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Jeffrey Sheen

Personal Details

First Name:Jeffrey
Middle Name:
Last Name:Sheen
Suffix:
RePEc Short-ID:psh41
[This author has chosen not to make the email address public]
Department of Economics, Macquarie University NSW 2109, AUSTRALIA
+612 9850 7287

Affiliation

(50%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

(50%) Department of Economics
Business School
Macquarie University

Sydney, Australia
https://www.mq.edu.au/macquarie-business-school/our-departments/department-of-economics
RePEc:edi:edmqqau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ben Zhe Wang & Jeffrey Sheen & Stefan Truck & Shih-Kang Chao & Wolfgang Karl Hardle, 2020. "A note on the impact of news on US household inflation expectations," Papers 2009.11557, arXiv.org.
  2. Wolfgang Karl Härdle & Shih-Kang Chao & Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2017. "The impact of news on US household inflation expectations," SFB 649 Discussion Papers SFB649DP2017-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück, 2015. "Conditional Systemic Risk with Penalized Copula," SFB 649 Discussion Papers SFB649DP2015-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben, 2015. "The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?," MPRA Paper 68966, University Library of Munich, Germany.
  5. Sheen, Jeffrey & Wang, Ben Z., 2014. "An Estimated Small Open Economy Model with Labour Market Frictions," Dynare Working Papers 35, CEPREMAP.
  6. Kim, David & Sheen, Jeffrey, 2005. "Consumption Risk-sharing within Australia and with New Zealand," Working Papers 6, University of Sydney, School of Economics.
  7. Shawn Chen-Yu Leu & Jeffrey Sheen, 2005. "Asymmetric Monetary Policy in Australia," Working Papers 2005.02, School of Economics, La Trobe University.
  8. Jeffrey Sheen & David Kim, 2004. "Is there a sufficient risk sharing between Australia and New Zealand?," Econometric Society 2004 Australasian Meetings 125, Econometric Society.
  9. Kim, Suk-Joong & Sheen, Jeffrey, 2004. "Central Bank Interventions in the Yen-Dollar Spot Market," Working Papers 4, University of Sydney, School of Economics.
  10. Chaudhuri, Kausik & Sheen, Jeffrey, 2003. "To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets," Working Papers 1, University of Sydney, School of Economics.
  11. Kim, Suk-Joong & Sheen, Jeffrey, 1998. "International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'," Working Papers 11, University of Sydney, School of Economics.
  12. Sheen, Jeffrey, 1996. "A Theory of Intermediate Services and the Inequality of Nations," Working Papers 241, University of Sydney, School of Economics.
  13. Sheen, Jeffrey, 1996. "A Theory of Intermediate Services and the Inequality of Nations," Working Papers 241, University of Sydney, School of Economics.
  14. Sheen, Jeffrey, 1996. "A Theory of Intermediate Services and the Inequality of Nations," Working Papers 241, University of Sydney, School of Economics.
  15. Phipps, A.J. & Sheen, J.R., 1993. "Unionisation, Industrial Relations and Labour Productivity Growth in Australia: A Pooled Time-Series/Cross-Section Analysis of TFP Growth," Working Papers 190, University of Sydney, School of Economics.
  16. Phipps, A. & Sheen, J. & Wilkins, C., 1992. "The Slowdown In Australian Productivity Growth: Some Aggregated And Disaggregated Evidence," Working Papers 175, University of Sydney, School of Economics.
  17. Phipps, A. & Sheen, J. & Wilkins, C., 1992. "The Slowdown In Australian Productivity Growth: Some Aggregated And Disaggregated Evidence," Working Papers 175, University of Sydney, School of Economics.
  18. Sheen, J., 1990. "Real Wages and the Business Cycle in Australia," Working Papers 142, University of Sydney, School of Economics.
  19. Lahiri, Sajal & Sheen, Jeffrey, 1989. "On Optimal Dumping," Working Papers 128, University of Sydney, School of Economics.
  20. Sheen, Jeffrey, 1989. "International Monetary And Fiscal Policy Cooperation In The Presence Of Wage Inflexibilities," Working Papers 130, University of Sydney, School of Economics.
  21. Lahiri, Sajal & Sheen, Jeffrey, 1989. "A Risk Averse Price-Setting Monopolist In A Model Of International Trade," Working Papers 132, University of Sydney, School of Economics.
  22. Lahiri, Sajal & Sheen, Jeffrey, 1989. "A Risk Averse Price-Setting Monopolist In A Model Of International Trade," Working Papers 132, University of Sydney, School of Economics.
  23. Lahiri, Sajal & Sheen, Jeffrey, 1989. "On Optimal Dumping," Working Papers 128, University of Sydney, School of Economics.
  24. Jeffrey R. Sheen, 1986. "The Effectiveness of Fiscal Policy in an Economy with Anticipatory Wage Contracts," RBA Research Discussion Papers rdp8611, Reserve Bank of Australia.
  25. Jeffrey R. Sheen, 1986. "A Weekly Model of the Floating Australian Dollar," RBA Research Discussion Papers rdp8612, Reserve Bank of Australia.
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Articles

