Quantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach
New Zealand Treasury Working Paper WP 24/02 April 2024
Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model
New Zealand Treasury Working Paper WP 24/01 April 2024
An Efficient Application of the Extended Path Algorithm in Matlab with Applications
New Zealand Treasury Working Paper WP 22/02 July 2022
Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model
Joint with Hilde Bjornland and Junior Maih
Norges Bank Working Paper 2019/22 December 2019
Modelling Occasionally Binding Constraints Using Regime-Switching
Joint with Junior Maih
Norges Bank Working Paper 2017/23 November 2017
Joint with Junior Maih
Norges Bank Working Paper 2016/13 September 2016
Joint Prediction Bands for Macroeconomic Risk Management
Joint with Farooq Akram and Junior Maih
Norges Bank Working Paper 2016/7 April 2016
Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model
Joint with Junior Maih
Norges Bank Working Paper 2016/3 February 2016
Applying Flexible Parameter Restrictions in Markov-Switching Vector Autoregression Models
Joint with Junior Maih
Norges Bank Working Paper 2015/17 December 2015
Sigma Point Filters For Dynamic Nonlinear Regime Switching Models
Joint with Junior Maih
Norges Bank Working Paper 2015/10 May 2015
Norges Bank Working Paper 2013/18 August 2013
Technical Appendix/Code Documentation
Original version using automatic derivatives and the notation outlined in the technical appendix: Matlab code.
Martin Andreasen's modified version of my algorithm that runs with symbolic toolbox, using his notation: Matlab code.
Julia version of my codes, using symbolic derivatives: Julia Code
Norges Bank Working Paper 2013/14 June 2013
Third-order approximation of dynamic models without the use of tensors
Norges Bank Working Paper 2013/13 May 2013
Incorporating judgement with DSGE models
Joint with Jaromir Benes and Kirdan Lees
Reserve Bank of New Zealand Discussion Paper DP2008/10
Microeconomic heterogeneity in wages, hours, and assets to inform an OLG model for New Zealand
joint with Susie McKenzie, Murat Özbilgin and Christie Smith
New Zealand Treasury Analytical Note AN 25/06 22 August 2025
New Zealand Demographics and their Role in an Overlapping Generations Model
Joint with Susie McKenzie, Murat Özbilgin and Christie Smith
New Zealand Treasury Analytical Note AN 24/08 12 September 2024
A National Accounts Categorisation of COVID-19 Funding Allocation and Expenditure
Joint with Nairn MacGibbon and Peter Mawson
New Zealand Treasury Analytical Note AN 24/05 June 2024
Shocks and Scenarios Analysis Using a Stochastic Neoclassical Growth Model
Background paper for the 2021 Statement on the Long-term Fiscal Position
K.I.T.T.: Kiwi Inflation Targeting Technology
Joint with Jaromir Benes, Martin Fukac, Kirdan Lees and Troy Matheson
Documentation for the RBNZ's DSGE model, 2009