Alfred Haug
University of Otago
Combining monetary and fiscal policy in an SVAR for a small open economy
24 Jul
Ben Wang
Macquarie University
An estimated small open economy model with labour market frictions
23 Jul
Ben Wang
Macquarie University
Understanding a small open economy business conditions index
2 Jul
Saten Kumar
Auckland University of Technology
Great recession and the informational shifts: evidence from a time-varying sticky information Phillips Cirve
27 Jun
Martin Bodenstein
National University of Singapore
Monetary policy responses to oil price fluctuations
26 Jun
Maurice Obstfeld
University of California at Berkley and NBER
Some lessons of Asian crises
24 Jun
Shaun Vahey
Australian National University
Predicting the great recession with historical experts
20 May
Matteo Ghilardi
University of Surrey
Asset prices, investment and financial frictions
2 May
Qingyuan Du
Monash University
Roads and the real exchange rate
22 Apr
Takayuki Tsaruga
Kyoto University
Bank overleverage and macroeconomic fragility
18 Apr
Dimitris Margaritis
University of Auckland
Global financial crisis, competition and loan pricing in Australia
14 Mar
Genevieve Gauthier
HEC, Montreal
Credit spreads, recovery rates and bond portfolio risk measures in a hybrid credit risk model
7 Mar
Lynda Sanderson (Treasury) and Richard Fabling (Motu)
Export performance, invoice currency and heterogenous exchange rate pass-through
20 Feb
Alper Cenesiz
University of Porto
Real wage rigidities and durable goods
19 Feb
Christian Merkl
FAU Erlangen-Nuremberg
Short-time work and the macroeconomy
29 Jan
Cristiano Cantore
University of Surrey
The dynamics of hours worked and technology
18 Jan
Abeer Reza
Carleton University, Ottawa
Search frictions, bank leverage, and gross loan flows
7 Dec
Susanto Basu
Boston College
Uncertainty shocks in a model of effective demand
4 Dec
Christina Wang
Boston Fed
Rationing of bank credit to small businesses: Evidence from the Great Recession
30 Nov
Aarti Singh
University of Sydney
Is debt overhang a problem for monetary policy?
25 Oct
Bruce Preston
Monash University
Labor supply heterogeneity and macroeconomic co-movement
24 Oct
Pedro Gomis-Porqueras
Monash University
Consequences of valuing health: A macroeconomic perspective
18 Oct
Daryna Grechyna
The University of Auckland
Public debt in developed economies: Reconciling theory and evidence
16 Oct
Tugrul Vehbi
The New Zealand Treasury
The effects of fiscal policy in New Zealand: Evidence from a VAR model with debt constraints
27 Sep
Tara Sinclair
George Washington University
Trends and cycles in US output and unemployment in the Great Recession
20 Sep
Denise Osborne
Manchester University
Breaks in US monetary policy: An information criteria approach to inference with endogenous regressors
14 Sep
Alfred Guender
University of Canterbury
What to aim for: In defence of CPI inflation targeting
6 Sep
Ben Marshall
Massey University
Liquidity measurement and commonality in commodities
31 Aug
Renee McKibbin
Australian National University
Portfolio rebalancing in commodity countries
29 Aug
Renee McKibbin
Australian National University
Lectures on VARs and sign restrictions
28 Aug
Renee McKibbin
Australian National University
Lectures on VARs and sign restrictions
23 Aug
Ilhyock Shim
BIS
The effects of monetary and macroprudential policies on house prices and credit
16 Aug
Richard Dennis
Australian National University
Imperfect credibility and robust monetary policy
8 Aug
Burcin Kisacikoglu
Johns Hopkins University
Judging the DSGE model by its forecasts
23 Jul
James Yetman
Bank for International Settlements
Heresy in the High Temple (of Inflation Targeting)?
19 Jul
Efrem Castelnuovo
University of Padova
Monetary policy neutrality? Sign restrictions go to Monte Carlo
11 Jul
Shaun Vahey
Australian National University
Predicting US federal debt limit crises and the policy responses
26 Jun
Lutz Kilian
University of Michigan
Forecasting oil prices and forecast scenarios
21 Jun
Denny Lie
University of Sydney
Estimation of forward-looking relationships in closed-form: an application to the New Keynesian Phillips curve
12 Jun
Larry Kotlikoff
Boston University
Jimmy Stewart is dead
18 May
Toby Daglish
Victoria University of Wellington
US bond markets and credit spreads during the Great Depression
10 May
Gazi Hassan
Waikato University
Sovereign credit rating and growth volatility
3 May
Chia-Ying Chang
Victoria University of Wellington
Banking crisis, sudden stops and the effectiveness of short-run lending
30 Apr
Gianni Amisano
European Central Bank
A nonlinear DSGE model for the term structure with regime shifts
30 Apr
Gianni Amisano
European Central Bank
Prediction with several macromodels
26 Apr
Ippei Fujiwara
Crawford School, ANU
Global liquidity trap
11 Apr
Peter Sinclair
Bank of England
Financial frictions and their implications for the monetary transmission mechanism
4 Apr
Sherrill Shaffer
The University of Wyoming
Assessing competition with the Panzar-Rosse model: The role of scale, costs, and equilibrium
29 Mar
El-hadj Bah
The University of Auckland
Entry cost, financial friction and cross-country differences in income and TFP
22 Mar
Ilan Noy
Victoria University of Wellington
What happened to Kobe? A reassessment of the impact of the 1995 earthquake in Japan
21 Mar
Michael Bordo
Rutgers University
Deep recessions, fast recoveries and financial crises: Evidence from the American record
15 Mar
Prasanna Gai
The University of Auckland
Biased banking
14 Mar
Dan Thornton
Federal Reserve Bank of St Louis
The unusual behavior of the Federal Funds Rate and Treasury Yields
8 Mar
Chris Waller
Federal Reserve Bank of St Louis
Quantifying the shadow economy: Measurement with theory
1 Mar
Brian Easton
The course of prices in New Zealand since 1862
16 Feb
Dave Liu
Stellenbosch University
Business cycle and bank capital regulation: Basel II procyclicality
13 Feb
Sandra Eickmeier
Deutsche Bundesbank
How are credit supply shocks propagated internationally: a GVAR approach
13 Feb
Sandra Eickmeier
Deutsche Bundesbank
Global liquidity: Concept, measurement and policy implications
9 Feb
Dean Hyslop
Victoria University of Wellington
Measuring the compositional bias in earnings growth over a cyclical upswing
1 Feb
Giovanni Melina
Birkbeck
Fiscal policy and lending relationships
26 Jan
Graeme Guthrie
Victoria University of Wellington
US Housing prices: The role of fundamentals
26 Jan
Jeremy Chiu
Duke University
A quantitative assessment of loanable fund in business cycle fluctuations
Dec
John Landon-Lane
Rutgers
 
9 Nov
Michael Keefe
Victoria University of Wellington
Time variation in the market value of firm’s cash holdings
3 Nov
ChangYong Kim
University of Otago
The exchange rate effects on the different types of foreign direct investment
Nov
Dieter Nautz
Free University of Berlin
TBA
31 Oct
Andrew Coleman
Motu and the University of Otago
Price discounting in New Zealand
28 Oct
Pedro Porqueras Gomis
Monash University
Introduction to the Lagos-Wright model
27 Oct
Pedro Porqueras Gomis
Monash University
Oil price dynamics in a real business cycle model
26 Oct
Pedro Porqueras Gomis
Monash University
What do search models of money bring to the table?
15 Sep
Song Shi
Massey University
How does the Official Cash Rate affect the recent housing price in New Zealand?
21 Jun
Dean Scrimgeour
Colgate University, NY
Commodity price responses to monetary policy surprises
17 Jun
Anella Munro
RBNZ
The macroeconomic effects of a stable funding ratio
10 Jun
Ralf Meisenzahl
Federal Reserve Board
The Unreliability of Credit-to-GDP ratio gaps in real-time and the implications for counter-cyclical capital buffers
9 Jun
James Morley
University of New South Wales
Inflation in the G7: Mind the Gap(s)?
