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Richard Finlay

Personal Details

First Name:Richard
Middle Name:
Last Name:Finlay
Suffix:
RePEc Short-ID:pfi139
[This author has chosen not to make the email address public]
http://scholar.google.com.au/citations?sortby=pubdate&hl=en&user=HXpuHJoAAAAJ&view_op=list

Affiliation

(in no particular order)

University of Sydney, School of Mathematics and Statistics

http://www.maths.usyd.edu.au/
Australia, Sydney

Reserve Bank of Australia

Sydney, Australia
http://www.rba.gov.au/
RePEc:edi:rbagvau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jonathan Hambur & Richard Finlay, 2018. "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers rdp2018-02, Reserve Bank of Australia.
  2. Richard Finlay & Andrew Staib & Max Wakefield, 2018. "Where's the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes," RBA Research Discussion Papers rdp2018-12, Reserve Bank of Australia.
  3. Daniel Rees & David Lancaster & Richard Finlay, 2014. "A State-space Approach to Australian GDP Measurement," RBA Research Discussion Papers rdp2014-12, Reserve Bank of Australia.
  4. Richard Finlay & Fiona Price, 2014. "Household Saving in Australia," RBA Research Discussion Papers rdp2014-03, Reserve Bank of Australia.
  5. Callan Windsor & Jarkko Jääskelä & Richard Finlay, 2013. "Home Prices and Household Spending," RBA Research Discussion Papers rdp2013-04, Reserve Bank of Australia.
  6. Richard Finlay & Sebastian Wende, 2011. "Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds," RBA Research Discussion Papers rdp2011-01, Reserve Bank of Australia.
  7. Richard Finlay & Mark Chambers, 2008. "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers rdp2008-09, Reserve Bank of Australia.

Articles

  1. Richard Finlay & Andrew Staib & Max Wakefield, 2020. "Where’s the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(1), pages 22-34, March.
  2. Finlay, Richard & Seneta, Eugene, 2017. "A scalar-valued infinitely divisible random field with Pólya autocorrelation," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 141-146.
  3. Daniel M. Rees & David Lancaster & Richard Finlay, 2015. "A State-Space Approach to Australian Gross Domestic Product Measurement," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 48(2), pages 133-149, June.
  4. Callan Windsor & Jarkko P. Jääskelä & Richard Finlay, 2015. "Housing Wealth Effects: Evidence from an Australian Panel," Economica, London School of Economics and Political Science, vol. 82(327), pages 552-577, July.
  5. Finlay Richard & Price Fiona, 2015. "Household saving in Australia," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 677-704, July.
  6. Richard Finlay & Fiona Price, 2014. "The Rise in Household Saving," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 1-10, June.
  7. Finlay, Richard & Jääskelä, Jarkko P., 2014. "Credit supply shocks and the global financial crisis in three small open economies," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 270-276.
  8. Amy Beech & Rosetta Dollman & Richard Finlay & Gianni La Cava, 2014. "The Distribution of Household Spending in Australia," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 13-22, March.
  9. Richard Finlay, 2012. "The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 19-27, March.
  10. Richard Finlay & David Olivan, 2012. "Extracting Information from Financial Market Instruments," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 45-54, March.
  11. Richard Finlay & Sebastian Wende, 2012. "Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 111-142, June.
  12. Finlay, Richard & Seneta, Eugene, 2012. "A Generalized Hyperbolic model for a risky asset with dependence," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2164-2169.
  13. Ryan Fox & Richard Finlay, 2012. "Dwelling Prices and Household Income," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 13-22, December.
  14. Richard Finlay & Callum Jones, 2011. "Time-varying term premia and the expectations hypothesis in Australia," Applied Economics Letters, Taylor & Francis Journals, vol. 18(2), pages 133-136.
  15. Richard Finlay & Thomas Fung & Eugene Seneta, 2011. "Autocorrelation Functions," International Statistical Review, International Statistical Institute, vol. 79(2), pages 255-271, August.
  16. Richard Finlay & Mark Chambers, 2009. "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 383-400, December.
  17. Richard Finlay & Eugene Seneta, 2008. "Stationary‐Increment Variance‐Gamma and t Models: Simulation and Parameter Estimation," International Statistical Review, International Statistical Institute, vol. 76(2), pages 167-186, August.
  18. Richard Finlay & Eugene Seneta, 2008. "Option Pricing With Vg–Like Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 943-955.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jonathan Hambur & Richard Finlay, 2018. "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers rdp2018-02, Reserve Bank of Australia.

