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Publications

by members of

School of Economics and Finance
Tasmanian School of Business and Economics
University of Tasmania
Hobart, Australia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2014

  1. Irma Hindrayanto & Jan Jacobs & Denise Osborn, 2014. "On trend-cycle-seasonal interactions," DNB Working Papers, Netherlands Central Bank, Research Department 417, Netherlands Central Bank, Research Department.
  2. Reijer, Ard H.J. de & Jacobs, Jan P.A.M. & Otter, Pieter W., 2014. "A criterion for the number of factors in a data-rich environment," Research Report 14008-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  3. Stephen J. Knop & Joaquin L. Vespignani, 2014. "The sectorial impact of commodity price shocks in Australia," CAMA Working Papers 2014-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Oil prices and the economy: A global perspective," CAMA Working Papers 2014-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2013

  1. Klein Goldewijk, Geertje & Jacobs, Jan, 2013. "The relation between stature and long bone length in the Roman Empire," Research Report EEF-13002, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian & Simon van Norden, 2013. "Trend-cycle decomposition: implications from an exact structural identification," Working Papers 13-22, Federal Reserve Bank of Philadelphia.
  3. Jacobs, Jan & Samarina, Anna & Heijnen, Pim & Elhorst, Paul, 2013. "State transfers at different moments in time: A spatial probit approach," Research Report 13006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  4. Kuper, Gerard & Jacobs, Jan & He, Xiaoli & Ligthart, Jenny, 2013. "On the impact of the global financial crisis on the euro area," Research Report 13011-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  5. Zhongbo Jing & Jakob de Haan & Jan Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For a Large Set of Countries," DNB Working Papers, Netherlands Central Bank, Research Department 397, Netherlands Central Bank, Research Department.
  6. Kuper, Gerard & Jacobs, Jan & Boonman, Tjeerd, 2013. "Sovereign debt crises in Latin America: A market pressure approach," Research Report 13016-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  7. Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers, CIRANO 2013s-44, CIRANO.
  8. Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013. "The impact of jumps and thin trading on realized hedge ratios," Working Papers, University of Tasmania, School of Economics and Finance 2013-02, University of Tasmania, School of Economics and Finance, revised 28 Mar 2013.
  9. Mardi Dungey & Renée Fry-McKibbin & Verity Linehan, 2013. "Chinese Resource Demand and the Natural Resource Supplier," CAMA Working Papers 2013-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Dungey, Mardi & Osborne, Denise, 2013. "International Transmissions to Australia: The Roles of the US and Euro Area," Working Papers, University of Tasmania, School of Economics and Finance 17208, University of Tasmania, School of Economics and Finance, revised 16 Oct 2013.
  11. Dungey, Mardi & Gajurel, Dinesh, 2013. "Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies," Working Papers, University of Tasmania, School of Economics and Finance 17213, University of Tasmania, School of Economics and Finance, revised 16 Oct 2013.
  12. Alexeev, Vitali & Dungey, Mardi, 2013. "Equity portfolio diversification with high frequency data," Working Papers, University of Tasmania, School of Economics and Finance 2013-18, University of Tasmania, School of Economics and Finance, revised 01 Nov 2013.
  13. Alexeev, Vitali & Tapon, Francis, 2013. "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers, University of Tasmania, School of Economics and Finance 2013-16, University of Tasmania, School of Economics and Finance, revised 20 Nov 2013.
  14. Alexeev, Vitali & Tapon, Francis, 2013. "What Australian investors need to know to diversity their portfolios," Working Papers, University of Tasmania, School of Economics and Finance 2013-17, University of Tasmania, School of Economics and Finance, revised 20 Nov 2013.
  15. Alexandre Dmitriev & Ivan Roberts, 2013. "International Business Cycles with Complete Markets," RBA Research Discussion Papers, Reserve Bank of Australia rdp2013-08, Reserve Bank of Australia.
  16. Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko, 2013. "Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks," Working Papers, University of Tasmania, School of Economics and Finance 17518, University of Tasmania, School of Economics and Finance, revised 29 Sep 2013.
  17. Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "International monetary transmission to the Euro area: Evidence from the U.S., Japan and China," MPRA Paper 45844, University Library of Munich, Germany.
  18. Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "Chinese monetary expansion and the U.S. economy: A note‎," MPRA Paper 46961, University Library of Munich, Germany.
  19. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," MPRA Paper 48709, University Library of Munich, Germany.
  20. Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Why crude oil prices are high when global activity is weak?," Working Papers, University of Tasmania, School of Economics and Finance 2013-01, University of Tasmania, School of Economics and Finance, revised 20 Mar 2013.
  21. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
  22. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Chinese Monetary Expansion and the US Economy," Working Papers, University of Tasmania, School of Economics and Finance 16874, University of Tasmania, School of Economics and Finance, revised 05 Aug 2013.
  23. Pham, Thu Phuong, 2013. "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers, University of Tasmania, School of Economics and Finance 17211, University of Tasmania, School of Economics and Finance, revised 16 Oct 2013.
  24. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers, University of Tasmania, School of Economics and Finance 17210, University of Tasmania, School of Economics and Finance, revised 16 Oct 2013.
  25. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers, University of Tasmania, School of Economics and Finance 17212, University of Tasmania, School of Economics and Finance, revised 16 Oct 2013.
  26. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2013. "Canadian Monetary Policy Analysis using a Structural VARMA Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 4/13, Monash University, Department of Econometrics and Business Statistics.

2012

  1. Kuper, Gerard H. & Jacobs, Jan P.A.M. & Boonman, Tjeerd M., 2012. "The Global Financial Crisis and currency crises in Latin America," Research Report 12005-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Norden, Simon van & Tian, Jing & Jacobs, Jan & Dungey, Mardi, 2012. "On trend-cycle decomposition and data revision," Research Report 12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  3. Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
  5. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers, University of Tasmania, School of Economics and Finance 15030, University of Tasmania, School of Economics and Finance, revised 29 Aug 2012.
  6. Parlapiano, Fabio & Alexeev, Vitali, 2012. "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers, University of Tasmania, School of Economics and Finance 2012-09, University of Tasmania, School of Economics and Finance, revised 20 Nov 2012.
  7. Geoffrey Brennan & Michael Brooks, 2012. "Buchanan on Freedom," Economics Working Paper from Condorcet Center for political Economy at CREM-CNRS, Condorcet Center for political Economy 2012-10-ccr, Condorcet Center for political Economy.
  8. Ratti, Ronald & Vespignani, Joaquin, 2012. "Liquidity and crude oil prices: China’s influence over 1996-2011," Working Papers, University of Tasmania, School of Economics and Finance 15062, University of Tasmania, School of Economics and Finance, revised 20 Sep 2012.
  9. Vespignani, Joaquin L., 2012. "The industrial impact of monetary shocks during the inflation targeting era in Australia," MPRA Paper 43686, University Library of Munich, Germany, revised 01 Jan 2013.
  10. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Why are crude oil prices high when global activity is weak?," MPRA Paper 43777, University Library of Munich, Germany.
  11. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
  12. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices: China’s Influence Over 1996-2011," Working Papers, University of Tasmania, School of Economics and Finance 15728, University of Tasmania, School of Economics and Finance, revised 17 Dec 2012.
  13. Vespignani, Joaquin L., 2012. "Modelling asymmetric consumer demand response: Evidence from scanner data," MPRA Paper 55601, University Library of Munich, Germany.
  14. D.S. Poskitt & Wenying Yao, 2012. "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 11/12, Monash University, Department of Econometrics and Business Statistics.

2011

  1. Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper, 2011. "Why didn't the Global Financial Crisis hit Latin America?," CIRANO Working Papers, CIRANO 2011s-63, CIRANO.
  2. Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors," Discussion Paper, Tilburg University, Center for Economic Research 2011-134, Tilburg University, Center for Economic Research.
  3. Dungey, Mardi & Dwyer, Gerald P. & Flavin, Thomas, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Working Papers, University of Tasmania, School of Economics and Finance 11817, University of Tasmania, School of Economics and Finance.
  4. Dungey, Mardi & Tugrul Vehbi, M, 2011. "A SVECM Model of the UK Economy and The Term Premium," Working Papers, University of Tasmania, School of Economics and Finance 11610, University of Tasmania, School of Economics and Finance.
  5. Dungey, Mardi & Wells, Graeme & Thompson, Sam, 2011. "First home buyers' support schemes in Australia," Working Papers, University of Tasmania, School of Economics and Finance 10646, University of Tasmania, School of Economics and Finance, revised 10 Mar 2011.
  6. Budy Resosudarmo & Satoshi Yamazaki, 2011. "Training and Visit (T&V) Extension vs. Farmer field School: The Indonesian Experience," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics 2011-01, The Australian National University, Arndt-Corden Department of Economics.
  7. Jing Tian & Heather M. Anderson, 2011. "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 8/11, Monash University, Department of Econometrics and Business Statistics.
  8. Vespignani, Joaquin L., 2011. "On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy," MPRA Paper 44998, University Library of Munich, Germany.

2010

  1. Lestano & Jacobs, Jan & Dungey, Mardi, 2010. "The internationalisation of financial crises: Banking and currency crises 1883-2008," Research Report 10002, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Jan P.A.M Jacobs & Simon van Norden, 2010. "Lessons from the latest data on U.S. productivity," Working Papers 11-1, Federal Reserve Bank of Philadelphia.
  3. Janko Gorter & Fauve Stolwijk & Jan Jacobs & Jakob de Haan, 2010. "ECB Policy Making and the Financial Crisis," DNB Working Papers, Netherlands Central Bank, Research Department 272, Netherlands Central Bank, Research Department.
  4. Dungey, Mardi & Jacobs, Jan & Lestano, 2010. "Financial crises in Asia: concordance by asset market or country?," Working Papers, University of Tasmania, School of Economics and Finance 10575, University of Tasmania, School of Economics and Finance, revised 01 Nov 2010.
  5. Jan PAM Jacobs & Kenneth F.Wallis, 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," CAMA Working Papers 2010-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Chrismin Tang & Mardi Dungey & Vance Martin & Brenda González-Hermosillo & Renee Fry, 2010. "Are Financial Crises Alike?," IMF Working Papers 10/14, International Monetary Fund.
    • MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Mardi Dungey & Lyudmyla Hvozdyk, 2010. "Cojumping: Evidence from the US Treasury Bond and Futures Markets," NCER Working Paper Series, National Centre for Econometric Research 56, National Centre for Econometric Research, revised 20 Jul 2010.
  8. Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester 152, Economics, The Univeristy of Manchester.
  9. Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo, 2010. "Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market," Working Papers, University of Tasmania, School of Economics and Finance 10451, University of Tasmania, School of Economics and Finance, revised 30 May 2012.
  10. Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010. "From Trade-to-Trade in US Treasuries," Working Papers, University of Tasmania, School of Economics and Finance 10446, University of Tasmania, School of Economics and Finance, revised 01 May 2010.
  11. Dungey, Mardi & Hvozdyk, Lyudmyla, 2010. "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers, University of Tasmania, School of Economics and Finance 10450, University of Tasmania, School of Economics and Finance, revised 14 Jul 2010.
  12. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers, University of Guelph, Department of Economics and Finance 1001, University of Guelph, Department of Economics and Finance.
  13. Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers, University of Guelph, Department of Economics and Finance 1002, University of Guelph, Department of Economics and Finance.
  14. Wells, Graeme, 2010. "Economic Assessment of the Gunns Pulp Mill 2004 - 2008," Working Papers, University of Tasmania, School of Economics and Finance 10445, University of Tasmania, School of Economics and Finance, revised 29 Nov 2010.
  15. Jennings, Sarah & Rust, Steven & Yamazaki, Satoshi & Lyle, Jeremy, 2010. "Testing heterogeneous anchoring and shift effect in double-bounded models: The case of recreational fishing in Tasmania," 2010 Conference (54th), February 10-12, 2010, Adelaide, Australia, Australian Agricultural and Resource Economics Society 59265, Australian Agricultural and Resource Economics Society.
  16. Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
  17. Sibly, Hugh, 2010. "Non-Linear Pricing with Homogeneous Customers and Limited Unbundling," Working Papers, University of Tasmania, School of Economics and Finance 10448, University of Tasmania, School of Economics and Finance, revised 01 Aug 2010.

2009

  1. BOONE, Christophe & BROUWER, Aleid & JACOBS, Jan & VAN WITTELOOSTUIJN, Arjen, 2009. "Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914," Working Papers 2009003, University of Antwerp, Faculty of Applied Economics.
  2. Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Discussion Paper, Tilburg University, Center for Economic Research 2009-92, Tilburg University, Center for Economic Research.
  3. 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, Economics, The Univeristy of Manchester 121, Economics, The Univeristy of Manchester.
  4. Mardi Dungey & Abdullah Yalama, 2009. "Detecting Contagion with Correlation: Volatility and Timing Matter," CAMA Working Papers 2009-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009. "Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation," Discussion Papers, School of Economics, The University of New South Wales 2009-14, School of Economics, The University of New South Wales.
  6. Satoshi Yamazaki & R. Quentin Grafton & Tom Kompas, 2009. "Non-market values and optimal marine reserve switching," Environmental Economics Research Hub Research Reports, Environmental Economics Research Hub, Crawford School of Public Policy, The Australian National University 0925, Environmental Economics Research Hub, Crawford School of Public Policy, The Australian National University.
  7. Matei, Marius, 2009. "Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting 092101, Institute for Economic Forecasting.
  8. Blacklow, Paul, 2009. "Decomposing the Price Effect on the Cost of Living for Australian Households," Working Papers, University of Tasmania, School of Economics and Finance 10452, University of Tasmania, School of Economics and Finance, revised 01 May 2009.
  9. Ian McDonald & Nikos Nikiforakis & Nilss Olekalns & Hugh Sibly, 2009. "Social Comparisons and Reference Group Formation: Some Expermental Evidence," Department of Economics - Working Papers Series, The University of Melbourne 1069, The University of Melbourne.
  10. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 6/09, Monash University, Department of Econometrics and Business Statistics.

2008

  1. Jan P.A.M. Jacobs & Sturm Jan-Egbert, 2008. "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich 08-202, KOF Swiss Economic Institute, ETH Zurich.
  2. Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series, National Centre for Econometric Research 21, National Centre for Econometric Research.
  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, National Centre for Econometric Research 22, National Centre for Econometric Research.
  4. Blacklow, Paul & Nicholas, Aaron & Ray, Ranjan, 2008. "Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence," Working Papers, University of Tasmania, School of Economics and Finance 9289, University of Tasmania, School of Economics and Finance, revised 01 Dec 2008.
  5. Sibly, Hugh, 2008. "Quality Versus Quantity in Vertically Differentiated Products Under Non-Linear Pricing," Working Papers, University of Tasmania, School of Economics and Finance 7335, University of Tasmania, School of Economics and Finance, revised 01 Jun 2008.
  6. Sibly, Hugh, 2008. "Vertical Product Differentiation with Linear Pricing," Working Papers, University of Tasmania, School of Economics and Finance 7335, University of Tasmania, School of Economics and Finance, revised 01 Jul 2008.
  7. Sibly, Hugh & Marsden, Ann, 2008. "A Taxonomy of Monopolistic Pricing," Working Papers, University of Tasmania, School of Economics and Finance 7339, University of Tasmania, School of Economics and Finance, revised 01 Sep 2008.
  8. Tisdell, John G. & Grainger, Corinne, 2008. "An Experimental Economic Analysis of Carbon Trading Options for Australia," 2008 Conference, August 28-29, 2008, Nelson, New Zealand, New Zealand Agricultural and Resource Economics Society 96661, New Zealand Agricultural and Resource Economics Society.

2007

  1. Jan Jacobs & Jan-Egbert Sturm, 2007. "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 167, Money Macro and Finance Research Group.
  2. Vrijburg, H. & Jacobs, J.P.A.M. & Ligthart, J.E., 2007. "Consumption tax competition among governments: Evidence from the United States," Research Report 07008, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  3. Jakob de Haan & Jan Jacobs & Mark Mink, 2007. "Measuring Synchronicity and Co-movement of Business Cycles with an Application to the Euro Area," CESifo Working Paper Series 2112, CESifo Group Munich.
  4. Jan Jacobs & Pieter Otter & Ard den Reijer, 2007. "Information, data dimension and factor structure," DNB Working Papers, Netherlands Central Bank, Research Department 150, Netherlands Central Bank, Research Department.
  5. Janko Gorter & Jan Jacobs & Jakob de Haan, 2007. "Taylor Rules for the ECB using Consensus Data," DNB Working Papers, Netherlands Central Bank, Research Department 160, Netherlands Central Bank, Research Department.
  6. Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 99, Money Macro and Finance Research Group.
  7. Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. 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, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Wells, Graeme, 2007. "Teaching Aggregate Demand and Supply Models," Working Papers, University of Tasmania, School of Economics and Finance 2173, University of Tasmania, School of Economics and Finance, revised Sep 2007.
  10. Jacob Poke & Graeme Wells, 2007. "The Term Spread and GDP Growth in Australia," Working Papers, University of Tasmania, School of Economics and Finance 2508, University of Tasmania, School of Economics and Finance, revised Nov 2007.
  11. Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith, 2007. "A Regular Demand System with Commodity-Specific Demographic Effects," Working Papers, University of Tasmania, School of Economics and Finance 818, University of Tasmania, School of Economics and Finance.
  12. Hugh Sibly, 2007. "The Determinants of the Quantity-Quality Balance in Monopoly," Working Papers, University of Tasmania, School of Economics and Finance 2511, University of Tasmania, School of Economics and Finance.
  13. Hugh Sibly, 2007. "Rationing Recreational Access to Wilderness and Other Natural Areas," Working Papers, University of Tasmania, School of Economics and Finance 2519, University of Tasmania, School of Economics and Finance.
  14. Hugh Sibly & Richard Tooth, 2007. "Bringing Competition to Urban Water Supply," Working Papers, University of Tasmania, School of Economics and Finance 2373, University of Tasmania, School of Economics and Finance.
  15. Andres Reeson & John Tisdell, 2007. "Markets, Motivations And Public Goods: Experimental Investigations On The Impact Of Institutions," Development Research Unit Working Paper Series, Monash University, Department of Economics 22-07, Monash University, Department of Economics.

2006

  1. Otter, Pieter W. & Jacobs, Jan P.A.M., 2006. "On information in static and dynamic factor models," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200605, University of Groningen, CCSO Centre for Economic Research.
  2. Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Alexandre Dmitriev, 2006. "Technological Transfers, Limited Commitment and Growth," Computing in Economics and Finance 2006, Society for Computational Economics 248, Society for Computational Economics.
  4. Graeme Wells & Thanasis Stengos, 2006. "Estimates Of Technology And Convergence: Simulation Results," CAMA Working Papers 2006-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. 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, International Association of Agricultural Economists 25427, International Association of Agricultural Economists.
  6. Tisdell, John G., 2006. "Bringing Biophysical Models into the Economic Laboratory: An Experimental Analysis of Sediment Trading in Australia," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists 25631, International Association of Agricultural Economists.
  7. Ward, John & Tisdell, John G. & Whitten, Stuart M., 2006. "Experimentally Testing Institutions And Policy Instruments To Coordinate Groundwater Recharge in the Coleambally Irrigation Area," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia, Australian Agricultural and Resource Economics Society 139923, Australian Agricultural and Resource Economics Society.

2005

  1. Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200505, University of Groningen, CCSO Centre for Economic Research.
  2. Bonenkamp, Jan P.M. & Jacobs, Jan P.A.M. & Smits, Jan-Pieter, 2005. "Consumer demand in the Industrial Revolution: The Netherlands, 1815-1913," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200507, University of Groningen, CCSO Centre for Economic Research.
  3. Fan, Xuejun & Jacobs, Jan & Lensink, Robert, 2005. "Chicken or egg: financial development and economic growth in China, 1992-2004," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200509, University of Groningen, CCSO Centre for Economic Research.
  4. Mardi Dungey & Jan P.A.M. Jacobs & Lestano, 2005. "Synchronisation Of Financial Crises," CAMA Working Papers 2005-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. 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, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. 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, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2004

  1. Nagaratnam J Sreedharan, 2004. "A VECM Model of Stockmarket Returns," Econometric Society 2004 Australasian Meetings, Econometric Society 166, Econometric Society.
  2. Jan Jacobs & Jan-Egbert Sturm, 2004. "Do Ifo Indicators Help Explain Revisions in German Industrial Production?," CESifo Working Paper Series 1205, CESifo Group Munich.
  3. Lestano & Mardi Dungey & Jan Jacobs, 2004. "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings, Econometric Society 226, Econometric Society.
  4. Jacobs, Jan & Katzur, Tomek & Tassenaar, Vincent, 2004. "On the efficiency of estimators in truncated height samples," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200408, University of Groningen, CCSO Centre for Economic Research.
  5. Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano, 2004. "Currency crises in Asia: A multivariate logit approach," International Finance, EconWPA 0409005, EconWPA.
  6. Lestano & Jacobs, Jan P.A.M., 2004. "A comparison of currency crisis dating methods: East Asia 1970-2002," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200412, University of Groningen, CCSO Centre for Economic Research.
  7. Zhang, Jianhong & Jacobs, Jan & Witteloostuijn, Arjen van, 2004. "Multinational enterprises, foreign direct investment and trade in China : A cointegration and Granger-causality approach," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200413, University of Groningen, CCSO Centre for Economic Research.
  8. 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, Econometric Society 243, Econometric Society.
  9. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Empirical Modeling of Contagion," IMF Working Papers 04/78, International Monetary Fund.
  10. Prof Harry Campbell & S. M. Jennings, 2004. "Taking Account of Non-Timber Values in Harvest Decisions in the Southern Forest of Tasmania," Discussion Papers Series 332, School of Economics, University of Queensland, Australia.
  11. Paul Blacklow, 2004. "Intertemporal Equivalence Scales: Measuring the Life-Cycle Costs of Children," Econometric Society 2004 Australasian Meetings, Econometric Society 249, Econometric Society.
  12. Hugh Sibly, 2004. "Loss Aversion, Price and Quality," Econometric Society 2004 Australasian Meetings, Econometric Society 168, Econometric Society.
  13. Mala Valliammai Raghavan, 2004. "The Changing Malaysian Financial Environment and the Effects on Its Monetary Policy Transmission Mechanism," Econometric Society 2004 Australasian Meetings, Econometric Society 239, Econometric Society.

