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Items where Subject is Field of Research, Economics, Applied economics, Macroeconomics (incl. monetary and fiscal theory)

Journal Article
Majumder, MK and Raghavan, MV and Vespignani, JL, Impact of commodity price volatility on external debt: the role of exchange rate regimes, Applied Economics pp. 1-15. ISSN 0003-6846 (2021) [Refereed Article] 
Pavlov, O, Multi-product firms and increasing marginal costs, Journal of Economic Dynamics and Control, 133 Article 104239. ISSN 0165-1889 (2021) [Refereed Article]
Burrell, H and Vespignani, J, The industrial impact of economic uncertainty shocks in Australia, Economic Papers pp. 1-24. ISSN 0812-0439 (2021) [Refereed Article] 
Dungey, M and Flavin, TJ and Lagoa-Varela, D, Are banking shocks contagious? Evidence from the eurozone, Journal of Banking and Finance, 112 pp. 1-17. ISSN 0378-4266 (2020) [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] 
Nguyen, BH and Okimoto, T, Asymmetric reactions of the US natural gas market and economic activity, Energy Economics, 80, (C) pp. 86-99. ISSN 0140-9883 (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] 
Hoang, NT and Nguyen, BH, Oil and iron ore price shocks: What are the different economic effects in Australia?, The Economic Record, 49, (305) pp. 1-18. ISSN 0013-0249 (2018) [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] 
Cross, J and Nguyen, BH, Time varying macroeconomic effects of energy price shocks: A new measure for China, Energy Economics, 73 pp. 146-160. ISSN 0140-9883 (2018) [Refereed Article] 
Hou, C and Nguyen, BH, Understanding the US natural gas market: A Markov switching VAR approach, Energy Economics, 75 pp. 42-53. ISSN 0140-9883 (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]
Cross, J and Nguyen, BH, The relationship between global oil price shocks and China's output: A time-varying analysis, Energy Economics, 62 pp. 79-91. ISSN 0140-9883 (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
Yanotti, M, Talking Point: Budget set to boost confidence as we embark on a rocky road, The Mercury, Australia (2021) [Newspaper Article]
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 Sun Dec 5 19:22:18 2021.