Research papers listed by JEL (Journal of Economic Literature) classification number.
A small number of papers do not appear in this finding aid as they do not have JEL classifications assigned.
E01 - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
E03 - Behavioral Macroeconomics
Insights from New Zealand child poverty data (AN 22/04)
Analytical noteTrends in the household income distribution: 2007-2021 (AN 23/01)
Analytical note
E10 - General Aggregative Models: General
E13 - General Aggregative Models: Neoclassical
E17 - General Aggregative Models: Forecasting and Simulation: Models and Applications
A Comparison of the NZTM and FPS Models of the NZ Economy (WP 03/25)
Working paperAn Analysis of Tax Revenue Forecast Errors (WP 07/02)
Working paperAn Introduction to the New Zealand Treasury Model (WP 09/02)
Working paperBackground Paper for the 2021 Statement on the Long-term Fiscal Position: Shocks and Scenarios Analysis Using a Stochastic Neoclassical Growth Model
Background paperCan Population Projections be Used for Sensitivity Tests on Policy Models? (WP 03/07)
Working paper
E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy
An Empirical Study of Industry-Level Capital Investments in New Zealand (WP 14/04)
Working paperAn Introduction to the New Zealand Treasury Model (WP 09/02)
Working paperProductivity by the numbers: 2019 - Research paper 2019/02
Productivity Commission research paperSolving Stochastic OLG Models Using Chebyshev Parameterized Expectations (WP 24/03)
Working paper
E20 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy: General (includes Measurement and Data)
E21 - Macroeconomics: Consumption; Saving; Wealth
Does Consumer Confidence Forecast Consumption Expenditure in New Zealand? (WP 03/22)
Working paperEconomic Imbalances: New Zealand's Structural Challenge (WP 11/03)
Working paperEstimating the Distribution of Wealth in New Zealand (WP 23/01)
Working paperEstimation of Labour Supply in New Zealand (WP 14/08)
Working paperHousehold net wealth: an international comparison (WP 01/19)
Working paperHousehold Saving Behaviour in New Zealand: A Cohort Analysis (WP 01/18)
Working paperHousehold Saving Behaviour in New Zealand: Why do Cohorts Behave Differently? (WP 03/32)
Working paperInsights from New Zealand child poverty data (AN 22/04)
Analytical noteIntergenerational Developments in Household Saving Behaviour (WP 14/23)
Working paperIntergenerational Smoothing of New Zealand's Future Fiscal Costs (WP 13/12)
Working paperKiwiSaver and the Accumulation of Net Wealth (WP 14/22)
Working paperKiwiSaver: An Initial Evaluation of the Impact on Retirement Saving (WP 11/04)
Working paperKiwiSaver: Comparing Survey and Administrative Data (WP 14/06)
Working paperMeasuring Saving Rates in New Zealand: An Update (WP 13/04)
Working paperModelling New Zealand Consumption Expenditure over the 1990s (WP 02/19)
Working paperNew Zealand's Current Account Deficit: Analysis Based on the Intertemporal Optimisation Approach (WP 01/02)
Working paperOptions to Narrow New Zealand's Saving - Investment Imbalance (WP 14/17)
Working paperPopulation Ageing in New Zealand - Implications for Living Standards and the Optimal Rate of Saving (WP 03/10)
Working paperRetirement Income Policy and National Savings (WP 13/28)
Working paperSaving and Growth in an Open Economy (WP 01/32)
Working paperSaving in New Zealand: Measurement and Trends (WP 02/02)
Working paperSaving Rates of New Zealanders: A Net Wealth Approach (WP 09/04)
Working paperTax and Transfer Progressivity in New Zealand: Part 2 Results (AN 23/03)
Analytical noteTax and Transfer Progressivity in New Zealand: Part 1 Methodology (AN 23/02)
Analytical noteThe Effect of Public Pension Eligibility Age on Household Saving: Evidence from a New Zealand Natural Experiment (WP 14/21)
Working paperThe Wealth Ladder: House Prices and Wealth Inequality in New Zealand (AN 21/01)
Analytical noteTo Save or Save Not: Intergenerational Neutrality and the Expansion of New Zealand Superannuation (WP 14/02)
Working paperTrends in the household income distribution: 2007-2021 (AN 23/01)
Analytical note
E23 - Macroeconomics: Production
A Dynamic Computable General Equilibrium (CGE) Model of the New Zealand Economy (WP 02/07)
Working paperAn Econometric Analysis of a Production Function for New Zealand (WP 01/31)
Working paperCalm After the Storm? Supply-side Contributions to New Zealand's GDP Volatility Decline (WP 01/33)
Working paperCapital Shallowness: A Problem for New Zealand? (WP 05/05)
Working paperGrowth and Volatility Regime Switching Models for New Zealand GDP Data (WP 02/08)
