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Research staff profiles

Troy Matheson

Modelling and Research Team
Email: firstname.lastname@rbnz.govt.nz

Biography:

Troy Matheson has been working at the Bank for four years. He spent his first couple of years in the Forecasting Team, where he forecast the CPI and GDP. Troy is now in the Modelling Team, developing a suite of forecasting models.

Current research interests:

  • Time series modelling
  • DSGE modelling

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Publications:

  • Matheson, T. D. (forthcoming), “Phillips curve forecasting in a small open economy”, Economics Letters. (Also appeared as Reserve Bank of New Zealand Discussion Paper, DP2006/01).
  • Lees, K., and T. D. Matheson (forthcoming), “Mind your Ps and Qs! Improving ARMA forecasts with RBC priors”, Economics Letters. (Also appeared as Reserve Bank of New Zealand Discussion Paper, DP2005/2).
  • Matheson, T. D. (forthcoming), “Decomposing productivity growth and divergence: An index number approach”, Empirical Economics.
  • Matheson, T. D., and L Oxley (2007), “Convergence in Productivity across Industries: Some results for New Zealand and Australia”, International Review of Applied Economics, 21.
  • Matheson, T. D., Mitchell, J., and B Silverstone (2007), “Nowcasting and predicting data revisions in real time using qualitative panel survey data”, Reserve Bank of New Zealand Discussion Paper, 2007/02.
  • Lees, K., Matheson, T.D., and C Smith (2007) “ Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts”, Reserve Bank of New Zealand Discussion Paper, 2007/01.
  • Matheson, T. D. (2006), “Factor Model Forecasts for New Zealand”, International Journal of Central Banking, June (Also appeared as Reserve Bank of New Zealand Discussion Paper, DP2005/01).
  • Matheson, T. D. (2006), “A more flexible decomposition of productivity growth”, Applied Economics Letters, (13) 5.
  • Matheson, T. D. (2006), “Small open economy DSGEs: assessing the importance of the non-tradable sector”, Reserve Bank of New Zealand Discussion Paper, 2006/11.
  • Gianonne, D., and T. D. Matheson (2006), “A new core inflation indicator for New Zealand”, Reserve Bank of New Zealand Discussion Paper, 2006/10.
  • Guender, A. V., and T. D. Matheson (2002), “Design Flaws in the Construction of Monetary Conditions Indices? A Cautionary Note”, New Zealand Economic Papers, Issue 36, vol 2