Tugru l Vehbi

Reserve Bank of New Zealand

Dr

2 The Terrace

PO Box 2498

Wellington, 6140

New Zealand

SCHOLARLY PAPERS

2

DOWNLOADS

108

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

International Spill-Overs of Uncertainty Shocks: Evidence from a FAVAR

CAMA Working Paper No. 61/2016
Number of pages: 35 Posted: 06 Oct 2016
Bank for International Settlements (BIS) - Monetary and Economic Department, Reserve Bank of New Zealand, Sapere Research Group and Reserve Bank of New Zealand
Downloads 84 (305,636)
Citation 3

Abstract:

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FAVAR, uncertainty shocks, small open economy

2.

Nowcasting New Zealand GDP Using Machine Learning Algorithms

CAMA Working Paper No. 47/2018
Number of pages: 16 Posted: 08 Oct 2018
Adam Richardson, Thomas Mulder and Tugru l Vehbi
Reserve Bank of New Zealand, Reserve Bank of New Zealand and Reserve Bank of New Zealand
Downloads 24 (514,563)

Abstract:

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Nowcasting, Machine learning, Forecast evaluation