Author Page for Benjamin Wong

Nowcasting the Output Gap

Number of pages: 37 Posted: 29 Apr 2020 Last Revised: 31 Aug 2020

Tino Berger, James Morley and Benjamin Wong

University of Goettingen (Göttingen) - Department of Economics, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 456 (87,711)

Citation 2

Abstract:

Nowcasting the Output Gap

CAMA Working Paper No. 78/2020

Number of pages: 38 Posted: 27 Aug 2020 Last Revised: 31 Aug 2020

Tino Berger, James Morley and Benjamin Wong

University of Goettingen (Göttingen) - Department of Economics, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 26 (668,518)

Citation 1

Abstract:

2.

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Downloads 221 (190,762)

Citation 21

4

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

UNSW Business School Research Paper No. 2016-09

Number of pages: 46 Posted: 30 Jun 2016

Güneş Kamber, James Morley and Benjamin Wong

Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 82 (409,598)

Citation 6

Abstract:

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

CAMA Working Paper No. 3/2017

Number of pages: 73 Posted: 17 Jan 2017

Güneş Kamber, James Morley and Benjamin Wong

Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 76 (428,346)

Citation 4

Abstract:

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

BIS Working Paper No. 584

Number of pages: 43 Posted: 04 Oct 2016

Güneş Kamber, James Morley and Benjamin Wong

Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 46 (547,860)

Abstract:

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Review of Economics and Statistics, 2018, issue 100, number 3, pg. 550-566

Number of pages: 45 Posted: 12 Aug 2019

Güneş Kamber, James Morley and Benjamin Wong

Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 17 (742,266)

Citation 11

Abstract:

3.

Historical Decompositions for Nonlinear Vector Autoregression Models

CAMA Working Paper No. 62/2017

Number of pages: 17 Posted: 24 Oct 2017 Last Revised: 09 Mar 2018

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Downloads 212 (198,400)

Abstract:

4.

Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?

Downloads 127 (304,123)

Citation 3

2

Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?

CAMA Working Paper No. 46/2014

Number of pages: 38 Posted: 14 Jun 2014 Last Revised: 26 May 2015

Varang Wiriyawit and Benjamin Wong

Australian National University and Monash University - Department of Econometrics & Business Statistics

Downloads 82 (409,598)

Citation 1

Abstract:

Structural VARs, Deterministic and Stochastic Trends: How Much Detrending Matters for Shock Identification

Studies in Nonlinear Dynamics and Econometrics, Vol. 20, No. 2, 2016

Number of pages: 23 Posted: 18 May 2015 Last Revised: 16 Apr 2016

Varang Wiriyawit and Benjamin Wong

Australian National University and Monash University - Department of Econometrics & Business Statistics

Downloads 45 (552,853)

Citation 2

Abstract:

5.

The Decline in r* According to a Robust Multivariate Trend-cycle Decomposition

Number of pages: 46 Posted: 14 Jan 2022

James Morley, Trung Duc Tran and Benjamin Wong

University of Sydney - School of Economics, The University of Sydney and Monash University - Department of Econometrics & Business Statistics

Downloads 96 (368,407)

Abstract:

6.

Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions

Downloads 96 (368,407)

Citation 12

2

Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions

CAMA Working Paper No. 46/2017

Number of pages: 43 Posted: 21 Jul 2017

James Morley and Benjamin Wong

University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 73 (438,135)

Citation 5

Abstract:

Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions

Journal of Applied Econometrics, vol.35(1), pg.1-18

Number of pages: 35 Posted: 12 Aug 2019 Last Revised: 25 Aug 2020

James Morley and Benjamin Wong

University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 23 (691,786)

Citation 8

Abstract:

7.

Global Factors and Trend Inflation

BIS Working Paper No. 688

Number of pages: 33 Posted: 25 Jan 2018

Güneş Kamber and Benjamin Wong

Bank for International Settlements (BIS) - Monetary and Economic Department and Monash University - Department of Econometrics & Business Statistics

Downloads 86 (394,315)

Citation 1

Abstract:

8.

Inflation Dynamics and the Role of Oil Shocks: How Different Were the 1970s?

CAMA Working Paper Series Paper 59/2013

Number of pages: 38 Posted: 30 Aug 2013

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Downloads 77 (420,420)

Citation 2

Abstract:

9.

Financial Factors and the Business Cycle

CAMA Working Paper No. 44/2020

Number of pages: 33 Posted: 05 May 2020

Tino Berger, Julia Richter and Benjamin Wong

University of Goettingen (Göttingen) - Department of Economics, University of Goettingen (Göttingen) and Monash University - Department of Econometrics & Business Statistics

Downloads 76 (423,554)

Abstract:

10.

