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Items where Subject is Field of Research, Economics, Applied Economics, Macroeconomics (incl. Monetary and Fiscal Theory)

Journal Article
Raghavan, M and Athanasopoulos, G, Analysis of shock transmissions to a small open emerging economy using a SVARMA model, Economic Modelling, 77 pp. 187-203. ISSN 0264-9993 (2019) [Refereed Article] 
Dungey, M and Harvey, J and Volkov, V, The changing international network of sovereign debt and financial institutions, Journal of International Financial Markets, Institutions and Money, 60 pp. 149-168. ISSN 1042-4431 (2019) [Refereed Article] 
Chowdhury, B and Dungey, M and Kangogo, M and Sayeed, MA and Volkov, V, The changing network of financial market linkages: the Asian experience, International Review of Financial Analysis, 64, (July 2019) pp. 71-92. ISSN 1057-5219 (2019) [Refereed Article] 
Dungey, M and Volkov, V, R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks, Economics Letters, 162 pp. 81-85. ISSN 0165-1765 (2018) [Refereed Article] 
Pavlov, O and Weder, M, Product scope and endogenous fluctuations, Review of Economic Dynamics, 24 pp. 175-191. ISSN 1094-2025 (2017) [Refereed Article] 
Hall, AR and Osborn, DR and Sakkas, N, The asymptotic behaviour of the residual sum of squares in models with multiple break points, Econometric Reviews, 36, (6-9) pp. 667-698. ISSN 0747-4938 (2017) [Refereed Article]
Hudson, KB and Vespignani, J, Understanding the deviation of Australian policy rate from the Taylor rule, Applied Economics, 50, (9) pp. 973-989. ISSN 0003-6846 (2017) [Refereed Article] 
Claus, E and Dungey, M, Can monetary policy surprises affect the term structure?, Journal of Macroeconomics, 47 pp. 68-83. ISSN 0164-0704 (2016) [Refereed Article] 
Raghavan, M and Athanasopoulos, G and Silvapulle, P, Canadian monetary policy using a structural VARMA model, Canadian Journal of Economics, 49, (1) pp. 347-373. ISSN 0008-4085 (2016) [Refereed Article] 
Bataa, E and Izzeldin, M and Osborn, DR, Changes in the global oil market, Energy Economics, 56 pp. 161-176. ISSN 0140-9883 (2016) [Refereed Article] 
Clements, AE and Hurn, AS and Volkov, V, Common trends in global volatility, Journal of International Money and Finance, 67 pp. 194-214. ISSN 0261-5606 (2016) [Refereed Article] 
Ratti, RA and Vespignani, JL, Oil prices and global factor macroeconomic variables, Energy Economics, 59 pp. 198-212. ISSN 0140-9883 (2016) [Refereed Article]
Kang, W and Ratti, RA and Vespignani, J, The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non‐U.S. oil production, Economics Letters, 145 pp. 176-181. ISSN 0165-1765 (2016) [Refereed Article] 
Jacobs, JPAM and van Norden, S, Why are initial estimates of productivity growth so unreliable?, Journal of Macroeconomics, 47 pp. 200-213. ISSN 0164-0704 (2016) [Refereed Article] 
Dungey, M and Gajurel, D, Contagion and banking crisis - International evidence for 2007-2009, Journal of Banking and Finance, 60 pp. 271-283. ISSN 0378-4266 (2015) [Refereed Article]
Dungey, M and Milunovich, G and Thorp, S and Yang, M, Endogenous crisis dating and contagion using smooth transition structural GARCH, Journal of Banking and Finance, 58 pp. 71-79. ISSN 0378-4266 (2015) [Refereed Article] 
Osborn, DR and Vehbi, T, Growth in China and the US: Effects on a small commodity exporter economy, Economic Modelling, 45 pp. 268-277. ISSN 0264-9993 (2015) [Refereed Article] 
Jing, Z and de Hann, J and Jacobs, J and Yang, H, Identifying banking crises using money market pressure: New evidence for a large set of countries, Journal of Macroeconomics, 43 pp. 1-20. ISSN 0164-0704 (2015) [Refereed Article] 
