Benjamin Wong

Monash University - Department of Econometrics & Business Statistics

Wellington Road

Clayton, Victoria 3168

Australia

SCHOLARLY PAPERS

21

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Top 37,333

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1,829

SSRN CITATIONS
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SSRN RANKINGS

Top 8,396

in Total Papers Citations

119

CROSSREF CITATIONS

34

Scholarly Papers (21)

1.
Downloads 482 ( 82,834)
Citation 3

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

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Nowcasting, output gap, COVID-19

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

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Nowcasting, output gap, COVID-19

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

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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 - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 76 (428,346)
Citation 4

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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 - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 46 (547,860)

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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 - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 17 (742,266)
Citation 11

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

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)

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Historical Decomposition, Innovation Accounting, Nonlinear VAR models

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

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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 45 (552,853)
Citation 2

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Structural VAR, Identification, Detrending, Bias

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)

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Natural rate of interest, multivariate trend-cycle decomposition, robustness to model misspecification

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

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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, 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

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

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

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Trend inflation, foreign shocks, Beveridge-Nelson decomposition

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

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

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)

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Business Cycle, Financial Cycle, Financial shocks

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)

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sectoral trend inflation; monetary policy; unobserved components model; disaggregated inflation

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)

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Sectoral trend inflation, unobserved components model, disaggregated inflation

11.

Sectoral Employment Dynamics in Australia

CAMA Working Paper No. 51/2020
Number of pages: 20 Posted: 15 May 2020
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)

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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)

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Business Cycle, Financial Cycle, Financial Shocks

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

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Oil price shocks, Michigan Survey, Inflation expectations

14.

Cyclical Signals from the Labor Market

CAMA Working Paper No. 91/2021
Number of pages: 32 Posted: 21 Oct 2021
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)

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Nowcasting, output gap, Covid-19, U-2 unemployment rate, average hourly earnings

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)

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Sacrifice Ratio, Time-Varying Parameters

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

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Oil price shocks, Michigan Survey, Inflation expectations

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

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Trend inflation, foreign shocks, Beveridge-Nelson decomposition

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)

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Half-Life, Purchasing Power Parity, Multivariate Information

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

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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

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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
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)

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