Understanding Trend Inflation Through the Lens of the Goods and Services Sectors

Downloads 73 (432,994)

2

Understanding Trend Inflation Through the Lens of the Goods and Services Sectors

Number of pages: 74 Posted: 21 Jan 2021

Yunjong Eo, Luis Uzeda and Benjamin Wong

Department of Economics, Korea University, Bank of Canada and Monash University - Department of Econometrics & Business Statistics

Downloads 57 (498,013)

Abstract:

Understanding Trend Inflation Through The Lens of The Goods and Services Sectors

Number of pages: 30 Posted: 01 May 2022

Yunjong Eo, Luis Uzeda and Benjamin Wong

Department of Economics, Korea University, Bank of Canada and Monash University - Department of Econometrics & Business Statistics

Downloads 16 (751,071)

Abstract:

11.

Sectoral Employment Dynamics in Australia

CAMA Working Paper No. 51/2020

Number of pages: 20 Posted: 15 May 2020

Heather M. Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong

Monash University - Department of Economics, Department of Economics, Monash University, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics

Downloads 58 (486,458)

Abstract:

12.

A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors

cege Discussion Paper, No. 415, March 2021

Number of pages: 38 Posted: 05 Apr 2021

Tino Berger, Julia Richter and Benjamin Wong

University of Goettingen (Göttingen) - Department of Economics, University of Goettingen (Göttingen) and Monash University - Department of Econometrics & Business Statistics

Downloads 46 (537,532)

Abstract:

13.

Inflation Expectations and How It Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey

CAMA Working Paper No. 45/2014

Number of pages: 27 Posted: 10 Jun 2014 Last Revised: 15 Apr 2016

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Downloads 39 (572,140)

Citation 2

Abstract:

14.

Cyclical Signals from the Labor Market

CAMA Working Paper No. 91/2021

Number of pages: 32 Posted: 21 Oct 2021

Tino Berger, Paul David Boll, James Morley and Benjamin Wong

University of Goettingen (Göttingen) - Department of Economics, University of Warwick, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics

Downloads 36 (588,195)

Abstract:

15.

The Evolution of the U.S. Output-Inflation Tradeoff

CAMA Working Paper No 69/2013

Number of pages: 29 Posted: 12 Oct 2013

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Downloads 35 (593,830)

Abstract:

16.

Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey

Journal of Money, Credit, and Banking, Vol. 47, No. 8, 2015

Number of pages: 19 Posted: 18 May 2015 Last Revised: 15 Apr 2016

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Downloads 30 (623,371)

Citation 8

Abstract:

17.

Global Factors and Trend Inflation

CAMA Working Paper No. 62/2019

Number of pages: 38 Posted: 23 Aug 2019

Gunes Kamber and Benjamin Wong

International Monetary Fund and Monash University - Department of Econometrics & Business Statistics

Downloads 25 (656,651)

Citation 13

Abstract:

18.

Incorporating Relevant Multivariate Information for Characterizing Half-Life with an Application to Purchasing Power Parity

CAMA Working Paper No. 47/2017

Number of pages: 38 Posted: 21 Jul 2017

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Downloads 12 (760,874)

Abstract:

19.

Measuring Uncertainty for New Zealand Using Data‐Rich Approach

Australian Economic Review, Vol. 52, Issue 3, pp. 344-352, 2019

Number of pages: 9 Posted: 24 Mar 2020

Trung Duc Tran, Tugrul Vehbi and Benjamin Wong

University of Melbourne - Department of Economics, Bank of England and Monash University - Department of Econometrics & Business Statistics

Downloads 1 (875,349)

Citation 2

Abstract:

20.

Measuring Uncertainty and its Impact on a Small Open Economy

Australian Economic Review, Vol. 51, Issue 1, pp. 87-98, 2018

Number of pages: 12 Posted: 02 Mar 2018

Lucy Greig, Amy Rice, Tugrul Vehbi and Benjamin Wong

Reserve Bank of New Zealand, Reserve Bank of New Zealand, Government of New Zealand - Treasury and Monash University - Department of Econometrics & Business Statistics

Downloads 1 (875,349)

Citation 2

Abstract:

21.

Sectoral Employment Dynamics in Australia and the Covid‐19 Pandemic

Australian Economic Review, Vol. 53, Issue 3, pp. 402-414, 2020

Number of pages: 13 Posted: 06 Oct 2020

Heather M. Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong

Monash University - Department of Economics, Department of Economics, Monash University, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics

Downloads 0 (892,524)

Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

21

Top 37,333

1,829

Top 8,396

119

34

Scholarly Papers (21)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: