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
- 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 & 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.
- 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 & 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.
- Greenwood-Nimmo, Matthew & Tarassow, Artur, 2016. "Monetary shocks, macroprudential shocks and financial stability," Economic Modelling, Elsevier, vol. 56(C), pages 11-24.
- 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.
- 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. "La fallida búsqueda de la estabilidad," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 72(03), pages 224-243.
- 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.
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
- 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.
Cited by:
- 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.
- 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:
- 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.
- 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.
- Zhang, Dayong, 2017. "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, vol. 62(C), pages 323-333.
- 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:
- Chudik, Alexander & Pesaran, M. Hashem, 2014.
"Theory and practice of GVAR modeling,"
Globalization and Monetary Policy Institute Working Paper
180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo Group Munich.
- 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.
- Chudik, Alexander & Pesaran, M. Hashem, 2014.
"Theory and practice of GVAR modeling,"
Globalization and Monetary Policy Institute Working Paper
180, Federal Reserve Bank of Dallas.
Articles
- 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:
- 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 Group Munich.
- 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.
- 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 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:
- 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 & 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.
- 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.
- Rafiq, Shuddhasattwa & Bloch, Harry, 2016. "Explaining commodity prices through asymmetric oil shocks: Evidence from nonlinear models," Resources Policy, Elsevier, vol. 50(C), pages 34-48.
- Cuestas, Juan Carlos & Huang, Ying & Tang, Bo, 2016.
"Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?,"
MPRA Paper
70921, University Library of Munich, Germany.
- Juan Carlos Cuestas & Ying Sophie Huang & Bo Tang, 2016. "Does the Yuan's Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?," Working Papers 2016006, The University of Sheffield, Department of Economics.
- Hovi Matti & Laamanen Jani-Petri, 2017. "Adaptation and Loss Aversion in the Relationship between GDP and Subjective Well-being," Working Papers 1717, University of Tampere, School of Management, Economics.
- Yufeng Chen & Guobin Huang & Lihua Ma, 2017. "Rockets and Feathers: The Asymmetric Effect between China’s Refined Oil Prices and International Crude Oil Prices," Sustainability, MDPI, Open Access Journal, vol. 9(3), pages 1-19, March.
- Hany Abdel-Latif & Tapas Mishra, 2016. "Asymmetric Growth Impact of Social Policy: A Post-Shock Policy Scenario for Egypt," Working Papers 1035, Economic Research Forum, revised Aug 2016.
- Chang, Tsangyao & Chen, Wen-Yi, 2017. "Revisiting the relationship between suicide and unemployment: Evidence from linear and nonlinear cointegration," Economic Systems, Elsevier, vol. 41(2), pages 266-278.
- Polemis, Michael L. & Tsionas, Mike G., 2016. "An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment," Energy Economics, Elsevier, vol. 56(C), pages 384-388.
- De Vita, Glauco & Trachanas, Emmanouil, 2016. "‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2)," Energy Economics, Elsevier, vol. 56(C), pages 150-160.
- Michael L Polemis & Panagiotis N Fotis, 2015. "Rent seeking oligopolistic behaviour in European gasoline markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 827-833.
- 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.
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.
- Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2012.
"Modelling global trade flows: results from a GVAR model,"
Globalization and Monetary Policy Institute Working Paper
119, Federal Reserve Bank of Dallas.
- Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
- Chudik, Alexander & Pesaran, M. Hashem, 2014.
"Theory and practice of GVAR modeling,"
Globalization and Monetary Policy Institute Working Paper
180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo Group Munich.
- 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.
- Dovern, Jonas & Huber, Florian, 2015.
"Global Prediction of Recessions,"
Working Papers
0585, University of Heidelberg, Department of Economics.
- Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
- Tan, Madeleine Sui-Lay, 2016. "Policy coordination among the ASEAN-5: A global VAR analysis," Journal of Asian Economics, Elsevier, vol. 44(C), pages 20-40.
- Gauvin, Ludovic & Rebillard, Cyril, 2013.
"Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model,"
MPRA Paper
65457, University Library of Munich, Germany.
- L. Gauvin & C. Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working papers 562, Banque de France.
- Ludovic Gauvin & Cyril Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers 2015-21, University of Paris Nanterre, EconomiX.
- Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
- Florian Huber, 2014.
"Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility,"
Department of Economics Working Papers
wuwp179, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian, 2014. "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Paper Series 4280, WU Vienna University of Economics and Business.
- 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).
- Cao, Zheng & Li, Gang & Song, Haiyan, 2017. "Modelling the interdependence of tourism demand: The global vector autoregressive approach," Annals of Tourism Research, Elsevier, vol. 67(C), pages 1-13.
- 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. - Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013.
"Globalisation and technological convergence in the EU,"
Journal of Productivity Analysis,
Springer, vol. 40(1), pages 15-29, August.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Globalisation and Technological Convergence in the EU," SERIES 0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
- 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 & Reneé Van 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.
- 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).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 2 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-INT: International Trade (1) 2016-07-02. Author is listed
- NEP-NET: Network Economics (1) 2016-03-23. Author is listed
- NEP-OPM: Open Economy Macroeconomics (1) 2016-07-02. Author is listed
- NEP-RMG: Risk Management (1) 2016-03-23. Author is listed
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