eCite Digital Repository

Items where Subject is Socio-Economic Objective, Economic Framework, Macroeconomics, Monetary Policy

Journal Article
Dungey, M, Surfing through the GFC: Systemic risk in Australia, The Economic Record ISSN 0013-0249 (In Press) [Refereed 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 Tchatoka, FD and Yanotti, M, Using multiple correspondence analysis for finance: A tool for assessing financial inclusion, International Review of Financial Analysis, 59 pp. 212-222. ISSN 1057-5219 (2018) [Refereed Article] 
Kang, W and Ratti, RA and Vespignani, JL, Oil price shocks and policy uncertainty: new evidence on the effects of US and non-US oil production, Energy Economics, 66 pp. 536-546. ISSN 0140-9883 (2017) [Refereed Article] 
Dungey, M and Luciana, M and Veredas, D, Systemic risk in the US: interconnectedness as a circuit breaker, Economic Modelling, 71 pp. 305-315. ISSN 0264-9993 (2017) [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] 
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] 
Kang, W and Ratti, RA and Vespignani, JL, The implications of monetary expansion in China for the US dollar, Journal of Asian Economics, 46 pp. 71-84. ISSN 1049-0078 (2016) [Refereed Article] 
Ratti, RA and Vespignani, J, Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach, Journal of Banking and Finance, 53 pp. 18-33. ISSN 0378-4266 (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] 
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] 
Tian, J and Anderson, HM, Forecast combinations under structural break uncertainty, International Journal of Forecasting, 30, (1) pp. 161-175. ISSN 0169-2070 (2014) [Refereed Article] 
Carroll, PGH, Gaining Greater Access to Western European Decision-Makers: a Motive for Australian Membership of the OECD', Australian Journal of Politics and History, 60, (2) pp. 229-240. ISSN 0004-9522 (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] 
Ratti, RA and Vespignani, J, Crude oil prices and liquidity, the BRIC and G3 countries, Energy Economics, 39 pp. 28-38. ISSN 0140-9883 (2013) [Refereed Article] 
Ratti, RA and Vespignani, J, Liquidity and crude oil prices: China's influence over 1996-2011, Economic Modelling, 33 pp. 517-525. ISSN 0264-9993 (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] 
Vespignani, J, The Industrial Impact of Monetary Shocks During the Inflation-Targeting Era in Australia, Australian Economic History Review, 53, (1) pp. 47-71. ISSN 0004-8992 (2013) [Refereed Article] 
Ratti, R and Vespignani, J, Why are crude oil prices high when global activity is weak?, Economics Letters, 121, (1) pp. 133-136. ISSN 0165-1765 (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] 
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] 
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]
Wells, GM, Teaching Aggregate Demand and Supply Models, The Journal of Economic Education, 41, (1) pp. 31-40. ISSN 0022-0485 (2010) [Refereed Article]
Dungey, M and Milunovich, G and Thorp, S, Unobservable shocks as carriers of contagion, Journal of Banking and Finance, 34, (5) pp. 1008-1021. ISSN 0378-4266 (2010) [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, MH and McKenzie, M and Tambakis, D, Flight to quality and asymmetric volatility response in US treasuries, Global Finance Journal, 19, (3) pp. 252-267. ISSN 1044-0283 (2009) [Refereed Article]
Dungey, MH, The Tsunami: Measures of Contagion in the 2007-08 Credit Crunch, CESifo Forum, 9, (4) pp. 33-43. ISSN 1615-245X (2009) [Non Refereed Article] 
Claus, E and Dungey, MH and Fry, R, Monetary Policy in Illiquid Markets: Options for a Small Open Economy, Open Economies Review, 19, (3) pp. 305-336. ISSN 0923-7992 (2008) [Refereed Article] 
