Matthew Greenwood-Nimmo
Personal Details
First Name: | Matthew |
Middle Name: | |
Last Name: | Greenwood-Nimmo |
Suffix: | |
RePEc Short-ID: | pgr364 |
[This author has chosen not to make the email address public] | |
http://www.greenwoodeconomics.com | |
312 Faculty of Business and Economics, University of Melbourne, 111 Barry Street, Melbourne, VIC3053, Australia | |
Affiliation
Department of Economics
Faculty of Business and Economics
University of Melbourne
Melbourne, Australiahttp://www.economics.unimelb.edu.au/
+ 61 3 9344 5289
+ 61 3 9344 6899
University of Melbourne VIC 3010
RePEc:edi:demelau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2019. "Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model," Working papers 2019rwp-154, Yonsei University, Yonsei Economics Research Institute.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017. "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016.
"Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices,"
MPRA Paper
71764, University Library of Munich, Germany.
- Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017. "Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Articles
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019. "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
- Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017.
"Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.
- Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016. "Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices," MPRA Paper 71764, University Library of Munich, Germany.
- Matthew Greenwood-Nimmo & Kalvinder Shields, 2017. "An Introduction to Data Cleaning Using Internet Search Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(3), pages 363-372, July.
- Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016. "Monetary shocks, macroprudential shocks and financial stability," Economic Modelling, Elsevier, vol. 56(C), pages 11-24.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016.
"Risk and return spillovers among the G10 currencies,"
Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016. "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo, 2014. "Inflation targeting monetary and fiscal policies in a two-country stock–flow-consistent model," Cambridge Journal of Economics, Oxford University Press, vol. 38(4), pages 839-867.
- Kausik Chaudhuri & Matthew Greenwood-Nimmo & Minjoo Kim & Yongcheol Shin, 2013.
"On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.
- Kausik Chaudhuri & Matthew Greenwood‐Nimmo & Minjoo Kim & Yongcheol Shin, 2013. "On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.
- Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2013. "Taxation and the asymmetric adjustment of selected retail energy prices in the UK," Economics Letters, Elsevier, vol. 121(3), pages 411-416.
- Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 554-573, June.
- Matthew Greenwood-Nimmo, 2009. "The Self-Defeating Pursuit of Stability," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 72(03), pages 224-243.
- Matthew Greenwood-Nimmo, 2009. "La fallida búsqueda de la estabilidad," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 72(03), pages 224-243.
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
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017.
"What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis,"
Melbourne Institute Working Paper Series
wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
- Boeckelmann Lukas & Stalla-Bourdillon Arthur, 2021. "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers 798, Banque de France.
- Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017.
"Signed spillover effects building on historical decompositions,"
Working Papers
2017-11, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
Cited by:
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018.
"Risk transmitters and receivers in global currency markets,"
Finance Research Letters, Elsevier, vol. 25(C), pages 1-9.
- Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018. "Risk transmitters and receivers in global currency markets," Post-Print hal-01814274, HAL.
- Jozef Baruník & Evžen Kocenda, 2019.
"Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets,"
CESifo Working Paper Series
7756, CESifo.
- Jozef Barun'ik & Evv{z}en Kov{c}enda, 2018. "Total, asymmetric and frequency connectedness between oil and forex markets," Papers 1805.03980, arXiv.org, revised Feb 2019.
- Jozef Baruník and Ev~en Kocenda, 2019. "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
- Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019.
"Moments-Based Spillovers across Gold and Oil Markets,"
Working Papers
201966, University of Pretoria, Department of Economics.
- Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, vol. 89(C).
- Daniel Danau, 2018.
"Prudence and preference for flexibility gain,"
Economics Working Paper Archive (University of Rennes 1 & University of Caen)
2018-05, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS, revised May 2019.
- Daniel Danau, 2017. "Prudence and preference for flexibility gain," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2017-05, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS, revised Nov 2017.
- Daniel Danau, 2018. "Prudence and preference for flexibility gain," Working Papers hal-01806743, HAL.
