Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Viv Hall"'
Autor:
Peter Thomson, Viv Hall
Publikováno v:
Journal of Business Cycle Research
Within a New Zealand business cycle context, we assess whether Hamilton’s (H84) OLS regression methodology produces stylised business cycle facts which are materially different from the Hodrick–Prescott (HP) and Baxter–King (BK) measures, and w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86f6725f0c34915ba29b54971dda49d2
https://doi.org/10.1007/s41549-021-00059-1
https://doi.org/10.1007/s41549-021-00059-1
Autor:
Viv Hall, Peter Thomson
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6b0f17de92ac5430afbfc9752741509
https://doi.org/10.2139/ssrn.4188218
https://doi.org/10.2139/ssrn.4188218
Autor:
Viv Hall, C. John McDermott
Publikováno v:
New Zealand Economic Papers. 54:312-326
To examine changes in the nature of the business cycle and its interaction with monetary policy we estimate a small open economy New Keynesian model using two time periods, one prior to the Global ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::071ba981da88ed9d5328793b31c194fc
https://doi.org/10.1080/00779954.2020.1817135
https://doi.org/10.1080/00779954.2020.1817135
Autor:
Viv Hall, C. John McDermott
Publikováno v:
New Zealand Economic Papers. 55:173-187
We examine the question of whether the rate of business insolvencies in New Zealand is related to overall macroeconomic conditions. In particular, our interest is in whether the rate of business in...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c500ff4734e1cd794cba6033dbdeab39
https://doi.org/10.1080/00779954.2019.1703792
https://doi.org/10.1080/00779954.2019.1703792
Publikováno v:
New Zealand Economic Papers. 51:193-216
We assess the robustness of stylised business cycle facts for contemporary New Zealand, traditionally computed from HP1600 trend-filtered data. The merits of these HP1600 estimates are considered, relative to those computed from two loess (local regr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3fbbb6890763f42c197b016ba9b97d77
https://doi.org/10.1080/00779954.2016.1189956
https://doi.org/10.1080/00779954.2016.1189956
Autor:
John McDermott, Viv Hall
Publikováno v:
SSRN Electronic Journal.
We examine the question of whether the rate of business insolvencies in New Zealand is related to overall macroeconomic conditions. In particular, our interest is in whether the rate of business insolvencies changed in the wake of the Global Financia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::caa03efc06c50f5f28396c004968358c
https://doi.org/10.2139/ssrn.3477074
https://doi.org/10.2139/ssrn.3477074
Autor:
Viv Hall, C. John McDermott
Publikováno v:
New Zealand Economic Papers. 50:261-280
We present preferred classical business cycle turning points for New Zealand's post-Second World War economy, using the Bry-Broshan dating algorithm on a long term quarterly time series of real GDP. From these, we identify nine recessions and their a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7dcd6a84dd09addc541ff65e00519288
https://doi.org/10.1080/00779954.2015.1129358
https://doi.org/10.1080/00779954.2015.1129358
Autor:
C. John McDermott, Viv Hall
Publikováno v:
New Zealand Economic Papers. 46:119-141
We use unobserved components methodology to establish an Australasian common cycle, and assess the extent to which region-specific cycles of Australian states and New Zealand are additionally important. West Australian and New Zealand region-specific
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ae7d92b4fed768dd2472cf52e6e8f03
https://doi.org/10.1080/00779954.2011.623297
https://doi.org/10.1080/00779954.2011.623297
Autor:
Viv Hall, C. John McDermott
Publikováno v:
New Zealand Economic Papers. 45:273-298
There are no official quarterly real GDP estimates for New Zealand, for the period prior to 1977. We report the development of a seasonally-adjusted series for a period of more than 60 years from mid-1947, and evaluate statistical properties. The ser
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca8ea2932a9a1e2132e6b0a972459a2f
https://doi.org/10.1080/00779954.2011.576649
https://doi.org/10.1080/00779954.2011.576649
Autor:
Viv Hall, C. John McDermott
Publikováno v:
Economic Record. 87:294-317
We use unobserved components methodology to establish a New Zealand common cycle from economic activity data for 14 regions, and to assess the extent to which the region-specific cycles are additionally important. We then aggregate the 14 regions to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90ecf1bd51c64d6bf9ee969ed73c4a3f
https://doi.org/10.1111/j.1475-4932.2010.00709.x
https://doi.org/10.1111/j.1475-4932.2010.00709.x