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Christopher John McDermott

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Personal Details

First Name: Christopher
Middle Name: John
Last Name: McDermott
Suffix:

RePEc Short-ID: pmc123

Email:
Homepage:
Postal Address: 2 The Terrace Wellington 6011 New Zealand
Phone:

Affiliation

Reserve Bank of New Zealand
Location: Wellington, New Zealand
Homepage: http://www.rbnz.govt.nz/
Email:
Phone: 64 4 471-3767
Fax: 64 4 471-2270
Postal: P.O. Box 2498, Wellington
Handle: RePEc:edi:rbngvnz (more details at EDIRC)

Works

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Working papers

  1. Viv B. Hall & John McDermott, 2014. "Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles," Reserve Bank of New Zealand Discussion Paper Series DP2014/02, Reserve Bank of New Zealand.
  2. Hall, Viv B & McDermott, C John, 2011. "An unobserved components common cycle for Australasia? Implications for a common currency," Working Paper Series 1548, Victoria University of Wellington, School of Economics and Finance.
  3. John McDermott & Peter McMenamin, 2008. "Assessing Inflation Targeting in Latin America With a DSGE Model," Working Papers Central Bank of Chile 469, Central Bank of Chile.
  4. Viv Hall & John McDermott, 2007. "A Quarterly Post-World War II Real GDP Series for New Zealand," Working Papers 07_13, Motu Economic and Public Policy Research.
  5. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. C. John McDermott & Paul Cashin, 2004. "Parity Reversion in Real Exchange Rates," IMF Working Papers 04/128, International Monetary Fund.
  7. Viv Hall & C. John McDermott, 2004. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Working Papers 04_10, Motu Economic and Public Policy Research.
  8. Paul Cashin & C. John McDermott, 2001. "The Long-Run Behavior of Commodity Prices," IMF Working Papers 01/68, International Monetary Fund.
  9. Aaron Drew & Viv Hall & John McDermott & Robert St. Clair, 2001. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Reserve Bank of New Zealand Discussion Paper Series DP2001/03, Reserve Bank of New Zealand.
  10. C. John McDermott & Paul Cashin, 2001. "An Unbiased Appraisal of Purchasing Power Parity," IMF Working Papers 01/196, International Monetary Fund.
  11. C. John McDermott & Alasdair Scott, 2000. "Concordance in Business Cycles," IMF Working Papers 00/37, International Monetary Fund.
  12. C. John McDermott & Paul Cashin & Alasdair Scott, 1999. "Booms and Slumps in World Commodity Prices," IMF Working Papers 99/155, International Monetary Fund.
  13. Cashin, P. & McDermott, C.J., 1999. "International Capital flows and National Creditworthiness: Examining Australia's Current Account," Department of Economics - Working Papers Series 679, The University of Melbourne.
  14. Hong Liang & C. John McDermott & Paul Cashin, 1999. "How Persistent Are Shocks to World Commodity Prices?," IMF Working Papers 99/80, International Monetary Fund.
  15. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "The myth of co-moving commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/9, Reserve Bank of New Zealand.
  16. C. John McDermott & Eswar Prasad & Pierre-Richard Agénor, 1999. "Macroeconomic Fluctuations in Developing Countries," IMF Working Papers 99/35, International Monetary Fund.
  17. Paul Cashin & C. John McDermott, 1998. "Terms of Trade Shocks and the Current Account," IMF Working Papers 98/177, International Monetary Fund.
  18. Paul Cashin & C. John McDermott, 1998. "International Capital Flows and National Creditworthiness," IMF Working Papers 98/172, International Monetary Fund.
  19. Cashin, P. & McDermott, C. J., 1997. "Testing the Consumption-Capm in Developing Equity Markets," Department of Economics - Working Papers Series 593, The University of Melbourne.
  20. E. Murat Ucer & C. John McDermott & Pierre-Richard Agénor, 1997. "Fiscal Imbalances, Capital Inflows, and the Real Exchange Rate," IMF Working Papers 97/1, International Monetary Fund.
  21. Cashin, P. & McDermott, C. J., 1997. "'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports," Department of Economics - Working Papers Series 585, The University of Melbourne.
  22. Agenor, P.R. & Bismut, C. & Cashin, P. & McDermott, C.J., 1996. "Consumption Smoothing and the Current Account: Evidence for France, 1970-94," Department of Economics - Working Papers Series 518, The University of Melbourne.
  23. C. John McDermott, 1996. "Estimation of the Near Unit Root Model of Real Exchange Rates," IMF Working Papers 96/50, International Monetary Fund.
  24. Robert F. Westcott & C. John McDermott, 1996. "An Empirical Analysis of Fiscal Adjustments," IMF Working Papers 96/59, International Monetary Fund.
  25. C. John McDermott & Paul Cashin, 1996. "Are Australia's Current Account Deficits Excessive?," IMF Working Papers 96/85, International Monetary Fund.
  26. C. John McDermott & David T. Coe, 1996. "Does the Gap Model Work in Asia?," IMF Working Papers 96/69, International Monetary Fund.
  27. Paul Cashin & Manmohan S. Kumar & C. John McDermott, 1995. "International Integration of Equity Markets and Contagion Effects," IMF Working Papers 95/110, International Monetary Fund.
  28. C. John McDermott & Paul Cashin, 1995. "Informational Efficiency in Developing Equity Markets," IMF Working Papers 95/58, International Monetary Fund.
  29. Claude Bismut & Paul Cashin & C. John McDermott & Pierre-Richard Agénor, 1995. "Consumption Smoothing and the Current Account," IMF Working Papers 95/119, International Monetary Fund.
  30. Donald W.K. Andrews & C. John McDermott, 1993. "Nonlinear Econometric Models with Deterministically Trending Variables," Cowles Foundation Discussion Papers 1053, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. John McDermott, 2013. "Exchange rate policy forum: bringing it all together: where does this leave us, and where to from here?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 76, pages 35-48, June.
  2. Viv B. Hall & C. John McDermott, 2012. "Is there an unobserved components common cycle for Australasia? Implications for a common currency," New Zealand Economic Papers, Taylor & Francis Journals, vol. 46(2), pages 119-141, September.
  3. Viv B. Hall & C. John McDermott, 2011. "A quarterly post-Second World War real GDP series for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 45(3), pages 273-298, March.
  4. VIV. B. HALL & C. JOHN McDERMOTT, 2011. "Unobserved Components Business Cycles for New Zealand. What Are They, and What Might Drive Them?," The Economic Record, The Economic Society of Australia, vol. 87(277), pages 294-317, 06.
  5. Hall, Viv B. & McDermott, C. John, 2009. "The New Zealand Business Cycle," Econometric Theory, Cambridge University Press, vol. 25(04), pages 1050-1069, August.
  6. Viv B. Hall & C. John McDermott, 2007. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Papers in Regional Science, Wiley Blackwell, vol. 86(2), pages 167-191, 06.
  7. Paul Cashin & C. John McDermott, 2006. "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 5.
  8. Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
  9. Cashin, Paul & McDermott, C. John & Pattillo, Catherine, 2004. "Terms of trade shocks in Africa: are they short-lived or long-lived?," Journal of Development Economics, Elsevier, vol. 73(2), pages 727-744, April.
  10. Paul Cashin & C. John McDermott, 2003. "An Unbiased Appraisal of Purchasing Power Parity," IMF Staff Papers, Palgrave Macmillan, vol. 50(3), pages 1.
  11. K. Balcombe & C. J. McDermott, 2003. "Testing for asymmetric price stickiness using NZ business opinion data: a bootstrap approach," Applied Economics Letters, Taylor & Francis Journals, vol. 10(15), pages 955-958.
  12. Paul Cashin & C. John McDermott, 2003. "Intertemporal Substitution and Terms-of-Trade Shocks," Review of International Economics, Wiley Blackwell, vol. 11(4), pages 604-618, 09.
  13. Cashin, Paul & McDermott, C John, 2002. "'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 249-63, September.