2003

  1. Inklaar, Robert & Jacobs, Jan & Romp, Ward, 2003. "Business cycle indexes: does a heap of data help?," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200312, University of Groningen, CCSO Centre for Economic Research.
  2. Lestano & Jacobs, Jan & Kuper, Gerard H., 2003. "Indicators of financial crises do work! : an early-warning system for six Asian countries," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200313, University of Groningen, CCSO Centre for Economic Research.
  3. Jacobs, Jan & Tassenaar, Vincent, 2003. "Height, income, and nutrition in the Netherlands: the second half of the 19th century," Research Report 03C35, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  4. Mardi Dungey & Renee Fry, 2003. "Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics 2003-18, The Australian National University, Arndt-Corden Department of Economics.
  5. Brenda González-Hermosillo & Vance Martin & Mardi Dungey & Renee Fry, 2003. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund.
  6. Brenda González-Hermosillo & Vance Martin & Renee Fry & Mardi Dungey, 2003. "Unanticipated Shocks and Systemic Influences," IMF Working Papers 03/84, International Monetary Fund.

2002

  1. Jacobs, Jan & Tassenaar, Vincent, 2002. "Height, income, nutrition, and smallpox in the Netherlands: the (second half of the) 19th century," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200218, University of Groningen, CCSO Centre for Economic Research.
  2. Jacobs, Jan & Wallis, Kenneth F., 2002. "Comparing SVARs and SEMs: more shocking stories," Research Report 02C56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  3. Renee Fry & Vance Martin & Brenda González-Hermosillo & Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund.

2001

  1. Bonenkamp, Jan & Jacobs, Jan & Kuper, Gerard H., 2001. "Measuring business cycles in The Netherlands, 1815-1913: a comparison of business cycle dating methods," Research Report 01C25, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Jacobs, Jan & Smits, Jan-Pieter, 2001. "Business cycles in the Netherlands, 1815-1913," Research Report 01C52, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  3. Toolsema, Linda A. & Jacobs, Jan, 2001. "Why do prices rise faster than they fall? : with an application to mortgage rates," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research 200106, University of Groningen, CCSO Centre for Economic Research.
  4. Mardi Dungey, 2001. "International Shocks and the Role of Domestic Policy in Australia," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 443, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  5. Mardi Dungey & John Pitchford, 2001. "An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 438, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  6. Shakila Aruman & Mardi Dungey, 2001. "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 435, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  7. Mardi Dungey & Diana Zhumabekova, 2001. "Testing for contagion using correlations: some words of caution," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco 2001-09, Federal Reserve Bank of San Francisco.
  8. Diana Zhumabekova & Mardi Dungey, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco 2001-08, Federal Reserve Bank of San Francisco.
  9. McDonald, I.M. & Sibly, H,, 2001. "The Range of Equilibria, Inflation Targeting and the Non-Inflationary Expansion," Papers, Tasmania - Department of Economics 2001-11, Tasmania - Department of Economics.

2000

  1. Soest, D.P. van & Kuper, G.H. & Jacobs, J., 2000. "Threshold effects of energy price changes," Research Report 00C31, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Jan Jacobs & Jan Kakes, 2000. "Credit demand asymmetry in the Netherlands 1983-1997," MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department 2000-11, Netherlands Central Bank, Monetary and Economic Policy Department.
  3. Dungey, Mardi & Fry, Renee, 2000. "A Multi-Country Structural VAR Model," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics 2001-04, The Australian National University, Arndt-Corden Department of Economics.
  4. Blacklow, P. & Ray, R., 2000. "Optimal Commodity Taxes in Australia and their Sensitivity to Consumer Preference and Demographic Specification," Papers, Tasmania - Department of Economics 2001-01, Tasmania - Department of Economics.
  5. Brooks, M., 2000. "Weal Links in the Theory of Weakest-Link Public Goods," Papers, Tasmania - Department of Economics 2000-6, Tasmania - Department of Economics.

1999

  1. Mardi Dungey & John Pitchford, 1999. "The Steady Inflation Rate of Economic Growth," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 414, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  2. Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers, School of Economics, La Trobe University 1999.12, School of Economics, La Trobe University.
  3. Blacklow, P. & Ray, R., 1999. "A Comparison of Income and Expenditure Inequality Estimates: the Australian Evidence, 1975/76 to 1993/94," Papers, Tasmania - Department of Economics 1999-05, Tasmania - Department of Economics.
  4. Sibly, H., 1999. "The Efficient Recreational Use of a Natural Resource," Papers, Tasmania - Department of Economics 1999-06, Tasmania - Department of Economics.
  5. S. Cheng & L.F.M. de Haan, 1999. "Penultimate Approximation for Hill's Estimator," Tinbergen Institute Discussion Papers 99-062/4, Tinbergen Institute.

1998

  1. Dungey, M. & Pitchford, J., 1998. "Prospects for Output and Employment Growth with Steady Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 387, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  2. Mardi H Dungey, 1998. "Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax," Working Papers, School of Economics, La Trobe University 1998.04, School of Economics, La Trobe University.
  3. Osborne, C. & Wells, G., 1998. "Tax Reduction, Debt Stabilisation and Policy Rules: An Application to New Zealand," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 382, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  4. Benge, M. & Wells, G., 1998. "Growth in a Small Open Economy," Papers, Australian National University - Department of Economics 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, Centre for Economic Policy Research, Research School of Economics, Australian National University 392, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  6. Blacklow, P. & Ray, R., 1998. "Impact of Prices, Equivalence Scales and Consumer Preferences on Inequality in Australia, 1975/76-93/94," Papers, Tasmania - Department of Economics 1998-06, Tasmania - Department of Economics.

1997

  1. Dungey, M. & Pagan, A., 1997. "Towards a Strucrural VAR Model of the Australian Economy," Papers, Australian National University - Department of Economics 319, Australian National University - Department of Economics.
  2. Dungey, M., 1997. "A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates," Papers, Australian National University - Department of Economics 320, Australian National University - Department of Economics.
  3. Dungey, M & Gower, L, 1997. "Credit Limits and Long-Term Covered Interest Arbitrage," Papers, Australian National University - Department of Economics 325, Australian National University - Department of Economics.
  4. McDonald, I.M. & Sibly, H., 1997. "Loss Aversion and the Non-Neutrality of Money," Department of Economics - Working Papers Series, The University of Melbourne 590, The University of Melbourne.

1996

  1. Jan Jacobs & Albert van der Horst,, 1996. "VAR-ing the economy of the Netherlands," Working Papers, Centre for Economic Research, University of Groningen and University of Twente 24, Centre for Economic Research, University of Groningen and University of Twente.
  2. Jan Jacobs & Simon Kuipers & Gerard Kuper & Elmer Sterken,, 1996. "DIADUX: Een model voor inactiviteit en overheidsschuld," Working Papers, Centre for Economic Research, University of Groningen and University of Twente 27, Centre for Economic Research, University of Groningen and University of Twente.
  3. Albert van der Horst & Jan Jacobs & Lambert Schoonbeek,, 1996. "Is there a NAIRU for the Netherlands?," Working Papers, Centre for Economic Research, University of Groningen and University of Twente 28, Centre for Economic Research, University of Groningen and University of Twente.
  4. Elmer Sterken & Jan Jacobs,, 1996. "Macroeconomics in Datastream," Working Papers, Centre for Economic Research, University of Groningen and University of Twente 30, Centre for Economic Research, University of Groningen and University of Twente.
  5. Sibly, H., 1996. "Cosumer Disenchantment, Loss Aversion and Price Rigidity," Papers, Tasmania - Department of Economics 1996-12, Tasmania - Department of Economics.
  6. Lye, J.N. & McDonald, I.M. & Sibly, H., 1996. "Insiders, Non-Market Activity and Unemployment," Department of Economics - Working Papers Series, The University of Melbourne 530, The University of Melbourne.