Vespignani, J, International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China', Economic Modelling, 44 pp. 131-141. ISSN 0264-9993 (2015) [Refereed Article] 
Pool, S and de Haan, L and Jacobs, JPAM, Loan loss provisioning, bank credit and the real economy, Journal of Macroeconomics, 45 pp. 124-136. ISSN 0164-0704 (2015) [Refereed Article] 
Vespignani, J, On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy, Journal of International Financial Markets, Institutions and Money, 34 pp. 1-13. ISSN 1042-4431 (2015) [Refereed Article] 
Raghavan, M and Dungey, M, Should ASEAN-5 monetary policy-makers act preemptively against stock market bubbles?, Applied Economics, 47, (11) pp. 1086-1105. ISSN 0003-6846 (2015) [Refereed Article] 
Boonman, TM and Jacobs, JPAM and Kuper, GH, Sovereign debt crises in Latin America: a market pressure approach, Emerging Markets Finance and Trade, 51 pp. S80-S93. ISSN 1540-496X (2015) [Refereed Article] 
Hall, AR and Osborn, DR and Sakkas, N, Structural break inference using information criteria in models estimated by two-stage least squares, Journal of Time Series Analysis, 36, (5) pp. 741-762. ISSN 0143-9782 (2015) [Refereed Article]
Dungey, M and Vehbi, T, The influences of international output shocks from the US and China on ASEAN economies, Journal of Asian Economics, 39 pp. 59-71. ISSN 1049-0078 (2015) [Refereed Article] 
Dungey, M and Jacobs, JPAM and Lestano, The Internationalisation of Financial Crises: Banking and currency crises 1883-2008, North American Journal of Economics and Finance, 32 pp. 29-47. ISSN 1062-9408 (2015) [Refereed Article] 
Dungey, MH and Jacobs, J and Tian, J and Norden Van, S, Trend in cycle or cycle in trend? New structural identifications for unobserved-components models of U.S. real GDP, Macroeconomic Dynamics, 19, (4) pp. 776-790. ISSN 1365-1005 (2015) [Refereed Article] 
Clements, AE and Hurn, AS and Volkov, V, Volatility transmission in global financial markets, Journal of Empirical Finance, 32 pp. 3-18. ISSN 0927-5398 (2015) [Refereed Article] 
Dungey, MH and Long, X and Ullah, A and Wang, Y, A semiparametric conditional duration model, Economics Letters, 124, (3) pp. 362-366. ISSN 0165-1765 (2014) [Refereed Article] 
Dungey, MH and Fry-McKibbin, R and Linehan, V, Chinese resource demand and the natural resource supplier, Applied Economics, 46, (2) pp. 167-178. ISSN 0003-6846 (2014) [Refereed Article] 
Dungey, M and Osborn, DR, Modelling large open economies with international linkages: the USA and Euro area, Journal of Applied Econometrics, 29, (3) pp. 377-393. ISSN 1099-1255 (2014) [Refereed Article] 
Yanotti, M and Dungey, M, Mortgage product choice in Australia: The impact of market stress, JASSA, (4) pp. 44-52. ISSN 0313-5934 (2014) [Refereed Article] 
Wang, C, Can institutions explain cross country differences in innovative activity?, Journal of Macroeconomics, 37 pp. 128-145. ISSN 0164-0704 (2013) [Refereed Article] 
Dungey, M and Henry, O and McKenzie, M, Modeling trade duration in U.S. Treasury markets, Quantitative Finance, 13, (9) pp. 1431-1442. ISSN 1469-7688 (2013) [Refereed Article] 
Dungey, M and Dwyer, GP and Flavin, T, Systematic and liquidity risk in subprime-mortgage backed securities, Open Economies Review, 24, (1) pp. 5-32. ISSN 0923-7992 (2013) [Refereed Article] 
Dmitriev, A and Roberts, I, The cost of adjustment: On comovement between the trade balance and the terms of trade, Economic Modelling, 35, (5) pp. 689-700. ISSN 0264-9993 (2013) [Refereed Article] 
Dungey, M and McKenzie, M and Yalama, A, The cross market effects of short sale restrictions, North American Journal of Economics and Finance, 26, (December) pp. 53-71. ISSN 1062-9408 (2013) [Refereed Article] 
Dungey, M and Hvozdyk, L, Cojumping: Evidence from the US Treasury bond and futures markets, Journal of Banking and Finance, 36, (5) pp. 1563-1575. ISSN 0378-4266 (2012) [Refereed Article] 
