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Information about:
Mardi Dungey

Personal Details | Affiliation | Works
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Personal Details

First Name: Mardi
Middle Name:
Last Name: Dungey
Suffix:

RePEc Short-ID: pdu7

Email:
Homepage: http://dungey.bigpondhosting.com
Postal Address: School of Economics and Finance University of Tasmania Private Bag 85 Hobart Tasmania 7001 Australia
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research. [Downloadable!]
    Published as:

  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!]

  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. 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!]
    Other versions:

  6. 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!]

  7. 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!]
    Published as:

  8. 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!]

  9. 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!]
    Published as:

  10. 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!]

  11. Lestano & Mardi Dungey & Jan Jacobs, 2004. "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings 226, Econometric Society.

  12. 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!]

  13. 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!]
    Other versions:

  14. 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!]

  15. 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.

  16. 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!]

  17. 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!]

  18. 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!]

  19. 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!]

  20. 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!]

  21. 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!]

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

  23. 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!]
    Published as:

  24. Dungey, M.H., 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Papers 99.12, La Trobe - Department of Economics.
    Published as:

  25. Dungey, M., 1998. "Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax," Papers 90-04, La Trobe - Department of Economics.

  26. 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.
    Published as:

  27. Dungey, M & Gower, L, 1997. "Credit Limits and Long-Term Covered Interest Arbitrage," Papers 325, Australian National University - Department of Economics.

  28. Dungey, M., 1997. "A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates," Papers 320, Australian National University - Department of Economics.

  29. Dungey, M. & Pagan, A., 1997. "Towards a Strucrural VAR Model of the Australian Economy," Papers 319, Australian National University - Department of Economics.

  30. Lindsay Boulton & Mardi Dungey & Melissa Parkin, . "Volatility of the Australian Dollar Exchange Rate," RBA Research Discussion Papers rdp9010, Reserve Bank of Australia.

Articles

  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)
    Other versions:

  3. 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!]
    Other versions:

  4. 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!]

  5. 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)
    Other versions:

  6. 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!]

  7. 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)

  8. 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)

  9. 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)

  10. 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)

  11. 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)

  12. 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)

  13. 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)

  14. 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)

  15. 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)

  16. 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)

  17. 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.

  18. 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!]

  19. 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)

  20. 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.
    Other versions:

  21. 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)
    Other versions:

Chapters

  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!]

  2. 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!]
    Other versions:

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2007-04-09 2007-04-09 2007-10-06 2008-01-05 2008-06-21 2008-07-20 Author is listed
  2. NEP-CMP: Computational Economics (1) 2002-03-14
  3. NEP-ECM: Econometrics (4) 2002-03-27 2002-03-27 2005-10-22 2007-04-09 Author is listed
  4. NEP-EEC: European Economics (2) 2007-04-09 2007-10-06
  5. NEP-ETS: Econometric Time Series (3) 2002-03-14 2002-03-14 2008-08-21
  6. NEP-FIN: Finance (1) 2005-10-22
  7. NEP-FMK: Financial Markets (2) 2002-03-14 2005-10-22
  8. NEP-HIS: Business, Economic & Financial History (2) 2007-04-09 2007-10-06
  9. NEP-IFN: International Finance (5) 2002-03-14 2002-03-14 2004-10-30 2004-10-30 2008-07-20 Author is listed
  10. NEP-MAC: Macroeconomics (5) 2007-04-09 2007-04-09 2007-10-06 2008-01-05 2008-06-21 Author is listed
  11. NEP-MON: Monetary Economics (3) 2007-04-09 2007-10-06 2008-01-05
  12. NEP-MST: Market Microstructure (1) 2007-12-15
  13. NEP-PKE: Post Keynesian Economics (1) 2004-10-30
  14. NEP-RMG: Risk Management (1) 2007-12-15
  15. NEP-SEA: South East Asia (1) 2008-08-21
  16. NEP-URE: Urban & Real Estate Economics (1) 2008-07-20
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