1995

  1. Jacobs, Jan & Schoonbeek, Lambert, 1995. "Adding-up constraints and gross substitution in portfolio models," Research Report 95C19, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  2. Sturm, Jan-Egbert & Jacobs, Jan & Groote, Peter, 1995. "Productivity impacts of infrastructure investment in the Netherlands 1853-1913," Research Report 95D30, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  3. Groote, Peter & Jacobs, Jan & Sturm, Jan-Egbert, 1995. "Output responses to infrastructure investment in the Netherlands, 1850-1913," GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen 199524, Groningen Growth and Development Centre, University of Groningen.

1994

  1. Jan Jacobs,, 1994. ""Dividing by 4": A feasible quarterly forecasting method?," Working Papers, Centre for Economic Research, University of Groningen and University of Twente 22, Centre for Economic Research, University of Groningen and University of Twente.

1993

  1. Sibly, H., 1993. "Advertising in Customer Markets," Papers, Tasmania - Department of Economics 1993-03, Tasmania - Department of Economics.
  2. Tisdell, John G. & Harrison, Stephen R., 1993. "A New Era for Australian Water Legislation," 1993 Conference (37th), February 9-11, 1993, Sydney, Australia, Australian Agricultural and Resource Economics Society 147892, Australian Agricultural and Resource Economics Society.

1992

  1. Sibly, H., 1992. "Price Inflexibility in Markets with Repeat Purchasing," Papers, Tasmania - Department of Economics 1992-06, Tasmania - Department of Economics.
  2. Hugh Sibly & Nilss Olekalns, 1992. "Default Risk in Implicit Contract Models of the Credit Market," Working Papers, School of Economics, La Trobe University 1992.10, School of Economics, La Trobe University.
  3. Tisdell, John G. & Harrison, Stephen R., 1992. "The equity implications of alternative water pricing policies," 1992 Conference (36th), February 10-13, 1992, Canberra, Australia, Australian Agricultural and Resource Economics Society 147332, Australian Agricultural and Resource Economics Society.

1991

  1. Tisdell, John G. & Harrison, Stephen R., 1991. "Transferable Water Entitlements A Game Theory Approach," 1991 Conference (35th), February 11-14, 1991, Armidale, Australia, Australian Agricultural and Resource Economics Society 146408, Australian Agricultural and Resource Economics Society.

1990

  1. Lindsay F. Boulton & Mardi H. Dungey & Melissa B. Parkin, 1990. "Volatility of the Australian Dollar Exchange Rate," RBA Research Discussion Papers, Reserve Bank of Australia rdp9010, Reserve Bank of Australia.
  2. Wells, G., 1990. "Economic Reform And Macroeconomic Policy In New Zealand," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University 229, Centre for Economic Policy Research, Research School of Economics, Australian National University.

1989

  1. Nilss Olekalns & Hugh Sibly, 1989. "Credit Rationing, Implicit Contracts Risk Aversion," Working Papers, School of Economics, La Trobe University 1989.15 EDIRC Provider-In, School of Economics, La Trobe University.

Undated

  1. Tony Hall & Jan Jacobs & Adrian Pagan, . "Macro-Econometric System Modelling @75," NCER Working Paper Series, National Centre for Econometric Research 95, National Centre for Econometric Research.
  2. Dungey Mardi & Matteo Luciani & David Veredas, . "Googling SIFIs," ULB Institutional Repository 2013/154950, ULB -- Universite Libre de Bruxelles.

Journal articles

2014

  1. Anh Tuan Bui & Mardi Dungey & Cuong Viet Nguyen & Thu Phuong Pham, 2014. "The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 46(15), pages 1751-1766, May.
  2. Mardi Dungey & Renee Fry-McKibbin & Verity Linehan, 2014. "Chinese resource demand and the natural resource supplier," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 46(2), pages 167-178, January.
  3. Dungey, Mardi & Gajurel, Dinesh, 2014. "Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies," Economic Systems, Elsevier, Elsevier, vol. 38(2), pages 161-177.
  4. Satoshi Yamazaki & Jing Tian & Firmin Doko Tchatoka, 2014. "Are per capita CO 2 emissions increasing among OECD countries? A test of trends and breaks," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(8), pages 569-572, May.
  5. Gourguet, S. & Thébaud, O. & Dichmont, C. & Jennings, S. & Little, L.R. & Pascoe, S. & Deng, R.A. & Doyen, L., 2014. "Risk versus economic performance in a mixed fishery," Ecological Economics, Elsevier, Elsevier, vol. 99(C), pages 110-120.
  6. Tian, Jing & Anderson, Heather M., 2014. "Forecast combinations under structural break uncertainty," International Journal of Forecasting, Elsevier, Elsevier, vol. 30(1), pages 161-175.
  7. Iftekhar, M.S. & Tisdell, J.G., 2014. "Wildlife corridor market design: An experimental analysis of the impact of project selection criteria and bidding flexibility," Ecological Economics, Elsevier, Elsevier, vol. 104(C), pages 50-60.

2013

  1. M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
  2. Mardi Dungey & Gerald Dwyer & Thomas Flavin, 2013. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Open Economies Review, Springer, Springer, vol. 24(1), pages 5-32, February.
  3. Mardi Dungey & Olan Henry & Michael Mckenzie, 2013. "Modeling trade duration in U.S. Treasury markets," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(9), pages 1431-1442, September.
  4. Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah, 2013. "The cross market effects of short sale restrictions," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 26(C), pages 53-71.
  5. Alexandre Dmitriev, 2013. "Institutions and growth: evidence from estimation methods robust to weak instruments," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(13), pages 1625-1635, May.
  6. Dmitriev, Alexandre & Roberts, Ivan, 2013. "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 689-700.
  7. Satoshi Yamazaki & Steven Rust & Sarah Jennings & Jeremy Lyle & Sven Frijlink, 2013. "Valuing recreational fishing in Tasmania and assessment of response bias in contingent valuation," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 193-213, 04.
  8. McDonald, Ian M. & Nikiforakis, Nikos & Olekalns, Nilss & Sibly, Hugh, 2013. "Social comparisons and reference group formation: Some experimental evidence," Games and Economic Behavior, Elsevier, Elsevier, vol. 79(C), pages 75-89.
  9. Iftekhar, M.S. & Tisdell, J.G. & Connor, J.D., 2013. "Effects of competition on environmental water buyback auctions," Agricultural Water Management, Elsevier, Elsevier, vol. 127(C), pages 59-73.
  10. Joaquin L. Vespignani, 2013. "The Industrial Impact of Monetary Shocks During the Inflation-Targeting Era in A ustralia," Australian Economic History Review, Economic History Society of Australia and New Zealand, Economic History Society of Australia and New Zealand, vol. 53(1), pages 47-71, 03.
  11. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Crude oil prices and liquidity, the BRIC and G3 countries," Energy Economics, Elsevier, Elsevier, vol. 39(C), pages 28-38.
  12. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Why are crude oil prices high when global activity is weak?," Economics Letters, Elsevier, Elsevier, vol. 121(1), pages 133-136.
  13. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Liquidity and crude oil prices: China's influence over 1996–2011," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 517-525.
  14. Phuong Pham, Thu & Joakim Westerholm, P., 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 27(C), pages 202-223.

