Keynote speaker
James Hamilton (University of California, San Diego)
Master class presenters
Yu-Chin Chen (University of Washington)
Leo Krippner (Reserve Bank of New Zealand)
Tatsuyoshi Okimoto (Australian National University)
Programme for Wednesday 7 December
Keynote address
Session chair: James Morley (University of New South Wales)
Why you should never use the Hodrick-Prescott filter
Presented by: James Hamilton (University of California, San Diego)
Contributed session 1
Session chair: Michelle Lewis (Reserve Bank of New Zealand)
Sustainability of public sector debt: Measurement using event probability forecasts in OECD countries
Presented by: Kian Ong (University of Melbourne)
Understanding the contribution and transmission of international shocks in a small open economy
Presented by: Jamie Cross (Australian National University)
Contributed session 2
Session chair: Daan Steenkamp (Reserve Bank of New Zealand)
Estimated inflation expectations in Australia using multiple measures
Presented by: Thomas Cusbert (Reserve Bank of Australia)
Forecast errors and uncertainty shocks
Presented by: Pratiti Chatterjee (University of California, Irvine)
Master class 1
Session chair: Ozer Karagedikli (Reserve Bank of New Zealand)
Understanding exchange rates: Risk and expectations
Presented by: Yu Chin Chen (University of Washington)
Master class 2
Session chair: Benjamin Wong (Reserve Bank of New Zealand)
Analysis of monetary policy in Japan using smooth transition models
Presented by: Tatsuyoshi Okimoto (Australian National University)
Master class 3
Session chair: Arthur Grimes (Motu Economics and Victoria University of Wellington)
A yield curve and term structure modelling overview for macroeconomics
Presented by: Leo Krippner (Reserve Bank of New Zealand)
Contributed session 3
Session chair: Tugrul Vehbi (Reserve Bank of New Zealand)
Alternative HAC covariance matrix estimators with improved finite sample properties
Presented by: Luke Hartigan (University of New South Wales)
Which monetary shock matter in small open economies? Evidence from SVARs
Presented by: Inhwan So (Bank of Korea)
Panel discussion: Integrating cutting edge research into the policy environment
Moderator: John McDermott (Reserve Bank of New Zealand)
Discussant: Adam Cagliarini (Reserve Bank of Australia), Arthur Grimes (Motu Economics and Victoria University of Wellington) and James Yetman (Bank for International Settlements)