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Information about:
Guay C. Lim

Personal Details | Affiliation | Works
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Personal Details

First Name: Guay
Middle Name: C.
Last Name: Lim
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RePEc Short-ID: pli315

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors

Works

| Working papers | Articles | 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. C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  2. G. C. Lim & Paul D. McNelis, 2008. "Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies," Melbourne Institute Working Paper Series wp2008n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  3. G. C. Lim & R. Dixon & Sarantis Tsiaplias, 2008. "Phillips Curve and the Equilibrium Rate of Unemployment," Melbourne Institute Working Paper Series wp2008n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  4. Robert Dixon & G. C. Lim, 2008. "A Univariate Model of Aggregate Labour Productivity," Melbourne Institute Working Paper Series wp2008n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  5. Chew Lian Chua & G. C. Lim & Penelope Smith, 2008. "A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model," Melbourne Institute Working Paper Series wp2008n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  6. Chew Lian Chua & Robert Dixon & G. C. Lim, 2007. "What Drives Worker Flows?," Melbourne Institute Working Paper Series wp2007n34, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  7. Paul D. McNelis & Guay Lim, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Computing in Economics and Finance 2006 104, Society for Computational Economics.
    Other versions:
    Published as:

  8. Robert Dixon & John Freebairn & G. C. Lim, 2006. "Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data," Melbourne Institute Working Paper Series wp2006n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  9. G. C. Lim & Paul D. McNelis, 2006. "Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes," Melbourne Institute Working Paper Series wp2006n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  10. Felicity Pang & G.A. Meagher & G.C. Lim, 2006. "An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods," Centre of Policy Studies/IMPACT Centre Working Papers g-158, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]

  11. Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics. [Downloadable!]
    Published as:

  12. Guay C. Lim & Paul D. McNelis, 2005. "Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes," DNB Working Papers 056, Netherlands Central Bank, Research Department. [Downloadable!]

  13. Jerome Stein & Guay C. Lim, 2004. "Asian Crises: Theory, Evidence, Warning-Signals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  14. Robert Dixon & John Freebairn & G C Lim, 2004. "An Employment Equation For Australia: 1966-2001," Department of Economics - Working Papers Series 892, The University of Melbourne. [Downloadable!]

  15. Robert Dixon & John Freebairn & G. C. Lim, 2004. "A Framework For Understanding Changes In The Unemployment Rate In A Flows Context: An Examination Net Flows In The Australian Labour Market," Department of Economics - Working Papers Series 910, The University of Melbourne. [Downloadable!]

  16. Robert Dixon & G.C. Lim, 2004. "The Incidence of Long-Term Unemployment in Australia 1978-2003," Department of Economics - Working Papers Series 903, The University of Melbourne. [Downloadable!]

  17. Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004. "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings 331, Econometric Society. [Downloadable!]

  18. Paul D. McNelis & Guay C. Lim, 2004. "Inflation Targeting and Q Volatility in Small Open Economies," Econometric Society 2004 Far Eastern Meetings 505, Econometric Society. [Downloadable!]
    Other versions:

  19. Robert Dixon & Guay Lim, 2003. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," Department of Economics - Working Papers Series 878, The University of Melbourne. [Downloadable!]
    Published as:

  20. G.C. Lim & P.D. McNelis, 2002. "Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy?," Computing in Economics and Finance 2002 68, Society for Computational Economics.
    Other versions:

  21. Robert Dixon & John Freebairn & G. C. Lim, 2002. "Why Are Recessions As Deep As They Are? The Behaviour Over Time Of The Outflow From Unemployment: A New Perspective," Department of Economics - Working Papers Series 842, The University of Melbourne. [Downloadable!]

  22. G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers 4/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  23. G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  24. T.C.Y. Kam & G.C. Lim, 2001. "Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy," Department of Economics - Working Papers Series 817, The University of Melbourne. [Downloadable!]

  25. G.C. Lim & Paul D. McNelis, 2001. "Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy?," Boston College Working Papers in Economics 509, Boston College Department of Economics. [Downloadable!]

  26. Dixon, R. & Lim, G.C. & Thomson, J., 2001. "Australian Gross Flows Data: The Labour Force Survey and the Size of the Population Represented by the Matched Sample," Department of Economics - Working Papers Series 810, The University of Melbourne.

  27. G. C. Lim, 2000. "Misalignment and Managed Exchange Rates - An Application to the Thai Baht," IMF Working Papers 00/63, International Monetary Fund.

  28. Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, EconWPA. [Downloadable!]

  29. Lim, G.C. & Martin, V.L., 1995. "A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash," Department of Economics - Working Papers Series 483, The University of Melbourne.