- Danau, Daniel, 2020. "Prudence and preference for flexibility gain," European Journal of Operational Research, Elsevier, vol. 287(2), pages 776-785.
- Daniel Danau, 2020. "Prudence and preference for flexibility gain," Post-Print hal-02893487, HAL.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Wen, Tiange & Wang, Gang-Jin, 2020. "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
- Finta, Marinela Adriana & Aboura, Sofiane, 2020. "Risk premium spillovers among stock markets: Evidence from higher-order moments," Journal of Financial Markets, Elsevier, vol. 49(C).
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017.
"Asymmetric volatility connectedness on the forex market,"
Journal of International Money and Finance, Elsevier, vol. 77(C), pages 39-56.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016. "Asymmetric volatility connectedness on forex markets," Papers 1607.08214, arXiv.org.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017. "Asymmetric volatility connectedness on the forex market," KIER Working Papers 956, Kyoto University, Institute of Economic Research.
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019. "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
- Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
- Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo, 2020. "Energy and non–energy Commodities: Spillover Effects on African Stock Markets," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-7.
- BenSaïda, Ahmed, 2019. "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, vol. 43(C), pages 78-95.
- Klaus Grobys & Sami Vähämaa, 2020. "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1459-1479, November.
- Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018. "Financial risk network architecture of energy firms," Applied Energy, Elsevier, vol. 215(C), pages 630-642.
- Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020.
"Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
- Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019. "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers 201912, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.
- Ngo Thai Hung, 2021. "Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model," Global Business Review, International Management Institute, vol. 22(1), pages 36-56, February.
- Tan Le & Franck Martin & Duc Nguyen, 2018.
"Dynamic connectedness of global currencies: a conditional Granger-causality approach,"
Working Papers
hal-01806733, HAL.
- Tan T. M. Le & Franck Martin & Duc K. Nguyen, 2018. "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2018-04, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017. "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Su, Xianfang, 2020. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018. "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 83-102.
- Baklaci, Hasan Fehmi & Aydoğan, Berna & Yelkenci, Tezer, 2020. "Impact of stock market trading on currency market volatility spillovers," Research in International Business and Finance, Elsevier, vol. 52(C).
- Zhang, Dayong, 2017. "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, vol. 62(C), pages 323-333.
- Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016.
"Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices,"
MPRA Paper
71764, University Library of Munich, Germany.
- Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017. "Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.
Cited by:
- Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020. "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 89-101.
- Daniel Angeles Galvan & Josué Fernando Cortés Espada & Daniel Samano, 2019. "Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico," Working Papers 2019-10, Banco de México.
- Diby François Kassi & Dilesha Nawadali Rathnayake & Akadje Jean Roland Edjoukou & Yobouet Thierry Gnangoin & Pierre Axel Louembe & Ning Ding & Gang Sun, 2019. "Asymmetry in Exchange Rate Pass-Through to Consumer Prices: New Perspective from Sub-Saharan African Countries," Economies, MDPI, Open Access Journal, vol. 7(1), pages 1-33, January.
- Baharumshah, Ahmad Zubaidi & Sirag, Abdalla & Soon, Siew-Voon, 2017. "Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico," Research in International Business and Finance, Elsevier, vol. 41(C), pages 247-259.
- Fedoseeva, Svetlana & Zeidan, Rodrigo, 2018. "How (a)symmetric is the response of import demand to changes in its determinants? Evidence from European energy imports," Energy Economics, Elsevier, vol. 69(C), pages 379-394.
- Beverly Lapham & Ayman Mnasri, 2019. "Exchange Rate Pass-Through: A Competitive Search Approach," Working Paper 1418, Economics Department, Queen's University.
- Ben Cheikh, Nidhaleddine & Ben Zaied, Younes, 2020. "Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states," Journal of International Money and Finance, Elsevier, vol. 100(C).