2012

  1. Mark Mink & Jan P.A.M. Jacobs & Jakob de Haan, 2012. "Measuring coherence of output gaps with an application to the euro area," Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 217-236, April.
  2. Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 106(C), pages 80-91.
  3. Edda Claus & Mardi Dungey, 2012. "U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
  4. Dungey, Mardi & Hvozdyk, Lyudmyla, 2012. "Cojumping: Evidence from the US Treasury bond and futures markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(5), pages 1563-1575.
  5. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3322-3344.
  6. Dmitriev, Alexandre & Roberts, Ivan, 2012. "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(6), pages 862-875.
  7. Dmitriev, Alexandre & Krznar, Ivo, 2012. "Habit Persistence And International Comovements," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 16(S3), pages 312-330, November.
  8. Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012. "Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 83-103, December.
  9. Matei, Marius, 2012. "Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 95-115, March.
  10. Sibly, Hugh, 2012. "A decomposition of monopolistic quality distortion," Research in Economics, Elsevier, Elsevier, vol. 66(1), pages 97-105.
  11. Emery, Timothy J. & Green, Bridget S. & Gardner, Caleb & Tisdell, John, 2012. "Are input controls required in individual transferable quota fisheries to address ecosystem based fisheries management objectives?," Marine Policy, Elsevier, Elsevier, vol. 36(1), pages 122-131, January.
  12. Mala Raghavan & Paramsothy Silvapulle & George Athanasopoulos, 2012. "Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 44(29), pages 3841-3856, October.

2011

  1. Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, Elsevier, vol. 161(2), pages 101-109, April.
  2. Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011. "Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(4), pages 784-792.
  3. Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011. "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, Elsevier, vol. 28(4), pages 1498-1509, July.
  4. Mardi Dungey & Graeme Wells & Sam Thompson, 2011. "First Home Buyers’ Support Schemes in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 468-479, December.
  5. Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(4), pages 661-691, September.
  6. Matei, Marius, 2011. "Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 116-141, June.
  7. Ann Marsden & Hugh Sibly, 2011. "An Integrated Approach to Teaching Price Discrimination," International Review of Economic Education, Economics Network, University of Bristol, Economics Network, University of Bristol, vol. 10(2), pages 75-90.
  8. Reeson, Andrew F. & Tisdell, John G. & McAllister, Ryan R.J., 2011. "Trust, reputation and relationships in grazing rights markets: An experimental economic study," Ecological Economics, Elsevier, Elsevier, vol. 70(4), pages 651-658, February.
  9. John G. Tisdell, 2011. "Water markets in Australia: an experimental analysis of alternative market mechanisms," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 55(4), pages 500-517, October.
  10. Brennan, Geoffrey & Brooks, Michael, 2011. "On the ‘cashing out’ hypothesis and ‘soft’ and ‘hard’ policies," European Journal of Political Economy, Elsevier, Elsevier, vol. 27(4), pages 601-610.

2010

  1. Jan Jacobs & Jenny Ligthart & Hendrik Vrijburg, 2010. "Consumption tax competition among governments: Evidence from the United States," International Tax and Public Finance, Springer, Springer, vol. 17(3), pages 271-294, June.
  2. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, Elsevier, vol. 158(1), pages 108-116, September.
  3. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(5), pages 1008-1021, May.
  4. Graeme Wells, 2010. "Teaching Aggregate Demand and Supply Models," The Journal of Economic Education, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(1), pages 31-40, January.
  5. Graeme Wells & Thanasis Stengos, 2010. "Estimates of Technology and Convergence: Simulation Results," Ekonomia, Cyprus Economic Society and University of Cyprus, Cyprus Economic Society and University of Cyprus, vol. 13(2-1), pages 97-108, Winter-Su.
  6. Yamazaki, Satoshi & Grafton, R. Quentin & Kompas, Tom, 2010. "Non-consumptive values and optimal marine reserve switching," Ecological Economics, Elsevier, Elsevier, vol. 69(12), pages 2427-2434, October.
  7. Paul Blacklow & Aaron Nicholas & Ranjan Ray, 2010. "Demographic Demand Systems With Application To Equivalence Scales Estimation And Inequality Analysis: The Australian Evidence," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 49(3), pages 161-179, 09.
  8. Andrew Reeson & John Tisdell, 2010. "The Market Instinct: The Demise of Social Preferences for Self-Interest," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 47(3), pages 439-453, November.
  9. John Tisdell, 2010. "Acquiring Water for Environmental Use in Australia: An Analysis of Policy Options," Water Resources Management, Springer, Springer, vol. 24(8), pages 1515-1530, June.
  10. Mala Raghavan & Jonathan Dark & Elizabeth Ann Maharaj, 2010. "Impact of capital control measures on the Malaysian stock market: A multiresolution analysis," International Journal of Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 6(2), pages 116-127, April.

2009

  1. Jan Jacobs & Gerard Kuper & Daan van Soest, 2009. "On the effect of high energy prices on investment," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(27), pages 3483-3490.
  2. 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.
  3. Mardi Dungey & Adrian Pagan, 2009. "Extending a SVAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 85(268), pages 1-20, 03.
  4. 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, Elsevier, vol. 16(3), pages 430-445, June.
  5. Dungey, Mardi & Fry, Renée, 2009. "The identification of fiscal and monetary policy in a structural VAR," Economic Modelling, Elsevier, Elsevier, vol. 26(6), pages 1147-1160, November.
  6. Mardi Dungey, 2009. "Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 85(271), pages 493-493, December.
  7. Mardi Dungey & Jerry Dwyer & Tom Flavin, 2009. "Vintage and credit rating: what matters in the ABX data during the credit crunch?," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jan.
  8. Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009. "Variable capacity utilization, ambient temperature shocks and generation asset valuation," Energy Economics, Elsevier, Elsevier, vol. 31(6), pages 888-896, November.
  9. Jacob Poke & Graeme Wells, 2009. "The Term Spread and GDP Growth in Australia," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 85(269), pages 121-131, 06.
  10. Matei, Marius, 2009. "Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 42-65, December.
  11. Paul Blacklow, 2009. "The Idea of Poverty," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 85(270), pages 368-369, 09.
  12. Hugh Sibly, 2009. "The Determinants Of The Quantity-Quality Balance In Monopoly ," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 48(1), pages 65-79, 03.

2008

  1. Jacobs, Jan & Katzur, Tomek & Tassenaar, Vincent, 2008. "On estimators for truncated height samples," Economics & Human Biology, Elsevier, Elsevier, vol. 6(1), pages 43-56, March.
  2. J. Jacobs, 2008. "Book Review," De Economist, Springer, Springer, vol. 156(2), pages 215-217, June.
  3. Jan Jacobs & Pieter Otter, 2008. "Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 27(4-6), pages 385-397.
  4. Janko Gorter & Jan Jacobs & Jakob de Haan, 2008. "Taylor Rules for the ECB using Expectations Data," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 110(3), pages 473-488, 09.
  5. Jan Jacobs & Jan-Egbert Sturm, 2008. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, OECD Publishing,CIRET, vol. 2008(2), pages 161-181.
  6. 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., John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
  7. Edda Claus & Mardi Dungey & Renée Fry, 2008. "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, Springer, vol. 19(3), pages 305-336, July.
  8. 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, Ifo Institute for Economic Research at the University of Munich, vol. 9(4), pages 33-43, December.
  9. Ranjan Ray & Graeme Wells, 2008. "Introduction," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 84(s1), pages S1-S1, 09.
  10. 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.
  11. Hugh Sibly & Richard Tooth, 2008. "Bringing competition to urban water supply ," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 52(3), pages 217-233, 09.
  12. Sibly, Hugh & Tooth, Richard, 2008. "Bringing competition to urban water supply," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, Australian Agricultural and Resource Economics Society, vol. 52(3), September.
  13. Reeson, Andrew F. & Tisdell, John G., 2008. "Institutions, motivations and public goods: An experimental test of motivational crowding," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 68(1), pages 273-281, October.