Working paperMeasuring Productivity using the Index Number Approach: An Introduction (WP 04/05)
Working paperMulti-Product Exporters and Product Turnover Behaviour of New Zealand Exporters (WP 09/01)
Working paper
E24 - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
Capital Shallowness: A Problem for New Zealand? (WP 05/05)
Working paperEstimating a New Zealand NAIRU (WP 04/10)
Working paperExamining New Zealand’s increased rate of income growth between the late 1990s and 2019 (AN 23/04)
Analytical noteNew Zealand's Productivity Performance: Taking a Broader View (AN 22/05)
Analytical note
E25 - Aggregate Factor Income Distribution
Who benefits from productivity growth? - The labour income share in New Zealand (PCWP 2015/01)
Productivity Commission working paper
E27 - Macroeconomics: Consumption, Saving, Production, Employment, and Investment: Forecasting and Simulation: Models and Applications
E29 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy: Other
Economy-Wide Impacts of Industry Policy (WP 12/05)
Working paper
E30 - Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
E31 - Price Level; Inflation; Deflation
Estimating a New Zealand NAIRU (WP 04/10)
Working paperEstimating New Zealand's Output Gap Using a Small Macro Model (WP 13/18)
Working paperHow integrated are the Australian and New Zealand economies? (PCWP 2013/01)
Productivity Commission working paper
E32 - Business Fluctuations; Cycles
An Empirical Investigation of Fiscal Policy in New Zealand (WP 06/08)
Working paperAsymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review (WP 03/19)
Working paperBorn in bad times: Economic conditions, selection and employment (PCWP 2024/01)
Productivity Commission working paperCalm After the Storm? Supply-side Contributions to New Zealand's GDP Volatility Decline (WP 01/33)
Working paperEconomic Imbalances: New Zealand's Structural Challenge (WP 11/03)
Working paperEmpirical evidence on growth spillovers from China to New Zealand (WP 13/17)
Working paperEstimating New Zealand's Output Gap Using a Small Macro Model (WP 13/18)
Working paperGrowth and Volatility Regime Switching Models for New Zealand GDP Data (WP 02/08)
Working paperHow integrated are the Australian and New Zealand economies? (PCWP 2013/01)
Productivity Commission working paperHow vulnerable is New Zealand to economic shocks in its major trading partners? (AN 24/04)
Analytical noteParameter Uncertainty and the Fiscal Multiplier (WP 13/19)
Working paperThe Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints (WP 13/02)
Working paperThe Impact of Monetary Policy on New Zealand Business Cycles and Inflation Variability (WP 03/09)
Working paperThe Macroeconomic Effects of Government Spending Shocks in New Zealand (WP 21/02)
Working paper
E37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
An Efficient Application of the Extended Path Algorithm in Matlab with Examples (WP 22/02)
Working paperHow Many Jobs? A Leading Indicator Model of New Zealand Employment (WP 02/13)
Working paperQuantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach (WP 24/02)
Working paperTreasury's Forecasting Performance: A Head-to-Head Comparison (WP 06/10)
Working paper
E4 - Money and Interest Rates
E43 - Interest Rates: Determination, Term Structure, and Effects
E44 - Financial Markets and the Macroeconomy
A Structural VAR Model of the New Zealand Business Cycle (WP 02/26)
Working paperAsymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review (WP 03/19)
Working paperCapital Shallowness: A Problem for New Zealand? (WP 05/05)
Working paperSaving and Growth in an Open Economy (WP 01/32)
Working paper
E47 - Money and Interest Rates: Forecasting and Simulation: Models and Applications
E50 - Monetary Policy, Central Banking, and the Supply of Money and Credit: General
E52 - Monetary Policy
Calculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model (WP 24/01)
Working paperFiscal and monetary policy interaction at the effective lower bound (AN 22/01)
Analytical noteLong-run trends in New Zealand’s real neutral interest rate (AN 23/05)
Analytical noteMacroeconomic Policy in New Zealand: From the Great Inflation to the Global Financial Crisis (WP 13/30)
Working paperThe Impact of Monetary Policy on New Zealand Business Cycles and Inflation Variability (WP 03/09)
Working paperThe impact of New Zealand’s macroeconomic frameworks on living standards (AN 22/02)
Analytical note
E58 - Central Banks and Their Policies
E6 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
Roles of Fiscal Policy in New Zealand (WP 08/02)