    Cited by:

    1. Jonathan Hambur & Gianni La Cava, 2018. "Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data," RBA Research Discussion Papers rdp2018-05, Reserve Bank of Australia.
    2. Burçin Kısacıkoğlu, 2020. "Real Term Structure and New Keynesian Models," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 95-139, June.

  2. Richard Finlay & Andrew Staib & Max Wakefield, 2018. "Where's the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes," RBA Research Discussion Papers rdp2018-12, Reserve Bank of Australia.

    Cited by:

    1. Anton Schautzer & Helmut Stix, 2019. "Approaching 20 years of euro cash in Austria: What has changed, and what’s next?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/19, pages 99-112.

  3. Daniel Rees & David Lancaster & Richard Finlay, 2014. "A State-space Approach to Australian GDP Measurement," RBA Research Discussion Papers rdp2014-12, Reserve Bank of Australia.

    Cited by:

    1. Daniel Rees & Penelope Smith & Jamie Hall, 2015. "A Multi-sector Model of the Australian Economy," RBA Research Discussion Papers rdp2015-07, Reserve Bank of Australia.

  4. Richard Finlay & Fiona Price, 2014. "Household Saving in Australia," RBA Research Discussion Papers rdp2014-03, Reserve Bank of Australia.

    Cited by:

    1. Glenn Abela & William Gatt, 2021. "Saving behaviour in Malta: Insights from the Household Budgetary Survey," CBM Working Papers WP/02/2021, Central Bank of Malta.
    2. Adriana Helena Cruz León & José Carlos Trejo García & Humberto Ríos Bolívar, 2019. "Desarrollo de un modelo logit para examinar el comportamiento del ahorro en la región centro de México, de acuerdo al perfil de los hogares," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(1), pages 57-77, Enero-Mar.
    3. Susan Black & Lamorna Rogers & Albina Soultanaeva, 2012. "Households' Appetite for Financial Risk," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 37-42, June.
    4. Kamruzzaman, Md. & Shatu, Farjana & Habib, Khandker Nurul, 2020. "Travel behaviour in Brisbane: Trends, saturation, patterns and changes," Transportation Research Part A: Policy and Practice, Elsevier, vol. 140(C), pages 231-250.
    5. Wei-Ting Pan, 2016. "The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2016.

  5. Callan Windsor & Jarkko Jääskelä & Richard Finlay, 2013. "Home Prices and Household Spending," RBA Research Discussion Papers rdp2013-04, Reserve Bank of Australia.

    Cited by:

    1. Christian Gillitzer & Jin Cong Wang, 2015. "Housing Wealth Effects: Cross-sectional Evidence from New Vehicle Registrations," RBA Research Discussion Papers rdp2015-08, Reserve Bank of Australia.
    2. Richard Finlay & Fiona Price, 2014. "Household Saving in Australia," RBA Research Discussion Papers rdp2014-03, Reserve Bank of Australia.
    3. Windsor, Callan & La Cava, Gianni & Hansen, James, 2015. "Home price beliefs: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 29(C), pages 41-58.
    4. Richard Finlay & Fiona Price, 2014. "The Rise in Household Saving," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 1-10, June.
    5. Vicente Esteve & María A. Prats, 2021. "Testing for rational bubbles in Australian housing market from a long-term perspective," Working Papers 2113, Department of Applied Economics II, Universidad de Valencia.
    6. Kadir Atalay & Stephen Whelan & Judith Yates, 2016. "House Prices, Wealth and Consumption: New Evidence from Australia and Canada," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 69-91, March.
    7. Fiona Price & Benjamin Beckers & Gianni La Cava, 2019. "The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data," RBA Research Discussion Papers rdp2019-06, Reserve Bank of Australia.
    8. Callan Windsor & Gianni La Cava & James Hansen, 2014. "Home Price Beliefs in Australia," RBA Research Discussion Papers rdp2014-04, Reserve Bank of Australia.