- Kassi, Diby François & Sun, Gang & Ding, Ning & Rathnayake, Dilesha Nawadali & Assamoi, Guy Roland, 2019. "Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 357-372.
- Roberta Colavecchio & Ieva Rubene, 2019.
"Non-linear exchange rate pass-through to euro area inflation: A local projection approach,"
BCL working papers
138, Central Bank of Luxembourg.
- Colavecchio, Roberta & Rubene, Ieva, 2020. "Non-linear exchange rate pass-through to euro area inflation: a local projection approach," Working Paper Series 2362, European Central Bank.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012.
"International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach,"
Melbourne Institute Working Paper Series
wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and practice of GVAR modeling,"
Globalization Institute Working Papers
180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
- Xue, Huidan & Li, Chenguang & Wang, Liming, 2018. "The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand," 2018 Annual Meeting, August 5-7, Washington, D.C. 273971, Agricultural and Applied Economics Association.
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and practice of GVAR modeling,"
Globalization Institute Working Papers
180, Federal Reserve Bank of Dallas.
Articles
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019.
"Financial sector bailouts, sovereign bailouts, and the transfer of credit risk,"
Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
Cited by:
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2021. "Uncertainty spill-overs: when policy and financial realms overlap," Papers 2102.06404, arXiv.org.
- Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017.
"Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 587-612, February.
See citations under working paper version above.
- Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016. "Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices," MPRA Paper 71764, University Library of Munich, Germany.
- Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016.
"Monetary shocks, macroprudential shocks and financial stability,"
Economic Modelling, Elsevier, vol. 56(C), pages 11-24.
Cited by:
- Filippo Gusella & Engelbert Stockhammer, 2020. "Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter," Working Papers PKWP2009, Post Keynesian Economics Society (PKES).
- Filippo Gusella, 2019. "Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach," Working Papers - Economics wp2019_24.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Indrani Manna, 2018. "Can We Still Lean Against the Wind?," Open Economies Review, Springer, vol. 29(2), pages 223-259, April.
- Turdaliev, Nurlan & Zhang, Yahong, 2019.
"Household debt, macroprudential rules, and monetary policy,"
Economic Modelling, Elsevier, vol. 77(C), pages 234-252.
- Nurlan Turdaliev & Yahong Zhang, 2017. "Household Debt, Macroprudential Rules, and Monetary Policy," Working Papers 1704, University of Windsor, Department of Economics, revised May 2017.
- Dimitris Mokas & Massimo Giuliodori, 2021. "Effects of LTV announcements in EU economies," DNB Working Papers 704, Netherlands Central Bank, Research Department.
- Carmela D’Avino, 2020. "Global Banking and Macroprudential Policy: New Evidence on U.S. Banks," Journal of Economic Issues, Taylor & Francis Journals, vol. 54(4), pages 1095-1121, October.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016.
"Risk and return spillovers among the G10 currencies,"
Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
See citations under working paper version above.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016. "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo, 2014.
"Inflation targeting monetary and fiscal policies in a two-country stock–flow-consistent model,"
Cambridge Journal of Economics, Oxford University Press, vol. 38(4), pages 839-867.
Cited by:
- Gennaro Zezza & Michalis Nikiforos, 2017.
"Stock-flow Consistent Macroeconomic Models: A Survey,"
EcoMod2017
10762, EcoMod.
- Michalis Nikiforos & Gennaro Zezza, 2017. "Stock-flow Consistent Macroeconomic Models: A Survey," Economics Working Paper Archive wp_891, Levy Economics Institute.
- Evžen Kocenda & Balázs Varga, 2017.
"The Impact of Monetary Strategies on Inflation Persistence,"
CESifo Working Paper Series
6306, CESifo.
- Evžen Kočenda & Balázs Varga, 2018. "The Impact of Monetary Strategies on Inflation Persistence," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 229-274, September.
- Evzen Kocenda & Balazs Varga, 2016. "The impact of monetary strategies on inflation persistence," KIER Working Papers 938, Kyoto University, Institute of Economic Research.