Dmitriev, A and Krznar, I, Habit persistence and international comovements, Macroeconomic Dynamics, 16, (Supplement S3) pp. 312-330. ISSN 1365-1005 (2012) [Refereed Article] 
Dmitriev, A and Roberts, I, International business cycles with complete markets, Journal of Economic Dynamics and Control, 36, (6) pp. 862-875. ISSN 0165-1889 (2012) [Refereed Article] 
Raghavan, M and Silvapulle, P and Athanasopoulos, G, Structural VAR models for Malaysian monetary policy analysis during the pre- and post- 1997 Asian crisis periods, Applied Economics, 44, (29) pp. 3841-3856. ISSN 0003-6846 (2012) [Refereed Article] 
Claus, E and Dungey, M, U.S. monetary policy surprises: identification with shifts and rotations in the term structure, Journal of Money, Credit and Banking, 44, (7) pp. 1443-1453. ISSN 0022-2879 (2012) [Refereed Article] 
Dmitriev, A and Roberts, I, Wealth effects and countercyclical net exports, Applied Economics Letters, 19, (17) pp. 1673-1677. ISSN 1350-4851 (2012) [Refereed Article] 
Anderson, HM and Dungey, M and Osborn, DR and Vahid, F, Financial integration and the construction of historical financial data for the Euro Area, Economic Modelling, 28, (4) pp. 1498-1509. ISSN 0264-9993 (2011) [Refereed Article]
Dungey, M and Wells, G and Thompson, S, First Home Buyers' Support Schemes in Australia, Australian Economic Review, 44, (4) pp. 468-79. ISSN 0004-9018 (2011) [Refereed Article]
Dungey, MH and Pagan, A, Extending a SVAR Model of the Australian Economy, The Economic Record, 85, (268) pp. 1-20. ISSN 0013-0249 (2009) [Refereed Article]
Dungey, M and Fry, R, The identification of fiscal and monetary policy in a structural VAR, Economic Modelling, 26, (6) pp. 1147-1160. ISSN 0264-9993 (2009) [Refereed Article]
Nguyen, H-O, Dynamic Properties of business investment under the neoclassical synthesis, Vietnam Economic Management Review, 3, (1) pp. 21-32. ISSN 1859-039X (2008) [Refereed Article] 
Raghavan, MV and Dark, J, Return and Volatility Spillovers Between the Foreign Exchange Market and the Australian all Ordinaries Index, The IUP Journal of Applied Finance, 14, (1) pp. 41-48. ISSN 0972-6861 (2008) [Refereed Article] 
Felmingham, BS and Cooray, AV, The Cyclical and Trend Behaviour of Australian Investment and Savings, Journal of Business Cycle Measurement and Analysis, 3, (3) pp. 367-386. ISSN 1729-3618 (2008) [Refereed Article] 
Cooray, AV and Sinha, D, The Feldstein-Horioka model re-visited for African countries, Applied Economics, 39, (12) pp. 1501-1510. ISSN 0003-6846 (2007) [Refereed Article] 
Cooray, AV, Capital mobility: evidence from four South Asian economies, Applied Economics Letters, 12, (9) pp. 577-581. ISSN 1350-4851 (2005) [Refereed Article] 
Cooray, AV, Real Interest Rate Linkages in Sri Lanka, Ritsumiekan Journal of Asia Pacific Studies, 15, (January) pp. 1-10. ISSN 1344-4204 (2005) [Refereed Article] 
Cooray, AV, A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka, Applied Economics, 35 pp. 1819-1827. ISSN 0003-6846 (2003) [Refereed Article] 
Cooray, AV, Capital Mobility: Evidence from Sri Lanka, Asian Development Review, 19, (2) pp. 104-120. ISSN 0116-1105 (2002) [Refereed Article] 
Cooray, AV, Interest Rates and Inflationary Expectations: Evidence on the Fisher Effect in Sri Lanka, South Asia Economic Journal , 3, (2) pp. 201-216. ISSN 1391-5641 (2002) [Refereed Article] 
Dungey, MH, International Shocks and the Role of Domestic Policy in Australia, Australian Journal of Labour Economics, 5, (2) pp. 143-163. ISSN 1328-1143 (2002) [Refereed Article] 
Cooray, AV, Testing the Fisher Effect for Sri Lanka with a Forecast Rate of Inflation as Proxy for Inflationary Expectations, The Indian Economic Journal, 50, (1) pp. 28-37. ISSN 0019-4662 (2002) [Refereed Article] 