22 Mar
Gordon Thiessen
Macroprudential policy and macroeconomic stabilisation
17 Mar
Frank Warnock
University of Virginia
Capital flow waves: surges, stops, flight, and retrenchment
15 Mar
Frank Warnock
University of Virginia
U.S. international equity investment and past and prospective returns
10 Mar
Francesco Furlanetto
Norges Bank
Time varying VARs, monetary policy and asset prices
17 Feb
Richard Smith
Cambridge University
An introduction to generalized empirical likelihood methods
25 Jan
Patrick Coe
Structural VARs and long-run money neutrality
20 Jan
Craig Burnside
Duke University
Understanding booms and busts in housing markets
15 Dec
Punnoose (Reuben) Jacob
Disaggregating real exchange rate dynamics: A structural approach
15 Dec
James Yetman
Bank for International Settlements
Impact of central bank balance sheets on monetary transmission mechanism
14 Dec
Ayhan Kose
International Monetary Fund
How Do Business and Financial Cycles Interact?
13 Oct
Peter Gardiner
Statistics New Zealand
What’s going on in the New Zealand labour market?
5 Oct
Thomas Lubik
Federal Reserve Bank of Richmond
Matching and the Housing Market
30 Sep
Thomas Lubik
Federal Reserve Bank of Richmond
Inventories, inflation dynamics and the New Keynesian Phillips Curve
2 Sep
David Orsmond
RBA
Australia Issues
18 Aug
Bruce Preston
Columbia University and ANU
Labor Supply Heterogeneity and Macroeconomic Co-movement, Debt, Policy Uncertainty and Expectations Stabilization
2 Aug
Enrique Mendoza
University of Maryland and NBER
Work Horse Models, Financial Crises and Sudden Stops, Financial innovation, the discovery of risk, and the US credit crisis,
26 Jul
Shaun Vahey
ANU and CAMA
12 Jul
Jaromir Benes
International Monetary Fund
Macroprudential Modelling course
30 Jun
Philip Liu
CAMA
Evolving Macroeconomic dynamics in a small open economy: An estimated Markov Switching DSGE model for the UK
15 Jun
Pierre-Daniel Sarte
Federal Reserve Bank of Richmond
Housing Externalities, Sectoral vs. Aggregate Shocks, Learning About Informational Rigidities from Sectoral Data and Diffusion Indices
11 May
Rodney Jones
Wigram Capital Advisors
Developments in Asia
7 May
Michael McAleer
Canterbury University
Combining Biased Forecasts
6 May
Michael McAleer
Canterbury University
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
14 Apr
Giuseppe Ferrero
Bank of Italy
The Announcement of Monetary Policy Intentions
13 Apr
Giuseppe Ferrero
Bank of Italy
Central Bank’s Macroeconomic Projections and Learning
7 Apr
John Geweke
University of Technology, Sydney
Complete and Incomplete Econometric Models
6 Apr
Michael Dotsey
Federal Reserve Bank of Philadelphia
Inflation and Real Activity with Firm-level Productivity Shocks
31 Mar
Michael Dotsey
Federal Reserve Bank of Philadelphia
How Important is the Currency Denomination of Exports in Open-Economy Models?
26 Mar
Francesco Furlanetto
Norges Bank
Investment-Specific Technology Shocks and Consumption
8 Mar
Tuomas Peltonen
European Central Bank
Asset Price Booms, Credit Bubbles, and Future Financial Stress
28 Jan
Charles Goodhart
The London School of Economics and Political Science
Money, Credit and Bank Behaviour: Need for a New Approach
4 Dec
Prasanna Gai
The Australian National University
Systemic risk and the design of macro-prudential policy
16 Nov
Brian Silverstone & Mark Holmes
University of Waikato
Architects as forecasters of housing construction
13 Nov
Silvio Contessi
Federal Reserve Bank of St. Louis
Lending during financial crisis
5 Nov
Martin Berka
Massey University
The consumption terms of trade and commodity prices
8 Oct
Dominick Stephens
Westpac
Presentation on Westpac’s latest projections
23 Sep
Robin Grieves
University of Otago
The US economy and risks to recovery
14 Aug
Bruce White
Central Banking
Looking back, moving forward
4 Aug
David Preston
Putting credit back into monetary policy
14 Jul
Aaron Drew
NZ Super Fund
A macro finance model for NZ
13 Jul
Craig Ebert
BNZ
Presentation on BNZ’s latest projections.
