Externally published research
(2011) Chris Bloor (with Troy Matheson), Real-time conditional forecasts with Bayesian VARs: An application to New Zealand, The North American Journal of Economics and Finance, 22(1), 26-42
(2011) Bevan Cook (with Alfred Guender), Monetary policy implementation and uncovered interest parity: Empirical evidence from Oceania, forthcoming, New Zealand Economic Papers.
(2011) Emmanuel De Veirman and Ashley Dunstan, Time-varying returns, intertemporal substitution and cyclical variation in consumption, forthcoming, the B.E. Journal of Macroeconomics.
(2011) Richard Fabling (with Arthur Grimes & Philip Stevens) The relatives are fine: use of qualitative firm data in economic analysis, forthcoming, Applied Economics Letters, 1-4.
(2011) Richard Fabling (with David Maré), Productivity and local workforce composition, forthcoming, in Geography, institutions and regional economic performance, eds Riccardo Crescenzi & Marco Percoco, Advances in Spatial Science Series, Springer: Berlin and New York.
(2011) Richard Fabling (with Arthur Grimes and Lynda Sanderson) Whatever next? Export market choices of New Zealand firms, forthcoming, Papers in Regional Science.
(2011) Gunes Kamber and Michael Kirker (with Julien Albertini) An estimated small open economy model with frictional unemployment, forthcoming, Pacific Economic Review.
(2011) Kirdan Lees, Troy Matheson & Christie Smith, Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts, International Journal of Forecasting, 27(2), 512-528.
(2011) John McDermott (with Viv Hall), Unobserved components business cycles for New Zealand. What are they, and what might drive them?, Economic Record, 87, 294-317.
(2011) John McDermott (with Viv Hall), A quarterly post-Second World War real GDP series for New Zealand, forthcoming, New Zealand Economic Papers.
(2011) Tim Ng (with Sandra Eickmeier) Forecasting national activity using lots of international predictors: An application to New Zealand, forthcoming, International Journal of Forecasting.
(2011) Miles Parker (with J V Greenslade) New insights into price-setting behaviour in the United Kingdom: Introduction and survey results, forthcoming, Economic Journal.
(2011) Christie Smith (with Hilde C. Bjørnland, Karsten Gerdrup, Anne-Sofie Jore & Leif Anders Thorsrud), Weights and pools for a Norwegian density combination, North American Journal of Economics and Finance, 22(1), 61-76.
(2011) Christie Smith (with Hilde C. Bjørnland, Karsten Gerdrup, Anne-Sofie Jore & Leif Anders Thorsrud), Does forecast combination improve Norges Bank inflation forecasts?, forthcoming, Oxford Bulletin of Economics and Statistics.
(2011) Christie Smith (with Alfred Haug), Local linear impulse responses for a small open economy, forthcoming, Oxford Bulletin of Economics and Statistics.
(2010) David Baqaee, Using wavelets to measure core inflation: The case of New Zealand, North American Journal of Economics and Finance, 21(3), 241-255.
(2010) Chris Bloor & Troy Matheson, Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand, Empirical Economics, 39(2), 537-558.
(2010) Richard Fabling (with Grimes, Arthur), HR practices and New Zealand firm performance: What matters and who does it?, International Journal of Human Resource Management 21(4), 488-508.
(2010) Richard Fabling (with Arthur Grimes), Cutting the hedge: Exporters' dynamic currency hedging behaviour, Pacific-Basin Finance Journal 18(3), 241-253.
(2010) Richard Fabling & Lynda Sanderson, Entrepreneurship and aggregate merchandise trade growth in New Zealand, forthcoming, Journal of International Entrepreneurship.
(2010) Martin Fukac (with Adrian Pagan), Limited information estimation and evaluation of DSGE models, Journal of Applied Econometrics, 25, 55-70.
(2010) David Gillmore (with Alfred Guender), Practical monetary policies, forthcoming, International Finance, 13(1), 25-53.
(2010) Gunes Kamber, Inflation dynamics under habit formation in hours, Economics Letters, 108(3), 269-272.
(2010) Özer Karagedikli, Troy Matheson, Christie Smith & Shaun P. Vahey, RBCs and DSGEs: The computational approach to business cycle theory and evidence, Journal of Economic Surveys, 24(1), 113-136.
(2010) Kirdan Lees & Sam Warburton, A happy ‘halfway-house’? Medium term inflation targeting in New Zealand, Journal of International Money and Finance, 29(5), 819-839.
(2010) Shaun P. Vahey (with Anthony Garratt, Emi Mise & Gary Koop), Combining forecast densities from VARs with uncertain instabilities, forthcoming, Journal of Applied Econometrics.
(2009) Kirdan Lees (with Tim Kam & Philip Liu), Uncovering the hit-list for small inflation targeters: A Bayesian structural analysis, Journal of Money, Credit and Banking, 41(4), 583-618.
(2009) John McDermott (with Viv B. Hall), The New Zealand business cycle, Econometric Theory, 25, 1050-1069.
(2009) Troy Matheson (with James Mitchell & Brian Silverstone), Nowcasting and predicting data revisions in real time using qualitative panel survey data, Journal of Forecasting, 29(3), 313-330.
(2009) Shaun P. Vahey (with Anthony Garratt, Emi Mise & Gary Koop), Real-time prediction with UK monetary aggregates in the presence of model uncertainty, Journal of Business and Economic Statistics, 27(4), 480-491.
(2009) Emmanuel de Veirman, What makes the output-inflation trade-off change? The absence of accelerating deflation in Japan, Journal of Money, Credit and Banking, 41(6), 1117-1140.
(2008) Kirdan Lees (with Mark Crosby & Tim Kam), How costly is exchange rate stabilization for an inflation targeter? The case of Australia, Economic Record, 84(266), 354-365.
