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Daniel M. Rees

Not to be confused with: Daniel I. Rees

Personal Details

First Name:Daniel
Middle Name:M.
Last Name:Rees
Suffix:
RePEc Short-ID:pre317
[This author has chosen not to make the email address public]
https://sites.google.com/view/danielmrees

Affiliation

Reserve Bank of Australia

Sydney, Australia
http://www.rba.gov.au/

61-2-9551-8111

GPO Box 3947, Sydney NSW 2001
RePEc:edi:rbagvau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Emanuel Kohlscheen & Benoit Mojon & Daniel Rees, 2020. "The macroeconomic spillover effects of the pandemic on the global economy," BIS Bulletins 4, Bank for International Settlements.
  2. Daniel Rees, 2020. "What Comes Next?," BIS Working Papers 898, Bank for International Settlements.
  3. Callum Jones & Mariano Kulish & Daniel Rees, 2020. "International spillovers of forward guidance shocks," BIS Working Papers 870, Bank for International Settlements.
  4. Frederic Boissay & Daniel Rees & Phurichai Rungcharoenkitkul, 2020. "Dealing with Covid-19: understanding the policy choices," BIS Bulletins 19, Bank for International Settlements.
  5. Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers rdp2019-07, Reserve Bank of Australia.
  6. Callum Jones & Mariano Kulish & Daniel M. Rees, 2018. "International Spillovers of Forward Guidance Shocks," IMF Working Papers 18/114, International Monetary Fund.
  7. Rachael McCririck & Daniel Rees, 2016. "The Slowdown in US Productivity Growth: Breaks and Beliefs," RBA Research Discussion Papers rdp2016-08, Reserve Bank of Australia.
  8. 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.
  9. Mariano Kulish & Daniel Rees, 2015. "Unprecedented Changes in the Terms of Trade," RBA Research Discussion Papers rdp2015-11, Reserve Bank of Australia.
  10. Josef Manalo & Dilhan Perera & Daniel Rees, 2014. "Exchange Rate Movements and the Australian Economy," RBA Research Discussion Papers rdp2014-11, Reserve Bank of Australia.
  11. 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.
  12. Daniel Rees, 2013. "Terms of Trade Shocks and Incomplete Information," RBA Research Discussion Papers rdp2013-09, Reserve Bank of Australia.
  13. Patricia Gómez-González & Daniel Rees, 2013. "Stochastic Terms of Trade Volatility in Small Open Economies," RBA Research Discussion Papers rdp2013-10, Reserve Bank of Australia.
  14. Dan Andrews & Daniel Rees, 2009. "Macroeconomic Volatility and Terms of Trade Shocks," RBA Research Discussion Papers rdp2009-05, Reserve Bank of Australia.
  15. Mariano Kulish & Daniel Rees, 2008. "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers rdp2008-03, Reserve Bank of Australia.
  16. Jeremy Lawson & Daniel Rees, 2008. "A Sectoral Model of the Australian Economy," RBA Research Discussion Papers rdp2008-01, Reserve Bank of Australia.

Articles

  1. Diego May & Gabriela Nodari & Daniel M. Rees, 2020. "Wealth and Consumption in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(1), pages 105-117, March.
  2. Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 225-251, September.
  3. Richard Evans & Angus Moore & Daniel M Rees, 2019. "The Cyclical Behaviour of the Labour Force Participation Rate in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 94-106, March.
  4. Gomez-Gonzalez, Patricia & Rees, Daniel M., 2018. "Same Spain, less pain?," European Economic Review, Elsevier, vol. 110(C), pages 78-107.
  5. Rachael McCririck & Daniel Rees, 2017. "The Neutral Interest Rate," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 09-18, September.
  6. Kulish, Mariano & Rees, Daniel M., 2017. "Unprecedented changes in the terms of trade," Journal of International Economics, Elsevier, vol. 108(C), pages 351-367.
  7. Daniel M. Rees & Penelope Smith & Jamie Hall, 2016. "A Multi-sector Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 374-408, September.
  8. Adam Gorajek & Daniel Rees, 2015. "Lower Bulk Commodity Prices and Their Effect on Economic Activity," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 31-38, September.
  9. 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.
  10. Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015. "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, vol. 47(C), pages 53-62.
  11. Kulish, Mariano & Rees, Daniel, 2011. "The yield curve in a small open economy," Journal of International Economics, Elsevier, vol. 85(2), pages 268-279.

Chapters

  1. Christopher Kent & Anna Park & Daniel Rees, 2006. "Introduction to Demography and Financial Markets," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Rachael McCririck & Daniel Rees, 2017. "The Neutral Interest Rate," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 09-18, September.

    Mentioned in:

    1. Perceptions of the neutral interest rate
      by Bruno Duarte in EUnomics on 2018-09-17 17:42:36

Working papers

  1. Emanuel Kohlscheen & Benoit Mojon & Daniel Rees, 2020. "The macroeconomic spillover effects of the pandemic on the global economy," BIS Bulletins 4, Bank for International Settlements.

