Publications

by members of

School of Economics and Finance
University of Tasmania
Hobart, Australia

Working papers

2009

1. Mardi Dungey & Abdullah Yalama, 2009. "Detecting Contagion with Correlation: Volatility and Timing Matter," CAMA Working Papers 2009-23, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
2. Mardi Dungey & Denise R Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 121, Economics, The Univeristy of Manchester. [Downloadable!]
3. Satoshi Yamazaki & Tom Kompas, 2009. "Non-market values and optimal marine reserve switching," Environmental Economics Research Hub Research Reports 0925, Environmental Economics Research Hub, Crawford School, Australian National University. [Downloadable!]

2008

1. Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research. [Downloadable!]
2. MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
3. Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research. [Downloadable!]

2007

1. Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006 99, Money Macro and Finance Research Group. [Downloadable!]
2. Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," CAMA Working Papers 2007-18, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
3. Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007. "Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market," CAMA Working Papers 2007-25, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
4. Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
5. Wells, Graeme, 2007. "Teaching Aggregate Demand and Supply Models," Working Papers 2173, University of Tasmania, Department of Economics and Finance, revised Sep 2007. [Downloadable!]
6. Jacob Poke & Graeme Wells, 2007. "The Term Spread And Gdp Growth In Australia," CAMA Working Papers 2007-27, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
7. Satoshi Yamazaki & Budy P. Resosudarmo, 2007. "Does sending farmers back to school have an impact? a spatial econometric approach," Departmental Working Papers 2007-03, Australian National University, Economics RSPAS. [Downloadable!]

2006

1. Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
2. Graeme Wells & Thanasis Stengos, 2006. "Estimates Of Technology And Convergence: Simulation Results," CAMA Working Papers 2006-07, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
3. Yamazaki, Satoshi & Resosudarmo, Budy P., 2006. "Does Sending Farmers Back to School Have An Impact? A Spatial Econometric Approach," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25427, International Association of Agricultural Economists. [Downloadable!]

2005

1. Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005. "The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data," CAMA Working Papers 2005-25, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
2. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
3. Mardi Dungey & Jan P.A.M. Jacobs & Lestano, 2005. "Synchronisation Of Financial Crises," CAMA Working Papers 2005-20, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]

2004

1. Nagaratnam J Sreedharan, 2004. "A VECM Model of Stockmarket Returns," Econometric Society 2004 Australasian Meetings 166, Econometric Society. [Downloadable!]
2. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society. [Downloadable!]
3. Lestano & Mardi Dungey & Jan Jacobs, 2004. "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings 226, Econometric Society.
4. Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society. [Downloadable!]
5. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 04/78, International Monetary Fund. [Downloadable!]
6. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund. [Downloadable!]

2003

1. Mardi Dungey & Renee Fry, 2003. "Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002," Departmental Working Papers 2003-18, Australian National University, Economics RSPAS.
2. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 03/84, International Monetary Fund. [Downloadable!]

2002

1. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund. [Downloadable!]

2001

1. Diana Zhumabekova & Mardi Dungey, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series 01-08, Federal Reserve Bank of San Francisco. [Downloadable!]
2. Mardi Dungey & Diana Zhumabekova, 2001. "Testing for contagion using correlations: some words of caution," Pacific Basin Working Paper Series 01-09, Federal Reserve Bank of San Francisco. [Downloadable!]
3. Mardi Dungey, 2001. "International Shocks and the Role of Domestic Policy in Australia," CEPR Discussion Papers 443, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
4. Mardi Dungey & John Pitchford, 2001. "An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States," CEPR Discussion Papers 438, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
5. Shakila Aruman & Mardi Dungey, 2001. "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers 435, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]

2000

1. Dungey, Mardi & Fry, Renee, 2000. "A Multi-Country Structural VAR Model," Departmental Working Papers 2001-04, Australian National University, Economics RSPAS. [Downloadable!]