  6. Richard Finlay & Sebastian Wende, 2011. "Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds," RBA Research Discussion Papers rdp2011-01, Reserve Bank of Australia.

    Cited by:

    1. Camba-Méndez, Gonzalo & Werner, Thomas, 2017. "The inflation risk premium in the post-Lehman period," Working Paper Series 2033, European Central Bank.
    2. Jonathan Hambur & Richard Finlay, 2018. "Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia," RBA Research Discussion Papers rdp2018-02, Reserve Bank of Australia.
    3. David Norman & Anthony Richards, 2012. "The Forecasting Performance of Single Equation Models of Inflation," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 64-78, March.
    4. Will Devlin & Deepika Patwardhan, 2012. "Measuring market inflation expectations," Economic Roundup, The Treasury, Australian Government, issue 2, pages 5-17, August.
    5. Tahlee Stone, 2016. "The Sensitivity of Personal Income to GDP Growth," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 1-9, December.
    6. Angus Moore, 2016. "Measures of Inflation Expectations in Australia," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 23-31, December.
    7. Andreasen, Martin M. & Christensen, Jens H.E. & Rudebusch, Glenn D., 2019. "Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices," Journal of Econometrics, Elsevier, vol. 212(1), pages 26-46.
    8. Tosapol Apaitan, 2015. "Extracting Market Inflation Expectations: A Semi-structural Macro-finance Term Structure Model," PIER Discussion Papers 4, Puey Ungphakorn Institute for Economic Research.

  7. Richard Finlay & Mark Chambers, 2008. "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers rdp2008-09, Reserve Bank of Australia.

    Cited by:

    1. Anthony Brassil & Jon Cheshire & Joseph Muscatello, 2018. "The Transmission of Monetary Policy through Banks' Balance Sheets," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
    2. Richard Finlay & Callum Jones, 2011. "Time-varying term premia and the expectations hypothesis in Australia," Applied Economics Letters, Taylor & Francis Journals, vol. 18(2), pages 133-136.
    3. Robert J. Bianchi & Michael E. Drew & Eduardo Roca & Timothy Whittaker, 2017. "Risk factors in Australian bond returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(2), pages 373-400, June.
    4. Rui Chen & Meng Wang & Jiri Svec, 2017. "Australian Bond Excess Returns: An Asset Allocation Perspective," Australian Economic Papers, Wiley Blackwell, vol. 56(2), pages 163-173, June.
    5. Li, Matthew C., 2016. "US term structure and international stock market volatility: The role of the expectations factor and the maturity premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 1-15.
    6. Vijay A Murik, 2013. "Measuring monetary policy expectations," Australian Journal of Management, Australian School of Business, vol. 38(1), pages 49-65, April.

Articles

  1. Richard Finlay & Andrew Staib & Max Wakefield, 2020. "Where’s the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(1), pages 22-34, March.

    Cited by:

    1. Luca Baldo & Elisa Bonifacio & Marco Brandi & Michelina Lo Russo & Gianluca Maddaloni & Andrea Nobili & Giorgia Rocco & Gabriele Sene & Massimo Valentini, 2021. "Inside the black box: tools for understanding cash circulation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 7, Bank of Italy, Directorate General for Markets and Payment System.
    2. Martin Brown & Nicole Hentschel & Hannes Mettler & Helmut Stix, 2020. "Financial Innovation, Payment Choice and Cash Demand – Causal Evidence from the Staggered Introduction of Contactless Debit Cards," Working Papers 230, Oesterreichische Nationalbank (Austrian Central Bank).
    3. Anton Schautzer & Helmut Stix, 2019. "Approaching 20 years of euro cash in Austria: What has changed, and what’s next?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/19, pages 99-112.
    4. James Caddy & Luc Delaney & Chay Fisher, 2020. "Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey," RBA Research Discussion Papers rdp2020-06, Reserve Bank of Australia.