  30. Lim, G.C. & Martin, V.L., 1995. "Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics," Department of Economics - Working Papers Series 482, The University of Melbourne.

Articles

  1. G. C. Lim, 2009. "Inflation Targeting," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 110-118, 03. [Downloadable!] (restricted)

  2. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, 03. [Downloadable!] (restricted)

  3. Lim, G.C. & McNelis, Paul D., 2007. "Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 865-886, October. [Downloadable!] (restricted)

  4. Lim, G.C. & McNelis, Paul D., 2007. "Inflation targeting, learning and Q volatility in small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3699-3722, November. [Downloadable!] (restricted)
    Other versions:

  5. Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August. [Downloadable!] (restricted)
    Other versions:

  6. Soo Khoon Goh & Guay C. Lim & Nilss Olekalns, 2006. "Deviations from uncovered interest parity in Malaysia," Applied Financial Economics, Taylor and Francis Journals, vol. 16(10), pages 745-759, June. [Downloadable!] (restricted)

  7. G. Lim & Paul Mcnelis, 2006. "Central Bank Learning and Taylor Rules with Sticky Import Prices," Computational Economics, Springer, vol. 28(2), pages 155-175, September. [Downloadable!] (restricted)

  8. Lim, G.C. & Martin, G.M. & Martin, V.L., 2006. "Pricing currency options in the presence of time-varying volatility and non-normalities," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 291-314, July. [Downloadable!] (restricted)

  9. V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404. [Downloadable!]
    Other versions:

  10. Lim, G.C., 2005. "Currency risk in excess equity returns: a multi time-varying beta approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 189-207, July. [Downloadable!] (restricted)

  11. Robert Dixon & John Freebairn & G.C. Lim, 2005. "An Employment Equation for Australia," The Economic Record, The Economic Society of Australia, vol. 81(254), pages 204-214, 09. [Downloadable!] (restricted)

  12. G. Lim, 2005. "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, vol. 30(2), pages 411-426, 09. [Downloadable!] (restricted)

  13. Lim, G. C. & McNelis, Paul D., 2004. "Learning and the monetary policy strategy of the European Central Bank," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 997-1010. [Downloadable!] (restricted)

  14. Robert Dixon & G.C. Lim, 2004. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," The Economic Record, The Economic Society of Australia, vol. 80(251), pages 373-386, December. [Downloadable!] (restricted)
    Other versions:

  15. Jerome L. Stein & Guay C. Lim, 2002. "Introduction to "Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications"," Australian Economic Papers, Blackwell Publishing, vol. 41(4), pages 329-341, December. [Downloadable!] (restricted)

  16. Guay C. Lim, 2002. "Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3," Australian Economic Papers, Blackwell Publishing, vol. 41(4), pages 557-576, December. [Downloadable!] (restricted)

  17. Lim, G C, 2001. "Bank Interest Rate Adjustments: Are They Asymmetric?," The Economic Record, The Economic Society of Australia, vol. 77(237), pages 135-47, June. [Downloadable!] (restricted)

  18. G. C. Lim, 1999. "Hedge Funds and Currency Crises," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 32(2), pages 191-196. [Downloadable!] (restricted)

  19. Lim, G C & McNelis, Paul D, 1998. "The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 217-28, July. [Downloadable!] (restricted)

  20. Lim, G. C. & Lye, J. N. & Martin, G. M. & Martin*, V. L., 1998. "The distribution of exchange rate returns and the pricing of currency options," Journal of International Economics, Elsevier, vol. 45(2), pages 351-368, August. [Downloadable!] (restricted)

  21. Lim, G. C. & Martin, Vance L. & Teo, Leslie E., 1998. "Endogenous Jumping And Asset Price Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 2(02), pages 213-237, June. [Downloadable!]

  22. Lim, G C & McKenzie, C R, 1998. "Testing the Rationality of Expectations in the Australian Foreign Exchange Market Using Survey Data with Missing Observations," Applied Financial Economics, Taylor and Francis Journals, vol. 8(2), pages 181-90, April. [Downloadable!] (restricted)

  23. Lim, G. C., 1997. "Estimating portfolio models from financial flow data: A reply," Economic Modelling, Elsevier, vol. 14(2), pages 307-308, April. [Downloadable!] (restricted)

  24. G.C. Lim, 1997. "The Wallis Report: An Agenda for Financial Reform?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 30(3), pages 301-303. [Downloadable!] (restricted)

  25. G.C. Lim & Vance L. Martin, 1995. "Regression-based cointegration estimators with applications," Journal of Economic Studies, Emerald Group Publishing, vol. 22(1), pages 3-22, January. [Downloadable!] (restricted)

  26. Lim, G C & Kells, Stuart S, 1995. "Portfolio Implications of an Equity Rain in Australia," The Economic Record, The Economic Society of Australia, vol. 71(215), pages 367-78, December.