Felmingham, BS and Cooray, AV, Real interest rate interdependence among the G7 nations: does real interest parity hold?, Journal of International Finance and Economics, 8, (1) pp. 14-22. ISSN 1555-6336 (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] 
Raghavan, MV, The Impact of Asian Financial Crisis and the Spillover Effects on Three Pacific-Basin Stock Markets - Malaysia, Singapore and Hong Kong, The ICFAI Journal of Applied Finance, 14, (5) pp. 5-16. ISSN 0972-5105 (2008) [Refereed Article]
Dungey, MH and Goodhart, C and Tambakis, D, The US Treasury Market in August 1998: Untangling the Effects of Hong Kong and Russia with High Frequency Data, International Journal of Finance and Economics, 13, (1) pp. 40-52. ISSN 1076-9307 (2008) [Refereed Article]
Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Vance, M, Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998, North American Journal of Economics & Finance, 18, (2) pp. 155-174. ISSN 1062-9408 (2007) [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] 
Dungey, MH and Martin, V, Unravelling Financial Market Linkages During Crises, Journal of Applied Econometrics, 22, (1) pp. 89-119. ISSN 0883-7252 (2007) [Refereed Article]
Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Martin, V, Contagion in International Bond Markets During the Russian and LTCM crises, Journal of Financial Stability, 2, (1) pp. 1-27. ISSN 1572-3089 (2006) [Refereed Article] 
Dungey, MH and Fry, R and Martin, V, Correlation, Contagion and Asian Evidence, Asian Economic Papers, 5, (2) pp. 32-72. ISSN 1535-3516 (2006) [Refereed Article] 
Cooray, AV, The Implications of Long Range Dependence for Stock Prices, Evidence From The South Asian Region, The Indian Economic Journal, 54, (2) pp. 83-93. ISSN 0019-4662 (2006) [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] 
Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Martin, V, Empirical Modelling of Contagion: A Review of Methodologies, Quantitative Finance, 5, (1) pp. 9-24. ISSN 1469-7688 (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] 
Dungey, MH and Martin, V, A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Market, Journal of Emerging Market Finance, 3, (3) pp. 305-330. ISSN 0972-6527 (2004) [Refereed Article] 
Dungey, MH and Fry, R and Martin, V, Currency Market Contagion in the Asia-Pacific Region, Australian Economic Papers, 43, (4) pp. 379-395. ISSN 0004-900X (2004) [Refereed Article] 
Dungey, MH and Fry, R and Martin, V, Identifying the Sources of Shocks to Australian Real Equity Prices: 1982-2002, Global Finance Journal, 15, (1) pp. 81-102. ISSN 1044-0283 (2004) [Refereed Article] 
Dungey, MH and Pitchford, J, Potential Growth and Inflation: Estimates for Australia, the US and Canada, The Australian Economic Review, 37, (1) pp. 89-101. ISSN 0004-9018 (2004) [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, An Evaluation of the Financial Reform Process in Sri Lanka, Sri Lanka Economic Journal, 4, (1) pp. 1-23. ISSN 1391-5894 (2003) [Refereed Article] 
Cooray, AV, Financial integration: some evidence from Australia, Applied Economics Letters, 10 pp. 959-966. ISSN 1350-4851 (2003) [Refereed Article] 
Cooray, AV, The Fisher Effect: A Survey, Singapore Economic Review, 48, (2) pp. 135-150. ISSN 0217-5908 (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] 
Lye, JN and McDonald, IM and Sibly, HA, Cycle and Trend in Models of the Range of Equilibria, Australian Economic Papers, 40, (3) pp. 387-404. ISSN 0004-900X (2001) [Refereed Article] 
McDonald, IM and Sibly, HA, How Monetary Policy Can Have Permanent Real Effects with Only Temporary Nominal Rigidity, Scottish Journal of Political Economy, 48, (5) pp. 532-546. ISSN 0036-9292 (2001) [Refereed Article] 
Felmingham, BS and Zhang, Q, The Long Run Demand for Broad Money in Australia Subject to Regime Shifts, Australian Economics Papers, 40, (2) pp. 146-155. ISSN 0004-900X (2001) [Refereed Article] 
