Programme
Session 1: International macro
Exchange rates, expected returns and risk: UIP unbound
Presented by: Anella Munro (Reserve Bank of New Zealand)
What drives real exchange rate fluctuations at the business cycle frequencies?
Presented by: Fang Yao (Reserve Bank of New Zealand) and Britta Gehrke (Friedrich-Alexander University Erlangen-Nürnberg)
Commodity prices and labour market dynamics in small open economies
Presented by: Martin Bodenstein (National University of Singapore), Gunes Kamber (Reserve Bank of New Zealand) and Christoph Thoenissen (University of Sheffield)
Session 2
The equilibrium real funds rate: past, present and future
Presented by: Kenneth D West (University of Wisconsin)
Session 3: Macro-finance
Measuring the stance of monetary policy in conventional and unconventional environments
Presented by: Leo Krippner, Michelle Lewis and Benjamin Wong (Reserve Bank of New Zealand)
Forecasting with macro-finance models: Applications to United States and New Zealand
Presented by: Michelle Lewis (Reserve Bank of New Zealand)
Session 4: Empirical macro
Are Beveridge Nelson trend-cycle decompositions useful for policy analysis?
Presented by: Gunes Kamber (Reserve Bank of New Zealand), James Morley (University of New South Wales) and Benjamin Wong (Reserve Bank of New Zealand)
Global inflation: The role of food, housing and energy prices
Presented by: Miles Parker (Reserve Bank of New Zealand)