6 Jul
Michael Binder
Goethe University Frankfurt
On the effects of monetary policy shocks on exchange rates
23 Jun
Michael Bordo
Rutgers University
Credit market turmoil, monetary policy and business cycles: an historical view
12 Jun
Christoph Thoenissen
University of St Andrews
Financial shocks and the US business cycle
29 May
Dan Waggoner
Atlanta Fed
Understanding Markov — switching rational expectations models
19 May
Dean Corbae
University of Texas, Austin
Mortgage innovation and the foreclosure boom
11 May
Engin Kara
National Bank of Belgium
Micro data on nominal rigidity, inflation persistence and optimal monetary policy
7 May
David Fielding
University of Otago
Regional asymmetries in the impact of monetary policy shocks on prices: evidence from US cities
5 May
Amartya Lahiri
University of British Columbia
Heterogeneous agents, debt fuelled expansion and financial crisis
1 May
Khoon Goh
ANZ
Measuring monthly tradable inflation in New Zealand
30 Apr
Gunes Kamber
University of Paris 1
Understanding the monetary transmission mechanism in the United Kingdom: the role of nominal and real rigidities
6 Apr
Mario Crucini
Vanderbilt University
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information
26 Mar
Jordi Gali
Universitat Pompeu Fabra
The return of the wage Phillips Curve
2 Mar
Philip Liu
Bank of England
International transmission of shocks: a time-varying factor augmented VAR approach to the open economy
3 Feb
Refet Gurkaynak
Bilkent University
The TIPS yield curve and inflation compensation
23 Jan
Refet Gurkaynak
Bilkent University
Convergence and anchoring of yield curves in the Euro area
19 Dec
Philipp Maier
Bank of Canada
What is driving exchange rates? New evidence from a panel of US bilateral exchange rates
15 Dec
Anella Munro
BIS
Swap-Covered foreign currency borrowing: Motivation and transmission of USD funding shocks
10 Dec
John Robertson
Atlanta Fed
US Financial markets and the role of the Federal Reserve
10 Dec
Mico Loretan
BIS
The exchange rate and private information
8 Dec
Chris Otrok
University of Virginia
Global business cycles — convergence or decoupling?
26 Nov
Daria Taglioni
ECB
The euro and the competitiveness of european firms
25 Nov
Richard Rosen
Chicago Fed
The Effect of monetary policy on the availability of credit
24 Nov
Richard Rosen
Chicago Fed
The credit crisis
12 Nov
Eric Hansen
Fonterra
Forecasting and managing the international dairy market
24 Oct
Hayley Moynihan
Rabobank
Outlook for agricultural commodities
13 Oct
Nora Traum
Indiana University
Accounting for fiscal financing
24 Sep
Krishna Srinivasan
International Monetary Fund
Sovereign wealth funds
23 Sep
Krishna Srinivasan
International Monetary Fund
Global economic outlook, risks & policy prescriptions (drawing upon the most recent WEO/GFSR)
17 Sep
Andrew Coleman
Motu
Taxes, credit constraints, and the big costs of small inflation
9 Sep
Sohrab Rafiq
Loughborough University
Have Euro area output fluctuations moderated? Good policies or luck
5 Aug
Nicholas Groshenny
Bocconi University
Euro area and US business cycles
4 Aug
Nicholas Groshenny
Bocconi University
Comparing shocks and frictions in US and euro area business cycles: some new evidence
29 Jul
Jakob Madsen
Monash University
Relationship between land and house prices
17 Jul
Christian Kascha
Norges Bank
Combining inflation density forecasts
16 Jul
Francesco Ravazzolo
Norges Bank
Disaggregate evidence of US inflation persistence
8 Jul
Andrew Filardo
Bank of International Settlements
Modelling financial stability
7 Jul
Shaun Vahey
Melbourne Business School
Nowcasting and forecast combination: Norwegian experience
11 Jun
Iris Claus
Inland Revenue Department
 
26 May
Michael Beenstock
Hebrew University, Jerusalem
10 Apr
Troy Davig
Federal Reserve Bank of Kansas City
Modelling Regime — switching in macroeconomic models with rational expectations
8 Apr
Troy Davig
Federal Reserve Bank of Kansas City
Monetary — fiscal interactions
1 Apr
Richard Rogerson
Arizona State University
26 Mar
Volker Nitsch
25 Mar
Toni Braun
University of Tokyo
The quantitative effects of monetary aggregate targeting in a zero interest rate environment: Evidence from Japan
14 Feb
Mico Loretan
BIS
Frequency of observation & the estimation of integrated volatility in deep & liquid financial markets
12 Dec
Alfred Haug
Otago University
Has monetary policy gone wrong?