    Cited by:

    1. Pavel Morda, 2020. "Economic policy response to internal and external shocks [Reakce hospodářské politiky na vnitřní a vnější šoky]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2020(1), pages 41-62.
    2. Lucian Liviu ALBU & Ciprian Ion PREDA & Radu LUPU, 2020. "Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy," Working Papers of Institute for Economic Forecasting 200518, Institute for Economic Forecasting.
    3. Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2020. "COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach," MPRA Paper 100662, University Library of Munich, Germany.
    4. Lucian Liviu ALBU & Ciprian Ion PREDA & Radu LUPU & Carmen Elena DOBROTĂ & George Marian CĂLIN & Claudia M. BOGHICEVICI, 2020. "Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-17, July.
    5. Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 431-451, October.
    6. Marianne, Ojo, 2020. "Evaluating and mitigating the effects of the Covid 19 pandemic," MPRA Paper 99776, University Library of Munich, Germany.

  2. Frederic Boissay & Daniel Rees & Phurichai Rungcharoenkitkul, 2020. "Dealing with Covid-19: understanding the policy choices," BIS Bulletins 19, Bank for International Settlements.

    Cited by:

    1. PINSHI, Christian P., 2020. "Arithmétique du Pass-through de la COVID 19 sur le Système financier Congolais [COVID-19 Pass-through Arithmetic on the Congolese Financial System]," MPRA Paper 101783, University Library of Munich, Germany.
    2. Denny Lie, 2020. "Implications of state-dependent pricing for DSGE model-based policy analysis in Indonesia," CAMA Working Papers 2020-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. bahri, muhamad, 2020. "The impacts of covid-19 on Indonesian poverty and unemployment," SocArXiv mz849, Center for Open Science.
    4. Beirne, John Beirne & Renzhi, Nuobu & Sugandi, Eric Alexander & Volz, Ulrich, 2020. "Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic," ADBI Working Papers 1158, Asian Development Bank Institute.

  3. Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers rdp2019-07, Reserve Bank of Australia.

    Cited by:

    1. Benjamin Beckers, 2020. "Credit Spreads, Monetary Policy and the Price Puzzle," RBA Research Discussion Papers rdp2020-01, Reserve Bank of Australia.
    2. Jonathan Kearns & Mike Major & David Norman, 2020. "How Risky is Australian Household Debt?," RBA Research Discussion Papers rdp2020-05, Reserve Bank of Australia.
    3. Chris Murphy, 2020. "Decisions in Designing an Australian Macroeconomic Model," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 252-270, September.

  4. Callum Jones & Mariano Kulish & Daniel M. Rees, 2018. "International Spillovers of Forward Guidance Shocks," IMF Working Papers 18/114, International Monetary Fund.

    Cited by:

    1. Alex Haberis & Anna Lipińska, 2020. "A Welfare‐Based Analysis of International Monetary Policy Spillovers at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1107-1145, August.
    2. Gregor Boehl & Felix Strobel, 2020. "US Business Cycle Dynamics at the Zero Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2020_192, University of Bonn and University of Mannheim, Germany.
    3. Böhl, Gregor & Strobel, Felix, 2020. "US business cycle dynamics at the zero lower bound," IMFS Working Paper Series 143, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

  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.

    Cited by:

    1. Lie, Denny & Yadav, Anirudh S., 2015. "Time-Varying Trend Inflation and the New Keynesian Phillips Curve in Australia," Working Papers 2015-14, University of Sydney, School of Economics.
    2. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    3. Hansen, James & Gross, Isaac, 2018. "Commodity price volatility with endogenous natural resources," European Economic Review, Elsevier, vol. 101(C), pages 157-180.
    4. 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.
    5. Afrin, Sadia, 2020. "Does oligopolistic banking friction amplify small open economy's business cycles? Evidence from Australia," Economic Modelling, Elsevier, vol. 85(C), pages 119-138.
    6. Gianni La Cava & Helen Hughson & Greg Kaplan, 2016. "The Household Cash Flow Channel of Monetary Policy," RBA Research Discussion Papers rdp2016-12, Reserve Bank of Australia.
    7. Zhang, Bo & Dai, Wei, 2020. "Trend inflation and macroeconomic stability in a small open economy," Economic Modelling, Elsevier, vol. 91(C), pages 769-778.
    8. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas, revised 01 May 2017.
    9. Vo Phuong Mai Le & Ruthira Naraidoo, 2019. "Monetary policy in a model with commodity and financial market," Working Papers 782, Economic Research Southern Africa.
    10. Pagan, Adrian & Wickens, Michael R., 2019. "Checking if the Straitjacket Fits," CEPR Discussion Papers 14140, C.E.P.R. Discussion Papers.
    11. Jan Filacek & Ivan Sutoris, 2019. "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes 2019/02, Czech National Bank.
    12. Bhattacharya, Rudrani & Tripathi, Shruti & Chowdhury, Sahana Roy, 2019. "Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis," Working Papers 19/274, National Institute of Public Finance and Policy.
    13. X. Liu & A.R. Pagan & T. Robinson, 2018. "Critically assessing estimated DSGE models: A case study of a multi-sector model," CAMA Working Papers 2018-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Van Nguyen, Phuong, 2020. "The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model," Dynare Working Papers 56, CEPREMAP.
    15. Leonid A. Serkov, 2018. "The External and Internal Shocks' Impact on Macroeconomic Indicators of a Region," Journal of New Economy, Ural State University of Economics, vol. 19(4), pages 45-63, August.
    16. Adrian Pagan, 2016. "An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models?," NCER Working Paper Series 114, National Centre for Econometric Research.
    17. Duke Cole & Samual Nightingale, 2016. "Sensitivity of Australian Trade to the Exchange Rate," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 13-20, September.
    18. Aivazian, Sergei & Bereznyatsky, Aleksandr & Brodsky, Boris, 2017. "Macroeconomic modeling of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 47, pages 5-27.
    19. Sean Langcake & Tim Robinson, 2018. "Forecasting the Australian economy with DSGE and BVAR models," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 251-267, January.

