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Research staff profiles

Christie Smith

Research
Email: firstname.lastname@rbnz.govt.nz

Biography:

Christie joined the Economic Department of the Reserve Bank in 1998. In 2002/03 he spent 15 months as a monetary policy advisor in the Bank of Papua New Guinea. He then returned to the Reserve Bank for several more years, before taking up a position at Norges Bank as a Senior Advisor. In 2010, shortly after returning to the Reserve Bank, he was appointed Manager Research.

Current research interests:

  • Model averaging
  • Density combination
  • Forecast evaluation
  • Optimal monetary policy

3882372_files/staff-profiles-for-research-page-on-website-christie-smith00.jpg

Recent Publications:

  • “Does forecast combination improve Norges Bank inflation forecasts?” (2011), forthcoming, Oxford Bulletin of Economics and Statistics, joint with H. Bjørnland, K. Gerdrup, A.-S. Jore & L.A. Thorsrud.
  • “Local linear impulse responses for a small open economy” (2011), forthcoming, Oxford Bulletin of Economics and Statistics, joint with Alfred A. Haug.
  • Weights and pools for a Norwegian density combination (2011), forthcoming, North American Journal of Economics and Finance, joint with H. Bjørnland, K. Gerdrup, A.-S. Jore & L.A. Thorsrud.
  • “Open economy forecasting with a DSGE-VAR: head to head with the RBNZ published forecasts” (2011), International Journal of Forecasting, 27(2), 512-528, joint with K. Lees and T. Matheson.
  • “RBCs and DSGEs: the computational approach to business cycle theory and evidence” (2009), Journal of Economic Surveys, joint with T. Matheson, O. Karagedikli and S. Vahey.
  • “Evaluating ensemble density combination - forecasting GDP and inflation”, Norges Bank Working Paper, 2009/19, joint with K. Gerdrup, A. Jore, and L. Thorsrud.