Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Wellington Road

Clayton, Victoria 3168

Australia

  • Monash University - Department of Econometrics & Business Statistics

SCHOLARLY PAPERS

12

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689

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20

CROSSREF CITATIONS

28

Scholarly Papers (12)

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1.

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

Downloads 180 (168,603)
Citation 9

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 and Monash University - Department of Econometrics & Business Statistics
Downloads 79 (313,040)
Citation 2

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Beveridge-Nelson Decomposition, Output Gap, Signal-To-Noise Ratio

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 and Monash University - Department of Econometrics & Business Statistics
Downloads 65 (349,856)
Citation 5

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Beveridge-Nelson decomposition, output gap, signal-to-noise ratio

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 and Monash University - Department of Econometrics & Business Statistics
Downloads 32 (473,647)

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Beveridge-Nelson decomposition, output gap, signal-to-noise ratio

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 and Monash University - Department of Econometrics & Business Statistics
Downloads 4 (656,100)
Citation 3

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Beveridge-Nelson decomposition, output gap, signal-to-noise ratio

2.

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 108 (253,590)

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Historical Decomposition, Innovation Accounting, Nonlinear VAR models

3.

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

Downloads 91 (284,267)
Citation 1

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 54 (384,532)
Citation 1

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Structural VAR, Identification, Detrending, Bias

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 37 (450,327)

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Structural VAR, Identification, Detrending, Bias

4.

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

Downloads 70 (332,171)
Citation 3

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 and Monash University - Department of Econometrics & Business Statistics
Downloads 62 (358,748)
Citation 1

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Beveridge-Nelson decomposition, output gap, Bayesian estimation, multivariate information

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

Journal of Applied Econometrics, Forthcoming
Number of pages: 35 Posted: 12 Aug 2019
James Morley and Benjamin Wong
University of Sydney and Monash University - Department of Econometrics & Business Statistics
Downloads 8 (626,497)
Citation 1

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Beveridge-Nelson decomposition, output gap, Bayesian estimation, multivariate information

5.

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 69 (334,718)

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Trend inflation, foreign shocks, Beveridge-Nelson decomposition

6.

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 67 (340,057)
Citation 2

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Oil Shocks, Time-Varying Parameters, Inflation Pass-through

7.

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 34 (453,019)
Citation 2

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Oil price shocks, Michigan Survey, Inflation expectations

8.

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 32 (461,873)

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Sacrifice Ratio, Time-Varying Parameters

9.

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 18 (538,278)
Citation 2

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Oil price shocks, Michigan Survey, Inflation expectations

10.

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 10 (587,483)

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Trend inflation, foreign shocks, Beveridge-Nelson decomposition

11.

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 9 (593,873)

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Half-Life, Purchasing Power Parity, Multivariate Information

12.

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 (656,991)
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