Publications
by alumni of
Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Canberra, Australia
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2024
- Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2024.
"Random Subspace Local Projections,"
Papers
2406.01002, arXiv.org.
- Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2023. "Random Subspace Local Projections," CAMA Working Papers 2023-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gunes Kamber & James Morley & Benjamin Wong, 2024. "Trend-Cycle Decomposition in the Presence of Large Shocks," CAMA Working Papers 2024-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Aug 2024.
2023
- Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023.
"Disentangling Structural Breaks in Factor Models for Macroeconomic Data,"
Papers
2303.00178, arXiv.org, revised Jun 2024.
- Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023. "Disentangling Structural Breaks in High Dimensional Factor Models," CAMA Working Papers 2023-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2022
- Morley, James & Palenzuela, Diego Rodriguez & Sun, Yiqiao & Wong, Benjamin, 2022.
"Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic,"
Working Paper Series
2716, European Central Bank.
- Morley, James & Rodríguez-Palenzuela, Diego & Sun, Yiqiao & Wong, Benjamin, 2023. "Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic," European Economic Review, Elsevier, vol. 153(C).
- James Morley & Trung Duc Tran & Benjamin Wong, 2022.
"A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r,"
CAMA Working Papers
2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
- James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
2021
- Tino Berger & Paul David Boll & James Morley & Benjamin Wong, 2021. "Cyclical signals from the labor market," CAMA Working Papers 2021-91, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021.
"A unified approach for jointly estimating the business and financial cycle, and the role of financial factors,"
Working Papers
02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
2020
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020.
"Understanding Trend Inflation Through the Lens of the Goods and Services Sectors,"
Staff Working Papers
20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
- Tino Berger & Julia Richter & Benjamin Wong, 2020.
"Financial factors and the business cycle,"
CAMA Working Papers
2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
- Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020.
"Sectoral employment dynamics in Australia,"
CAMA Working Papers
2020-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral Employment Dynamics in Australia," Monash Econometrics and Business Statistics Working Papers 20/20, Monash University, Department of Econometrics and Business Statistics.
- Tino Berger & James Morley & Benjamin Wong, 2020.
"Nowcasting the output gap,"
CAMA Working Papers
2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Morley, James & Wong, Benjamin, 2023. "Nowcasting the output gap," Journal of Econometrics, Elsevier, vol. 232(1), pages 18-34.
2018
- Güneş Kamber & Benjamin Wong, 2018.
"Global factors and trend inflation,"
BIS Working Papers
688, Bank for International Settlements.
- Kamber, Güneş & Wong, Benjamin, 2020. "Global factors and trend inflation," Journal of International Economics, Elsevier, vol. 122(C).
- Gunes Kamber & Benjamin Wong, 2019. "Global factors and trend inflation," CAMA Working Papers 2019-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Güneş Kamber & Benjamin Wong, 2018. "Global Factors and Trend Inflation," Reserve Bank of New Zealand Discussion Paper Series DP2018/01, Reserve Bank of New Zealand.
- Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring uncertainty and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series AN2018/01, Reserve Bank of New Zealand.
2017
- James Morley & Benjamin Wong, 2017.
"Estimating and accounting for the output gap with large Bayesian vector autoregressions,"
CAMA Working Papers
2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Morley & Benjamin Wong, 2020. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- Morley, James & Wong, Benjamin, 2018. "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," Working Papers 2018-04, University of Sydney, School of Economics, revised Feb 2019.
- Benjamin Wong, 2017. "Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity," CAMA Working Papers 2017-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong, 2017. "Historical decompositions for nonlinear vector autoregression models," CAMA Working Papers 2017-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2016
- Güneş Kamber & James Morley & Benjamin Wong, 2016.
"Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter,"
BIS Working Papers
584, Bank for International Settlements.
- Günes Kamber & James Morley & Benjamin Wong, 2018. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
- Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09A, School of Economics, The University of New South Wales.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter," CAMA Working Papers 2017-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Günes Kamber & Gabriela Nodari & Benjamin Wong, 2016. "The Impact of Commodity Price Movements on the New Zealand Economy," Reserve Bank of New Zealand Analytical Notes series AN2016/05, Reserve Bank of New Zealand.
- Günes Kamber & Benjamin Wong, 2016. "Testing an Interpretation of Core Inflation Measures in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2016/06, Reserve Bank of New Zealand.
2014
- Benjamin Wong, 2014.
"Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey,"
CAMA Working Papers
2014-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong, 2015. "Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1673-1689, December.
- Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
- Varang Wiriyawit & Benjamin Wong, 2014.
"Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?,"
CAMA Working Papers
2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Wiriyawit Varang & Wong Benjamin, 2016. "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 141-157, April.
- Benjamin Wong & Varang Wiriyawit, 2015. "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series DP2015/02, Reserve Bank of New Zealand.
- Miles Parker & Benjamin Wong, 2014. "Exchange rate and commodity price pass‐through in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2014/01, Reserve Bank of New Zealand.
- Anella Munro & Benjamin Wong, 2014. "Monetary Policy and Funding Spreads," Reserve Bank of New Zealand Analytical Notes series AN2014/07, Reserve Bank of New Zealand.
2013
- Benjamin Wong, 2013. "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers 2013-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong, 2013. "The Evolution of the U.S. Output-Inflation Tradeoff," CAMA Working Papers 2013-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2010
- Benjamin Wong & Kam Ki Tang, 2010.
"The Ageing, Longevity and Crowding Out Effects on Private and Public Savings,"
CAMA Working Papers
2010-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kam-Ki Tang & Benjamin ShiJie Wong, "undated". "The Ageing, Longevity and Crowding Out Effects on Private and Public Savings: Evidence from Dynamic Panel Analysis," MRG Discussion Paper Series 3409, School of Economics, University of Queensland, Australia.
Journal articles
2024
- James Morley & Trung Duc Tran & Benjamin Wong, 2024.
"A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
- James Morley & Trung Duc Tran & Benjamin Wong, 2022. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers 2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
2023
- Berger, Tino & Morley, James & Wong, Benjamin, 2023.
"Nowcasting the output gap,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 18-34.
- Tino Berger & James Morley & Benjamin Wong, 2020. "Nowcasting the output gap," CAMA Working Papers 2020-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Morley, James & Rodríguez-Palenzuela, Diego & Sun, Yiqiao & Wong, Benjamin, 2023.
"Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic,"
European Economic Review, Elsevier, vol. 153(C).
- Morley, James & Palenzuela, Diego Rodriguez & Sun, Yiqiao & Wong, Benjamin, 2022. "Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic," Working Paper Series 2716, European Central Bank.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023.
"Understanding trend inflation through the lens of the goods and services sectors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers 20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
2022
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2022.
"A unified approach for jointly estimating the business and financial cycle, and the role of financial factors,"
Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
- Tino Berger & Julia Richter & Benjamin Wong, 2020. "Financial factors and the business cycle," CAMA Working Papers 2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers 02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
2020
- Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 402-414, September.
- Kamber, Güneş & Wong, Benjamin, 2020.
"Global factors and trend inflation,"
Journal of International Economics, Elsevier, vol. 122(C).
- Gunes Kamber & Benjamin Wong, 2019. "Global factors and trend inflation," CAMA Working Papers 2019-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Güneş Kamber & Benjamin Wong, 2018. "Global factors and trend inflation," BIS Working Papers 688, Bank for International Settlements.
- Güneş Kamber & Benjamin Wong, 2018. "Global Factors and Trend Inflation," Reserve Bank of New Zealand Discussion Paper Series DP2018/01, Reserve Bank of New Zealand.
- James Morley & Benjamin Wong, 2020.
"Estimating and accounting for the output gap with large Bayesian vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Morley, James & Wong, Benjamin, 2018. "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," Working Papers 2018-04, University of Sydney, School of Economics, revised Feb 2019.
2019
- Trung Duc Tran & Tugrul Vehbi & Benjamin Wong, 2019. "Measuring Uncertainty for New Zealand Using Data‐Rich Approach," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 344-352, September.
- Benjamin Wong, 2019. "Time Series Econometerics," The Economic Record, The Economic Society of Australia, vol. 95(310), pages 399-400, September.
- Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
2018
- Lucy Greig & Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring Uncertainty and Its Impact on a Small Open Economy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 87-98, March.
- Günes Kamber & James Morley & Benjamin Wong, 2018.
"Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter,"
The Review of Economics and Statistics, MIT Press, vol. 100(3), pages 550-566, July.
- Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
- Güneş Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers 584, Bank for International Settlements.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09A, School of Economics, The University of New South Wales.
- Gunes Kamber & James Morley & Benjamin Wong, 2016. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Discussion Papers 2016-09, School of Economics, The University of New South Wales.
- Gunes Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson Filter," CAMA Working Papers 2017-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2016
- Wiriyawit Varang & Wong Benjamin, 2016.
"Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 141-157, April.
- Benjamin Wong & Varang Wiriyawit, 2015. "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series DP2015/02, Reserve Bank of New Zealand.
- Varang Wiriyawit & Benjamin Wong, 2014. "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers 2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2015
- Benjamin Wong, 2015.
"Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1673-1689, December.
- Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
- Benjamin Wong, 2014. "Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey," CAMA Working Papers 2014-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2013
- Benjamin Wong & Kam Ki Tang, 2013. "Do ageing economies save less? Evidence from OECD data," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 40(6), pages 591-605, May.