2007

  1. Linda A. Toolsema & Jan P. A. M. Jacobs, 2007. "Why do prices rise faster than they fall? With an application to mortgage rates," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 701-712.
  2. Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
  3. 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, Elsevier, vol. 18(2), pages 155-174, August.
  4. Sarah Jennings & Sophie Hibberd & Kevin Lyall & Beverly Goldfarb, 2007. "Partial Equilibrium Analysis of a Customs Union," The Journal of Economic Education, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(2), pages 253-253, April.
  5. Sibly, Hugh, 2007. "Loss aversion, price and quality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 36(5), pages 771-788, October.
  6. Tisdell, John, 2007. "Bringing biophysical models into the economic laboratory: An experimental analysis of sediment trading in Australia," Ecological Economics, Elsevier, Elsevier, vol. 60(3), pages 584-595, January.
  7. Geoffrey Brennan & Michael Brooks, 2007. "Esteem-based contributions and optimality in public goods supply," Public Choice, Springer, Springer, vol. 130(3), pages 457-470, March.
  8. Y. Q. Chen & J. Yang & S. Cheng & J. B. Jackson, 2007. "Estimating a treatment effect with repeated measurements accounting for varying effectiveness duration," Biometrika, Biometrika Trust, Biometrika Trust, vol. 94(2), pages 387-402.
  9. Thu Phuong Pham & Anh Tuan Bui, 2007. "The time to shut down," Economics Bulletin, AccessEcon, vol. 7(14), pages 1-14.

2006

  1. Hong Bo & Jan Jacobs & Elmer Sterken, 2006. "A threshold uncertainty investment model for the Netherlands," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(9), pages 665-673.
  2. Jacobs Jan P.A.M. & Smits Jan-Pieter, 2006. "Historical Time Series Analysis: An Introduction and Some Applications," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, De Gruyter, vol. 47(2), pages 163-174, December.
  3. 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, Springer, vol. 32(3), pages 253-274, May.
  4. 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, Elsevier, vol. 2(1), pages 1-27, April.
  5. Mardi Dungey & Renée Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, MIT Press, vol. 5(2), pages 32-72, June.
  6. Hugh Sibly, 2006. "Efficient Urban Water Pricing," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 39(2), pages 227-237, 06.
  7. Y. Q. Chen & S. Cheng, 2006. "Linear life expectancy regression with censored data," Biometrika, Biometrika Trust, Biometrika Trust, vol. 93(2), pages 303-313, June.

2005

  1. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  2. Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 5(1), pages 9-24.
  3. Ian M. McDonald & Hugh Sibly, 2005. "The Diamond Of Macroeconomic Equilibria And Non-Inflationary Expansion," Metroeconomica, Wiley Blackwell, Wiley Blackwell, vol. 56(3), pages 393-409, 07.
  4. Y. Q. Chen & S. Cheng, 2005. "Semiparametric regression analysis of mean residual life with censored survival data," Biometrika, Biometrika Trust, Biometrika Trust, vol. 92(1), pages 19-29, March.

2004

  1. Jacobs, Jan & Tassenaar, Vincent, 2004. "Height, income, and nutrition in the Netherlands: the second half of the 19th century," Economics & Human Biology, Elsevier, Elsevier, vol. 2(2), pages 181-195, June.
  2. Robert Inklaar & Jan Jacobs & Ward Romp, 2004. "Business Cycle Indexes: Does a Heap of Data Help?," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, OECD Publishing,CIRET, vol. 2004(3), pages 309-336.
  3. Dungey, Mardi, 2004. "Identifying terms of trade effects in real exchange rate movements: evidence from Asia," Journal of Asian Economics, Elsevier, Elsevier, vol. 15(2), pages 217-235, April.
  4. 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, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(1), pages 89-101, 03.
  5. 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.
  6. Mardi Dungey & Renee Fry & Vance L. Martin, 2004. "Currency Market Contagion In The Asia-Pacific Region," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 43(4), pages 379-395, December.
  7. Mardi Dungey & Vance L. Martin, 2004. "A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, Institute for Financial Management and Research, vol. 3(3), pages 305-330, December.
  8. Steve Dowrick & Graeme Wells, 2004. "Modelling Aggregate Demand for Labour: A Critique of Lewis and MacDonald," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 80(251), pages 436-440, December.
  9. Harry F. Campbell & Sarah M. Jennings, 2004. "Non-timber Values and the Optimal Forest Rotation: An Application to the Southern Forest of Tasmania," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 80(251), pages 387-393, December.

2003

  1. Shakila Aruman & Mardi Dungey, 2003. "A Perspective on Modelling the Australian Real Trade Weighted Index since the Float," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 42(1), pages 56-76, 03.
  2. Mardi Dungey & Renée Fry, 2003. "International Shocks on Australia - The Japanese Effect," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 42(2), pages 158-182, 06.
  3. Mardi Dungey & Renee Fry & Vance L. Martin, 2003. "Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 28(2), pages 157-182, September.
  4. Paul Blacklow & Ranjan Ray, 2003. "Intra-Household Resource Allocation, Consumer Preferences and Commodity Tax Reforms: Australian Evidence," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 79(247), pages 425-433, December.

2002

  1. Mardi Dungey, 2002. "International Shocks and the Role of Domestic Policy in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, Bankwest Curtin Economics Centre (BCEC), 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," The Journal of Economic Education, Taylor & Francis Journals, Taylor & Francis Journals, vol. 33(2), pages 152-165, June.
  3. Paul Blacklow & Ranjan Ray, 2002. "Optimal Commodity Taxes in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 35(1), pages 45-54.
  4. Sibly, Hugh, 2002. "Loss averse customers and price inflexibility," Journal of Economic Psychology, Elsevier, Elsevier, vol. 23(4), pages 521-538, August.
  5. Brooks, Michael, 2002. " Lowering the Cost of Pollution Control versus Controlling Pollution: A Comment," Public Choice, Springer, Springer, vol. 110(1-2), pages 163-72, January.

2001

  1. McDonald, Ian M & Sibly, Hugh, 2001. "How Monetary Policy Can Have Permanent Real Effects with Only Temporary Nominal Rigidity," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(5), pages 532-46, November.
  2. Lye, J N & McDonald, I M & Sibly, H, 2001. "An Estimate of the Range of Equilibrium Rates of Unemployment for Australia," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 77(236), pages 35-50, March.
  3. Hugh Sibly, 2001. "Pricing and Management of Recreational Activities Which Use Natural Resources," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 18(3), pages 339-354, March.
  4. Lye, J N & McDonald, I M & Sibly, H, 2001. "Cycle and Trend in Models of the Range of Equilibria," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 40(3), pages 387-404, September.
  5. Sibly, Hugh, 2001. "Price Inflexibility in Markets with Repeat Purchasing," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(3), pages 459-475, July.
  6. S. Cheng, 2001. "Penultimate Approximation for Hill's Estimator," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(3), pages 569-575.