1999

1. Dungey, M.H., 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Papers 99.12, La Trobe - Department of Economics.
2. Mardi Dungey & John Pitchford, 1999. "The Steady Inflation Rate of Economic Growth," CEPR Discussion Papers 414, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]

1998

1. Dungey, M., 1998. "Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax," Papers 90-04, La Trobe - Department of Economics.
2. Dungey, M. & Pitchford, J., 1998. "Prospects for Output and Employment Growth with Steady Inflation," CEPR Discussion Papers 387, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.
3. Osborne, C. & Wells, G., 1998. "Tax Reduction, Debt Stabilisation and Policy Rules: An Application to New Zealand," CEPR Discussion Papers 382, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.
4. Benge, M. & Wells, G., 1998. "Growth in a Small Open Economy," Papers 350, Australian National University - Department of Economics.
5. Bourdot, B. & Frith, M. & Wells, G., 1998. "Convergence in an Open-Economy Growth Model," CEPR Discussion Papers 392, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.

1997

1. Dungey, M. & Pagan, A., 1997. "Towards a Strucrural VAR Model of the Australian Economy," Papers 319, Australian National University - Department of Economics.
2. Dungey, M., 1997. "A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates," Papers 320, Australian National University - Department of Economics.
3. Dungey, M & Gower, L, 1997. "Credit Limits and Long-Term Covered Interest Arbitrage," Papers 325, Australian National University - Department of Economics.

1990

1. Wells, G., 1990. "Economic Reform And Macroeconomic Policy In New Zealand," CEPR Discussion Papers 229, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.

Undated

1. Lindsay Boulton & Mardi Dungey & Melissa Parkin, . "Volatility of the Australian Dollar Exchange Rate," RBA Research Discussion Papers rdp9010, Reserve Bank of Australia.
2. Mardi Dungey & Denise Osborn, . "Modelling International Linkages for Large Open Economies: US and Euro Area," CAMA Working Papers 2009-24, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]

Journal articles

2009

1. Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N., 2009. "Flight-to-quality and asymmetric volatility responses in US Treasuries," Global Finance Journal, Elsevier, vol. 19(3), pages 252-267. [Downloadable!] (restricted)
2. Mardi Dungey & Adrian Pagan, 2009. "Extending a SVAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 85(268), pages 1-20, 03. [Downloadable!] (restricted)
3. Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009. "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June. [Downloadable!] (restricted)
4. Jacob Poke & Graeme Wells, 2009. "The Term Spread and GDP Growth in Australia," The Economic Record, The Economic Society of Australia, vol. 85(269), pages 121-131, 06. [Downloadable!] (restricted)

2008

1. Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008. "The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52. [Downloadable!]
2. Edda Claus & Mardi Dungey & Renée Fry, 2008. "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, vol. 19(3), pages 305-336, July. [Downloadable!] (restricted)
3. Mardi Dungey, 2008. "The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 9(4), pages 33-43, December. [Downloadable!]
4. Ranjan Ray & Graeme Wells, 2008. "Introduction," The Economic Record, The Economic Society of Australia, vol. 84(s1), pages S1-S1, 09. [Downloadable!] (restricted)
5. Satoshi YAMAZAKI & Budy P. RESOSUDARMO, 2008. "Does Sending Farmers Back To School Have An Impact? Revisiting The Issue," The Developing Economies, Institute of Developing Economies, vol. 46(2), pages 135-150. [Downloadable!] (restricted)

2007

1. Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119. [Downloadable!]
2. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2007. "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 155-174, August. [Downloadable!] (restricted)

2006

1. Shaun Bond & Mardi Dungey & Renée Fry, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May. [Downloadable!] (restricted)
2. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April. [Downloadable!] (restricted)
3. Mardi Dungey & Renée Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, June. [Downloadable!] (restricted)

2004

1. Dungey, Mardi, 2004. "Identifying terms of trade effects in real exchange rate movements: evidence from Asia," Journal of Asian Economics, Elsevier, vol. 15(2), pages 217-235, April. [Downloadable!] (restricted)
2. Mardi Dungey & John Pitchford, 2004. "Potential Growth and Inflation: Estimates for Australia, the United States and Canada," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(1), pages 89-101, 03. [Downloadable!] (restricted)
3. Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004. "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002," Global Finance Journal, Elsevier, vol. 15(1), pages 81-102. [Downloadable!] (restricted)
4. Mardi Dungey & Renee Fry & Vance L. Martin, 2004. "Currency Market Contagion In The Asia-Pacific Region," Australian Economic Papers, Blackwell Publishing, vol. 43(4), pages 379-395, December. [Downloadable!] (restricted)
5. Steve Dowrick & Graeme Wells, 2004. "Modelling Aggregate Demand for Labour: A Critique of Lewis and MacDonald," The Economic Record, The Economic Society of Australia, vol. 80(251), pages 436-440, December. [Downloadable!] (restricted)