  1. Sheen, Jeffrey & Wang, Ben Zhe, 2023. "Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?," European Economic Review, Elsevier, vol. 152(C).
  2. Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022. "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, vol. 58(C).
  3. Sheen, Jeffrey & Wang, Ben Zhe, 2021. "Measuring macroeconomic disagreement – A mixed frequency approach," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 547-566.
  4. Wang, Ben Zhe & Sheen, Jeffrey & Trück, Stefan & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "A Note On The Impact Of News On Us Household Inflation Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 995-1015, June.
  5. Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, vol. 56(4), pages 1251-1268, April.
  6. Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "Does Monetary Policy Respond to Uncertainty? Evidence from Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 336-343, September.
  7. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2019. "Forecasting exchange rates using principal components," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
  8. Kagiso Mangadi & Jeffrey Sheen, 2017. "Identifying terms of trade shocks in a developing country using a sign restrictions approach," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2298-2315, May.
  9. Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Assessing labor market frictions in a small open economy," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 231-251.
  10. Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Animal spirits and optimal monetary policy design in the presence of labour market frictions," Economic Modelling, Elsevier, vol. 52(PB), pages 898-912.
  11. Jeffrey Sheen & Stefan Trück & Ben Zhe Wang, 2015. "Daily Business and External Condition Indices for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 38-53, June.
  12. Ponomareva, Natalia & Sheen, Jeffrey, 2013. "Australian labor market dynamics across the ages," Economic Modelling, Elsevier, vol. 35(C), pages 453-463.
  13. Leu, Shawn Chen-Yu & Sheen, Jeffrey, 2011. "A small New Keynesian state space model of the Australian economy," Economic Modelling, Elsevier, vol. 28(1-2), pages 672-684, January.
  14. Natalia Ponomareva & Jeffrey Sheen, 2010. "Cyclical Flows in Australian Labour Markets," The Economic Record, The Economic Society of Australia, vol. 86(s1), pages 35-48, September.
  15. David Kim & Jeffrey Sheen, 2007. "Consumption Risk‐Sharing within Australia and with New Zealand," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
  16. Chaudhuri Kausik & Sheen Jeffrey R, 2007. "To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-37, January.
  17. Shawn Chen‐Yu Leu & Jeffrey Sheen, 2006. "Asymmetric Monetary Policy in Australia," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 85-96, September.
  18. Kim, Suk-Joong & Sheen, Jeffrey, 2006. "Interventions in the Yen-dollar spot market: A story of price, volatility and volume," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3191-3214, November.
  19. Kausik Chaudhuri & Jeffrey Sheen, 2004. "Purchasing Power Parity Across States and Goods Within Australia," The Economic Record, The Economic Society of Australia, vol. 80(250), pages 314-329, September.
  20. Kim, Suk-Joong & Sheen, Jeffrey, 2002. "The determinants of foreign exchange intervention by central banks: evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 619-649, October.
  21. Kim, Suk-Joong & Sheen, Jeffrey, 2001. "Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 117-137, April.
  22. Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000. "Central bank intervention and exchange rate volatility -- Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 381-405, December.
  23. Kim, Suk-Joong & Sheen, Jeffrey, 2000. "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 85-113, March.
  24. Jeffrey Sheen, 1999. "Controlling international capital flows," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 1(1), pages 43-59.
  25. A. J. Phipps & J. R. Sheen, 1995. "Macroeconomic Policy and Employment Growth in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 28(1), pages 86-104, January.
  26. Sheen, Jeffrey, 1992. "International monetary and fiscal policy cooperation in the presence of wage inflexibilities : Are both counterproductive?," Journal of Economic Dynamics and Control, Elsevier, vol. 16(2), pages 359-387, April.
  27. Lahiri, Sajal & Sheen, Jeffrey, 1990. "Terms of Trade Vulnerability and National Welfare in a Small Open Economy," Oxford Economic Papers, Oxford University Press, vol. 42(3), pages 526-543, July.
  28. Lahiri, Sajal & Sheen, Jeffrey, 1990. "On Optimal Dumping," Economic Journal, Royal Economic Society, vol. 100(400), pages 127-136, Supplemen.
  29. Sheen, Jeffrey, 1989. "Modelling the floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output?," Journal of International Money and Finance, Elsevier, vol. 8(2), pages 253-276, June.
  30. Giavazzi, Francesco & Sheen, Jeff R & Wyplosz, Charles, 1988. "The Real Exchange Rate and the Fiscal Aspects of a Natural Resource Discovery," Oxford Economic Papers, Oxford University Press, vol. 40(3), pages 427-450, September.
  31. Sheen, Jeffrey, 1987. "Inflation Debt and Fiscal Policy Attitudes," Oxford Economic Papers, Oxford University Press, vol. 39(1), pages 90-110, March.
  32. Sassanpour, Cyrus & Sheen, Jeffrey, 1984. "An empirical analysis of the effect of monetary disequilibria in open economies," Journal of Monetary Economics, Elsevier, vol. 13(1), pages 127-163, January.
  33. Lorie, Henri R & Sheen, Jeffrey R, 1982. "Supply Shocks in a Two Country World with Wage and Price Rigidities," Economic Journal, Royal Economic Society, vol. 92(368), pages 849-867, December.

