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On the robustness of stylised business cycle facts for contemporary New Zealand
Hall, Vivian Bruce; Thomson, Peter J.; McKelvie, Stuart - In: New Zealand economic papers 51 (2017) 3, pp. 193-216
Persistent link: https://www.econbiz.de/10012025236
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Stylised facts for New Zealand business cycles : a post-1987 perspective
McKelvie, Stuart; Hall, Vivian Bruce - 2012
Persistent link: https://www.econbiz.de/10009583218
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On trend robustness and end-point issues for New Zealand’s stylised business cycle facts
Hall, Vivian Bruce; Thomson, Peter J. - 2015
Persistent link: https://www.econbiz.de/10010520260
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Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Hall, Vivian Bruce; Thomson, Peter J. - 2020
Persistent link: https://www.econbiz.de/10012533645
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Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Hall, Vivian Bruce; Thomson, Peter J. - 2020
Persistent link: https://www.econbiz.de/10012316586
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A boosted HP filter for business cycle analysis : evidence from New Zealand's small open economy
Hall, Vivian Bruce; Thomson, Peter J. - 2022
Persistent link: https://www.econbiz.de/10013478538
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A Boosted Hp Filter for Business Cycle Analysis : Evidence from New Zealand's Small Open Economy
Hall, Viv; Thomson, Peter - 2023
We investigate whether the boosted HP filter (bHP) proposed by Phillips and Shi (2021) might be preferred for New Zealand trend and growth cycle analysis, relative to using the standard HP filter (HP1600). We do this for a representative range of quarterly macroeconomic time series typically...
Persistent link: https://www.econbiz.de/10014259834
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Professor Sir Clive Granger : reflections on an econometrics Nobel laureate, personal friend, and a good friend of New Zealand and its econometrics community
Thomson, Peter J. - In: New Zealand economic papers 43 (2009) 3, pp. 229-231
Persistent link: https://www.econbiz.de/10003915911
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Professor Sir Clive Granger : reflections on an econometrics Nobel laureate, personal friend, and a good friend of New Zealand and its econometrics community
Thomson, Peter; Granger, Clive - In: New Zealand economic papers 43 (2009) 3, pp. 229-231
Persistent link: https://www.econbiz.de/10009938868
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Economic growth performance and New Zealand's economic reforms
Hall, Vivian Bruce - 1995
Persistent link: https://www.econbiz.de/10000916204