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"Economists were created to make weather forecasters look good"

I am a Lecturer (Asst Professor) at the Department of Econometrics and Business Statistics at Monash University. My general research interests are applied macroeconometrics and time series analysis. Previously, I was a research economist at the Reserve Bank of New Zealand, a Central Bank Research Fellow at the Bank for International Settlements, and have also been a research visitor at, amongst others, Federal Reserve Bank of Cleveland, Federal Reserve Bank of San Francisco, Bank of Canada, the European Central Bank and the International Monetary Fund. I hold a Ph.D in Economics from The Australian National University (ANU) and a Bachelor of Economics (Honours) from The University of Queensland. My key publications can be found at the Review of Economics and Statistics and Journal of Money, Credit and Banking.

Contact:
Email: benjamin[dot]wong[at]monash[dot]edu

Postal Address:
900 Dandenong Road
Department of Econometrics and Business Statistics
Level 5, Building H, Caulfield Campus
Monash University, Caulfield East, VIC 3145, Australia

What's New

  • Published!
    "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter" has been published by the Review of Economics and Statistics.
    Posted Jul 9, 2018, 9:01 PM by benjamin-wong@outlook.com
  • We are on Eviews!!
    ....well kind of. The BN Filter from my forthcoming Review of Economics and Statistics paper with Güneş Kamber and James Morley, which due to be published in July, now has an Eviews add-in which you can install. The add-in allows you to detrend time series to generate things like output gaps. You should read the instructions as well before proceeding. The add-in allows the user to also use the dynamic demeaning procedures and a structural break in the drift, as per our paper, to deal with possible real-time issues associated with breaks. The add-in is written by Davaajargal Luvsannyam.
    Posted Apr 19, 2018, 7:44 PM by benjamin-wong@outlook.com
  • Moving
    I am pleased to announce that I will be joining the Department of Econometrics and Business Statistics at Monash University in early May.
    Posted Mar 25, 2018, 7:21 PM by benjamin-wong@outlook.com
  • New BIS Working Paper
    My BIS working paper with Güneş Kamber, "Global Factors and Trend Inflation", is now available. There is also a 140 character limit interpretation of our work on the BIS' twitter feed.
    Posted Jan 25, 2018, 12:40 PM by benjamin-wong@outlook.com
  • Presentation at ASSA meetings
    I will be presenting "Estimating and Accounting for the Output Gap With Large Bayesian Vector Autoregressions" (joint with James Morley) in the session organized by the SNDE at the ASSA meetings held in Philadelphia from January 5-7 2018. Program
    Posted Nov 30, 2017, 7:11 PM by benjamin-wong@outlook.com
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