Chapters

  1. Suk-Joong Kim & Jeffrey Sheen, 2018. "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 7, pages 203-227, World Scientific Publishing Co. Pte. Ltd..
  2. Suk-Joong Kim & Jeffrey Sheen, 2018. "Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 3, pages 73-106, World Scientific Publishing Co. Pte. Ltd..
  3. Suk-Joong Kim & Jeffrey Sheen, 2018. "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 1, pages 3-41, World Scientific Publishing Co. Pte. Ltd..
  4. Shawn Chen-Yu Leu & Jeffrey Sheen, 2011. "Chapter 12 The Australia–Asia Business Cycle Evolution," Frontiers of Economics and Globalization, in: The Evolving Role of Asia in Global Finance, pages 287-309, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 (3) 2014-03-08 2017-06-11 2020-10-26
  2. NEP-MON: Monetary Economics (3) 2016-03-06 2017-06-11 2020-10-26
  3. NEP-CBA: Central Banking (2) 2001-12-04 2015-08-13
  4. NEP-DGE: Dynamic General Equilibrium (1) 2014-03-08
  5. NEP-ECM: Econometrics (1) 2015-08-13
  6. NEP-FMK: Financial Markets (1) 2001-12-04
  7. NEP-OPM: Open Economy Macroeconomics (1) 2014-03-08
  8. NEP-ORE: Operations Research (1) 2015-08-13
  9. NEP-RMG: Risk Management (1) 2015-08-13

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