Dungey, MH and Martin, V and Pagan, A, A Multivariate Latent Factor Decomposition of International Bond Yield Spreads, Journal of Applied Econometrics, 15, (6) pp. 697-715. ISSN 0883-7252 (2000) [Refereed Article] 
Dungey, MH and Pagan, A, A Structural VAR model of the Australian economy, The Economic Record, 76, (235) pp. 321-342. ISSN 0013-0249 (2000) [Refereed Article] 
Dungey, MH and Hayward, B, Dating Changes in Monetary Policy in Australia, The Australian Economic Review, 33, (3) pp. 281-85. ISSN 0004-9018 (2000) [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] 
Coleman, WO, A Brief History of the Australian Notes Issue Board 1920-24, the Cato Journal, 19, (1) pp. 161-170. ISSN 0273-3072 (1999) [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] 
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] 
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]
Dungey, MH and Tambakis, DN, Identifying International Financial Contagion Progress and Challenges, Oxford University Press, New York, pp. 240. ISBN 0195187180 (2005) [Edited Book] 
Cooray, AV, Financial Reform The Sri Lankan Experience, Stamford Lake, Pannipitiya, pp. 1-161. ISBN 955-8733-47-4 (2003) [Authored Research Book] 
Chapter in Book
Dungey, MH and Vehbi, T, The influences of international and domestic shocks on East Asia, Rebalancing Economies in Financially Integrating East Asia, Routledge, Corbett J and Xu Y (ed), United Kingdom, pp. 181-216. ISBN 9780415859363 (2015) [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]
Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Martin, V, A Comparison of Alternative Tests of Contagion with Applications, Identifying International Financial Contagion: Progress and Challenges, Oxford University Press, M Dungey and D Tambakis (ed), New York, pp. 60-85. ISBN 978-0-19-518-718-2 (2005) [Research Book Chapter]
Dungey, MH and Tambakis, D, Contagion: What Should we be looking for?, Identifying International Financial Contagion Progress and Challenges, Oxford University Press, M Dungey and D Tambakis (ed), New York, pp. 3-33. ISBN 978-0-19-518-718-2 (2005) [Research 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]
Felmingham, BS and Dean, J, Financial Deregulation and Offshore Banking: Lessons for Malta from Australasian/Asia-Pacific Experience, Banking and Finance in Islands and Small States, Pinter, A Cassell Imprint, Michael Bow, Lino Briguglio and James W Dean (ed), London, UK, pp. 35-50. ISBN 1855674890 (1998) [Research Book Chapter] 
Wells, GM, The Causes, Costs and Compensations of Inflation, The Economic Record, 86, (275) pp. 637-638. (2010) [Review Single Work] 
Conference Publication
Jeyasreedharan, N and Alles, L and Yatawara, N, The Asymptotics of Extreme Returns in the Australian Stock Market, 22 Australasian Finance & Banking Conference 2009, 16-18 December 2009, Sydney, Australia EJ (2009) [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] 
Dungey, MH, The US Perspective, In Search of a New Bretton Woods: Reserve Currencies and Global Imbalances Fourth Florence Colloquium, October 20, 2006, Florence, Italy, pp. 15-43. (2007) [Non Refereed Conference Paper] 
Felmingham, BS and Cooray, AV, The cyclical and trend behaviour of Australian investment and savings, Proceedings of the Australian Conference of Economists, 2006, 25-27 September 2006, Perth, Western Australia, pp. Session 17, Paper 2 (1-32). ISBN 1 74067 501 0 (2006) [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] 
Grey, WN and Felmingham, BS, The Properties of the Australian Yield Curve: A General Equilibrium Approach, Conference of Economists '97, Hobart, pp. 12. (1997) [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] 

This list was generated on Thu Jul 16 03:30:35 2020.