2003

1. Shakila Aruman & Mardi Dungey, 2003. "A Perspective on Modelling the Australian Real Trade Weighted Index since the Float," Australian Economic Papers, Blackwell Publishing, vol. 42(1), pages 56-76, 03. [Downloadable!] (restricted)
2. Mardi Dungey & Renée Fry, 2003. "International Shocks on Australia - The Japanese Effect," Australian Economic Papers, Blackwell Publishing, vol. 42(2), pages 158-182, 06. [Downloadable!] (restricted)

2002

1. Mardi Dungey, 2002. "International Shocks and the Role of Domestic Policy in Australia," Australian Journal of Labour Economics (AJLE), The Centre for Labour Market Research (CLMR), Curtin Business School, vol. 5(2), pages 143-163, June.
2. Matt Benge & Graeme Wells, 2002. "Growth and the Current Account in a Small Open Economy," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 33(2), pages 152-165. [Downloadable!]

2000

1. Dungey, Mardi & Pagan, Adrian, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-42, December.
2. Dungey, Mardi & Pitchford, John, 2000. "The Steady Inflation Rate of Economic Growth," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 386-400, December.
3. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715. [Downloadable!]
4. Mardi Dungey & Ben Hayward, 2000. "Dating Changes in Monetary Policy in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 33(3), pages 281-285. [Downloadable!] (restricted)

1999

1. Dungey, M. H., 1999. "Decomposing exchange rate volatility around the Pacific Rim," Journal of Asian Economics, Elsevier, vol. 10(4), pages 525-535. [Downloadable!] (restricted)
2. Hal Hill & Lloyd Kenward & Dipak Mazumdar & William James & Graeme Wells & Robert Rice & Elaine McKay & Peter Dawson, 1999. "Book Reviews," Bulletin of Indonesian Economic Studies, Taylor and Francis Journals, vol. 35(1), pages 143-160, April. [Downloadable!] (restricted)

1990

1. Graeme Wells, 1990. "Economic Reform and Macroeconomic Policy in New Zealand," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 23(4), pages 45-60. [Downloadable!] (restricted)

1989

1. Wells, Graeme & Evans, Lewis, 1989. "Time Series Estimates of Tariff Incidence," Applied Economics, Taylor and Francis Journals, vol. 21(9), pages 1191-1202, September.

1986

1. Evans, Lewis & Wells, Graeme, 1986. "Confidence Regions for Multipliers in Linear Dynamic Models," Econometrica, Econometric Society, vol. 54(3), pages 699-706, May. [Downloadable!] (restricted)

1985

1. Wells, Graeme & Evans, Lewis, 1985. "The Impact of Traded Goods Prices on the New Zealand Economy," The Economic Record, The Economic Society of Australia, vol. 61(172), pages 421-35, March.

1983

1. Evans, Lewis & Wells, Graeme, 1983. "An alternative approach to simulating var models," Economics Letters, Elsevier, vol. 12(1), pages 23-29. [Downloadable!] (restricted)
2. Evans, Lewis & Wells, Graeme, 1983. "Pierce and Haugh on characterizations of causality: A re-examination," Journal of Econometrics, Elsevier, vol. 23(3), pages 331-335, December. [Downloadable!] (restricted)

1978

1. Wells, G. M. & Magill, W. G. & Felmingham, B. S., 1978. "The transmission of economic activity : Evidence for the U.S. and its trading partners," Economics Letters, Elsevier, vol. 1(4), pages 365-369. [Downloadable!] (restricted)

Chapters

2005

1. Mardi Dungey, 2005. "Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth'," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia. [Downloadable!]

1998

1. Mardi Dungey & John Pitchford, 1998. "Prospects for Output and Employment Growth with Steady Inflation," RBA Annual Conference Volume, in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market Reserve Bank of Australia. [Downloadable!]

This page was last updated on 2009-12-2.