Groenewold, N and Hagger, AJ, The Natural Rate of Unemployment in Australia: Estimates from a Structural VAR, Australian Economic Papers, 39, (2) pp. 121-137. ISSN 0004-900X (2000) [Refereed Article] 
Dungey, MH and Pitchford, J, The Steady Inflation Rate of Economic Growth, The Economic Record, 76, (235) pp. 386-400. ISSN 0013-0249 (2000) [Refereed Article] 
Groenewold, N and Hagger, AJ, A 'Lilien' Natural Rate Series for Australia: A Reply, The Economic Record, 75, (229) pp. 173-176. ISSN 0013 0249 (1999) [Non Refereed Article] 
Ray, R, The Design of Commodity Taxes in the Presence of Tax Evasion with Illustrative Evidence From India, Public Finance Review, 26, (5) pp. 503-518. ISSN 0048-5853 (1998) [Refereed Article] 
Coleman, WO, Currency Convertability by JB De Macedo, Australian Economic History Review, 37, (3) pp. 298-300. ISSN 0004-8992 (1997) [Letter or Note in Journal] 
Ray, R, Issues in the Design and Reform of Commodity Taxes: Analytical Results and Empirical Evidence, Journal of Economic Surveys, 11, (4) pp. 353-388. ISSN 1467-6419 (1997) [Refereed Article] 
Coleman, WO, Monetary Theory by N Cencini, Southern Economic Journal, 63, (3) pp. 821-822. ISSN 0038-4038 (1997) [Letter or Note in Journal] 
Coleman, WO, The Rules of the Game by Ronald Mackinnon, Australian Economic History Review, 37, (3) pp. 300-302. ISSN 0004-8992 (1997) [Letter or Note in Journal] 
Boyce, PJ, Review of The Menzies Era: A Reappraisal of Government, Politics and Policy, Australian Journal of Public Administration, 55, (2) pp. 120-121. ISSN 0313-6647 (1996) [Letter or Note in Journal] 
Alexander, WRJ, Defence Spending: Burden or Growth-Promoting?, Defence and Peace Economics, 6, (1) pp. 13-25. ISSN 1043-0717 (1995) [Refereed Article] 
Groenewold, N and Ariff, M, Weak Efficiency of the Indonesian Share Market: Tests with Daily Data, 1983-1992, The Indonesian Journal of Accounting and Business Society, 3, (1) pp. 29-40. ISSN 1320-9310 (1995) [Refereed Article] 
Book
Dungey, M and Fry, RA and Gonzalez-Hermosillo, B and Martin, VL, Transmission of Financial Crises and Contagion: A Latent Factor Approach, Oxford University Press, New York, pp. 219. ISBN 978-0-19-973983-7 (2011) [Authored Research Book]
Cooray, AV, Financial Reform The Sri Lankan Experience, Stamford Lake, Pannipitiya, pp. 1-161. ISBN 955-8733-47-4 (2003) [Authored Research Book] 
Felmingham, BS and Coleman, WO, Money and Finance in the Australian Economy: Instructors Manual, Richard D Irwin, Sydney, pp. 88. ISBN 0-256-143-307 (1995) [Authored Other Book] 
Chapter in Book
Sibly, H, Loss averse customers and price inflexibility, Behavioural Macroeconomics: The International Library of Critical Writings in Economics 265, Edward Elgar Publishing, IM McDonald (ed), United Kingdom, pp. 208-225. ISBN 978 1 78100 258 2 (2012) [Research Book Chapter] 
Dungey, M and Fry, RA and Gonzalez-hermosillo, B and Martin, VL and Tang, C, Contagion and the Transmission of Financial Crises, Financial Contagion: The Viral Threat to the Wealth of Nations, John Wiley & Sons, RW Kolb (ed), New Jersey, USA, pp. 129-136. ISBN 978-047092238-5 (2011) [Research Book Chapter] 
Wells, G, The Pulp Mill: an Economic Assessment, Pulp Friction in Tasmania: A review of the environmental assessment of Gunns' proposed pulp mill, Pencil Pine Press, F Gale (ed), Launceston, pp. 224-246. ISBN 9780646545783 (2011) [Other Book Chapter]
Felmingham, BS, Money and Banking, The Cambridge Handbook of Social Sciences in Australia, Cambridge University Press, Ian McAllister, Steve Dowrick & Riaz Hassan (ed), Cambridge, pp. 203-219. ISBN 0521822165 (2003) [Research Book Chapter]