  2. Daniel M. Rees & David Lancaster & Richard Finlay, 2015. "A State-Space Approach to Australian Gross Domestic Product Measurement," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 48(2), pages 133-149, June.

    Cited by:

    1. Kleyton Vieira Sales da Costa & Felipe Leite Coelho da Silva & Josiane da Silva Cordeiro Coelho, 2020. "Forecasting Quarterly Brazilian GDP: Univariate Models Approach," Papers 2010.13259, arXiv.org.
    2. Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Papers 1808.04970, arXiv.org.

  3. Callan Windsor & Jarkko P. Jääskelä & Richard Finlay, 2015. "Housing Wealth Effects: Evidence from an Australian Panel," Economica, London School of Economics and Political Science, vol. 82(327), pages 552-577, July.

    Cited by:

    1. Soeren Leth-Petersen & Henrik Yde Andersen, 2019. "Housing Wealth or Collateral: How Home Value Shocks Drive Home Equity Extraction and Spending," CEBI working paper series 19-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
    2. Richard Finlay & Fiona Price, 2014. "Household Saving in Australia," RBA Research Discussion Papers rdp2014-03, Reserve Bank of Australia.
    3. David F Hendry & John N J Muellbauer, 2018. "The future of macroeconomics: macro theory and models at the Bank of England," Oxford Review of Economic Policy, Oxford University Press, vol. 34(1-2), pages 287-328.
    4. Tim Atkin & Gianni La Cava, 2017. "The Transmission of Monetary Policy: How Does It Work?," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 01-08, September.
    5. Masahiro HORI & Takeshi NIIZEKI, 2017. "Housing Wealth Effects in Japan: Evidence Based on Household Micro Data," ESRI Discussion paper series 339, Economic and Social Research Institute (ESRI).
    6. Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    7. Paul Frijters & Benno Torgler & Christian Gillitzer & Jin Cong Wang, 2016. "Housing Wealth Effects: Cross-sectional Evidence from New Vehicle Registrations," The Economic Record, The Economic Society of Australia, vol. 92, pages 30-51, June.
    8. Kim, Daehwan & Nilsen, Jeffrey, 2021. "Testing the presence of borrowing constraints from consumption responses to housing deposit changes," Journal of Asian Economics, Elsevier, vol. 74(C).
    9. Lu Zhang, 2019. "Do house prices matter for household consumption?," CPB Discussion Paper 396, CPB Netherlands Bureau for Economic Policy Analysis.
    10. Chi-Wei Su & Xiao-Cui Yin & Ran Tao, 2018. "How do housing prices affect consumption in China? New evidence from a continuous wavelet analysis," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-14, September.
    11. Valadkhani, Abbas & Costello, Greg & Ratti, Ronald, 2016. "House price cycles in Australia’s four largest capital cities," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 11-22.
    12. Mairead Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao, 2021. "Are Housing Wealth Effects Asymmetric in Booms and Busts?," The Journal of Real Estate Finance and Economics, Springer, vol. 62(4), pages 578-628, May.

  4. Finlay Richard & Price Fiona, 2015. "Household saving in Australia," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 677-704, July.
    See citations under working paper version above.
  5. Finlay, Richard & Jääskelä, Jarkko P., 2014. "Credit supply shocks and the global financial crisis in three small open economies," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 270-276.