Working paper
E60 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General
Manual for the Long Term Fiscal Model (WP 00/02)
Working paper
E61 - Policy Objectives; Policy Designs and Consistency; Policy Coordination
Economy-Wide Impacts of Industry Policy (WP 12/05)
Working paperEnhancing the role of fiscal policy in New Zealand’s macroeconomic stabilisation (WP 24/04)
Working paperLong-run trends in New Zealand’s real neutral interest rate (AN 23/05)
Analytical notePopulation Ageing and Social Expenditure in New Zealand: Stochastic Projections (WP 02/28)
Working paperRoles of Fiscal Policy in New Zealand (WP 08/02)
Working paperSocial Expenditure in New Zealand: Stochastic Projections (WP 13/06)
Working paperThe impact of New Zealand’s macroeconomic frameworks on living standards (AN 22/02)
Analytical noteThe Requirements for Long-Run Fiscal Sustainability (WP 13/20)
Working paperThree Policy Options for Crown Financial Policy (WP 03/30)
Working paper
E62 - Fiscal Policy
A Structural VAR Approach to Estimating Budget Balance Targets (WP 01/11)
Working paperAn Empirical Investigation of Fiscal Policy in New Zealand (WP 06/08)
Working paperAutomatic Fiscal Stabilisers: Implications for New Zealand (WP 01/10)
Working paperBackground Paper for the 2021 Statement on the Long-term Fiscal Position: Shocks and Scenarios Analysis Using a Stochastic Neoclassical Growth Model
Background paperBudget Management That Counts: Recent Approaches to Budget and Fiscal Management in New Zealand (WP 01/24)
Working paperCalculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model (WP 24/01)
Working paperCan Automatic Tax Increases Pay for the Public Spending Effects of Population Ageing in New Zealand? (WP 13/22)
Working paperChallenges and Choices: Modelling New Zealand's Long-term Fiscal Position (WP 10/01)
Working paperDebt Projections and Fiscal Sustainability with Feedback Effects (WP 15/11)
Working paperEnhancing the role of fiscal policy in New Zealand’s macroeconomic stabilisation (WP 24/04)
Working paperEstimating New Zealand's Structural Budget Balance (WP 10/08)
Working paperEstimating the Cyclically- and Absorption-adjusted Fiscal Balance for New Zealand (WP 15/09)
Working paperFiscal and monetary policy interaction at the effective lower bound (AN 22/01)
Analytical noteFiscal Institutions in New Zealand and the Question of a Spending Cap (WP 10/07)
Working paperGovernment and economic growth: Does size matter? (TP 11/01)
Treasury paperIndicators of Fiscal Impulse for New Zealand (WP 02/30)
Working paperLong-run trends in New Zealand’s real neutral interest rate (AN 23/05)
Analytical noteLong-term Fiscal Projections and their Relationship with the Intertemporal Budget Constraint: An Application to New Zealand (WP 02/04)
Working paperMacroeconomic Policy in New Zealand: From the Great Inflation to the Global Financial Crisis (WP 13/30)
Working paperModelling the Effect of Population Ageing on Government Social Expenditures (WP 03/15)
Working paperNew Zealand's Fiscal Policy Framework: Experience and Evolution (WP 01/25)
Working paperParameter Uncertainty and the Fiscal Multiplier (WP 13/19)
Working paperPopulation Ageing, Productivity and Policies: A survey with implications for New Zealand (WP 13/21)
Working paperQuantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach (WP 24/02)
Working paperReturning to Surplus: New Zealand's Post-GFC Fiscal Consolidation Experience (WP 16/05)
Working paperRoles of Fiscal Policy in New Zealand (WP 08/02)
Working paperThe Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints (WP 13/02)
Working paperThe impact of New Zealand’s macroeconomic frameworks on living standards (AN 22/02)
Analytical noteThe Macroeconomic Effects of Government Spending Shocks in New Zealand (WP 21/02)
Working paperThe Requirements for Long-Run Fiscal Sustainability (WP 13/20)
Working paperWorking Towards Higher Living Standards for New Zealanders (TP 11/02)
Treasury paper
E63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
A Comparison of the NZTM and FPS Models of the NZ Economy (WP 03/25)
Working paperCalculating Government Consumption Multipliers in New Zealand Using an Estimated DSGE Model (WP 24/01)
Working paperFiscal and monetary policy interaction at the effective lower bound (AN 22/01)
Analytical noteMacroeconomic Policy in New Zealand: From the Great Inflation to the Global Financial Crisis (WP 13/30)
Working paperRoles of Fiscal Policy in New Zealand (WP 08/02)
Working paperThe impact of New Zealand’s macroeconomic frameworks on living standards (AN 22/02)
Analytical note