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Email: benjamin[dot]wong[at]monash[dot]eduPostal Address:
900 Dandenong RoadDepartment of Econometrics and Business Statistics, Monash Business SchoolLevel 5, Building H, Caulfield Campus, Monash UniversityCaulfield East, VIC 3145, Australia
What's New?
April 29, 2020 VoxEU column based on our working paper Understanding Trend Inflation Through the Lens of the Goods and Services Sector.
March 31, 2022 Updated working paper Understanding Trend Inflation Through the Lens of the Goods and Services Sector. This version updates our 2020 Bank of Canada working paper, and also understands the goods and services inflation through the (current) COVID-19 pandemic.
February 23, 2022 A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors is published at the Journal of Economic Dynamics and Control
January 13, 2022 New Working paper "The decline in r* according to a robust multivariate trend-cycle decomposition"
November 30, 2021 Cyclical Signals from the Labor Market is accepted at Oxford Open Economics. The paper updates our forthcoming Journal of Econometrics paper by considering alternative labor market indicators. The automatic updating of the nowcast, and forecast, of the U.S. output gap from these works can be found at outputgapnow.com.
October 22, 2021 New Working paper Cyclical Signals from the Labor Market
October 10, 2021 outputgapnow.com has gone through a revamp, complete with now automatic updating of the nowcast, and forecast, of the U.S. output gap as soon as monthly data is released in the U.S. Thanks to Cristian Corrado (and Franz Weitkamp on previous versions) for helping us make this happen.
March 19, 2021 Updated working paper "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors". A previous version was circulated, titled "Financial Factors and the Business Cycle".