    Cited by:

    1. Rilind Kabashi & Katerina Suleva, 2016. "Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions," Working Papers 2016-02, National Bank of the Republic of North Macedonia.
    2. Driver, Ciaran & Muñoz-Bugarin, Jair, 2019. "Financial constraints on investment: Effects of firm size and the financial crisis," Research in International Business and Finance, Elsevier, vol. 47(C), pages 441-457.
    3. Varang Wiriyawit & Benjamin Wong, 2014. "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers 2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Richard Finlay & Fiona Price, 2014. "Household Saving in Australia," RBA Research Discussion Papers rdp2014-03, Reserve Bank of Australia.
    5. Daniel Rees & Penelope Smith & Jamie Hall, 2015. "A Multi-sector Model of the Australian Economy," RBA Research Discussion Papers rdp2015-07, Reserve Bank of Australia.
    6. Hamish Burrell & Joaquin Vespignani, 2019. "The industrial impact of economic uncertainty shocks in Australia," CAMA Working Papers 2019-89, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Benjamin Beckers, 2020. "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers rdp2020-01, Reserve Bank of Australia.
    8. Victor Pontines, 2020. "The real effects of loan-to-value limits: Empirical evidence from Korea," CAMA Working Papers 2020-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Kim Abildgren, 2016. "A century of macro-financial linkages," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 8(4), pages 458-471, November.
    10. Dobromił Serwa & Piotr Wdowiński, 2017. "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 323-357, December.
    11. Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.
    12. Fisher, Lance A. & Huh, Hyeon-seung, 2016. "Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 177-191.
    13. Sangyup Choi, 2018. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey," Working papers 2018rwp-126, Yonsei University, Yonsei Economics Research Institute.

  6. Amy Beech & Rosetta Dollman & Richard Finlay & Gianni La Cava, 2014. "The Distribution of Household Spending in Australia," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 13-22, March.

    Cited by:

    1. Greg Kaplan & Gianni La Cava & Tahlee Stone, 2018. "Household Economic Inequality in Australia," The Economic Record, The Economic Society of Australia, vol. 94(305), pages 117-134, June.
    2. Giancarlo La Cava, 2015. "The development of databases linking micro and macro data - an Australian perspective," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Assessing household financial positions in Asia, volume 40, Bank for International Settlements.

  7. Richard Finlay, 2012. "The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 19-27, March.

    Cited by:

    1. Whelan, Stephen & Atalay, Kadir & Hayward, Richard Donald, 2018. "Asset portfolio retirement decisions: the role of the tax and transfer system," SocArXiv akj8w, Center for Open Science.
    2. Nicholas Biddle & Maxine Montaigne, 2017. "Income Inequality in Australia – Decomposing by City and Suburb," Economic Papers, The Economic Society of Australia, vol. 36(4), pages 367-379, December.
    3. Paul Ryan & Tahlee Stone, 2016. "Household Wealth in Australia: Evidence from the 2014 HILDA Survey," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 1-8, June.
    4. eccleston, richard & Verdouw, Julia & Flanagan, Kathleen & Warren, Neil & Duncan, Alan & Ong, Rachel & Whelan, Stephen & Atalay, Kadir & Hayward, Richard Donald, 2018. "Pathways to housing tax reform," SocArXiv 8xrbe, Center for Open Science.
    5. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016. "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 241-267, June.
    6. Frijters, Paul & Johnston, David W. & Shields, Michael A. & Sinha, Kompal, 2015. "A lifecycle perspective of stock market performance and wellbeing," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 237-250.
    7. Barbara Broadway & John P. Haisken-DeNew, 2019. "Keep calm and consume? Subjective uncertainty and precautionary savings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 481-505, July.
    8. Geoffrey Kingston & Susan Thorp, 2019. "Superannuation in Australia: A Survey of the Literature," The Economic Record, The Economic Society of Australia, vol. 95(308), pages 141-160, March.
    9. Ellis Connolly & Fiona Fleming & Jarkko Jääskelä, 2012. "Households' Interest-bearing Assets," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 23-32, December.

  8. Richard Finlay & David Olivan, 2012. "Extracting Information from Financial Market Instruments," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 45-54, March.