  27. Lim, G C & Martin, Vance L, 1994. "A Spectral-Temporal Index with an Application to U.S. Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 81-93, January.

  28. Lim, G C & Martin, Vance L, 1994. "Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991," Australian Economic Papers, Blackwell Publishing, vol. 33(62), pages 75-95, June.

  29. Lim, G C, 1993. "The Demand for the Components of Broad Money: Error-Correction and Generalized Asset Adjustment Systems," Applied Economics, Taylor and Francis Journals, vol. 25(8), pages 995-1004, August.

  30. Lim, G. C., 1992. "Testing for the fundamental determinants of the long run real exchange rate," Journal of Banking & Finance, Elsevier, vol. 16(3), pages 625-642, June. [Downloadable!] (restricted)

  31. Lim, G C & Dixon, Robert, 1991. "Long- and Short-Run Demand for Currency by the Non-bank Private Sector," Applied Financial Economics, Taylor and Francis Journals, vol. 1(3), pages 159-63, September. [Downloadable!] (restricted)

  32. G. C. Lim & I. R. Harper, 1991. "Official Intervention in the Foreign Exchange Market," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 24(4), pages 67-71. [Downloadable!] (restricted)

  33. Lim, G. C., 1991. "Estimating portfolio models from financial flow data : An analysis of the demand for liabilities, real assets and financial assets by the household sector," Economic Modelling, Elsevier, vol. 8(2), pages 219-224, April. [Downloadable!] (restricted)

  34. G. C. Lim, 1990. "Comment: on 'Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange'," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 23(2), pages 106-107. [Downloadable!] (restricted)

  35. G. C. Lim, 1990. "Foreign exchange Markets and the Australian Dollar," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 23(3), pages 44-50. [Downloadable!] (restricted)

  36. Ian R. Harper & G. C. Lim, 1989. "Is Monetary Policy Too Tight?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 22(2), pages 15-24. [Downloadable!] (restricted)

  37. Ian R. Harper & G. C. Lim, 1988. "Financial Implications of the Commonwealth Budget Surplus," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 21(4), pages 19-25. [Downloadable!] (restricted)

  38. G. C. Lim & B. R. Parmenter, 1985. "An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 18(2), pages 19-26. [Downloadable!] (restricted)

  39. G. C. Lim, 1985. "GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 18(4), pages 21-27. [Downloadable!] (restricted)

  40. G. C. Lim, 1984. "The Martin Report," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 17(2), pages 26-34. [Downloadable!] (restricted)

  41. G.C. Lim, 1984. "The Money Supply in Australia: Prospects for 1984-85," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 17(4), pages 18-22. [Downloadable!] (restricted)

  42. Lim, G. C., 1981. "A portfolio model estimator," Economics Letters, Elsevier, vol. 8(3), pages 247-253. [Downloadable!] (restricted)

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2001-10-09 2004-08-16 2006-05-27 2008-10-28
  2. NEP-CFN: Corporate Finance (1) 2004-10-30
  3. NEP-ECM: Econometrics (2) 2002-08-10 2008-08-31
  4. NEP-EFF: Efficiency & Productivity (1) 2008-07-14
  5. NEP-ETS: Econometric Time Series (2) 2002-04-25 2002-08-08
  6. NEP-FIN: Finance (3) 2002-08-08 2004-05-02 2004-10-30
  7. NEP-FMK: Financial Markets (3) 1998-10-08 2002-04-25 2007-01-13
  8. NEP-FOR: Forecasting (1) 2009-07-28
  9. NEP-IFN: International Finance (4) 1998-10-02 2001-10-09 2002-08-08 2004-08-09
  10. NEP-LAB: Labour Economics (3) 2008-01-05 2008-10-28 2009-07-28
  11. NEP-MAC: Macroeconomics (7) 2004-10-30 2005-12-01 2006-05-27 2006-10-14 2008-07-14 2008-09-20 2008-10-28 Author is listed
  12. NEP-MON: Monetary Economics (3) 2001-10-09 2004-08-16 2004-10-30
  13. NEP-OPM: Open MacroEconomics (1) 2008-09-20
  14. NEP-SEA: South East Asia (1) 2004-08-02
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This page was last updated on 2009-10-29.

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