  14. Paul Cashin & C. McDermott, 2002. "Terms of Trade Shocks and the Current Account: Evidence from Five Industrial Countries," Open Economies Review, Springer, vol. 13(3), pages 219-235, July.
  15. Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002. "Booms and slumps in world commodity prices," Journal of Development Economics, Elsevier, vol. 69(1), pages 277-296, October.
  16. Cashin, Paul & McDermott, C John, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
  17. Agenor, Pierre-Richard & McDermott, C John & Prasad, Eswar S, 2000. "Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts," World Bank Economic Review, World Bank Group, vol. 14(2), pages 251-85, May.
  18. Paul Cashin & Hong Liang & C. John McDermott, 2000. "How Persistent Are Shocks to World Commodity Prices?," IMF Staff Papers, Palgrave Macmillan, vol. 47(2), pages 2.
  19. Sharon McCaw & C John McDermott, 2000. "How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
  20. David Hargreaves & C John McDermott, 1999. "Issues relating to optimal currency areas: theory and implications for New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, September.
  21. Leo Bonato & Sean Comber & C John McDermott, 1999. "Export performance after depreciation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, September.
  22. Agenor, Pierre-Richard & Bismut, Claude & Cashin, Paul & McDermott, C. John, 1999. "Consumption smoothing and the current account: evidence for France, 1970-1996," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 1-12, January.
  23. C. John McDermott, 1998. "Testing the expectations model of the term structure in times of financial transition," Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 663-669.
  24. Cashin, Paul & McDermott, C John, 1998. "Testing the Consumption-CAPM in Developing Equity Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 127-41, April.
  25. Cashin, Paul & McDermott, C John, 1998. "Are Australia's Current Account Deficits Excessive?," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 346-61, December.
  26. David T. Coe & C. John McDermott, 1997. "Does the Gap Model Work in Asia?," IMF Staff Papers, Palgrave Macmillan, vol. 44(1), pages 59-80, March.
  27. Agenor, Pierre-Richard & McDermott, C. John & Ucer, Murat, 1997. "Fiscal imbalances, capital inflows, and the real exchange rate: The case of Turkey," European Economic Review, Elsevier, vol. 41(3-5), pages 819-825, April.
  28. C. John McDermott & Robert F. Wescott, 1996. "An Empirical Analysis of Fiscal Adjustments," IMF Staff Papers, Palgrave Macmillan, vol. 43(4), pages 725-753, December.
  29. Andrews, Donald W K & McDermott, C John, 1995. "Nonlinear Econometric Models with Deterministically Trending Variables," Review of Economic Studies, Wiley Blackwell, vol. 62(3), pages 343-60, July.
  30. McDermott, C. John, 1994. "Excess volatility : A testing strategy," Economics Letters, Elsevier, vol. 44(1-2), pages 35-41.

Chapters

  1. John McDermott, 2013. "The future of inflation targeting?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 173-179 Bank for International Settlements.
  2. John McDermott, 2010. "Discussion of What Drives Inflation in the World?," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-08-09
  2. NEP-FIN: Finance (1) 2005-10-22
  3. NEP-GEO: Economic Geography (2) 2005-09-29 2005-11-09. Author is listed
  4. NEP-HIS: Business, Economic & Financial History (1) 2007-11-10
  5. NEP-IFN: International Finance (1) 2005-10-22
  6. NEP-MAC: Macroeconomics (5) 2005-09-29 2005-11-09 2007-11-10 2011-08-09 2014-07-28. Author is listed
  7. NEP-MON: Monetary Economics (1) 2011-08-09
  8. NEP-SEA: South East Asia (1) 2011-08-09

Statistics

This author is among the top 5% authors according to these criteria:
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  3. Number of Citations, Weighted by Number of Authors
  4. h-index
  5. Number of Registered Citing Authors
  6. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  7. Wu-Index

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