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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?
27 March, 2024 New CAMA working paper “Trend-cycle decomposition after COVID” with accompanying website bnfiltering.com
October 30, 2023 Awarded ARC Discovery Grant on "Implications of Global Economic Forces for Domestic Monetary Policy" (with James Morley, Qazi Haque, and Qingyuan Du)
October 24, 2023 A couple of November Melbourne workshops that I am involved in to keep an eye on and register. Continuing Education in Macroeconometrics (Nov 8, hosted by Melbourne Institute) and Monash Business School climate workshop: Navigating the energy transition (Nov 13).
July 29, 2023 New working paper Random subspace local projections
May 24, 2023 A simple correction for misspecification in trend-cycle decompositions with an application to estimating r* (with James Morley and Trung Duc Tran) has been accepted for publication at the Journal of Business & Economic Statistics
April 5, 2023 "Understanding trend inflation through the lens of the goods and services sectors" is now published early view by the Journal of Applied Econometrics
March 22, 2023 Updated working paper (and title) A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*. The updated version now pays more careful attention to how to apply the correction using a simple ARMA model, and how the correction accounts for things like measurement error and/or model misspecification. [YouTube video from VTSS Talk]
March 3, 2023 New working paper Disentangling structural breaks in high dimensional factor models