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James Andrew Engel


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Personal Details

First Name: James
Middle Name: Andrew
Last Name: Engel

RePEc Short-ID: pen24

Email: [This author has chosen not to make the email address public]
Postal Address:


(50%) UNSW Business School
UNSW (Australia)
Location: Sydney, Australia
Handle: RePEc:edi:fcnswau (more details at EDIRC)
(50%) School of Economics
UNSW Business School
UNSW (Australia)
Location: Sydney, Australia
Phone: (+61)-2-9385-3380
Fax: +61)-2- 9313- 6337
Postal: Australian School of Business Building, Sydney 2052
Handle: RePEc:edi:senswau (more details at EDIRC)


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Working papers

  1. A. Pagan & J. Engel & D. Haugh, 2004. "Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting," Econometric Society 2004 Australasian Meetings, Econometric Society 284, Econometric Society.
  2. James Engel & Marianne Gizycki, 1999. "Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix," RBA Research Discussion Papers, Reserve Bank of Australia rdp1999-04, Reserve Bank of Australia.
  3. James Engel & Geoffrey Shuetrim, 1998. "A Research Agenda For Prudential Supervision," Banking & Finance Conference Papers, Centre for Australian Financial Institutions 9902, Centre for Australian Financial Institutions.


  1. Engel, J. & Haugh, D. & Pagan, A., 2005. "Some methods for assessing the need for non-linear models in business cycle analysis," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(4), pages 651-662.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2000-10-31. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2000-10-31 2004-10-30. Author is listed
  3. NEP-FIN: Finance (1) 2000-10-31. Author is listed
  4. NEP-FMK: Financial Markets (1) 2000-10-31. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2004-10-30. Author is listed


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