- Hiroaki Sasaki & Shinya Fujita, 2015. "Demand and Income Distribution in a Two-Country Kaleckian Model," Discussion papers e-14-017, Graduate School of Economics Project Center, Kyoto University.
- Greg Hannsgen & Tai Young-Taft, 2015. "Inside Money in a Kaldor-Kalecki-Steindl Fiscal Policy Model: The Unit of Account, Inflation, Leverage, and Financial Fragility," Economics Working Paper Archive wp_839, Levy Economics Institute.
- Michalis Nikiforos & Gennaro Zezza, 2017. "Stock†Flow Consistent Macroeconomic Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1204-1239, December.
- Gennaro Zezza & Michalis Nikiforos, 2017.
"Stock-flow Consistent Macroeconomic Models: A Survey,"
EcoMod2017
10762, EcoMod.
- Kausik Chaudhuri & Matthew Greenwood-Nimmo & Minjoo Kim & Yongcheol Shin, 2013.
"On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.
- Kausik Chaudhuri & Matthew Greenwood‐Nimmo & Minjoo Kim & Yongcheol Shin, 2013. "On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.
Cited by:
- David Fielding & Christopher Hajzler & James (Jim) C. MacGee, 2017. "Price-Level Dispersion versus Inflation-Rate Dispersion: Evidence from Three Countries," Staff Working Papers 17-3, Bank of Canada.
- Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2013.
"Taxation and the asymmetric adjustment of selected retail energy prices in the UK,"
Economics Letters, Elsevier, vol. 121(3), pages 411-416.
Cited by:
- Rezitis, Anthony N. & Tsionas, Mike, 2019. "Modeling asymmetric price transmission in the European food market," Economic Modelling, Elsevier, vol. 76(C), pages 216-230.
- Mohsen Bahmani-Oskooee & Muhammad Shafiullah & Faridul Islam, 2017. "The Bilateral J-Curve in Australia: A Nonlinear Reappraisal," Australian Economic Papers, Wiley Blackwell, vol. 56(3), pages 249-269, September.
- Eleftheriou, Konstantinos & Polemis, Michael, 2016. "Gasoline Price Wars: Spatial Dependence Awakens," MPRA Paper 70037, University Library of Munich, Germany.
- Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 173-187.
- Bahmani-Oskooee, Mohsen & Durmaz, Nazif, 2016.
"Asymmetric cointegration and the J-Curve: Evidence from commodity trade between Turkey and EU,"
MPRA Paper
83183, University Library of Munich, Germany, revised 14 May 2016.
- Mohsen Bahmani-Oskooee & Nazif Durmaz, 2020. "Asymmetric cointegration and the J-curve: evidence from commodity trade between Turkey and EU," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(4), pages 757-792, November.
- Sylwester Bejger, 2019. "Wholesale fuel price adjustment in Poland: examination of competi-tive performance," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(4), pages 385-412, December.
- Patterson C. Ekeocha & Dinci J. Penzin & Jonathan Emenike Ogbuabor, 2020. "Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications," International Journal of Energy Economics and Policy, Econjournals, vol. 10(3), pages 369-379.
- Mohsen Bahmani-Oskooee & Muhammad Aftab, 2017. "Asymmetric effects of exchange rate changes on the Malaysia-EU trade: evidence from industry data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 339-365, May.
- Jonathan E. Ogbuabor & Anthony Orji & Charles O. Manasseh & Cynthia A. Nwosu, 2018. "Poor Natural Resource Utilization as the Bane of Industrialization in Nigeria: Evidence from National Bureau of Statistics Petrol Price Watch," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 175-181.
- Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2017. "The Japanese trade balance and asymmetric effects of yen fluctuations: Evidence using nonlinear methods," The Journal of Economic Asymmetries, Elsevier, vol. 15(C), pages 56-63.