    Cited by:

    1. Tahlee Stone, 2016. "The Sensitivity of Personal Income to GDP Growth," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 1-9, December.
    2. Ryan Fox & Peter Tulip, 2014. "Is Housing Overvalued?," RBA Research Discussion Papers rdp2014-06, Reserve Bank of Australia.
    3. Bobby Lien & Andrew Zurawski, 2012. "Liquidity in the Australian Treasury Bond Futures Market," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 49-58, June.
    4. Angus Moore, 2016. "Measures of Inflation Expectations in Australia," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 23-31, December.
    5. Rui Chen & Meng Wang & Jiri Svec, 2017. "Australian Bond Excess Returns: An Asset Allocation Perspective," Australian Economic Papers, Wiley Blackwell, vol. 56(2), pages 163-173, June.

  9. Richard Finlay & Sebastian Wende, 2012. "Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds," International Journal of Central Banking, International Journal of Central Banking, vol. 8(2), pages 111-142, June.
    See citations under working paper version above.
  10. Finlay, Richard & Seneta, Eugene, 2012. "A Generalized Hyperbolic model for a risky asset with dependence," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2164-2169.

    Cited by:

    1. Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.

  11. Ryan Fox & Richard Finlay, 2012. "Dwelling Prices and Household Income," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 13-22, December.

    Cited by:

    1. Ross Kendall & Peter Tulip, 2018. "The Effect of Zoning on Housing Prices," RBA Research Discussion Papers rdp2018-03, Reserve Bank of Australia.
    2. Ryan Fox & Peter Tulip, 2014. "Is Housing Overvalued?," RBA Research Discussion Papers rdp2014-06, Reserve Bank of Australia.
    3. Christopher G Gibbs & Jonathan Hambur & Gabriela Nodari, 2018. "DSGE Reno: Adding a Housing Block to a Small Open Economy Model," RBA Research Discussion Papers rdp2018-04, Reserve Bank of Australia.
    4. Yanotti, Maria Belen, 2013. "A review of the Australian mortgage market," Working Papers 2014-01, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Aug 2013.
    5. Dominic Crowley & Shuyun May Li, 2016. "An NPV Analysis of Buying versus Renting for Prospective Australian First Home Buyers," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 606-630, December.

  12. Richard Finlay & Callum Jones, 2011. "Time-varying term premia and the expectations hypothesis in Australia," Applied Economics Letters, Taylor & Francis Journals, vol. 18(2), pages 133-136.

    Cited by:

    1. Samih Antoine Azar, 2018. "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, vol. 11(2), pages 70-78, February.
    2. Vijay A. Murik, 2013. "Bond pricing with a surface of zero coupon yields," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 497-512, June.

  13. Richard Finlay & Thomas Fung & Eugene Seneta, 2011. "Autocorrelation Functions," International Statistical Review, International Statistical Institute, vol. 79(2), pages 255-271, August.

    Cited by:

    1. Chunsheng Ma, 2017. "Vector Stochastic Processes with Pólya-Type Correlation Structure," International Statistical Review, International Statistical Institute, vol. 85(2), pages 340-354, August.
    2. Finlay, Richard & Seneta, Eugene, 2017. "A scalar-valued infinitely divisible random field with Pólya autocorrelation," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 141-146.
    3. Wang, Fangfang & Ma, Chunsheng, 2019. "ℓ1-symmetric vector random fields," Stochastic Processes and their Applications, Elsevier, vol. 129(7), pages 2466-2484.
    4. Fahim Afzal & Pan Haiying & Farman Afzal & Asif Mahmood & Amir Ikram, 2021. "Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model," SAGE Open, , vol. 11(1), pages 21582440211, March.

  14. Richard Finlay & Mark Chambers, 2009. "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 383-400, December.
    See citations under working paper version above.
  15. Richard Finlay & Eugene Seneta, 2008. "Stationary‐Increment Variance‐Gamma and t Models: Simulation and Parameter Estimation," International Statistical Review, International Statistical Institute, vol. 76(2), pages 167-186, August.

