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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] 
Yang, F and Li, K and Jin, M and Shi, W, Does financial deepening drive spatial heterogeneity of PM2.5 concentrations in China? New evidence from an eigenvector spatial filtering approach, Journal of Cleaner Production, 291 Article 125945. ISSN 0959-6526 (2021) [Refereed Article]
Wang, L and Huang, R and Shi, W and Zhang, C, Domino effect in marine accidents: Evidence from temporal association rules, Transport Policy, 103 pp. 236-244. ISSN 0967-070X (2021) [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] 
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]
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] 
Review
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 Tue May 18 08:43:22 2021.