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
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