20 Nov
Anthony Richards
Reserve Bank of Australia
Current Australian situation and challenges facing the RBA
25 Oct
William Dewald
Ohio State University
Inflation and bond market inflation expectations, 1880 – 2007
12 Oct
Nicolo Spagnolo
Brunel University, London
11 Oct
Andrew Harvey
26 Aug
Doug Laxton
International Monetary Fund
Price-level path targeting
25 Aug
Doug Laxton
International Monetary Fund
Estimating potential output in a DSGE model
24 Aug
Doug Laxton
International Monetary Fund
Does the exchange rate belong in monetary policy rules?
26 Jul
James Yetman
University of Hong Kong
Monetary policy and asset prices
11 Jul
Tao Zha
Federal Reserve Bank of Atlanta
Regime-switching DSGE models — how to solve them and how to estimate them
9 Jul
Tao Zha
Federal Reserve Bank of Atlanta
Bayesian econometrics of learning models
5 Jul
Tao Zha
Federal Reserve Bank of Atlanta
Conditional Forecasts
2 Jul
Tao Zha
Federal Reserve Bank of Atlanta
The theory of identification of structural VARs
14 Jun
Ian Mitchell
DTZ
Recent trends in commercial and industrial property in New Zealand
21 May
Dr Kang
Bank of Korea
Update of the current economic situation in South Korea
7 May
Su Wu
Deakin University, Australia
An Evaluation of the ‘Four Pillars’ Policy in Australia
2 May
Ryoko Ito
Canterbury Honours graduate
Instrument vs. targeting rules in the conduct of monetary policy
19 Apr
William Coleman
ANU Canberra
Why we love nominal bonds
28 Mar
Daria Taglioni
ECB
How the adoption of the Euro affected price volumes and trade volumes in Europe
27 Mar
Ken Kuttner
Oberlin College
Do markets care who chairs the central bank?
6 Mar
Pierre Siklos
Wilfred Laurier University
Central Bank Governance: an analysis of the biggest constitutional crisis ever faced by the Bank of Canada, and its aftermath
12 Feb
John Landon-Lane
Rutgers University
A full information Bayesian approach to the evaluation and estimation of DSGE Models
15 Nov
Luci Ellis
Reserve Bank of Australia
Disinflation and the dynamics of mortgage debt
28 Sep
Lyndon Moore
Victoria University of Wellington
How fundamental is the pricing of liquidity?
10 Aug
Stephen Turnovsky
Washington University
Growth and income inequality: A canonical model
7 Aug
Nektarios Aslanidis
Monash University
Leading indicator properties of US high yield credit spreads
1 Aug
David Grimmond
Infometrics
The macroeconomic benefits of monetary policy reform in New Zealand
6 Jul
John McDermott
Victoria University of Wellington
The New Zealand Business cycle: Return to golden days
30 Jun
Rodney Strachan
Leicester University
Bayesian analysis of error correction models
29 Jun
Todd Clark
Federal Reserve Bank of Kansas City
The predictive content of the output gap for inflation: resolving in-sample and out-of-sample evidence
26 Jun
Simon Potter
Federal Reserve Bank of New York
19 Jun
Thomas Lubik
Johns Hopkins University
Empirical relevance of Lucas Critique
26 May
Larry Christiano
Northwestern University
Assessing Structural VARs
22 May
Yu-Chin Chen
University of Washington
Commodity currencies and exchange rate predictability: A Bayesian Model Averaging Approach
15 May
Simon van Norden
CIREQ, HEC, Montreal
Reliability in forecasting and policy analysis
20 Apr
Klaus Schmidt-Hebbel
Central Bank of Chile
Does inflation targeting make a difference?