Ray, R, Optimal Provision and Financing of Public Goods in a Federal State with Illustrative Empirical Evidence, Issues in Economic Theory and Public Policy, Oxford University Press, Amitava Bose Mihir Rakshit and Anup Sinha (ed), Delhi, pp. 250-278. ISBN 0-19-563949-9 (1997) [Research Book Chapter] 
Review
Dungey, M, Macro-financial Linkages in the Pacific Region, Asian-Pacific Economic Literature, 30, (2) pp. 113-114. ISSN 0818-9935 (2016) [Review Single Work]
Wells, GM, Guttman, S. 'The Rise and fall of Monetary targeting in Australia', Australian Scholarly Publishing, 2005, Agenda, 13, (September) pp. 265-268. (2007) [Review Single Work] 
Conference Publication
Wadsley, AGW and Felmingham, BS, The Purchasing Power Parity Puzzle: The Dependent Economy Solution, Proceedings of the Australian Conference of Economists, 2007, 24-26 September, Hobart, Tasmania, pp. Session 2, Paper 2 (1-42). ISBN 978-0-9593370-1-3 (2007) [Refereed Conference Paper]
Poke, J and Wells, GM, The Term Spread and GDP Growth in Australia, Monetary Policy in Open Economies, 16-18 December, Sydney, pp. Session 7, Paper 1. (2007) [Refereed Conference Paper] 
Wells, GM and Stengos, T, Estimates of Technology and Convergence: Simulation Results, Proceedings of the Australian Conference of Economists, 2006, 25-27 September 2006, Perth Western Australia, pp. Session 37, Paper 3 (1-12). ISBN 1 74067 501 0 (2006) [Refereed Conference Paper] 
Petchey, J and Wells, GM, Australia's Federal Experience: Lessons for Europe, Australian Conference of Economists, September, Perth Western Australia (2002) [Non Refereed Conference Paper] 
Ray, R, Marginal and Non Marginal Commodity Tax Reforms With Different Demand Systems, Conference of Economists '97, Hobart, pp. 41. (1997) [Conference Extract] 
Ray, R, Rules in Setting and Changing Commodity Tax Rates: A Review, Taxation towards 2000, Melbourne, pp. 123-144. (1997) [Refereed Conference Paper] 
Sheehan, CR and Felmingham, BS, The Australian Yield Curve as a Leading Indicator of Consumption Growth, Conference of Economists '97, Hobart, pp. 13. (1997) [Conference Extract] 
Felmingham, BS and Dean, J, Financial Deregulation, and Offshore Banking: Lessons for Malta from Australasian Experience, International Conference on Banking, Finance and Offshore Activity in Islands and Small States, Malta, pp. 17. (1995) [Conference Extract] 
Ray, R, The Reform and Design of Commodity Taxes in the Presence of Tax Evasion with Illustrative Evidence from India., Econometric Society 7th World Congress, Tokyo, Japan, pp. 265. (1995) [Conference Extract] 
Contract Report, Consultant's Report
Blacklow, P, Evaluation of the econometric and modelling approach of Commonwealth Grants Commission (CGC) Discussin paper 2003/04 Wage Input Costs and Wage Input Costs - Technical Update, Tasmanian Department of Treasury and Finance, 1 (2003) [Consultants Report] 
Felmingham, BS and Greenwood, P and Mansfield, P, The Tasmanian Economy outlook for 1995-96, Department of Premier and Cabinet (1995) [Contract Report] 
Thesis
Grey, WN, The Term Structure of Australian Interest Rates 1984-1995 (1997) [Masters Research] 
Other Public Output
Felmingham, BS, Establishment of Tasmania's First MMC, 7.30 Report, Tasmania, Hobart, August (1995) [Media Interview] 
Felmingham, BS, Groom's Third Anniversary, 7.30 Report, Tasmania, Hobart, February 23 (1995) [Media Interview] 
Felmingham, BS, Japanese Economy, ABC Terry Long Morning Show, Hobart, 6 APRIL (1995) [Media Interview] 
Felmingham, BS, Post Budget State Analysis, ABC Terry Long Morning Show, Hobart, 17 August (1995) [Media Interview] 
Felmingham, BS, State Budget News, WIN TV, Hobart, August 11 (1995) [Media Interview] 

This list was generated on Thu Dec 12 20:56:35 2019.