School of Economics and Finance · Te Kura Ohaoha Pūtea: Working Paper Series: Recent submissions

  • An unobserved components common cycle for Australasia? Implications for a common currency 
    Hall, Viv B; McDermott, C John (Te Herenga Waka—Victoria University of Wellington, 2011)
    We use unobserved components methodology to establish an Australasian common cycle, and assess the extent to which region-specific cycles of Australian States and New Zealand are additionally important. West Australian and ...
  • Optimal Pricing of Water: Optimal Departures from the Inverse Elasticity Rule 
    Sağlam, Yiğit (Te Herenga Waka—Victoria University of Wellington, 2011)
    I consider the problem of water usage, developing a model to analyze the optimal pricing of water within a second-best economy. Consumers are assumed to have two main needs for water|drinking and non-drinking. Water is ...
  • On loss-avoiding lump-sum pension optimization with contingent targets 
    Azzato, Jeffrey; Krawczyk, Jacek B; Sissons, Christopher (Te Herenga Waka—Victoria University of Wellington, 2011)
    Consider a lump-sum pension fund problem, in which an agent deposits an amount with a fund manager up front and is later repaid a lump sum x(T) after time T. The fund manager may be both cautious in seeking a payoff x(T) ...
  • Approximations to viability kernels for sustainable macroeconomic policies 
    Krawczyk, Jacek B; Pharo, Alastair; Simpson, Mark (Te Herenga Waka—Victoria University of Wellington, 2011)
    Maintaining an open economy within certain bounds on inflation, output gap and exchange rate can help sustainable economic development. Macroeconomics proposes monetary-policy models that describe evolution of the above ...

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