7 Apr
Quentin Grafton
ANU
Total factor productivity, per capita income and social divergence
30 Mar
James Mitchell
NIESR
A Bayesian indicator of manufacturing output from qualitative business panel survey data
20 Mar
Seppo Honkapohja
Cambridge University
A Review of models with learning
10 Mar
William Dickens
Brookings Institution
The interaction of labour markets and inflation: analysis of micro data from the international wage flexibility project
7 Mar
Sweta Saxena
University of Pittsburg
Growth dynamics: The myth of economic recovery
28 Feb
Roger Bowden
Victoria University of Wellington
The agribusiness cycles and its wavelets
7 Feb
Emmanuel de Veirman
Johns Hopkins University
Which non-linearity in the Phillips curve? The absence of accelerating deflation in Japan
1 Feb
Michael Graff
University of Queensland
A multi-sectoral flash
1 Dec
Alfred Guender
University of Canterbury
Price Level Targeting and Delegation Issue
29 Nov
Jacek B. Krawczyk
Victoria University of Wellington
‘Satisficing’ Solutions to a Monetary Policy Problem: A Viability Theory Approach
23 Nov
Jan Libich
LaTrobe University
Inflexibility of Inflation Targeting Revisited: Modelling the Anchoring Effect
16 Nov
Yuliya Meshcheryakova
Victoria University of Wellington
Macroeconomic Effects of International Outsourcing
19 Oct
Peter Chang
Victoria University of Wellington
Development Aid, Steady State Equilibrium, and Endogenously Arising Volatility in a Neoclassical Growth Model
12 Oct
Muge Adalet
Victoria University of Wellington
Current Account Reversals: Always a Problem?
5 Oct
Adrian Pagan
CAMA and ANU
Inventories and the Business Cycle
30 Sep
Begona Dominguez
University of Auckland
The Time-Consistency of Government Debt and Institutional Restrictions on the Level of Debt
22 Sep
Kylie Smith
Reserve Bank of Australia
Housing and the Household Wealth Portfolio: The Role of Location
19 Sep
David Hendry
Oxford University
Unpredictability and the Foundations of Economic Forecasting
17 Aug
Weshah Razzak
Department of Labour
Income, Productivity and Real Interest Rates: Why are New Zealand and Australia so Different?
12 Aug
Timothy Kam
Australian National University
Ramsey Fiscal and Monetary Policy under Sticky Prices and Liquid Bonds
12 Aug
Thomas Lubik
Johns Hopkins University
A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
12 Aug
Paul McNelis
Fordham University
Fiscal and Trade Balances in a Model with Sticky Prices and Distortionary Taxes
12 Aug
Claudio Soto
Central Bank of Chile
Model for Analysis and Simulations
11 Aug
Debasis Bandyopadhyay
University of Auckland Business School
Calibration: A New Econometric Tool for Empirical Macroeconomics
10 Aug
Thomas Lubik
Johns Hopkins University
An Assessment of Search and Matching Models of Labour Markets
4 Aug
Mark Holmes
Waikato University
Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages
27 Jul
Thomas Lubik
Johns Hopkins University
A Bayesian Look at New Open Economy Macroeconomics
26 Jul
John Williams
Federal Reserve Bank of San Francisco
Robust Monetary Policy with Imperfect Knowledge
19 Jul
John Williams
Federal Reserve Bank of San Francisco
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
28 Jun
Stephen Cecchetti
Brandeis University
Changing Inflation Persistence
27 Jun
Stephen Cecchetti
Brandeis University
Capital Requirement and Optimal Monetary Policy
13 Jun
Daniel S. Hamermesh
University of Texas at Austin
The Value of Peripatetic Economists: A Sesqui-Difference Evaluation of Bob Gregory
20 May
Jim Nason
Federal Reserve Bank of Atlanta
Identifying the New Keynesian Phillips Curve
20 May
Juan Rubio-Ramirez
Federal Reserve Bank of Atlanta
A,B,C’s (and D)’s for Understanding VARs
13 Apr
Dick Startz
University of Washington
Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
11 Apr
Dick Startz
University of Washington
Partial Adjustment as Optimal Response in a Dynamic Brainard Model
21 Mar
Timo Terasvirta
Stockholm School of Economics
Non-linear Econometrics
3 Mar
Dean Hyslop
New Zealand Treasury
Recent Developments in the Econometrics of Panel Data
17 Feb
V. V. Chari
University of Minnesota
A Critique of Structural VARs Using Real Business Cycle Theory