2000

  1. Dungey, Mardi & Pagan, Adrian, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, 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, 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., John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  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, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 33(3), pages 281-285.
  5. Paul Blacklow & Ranjan Ray, 2000. "A Comparison of Income and Expenditure Inequality Estimates: The Australian Evidence, 1975-76 to 1993-94," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 33(4), pages 317-329.

1999

  1. Sturm, Jan-egbert & Jacobs, Jan & Groote, Peter, 1999. "Output Effects of Infrastructure Investment in the Netherlands, 1853-1913," Journal of Macroeconomics, Elsevier, Elsevier, vol. 21(2), pages 355-380, April.
  2. Groote, Peter & Jacobs, Jan & Sturm, Jan-Egbert, 1999. "Infrastructure and economic development in the Netherlands, 1853 1913," European Review of Economic History, Cambridge University Press, Cambridge University Press, vol. 3(02), pages 233-251, August.
  3. Dungey, M. H., 1999. "Decomposing exchange rate volatility around the Pacific Rim," Journal of Asian Economics, Elsevier, Elsevier, vol. 10(4), pages 525-535.
  4. 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 & Francis Journals, Taylor & Francis Journals, vol. 35(1), pages 143-160.
  5. Brooks, Michael, 1999. " Friedman's Theory of Income Redistribution Up after Being Down for the Count," Public Choice, Springer, Springer, vol. 99(1-2), pages 177-84, April.
  6. Michael Brooks, 1999. "Politics as the Art of Confined Compromise: A Comment on Boudreaux and Lee," Cato Journal, Cato Journal, Cato Institute, Cato Journal, Cato Institute, vol. 19(1), pages 171-180, Spring/Su.

1998

  1. Jan Jacobs & Lambert Schoonbeek, 1998. "Adding up constraints and gross substitution in portfolio models," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 5(8), pages 531-533.
  2. Mardi Dungey, 1998. "Why Tax Foreign Exchange? Comments On A Proposed Tobin Tax," Economic Papers, The Economic Society of Australia, The Economic Society of Australia, vol. 17(3), pages 41-46, 09.
  3. Brian Bourdot & Mike Frith & Graeme Wells, 1998. "Convergence in an open-economy growth model," New Zealand Economic Papers, Taylor & Francis Journals, Taylor & Francis Journals, vol. 32(2), pages 107-127.
  4. Prentice, David & Sibly, Hugh, 1998. "The Non-robustness of the Nash-Stackelberg-Hybrid Equilibrium," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 37(4), pages 383-93, December.
  5. Hugh Sibly, 1998. "The Pricing and Management of Walking Tracks in Tasmania," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 31(4), pages 345-356.
  6. Niemeyer, S. J. & Tisdell, J. G., 1998. "Consumer-Based Carbon Reduction Incentives: A Proposed Mixed Incentive Scheme for Reducing CO2 Emissions from Transport," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, Queensland University of Technology (QUT), School of Economics and Finance, vol. 28(1), pages 53-67, March.

1997

  1. Brooks, Michael, 1997. "The Tax Unit and Rate Structure: A Criticism of the Orthodoxy," Public Finance = Finances publiques, , , vol. 52(1), pages 22-35.
  2. Michael Brooks, 1997. "Some Reflections on The Calculus of Consent," Constitutional Political Economy, Springer, Springer, vol. 8(1), pages 3-13, March.

1996

  1. Prentice, David & Sibly, Hugh, 1996. "A Search-Theoretic Interpretation of Multi-outlet Retailers," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 72(219), pages 359-69, December.
  2. Tisdell, J. G., 1996. "The Price of Irrigation Water," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, Queensland University of Technology (QUT), School of Economics and Finance, vol. 26(1), pages 95-104, March.
  3. Georg Vanberg & Michael Brooks, 1996. "Reviews," Constitutional Political Economy, Springer, Springer, vol. 7(1), pages 63-71, March.

1995

  1. Jacobs, Jan & Sterken, Elmer, 1995. "The IBS-CCSO quarterly model of the Netherlands Specification, simulation and analysis," Economic Modelling, Elsevier, Elsevier, vol. 12(2), pages 111-163, April.
  2. Sibly, Hugh, 1995. "Price Dynamics in Repeat-Purchase Markets," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 71(213), pages 179-90, June.
  3. Sibly, Hugh, 1995. "Advertising in Customer Markets," Scottish Journal of Political Economy, Scottish Economic Society, vol. 42(1), pages 66-81, February.

1994

  1. Olekalns, Nilss & Sibly, Hugh, 1994. "Default Risk in Implicit Contract Models of the Credit Market," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 33(63), pages 215-27, December.
  2. Lye, J N & Sibly, H, 1994. "Testing for Pricing Asymmetries in Customer Markets," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 33(63), pages 239-52, December.

1992

  1. Sibly, Hugh, 1992. "Asymmetric Information Flows in Customer Markets," Bulletin of Economic Research, Wiley Blackwell, Wiley Blackwell, vol. 44(4), pages 323-41, October.
  2. Olekalns, Nilss & Sibly, Hugh, 1992. "Credit rationing, implicit contracts, risk aversion, and the variability of interest rates," Journal of Macroeconomics, Elsevier, Elsevier, vol. 14(2), pages 337-347.

1991

  1. S. Cheng & B. Chen, 1991. "The locally MIMSQE of nonnormal error variance in quadratically balanced models," Metrika, Springer, Springer, vol. 38(1), pages 67-70, December.

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, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 23(4), pages 45-60.
  2. Campbell, H F & Jennings, S M, 1990. "Cost, Technology and Input Demand in the Tasmanian Sawmilling Industry," Australian Economic Papers, Wiley Blackwell, Wiley Blackwell, vol. 29(55), pages 272-82, December.
  3. Adamowicz, Wiktor L. & Jennings, Sarah & Coyne, Alison, 1990. "A Sequential Choice Model Of Recreation Behavior," Western Journal of Agricultural Economics, Western Agricultural Economics Association, Western Agricultural Economics Association, vol. 15(01), July.
  4. Brooks, Michael A. & Heijdra, Ben J., 1990. "Rent-seeking and the privatization of the commons," European Journal of Political Economy, Elsevier, Elsevier, vol. 6(1), pages 41-59, August.

1989

  1. Wiktor Adamowicz & Sarah Jennings & Alison Coyne, 1989. "A Sequential Choice Alternative to the Travel Cost Model," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 37(4), pages 1305-1305, December.
  2. Brooks, Michael A & Heijdra, Ben J, 1989. "An Exploration of Rent Seeking," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 65(188), pages 32-50, March.

1987

  1. Brooks, Michael A & Earl, Peter E, 1987. " On the Implications of Jointness in a Normative Model of Behavior Based on an Activity Hierarchy," Journal of Consumer Research, University of Chicago Press, University of Chicago Press, vol. 14(3), pages 445-48, December.

1986

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

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, 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, Elsevier, vol. 12(1), pages 23-29.
  2. Evans, Lewis & Wells, Graeme, 1983. "Pierce and Haugh on characterizations of causality: A re-examination," Journal of Econometrics, Elsevier, Elsevier, vol. 23(3), pages 331-335, December.

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, Elsevier, vol. 1(4), pages 365-369.

Books

2011

  1. Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2011. "Transmission of Financial Crises and Contagion: A Latent Factor Approach," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780199739837, October.

2005

  1. Dungey, Mardi & Tambakis, Demosthenes N. (ed.), 2005. "Identifying International Financial Contagion: Progress and Challenges," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780195187182, October.

Chapters

2010

  1. Mardi Dungey, 2010. "Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time," RBA Annual Conference Volume, Reserve Bank of Australia, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

2005

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

1998

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