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

Biography:

Özer is an Adviser in the Modelling Team. He completed his studies at Victoria University of Wellington. Previously he worked in the Research Team. He re-joined the Bank after spending a year at the Bank of England’s International Economic Analysis Division. He is also the editor of the Reserve Bank of New Zealand Discussion Paper Series.

Current research interests:

• Surprise effects in high-frequency data
• Central bank communications
• International transmission linkages, commodity prices
• Applied time series econometrics
• Macroeconomics, monetary economics

Recent Publications:

• The relative size of New Zealand exchange rate and interest rate responses to news (forthcoming), North American Journal of Economics and Finance, with A. Coleman

• Does the Kiwi fly when the Kangaroo jumps? The effects of the Australian macroeconomic news on the New Zealand dollar (2010), Reserve Bank of New Zealand Discussion Paper Series, 2010/10, with A. Coleman

• All together now: Do international factors explain relative price co-movements?, (2010), Bank of England Working Papers, 381, with H. Mumtaz and M. Tanaka

• Changes in the transmission mechanism of monetary policy in New Zealand (2008), Reserve Bank of New Zealand Discussion Paper Series, DP2008/03, with A. Drew, R. Sethi and C. Smith

• Explaining movements in the New Zealand dollar - Central bank communication and the surprise element in monetary policy (2008), Reserve Bank of New Zealand Discussion Paper Series, DP2008/02, with P. Siklos

• RBCs and DSGEs: the computational approach to business cycle theory and evidence (forthcoming), Journal of Economic Surveys, with T. Matheson, C. Smith and S. Vahey

• Some benefits of monetary policy transparency in New Zealand (2007), Czech Journal of Economics and Finance, vol. 57(11-12), pp 521-539, with A. Drew

• Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand (2007), Economic Record, Vol. 83(261), pp. 131-142, with K. Lees

• Monetary transmission mechanisms and currency unions: A vector error correction approach to a trans-Tasman currency Union, Journal of Policy Modelling, Issue 27, Vol 1, pp. 55-74, with A. Haug and S. Ranchhod

• What does the Taylor rule say about a currency union between New Zealand and Australia? (2004), Economic Record, Vol 80, September, pp s34-s43, with N. Björksten, A. Grimes and C. Plantier

• Estimating a time varying neutral real interest rate in New Zealand (2004), Reserve Bank of New Zealand Discussion Paper Series, DP 2004/01, with O. Basdevant and N. Bjorksten

• Core-periphery linkages and income in small Pacific Island economies (2004), in Poot, J (ed) On the Edge of the Global Economy, Edward Elgar, with G. Bertram

• Disparities and despair: Changes in regional incomes distribution in New Zealand (2000), Australasian Journal of Regional Studies, Vol 6, No 3, with D. Maré and J. Poot