    Cited by:

    1. Göncü, Ahmet & Karahan, Mehmet Oğuz & Kuzubaş, Tolga Umut, 2016. "A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 69-83.
    2. Boris Buchmann & Benjamin Kaehler & Ross Maller & Alexander Szimayer, 2015. "Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing," Papers 1502.03901, arXiv.org, revised Oct 2016.
    3. Leonenko, N.N. & Petherick, S. & Sikorskii, A., 2012. "A normal inverse Gaussian model for a risky asset with dependence," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 109-115.
    4. Buchmann, Boris & Kaehler, Benjamin & Maller, Ross & Szimayer, Alexander, 2017. "Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing," Stochastic Processes and their Applications, Elsevier, vol. 127(7), pages 2208-2242.
    5. Gian P. Cervellera & Marco P. Tucci, 2017. "A note on the Estimation of a Gamma-Variance Process: Learning from a Failure," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 363-385, March.
    6. Roberto Marfè, 2012. "A generalized variance gamma process for financial applications," Quantitative Finance, Taylor & Francis Journals, vol. 12(1), pages 75-87, June.
    7. Bartłomiej Bollin & Robert Ślepaczuk, 2020. "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers 2020-31, Faculty of Economic Sciences, University of Warsaw.
    8. Thomas Fung & Joanna J.J. Wang & Eugene Seneta, 2014. "The Deviance Information Criterion in Comparison of Normal Mixing Models," International Statistical Review, International Statistical Institute, vol. 82(3), pages 411-421, December.
    9. Boris Buchmann & Kevin W. Lu & Dilip B. Madan, 2019. "Calibration for Weak Variance-Alpha-Gamma Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1151-1164, December.
    10. Thomas Fung & Eugene Seneta, 2010. "Modelling and Estimation for Bivariate Financial Returns," International Statistical Review, International Statistical Institute, vol. 78(1), pages 117-133, April.
    11. Fung, Thomas & Wang, Joanna J.J. & Seneta, Eugene, 2013. "Contaminated Variance–Mean mixing model," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 258-267.
    12. Thanakorn Nitithumbundit & Jennifer S. K. Chan, 2020. "ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1169-1191, September.
    13. Finlay, Richard & Seneta, Eugene, 2012. "A Generalized Hyperbolic model for a risky asset with dependence," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2164-2169.
    14. Boris Buchmann & Kevin W. Lu & Dilip B. Madan, 2018. "Calibration for Weak Variance-Alpha-Gamma Processes," Papers 1801.08852, arXiv.org, revised Jul 2018.
    15. Loregian, Angela & Mercuri, Lorenzo & Rroji, Edit, 2012. "Approximation of the variance gamma model with a finite mixture of normals," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 217-224.
    16. Barsotti, Flavia & Viva, Luca Del, 2015. "Performance and determinants of the Merton structural model: Evidence from hedging coefficients," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 95-111.

  16. Richard Finlay & Eugene Seneta, 2008. "Option Pricing With Vg–Like Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 943-955.

    Cited by:

    1. Lynn Boen & Florence Guillaume, 2020. "Towards a $$\Delta $$Δ-Gamma Sato multivariate model," Review of Derivatives Research, Springer, vol. 23(1), pages 1-39, April.
    2. Marina Marena & Andrea Romeo & Patrizia Semeraro, 2018. "Multivariate Factor-Based Processes With Sato Margins," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 1-30, February.
    3. Florence Guillaume, 2013. "The αVG model for multivariate asset pricing: calibration and extension," Review of Derivatives Research, Springer, vol. 16(1), pages 25-52, April.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2009-01-03 2013-04-20 2014-04-29 2014-11-12 2018-03-05 2018-12-17. Author is listed
  2. NEP-MON: Monetary Economics (3) 2009-01-03 2018-03-05 2018-12-17
  3. NEP-FMK: Financial Markets (1) 2009-01-03
  4. NEP-PAY: Payment Systems & Financial Technology (1) 2018-12-17
  5. NEP-URE: Urban & Real Estate Economics (1) 2013-04-20

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