- Yu-Hu LIN & Wen-Yi CHEN, 2018. "On the Relationship between Business Cycle and Fertility Rate in Taiwan: Evidence from the Nonlinear Cointegration Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 140-156, December.
- Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2018. "Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis," MPRA Paper 89575, University Library of Munich, Germany.
- Balaguer, Jacint & Ripollés, Jordi, 2018. "The dynamics pattern of price dispersion in retail fuel markets," Energy Economics, Elsevier, vol. 74(C), pages 546-564.
- Fousekis, Panos & Katrakilidis, Constantinos & Trachanas, Emmanouil, 2016. "Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model," Economic Modelling, Elsevier, vol. 52(PB), pages 499-506.
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"Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?,"
MPRA Paper
70921, University Library of Munich, Germany.
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"Estimating retail gasoline price dynamics: The effects of sample characteristics and research design,"
MPRA Paper
89570, University Library of Munich, Germany.
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"Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 554-573, June.
Cited by:
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015.
"Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR,"
Working Papers
200, Oesterreichische Nationalbank (Austrian Central Bank).
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Huber, Florian, 2016. "Density forecasting using Bayesian global vector autoregressions with stochastic volatility," International Journal of Forecasting, Elsevier, vol. 32(3), pages 818-837.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
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"Modelling global trade flows: results from a GVAR model,"
Globalization Institute Working Papers
119, Federal Reserve Bank of Dallas.
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"Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels,"
The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
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"Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory,"
LSE Research Online Documents on Economics
83531, London School of Economics and Political Science, LSE Library.
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"Theory and practice of GVAR modeling,"
Globalization Institute Working Papers
180, Federal Reserve Bank of Dallas.
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"Global Prediction of Recessions,"
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0585, University of Heidelberg, Department of Economics.
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"The North-South Divide, the Euro and the Worlds,"
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe
147, Hellenic Observatory, LSE.
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- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020. "The North-South Divide, the Euro and the World," Working Paper series 20-10, Rimini Centre for Economic Analysis.
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Department of Economics Working Papers
wuwp179, Vienna University of Economics and Business, Department of Economics.
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- Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014.
"Forecasting with Bayesian Global Vector Autoregressions,"
ERSA conference papers
ersa14p25, European Regional Science Association.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2014. "Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors," Working Papers 189, Oesterreichische Nationalbank (Austrian Central Bank).
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- Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди» [Forecasting the Responses of Ukraine to Economic Shocks in," MPRA Paper 44717, University Library of Munich, Germany, revised Nov 2012.
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"Globalisation and technological convergence in the EU,"
Journal of Productivity Analysis, Springer, vol. 40(1), pages 15-29, August.
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- Graziani, Carlo & Rosner, Robert & Adams, Jennifer M. & Machete, Reason L., 2021. "Probabilistic recalibration of forecasts," International Journal of Forecasting, Elsevier, vol. 37(1), pages 1-27.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015. "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Working Papers
201346, University of Pretoria, Department of Economics.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Feldkircher, Martin & Huber, Florian, 2016. "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, vol. 81(C), pages 167-188.
- James Graham, 2014. "'N Sync: how do countries' economies move together?," Reserve Bank of New Zealand Analytical Notes series AN2014/04, Reserve Bank of New Zealand.
- Deniz Sevinc & Edgar Mata Flores, 2021. "Macroeconomic and financial implications of multi‐dimensional interdependencies between OECD countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 741-776, January.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015.
"Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR,"
Working Papers
200, Oesterreichische Nationalbank (Austrian Central Bank).
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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.- NEP-OPM: Open Economy Macroeconomics (2) 2016-07-02 2017-07-30
- NEP-ECM: Econometrics (1) 2019-12-23
- NEP-EEC: European Economics (1) 2017-07-30
- NEP-INT: International Trade (1) 2016-07-02
- NEP-NET: Network Economics (1) 2016-03-23
- NEP-ORE: Operations Research (1) 2019-12-23
- NEP-RMG: Risk Management (1) 2016-03-23
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