  6. Mariano Kulish & Daniel Rees, 2015. "Unprecedented Changes in the Terms of Trade," RBA Research Discussion Papers rdp2015-11, Reserve Bank of Australia.

    Cited by:

    1. Daniele Siena, 2020. "Online Appendix to "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?"," Online Appendices 18-141, Review of Economic Dynamics.
    2. 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.
    3. Fabio Comelli & Esther Perez Ruiz, 2016. "To Bet or Not to Bet; Copper Price Uncertainty and Investment in Chile," IMF Working Papers 16/218, International Monetary Fund.
    4. Broadbent, Ben & DiPace, Federico & Drechsel, Thomas & Harrison, Richard & Tenreyro, Silvana, 2019. "The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom," CEPR Discussion Papers 13993, C.E.P.R. Discussion Papers.
    5. Kenneth Clements & Liang Li, 2017. "Understanding resource investments," Applied Economics, Taylor & Francis Journals, vol. 49(20), pages 1950-1962, April.
    6. Pablo García & Sindy Olea, 2015. "Inversión Minera y Ajuste Macroeconómico en Australia y Chile," Economic Policy Papers Central Bank of Chile 56, Central Bank of Chile.
    7. Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov, 2020. "Transmission of a Resource Boom: The Case of Australia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 503-525, June.
    8. Gomez-Gonzalez, Patricia & Rees, Daniel M., 2018. "Same Spain, less pain?," European Economic Review, Elsevier, vol. 110(C), pages 78-107.
    9. Adam Gorajek & Daniel Rees, 2015. "Lower Bulk Commodity Prices and Their Effect on Economic Activity," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 31-38, September.
    10. Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  7. Josef Manalo & Dilhan Perera & Daniel Rees, 2014. "Exchange Rate Movements and the Australian Economy," RBA Research Discussion Papers rdp2014-11, Reserve Bank of Australia.

    Cited by:

    1. Linh T.D. Huynh & Hien Thanh Hoang, 2019. "Effects of exchange rate volatility on bilateral import performance of Vietnam: A dynamic Generalised method of Moments panel approach," International Economic Journal, Taylor & Francis Journals, vol. 33(1), pages 88-110, January.
    2. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    3. 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. Chama CHIPETA & Daniel Francois MEYER, 2018. "Trade Openness, FDI and Exchange Rate Effects on Job Creation in South Africa's Tradable Sectors," Journal of Economics and Behavioral Studies, AMH International, vol. 10(4), pages 197-212.
    5. Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Ranjbar, Omid, 2016. "Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches," Economic Modelling, Elsevier, vol. 56(C), pages 66-78.
    6. Xin Yan & Min Chen & Mu-Yen Chen, 2019. "Coupling and Coordination Development of Australian Energy, Economy, and Ecological Environment Systems from 2007 to 2016," Sustainability, MDPI, Open Access Journal, vol. 11(23), pages 1-13, November.
    7. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.
    8. 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.
    9. De, Kuhelika & Sun, Wei, 2020. "Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S," Economic Modelling, Elsevier, vol. 89(C), pages 1-9.
    10. Osaretin Kayode Omoregie & Sodik Adejonwo Olofin, 2020. "Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations," International Journal of Economics and Financial Issues, Econjournals, vol. 10(1), pages 170-179.
    11. BAHMANI-OSKOOEE, Mohsen & Mohammadian, Amirhossein, 2017. "On the Relation between Domestic Output and Exchange Rate in 68 Countries: An Asymmetry Analysis," MPRA Paper 82939, University Library of Munich, Germany, revised 05 Apr 2017.
    12. Makin, Anthony J. & Ratnasiri, Shyama, 2015. "Competitiveness and government expenditure: The Australian example," Economic Modelling, Elsevier, vol. 49(C), pages 154-161.
    13. Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi, 2019. "On the Link between Value of the Dollar and Housing Production in the U.S.: Evidence from State Level Data," International Real Estate Review, Asian Real Estate Society, vol. 22(2), pages 231-274.
    14. Sean Langcake & Tim Robinson, 2018. "Forecasting the Australian economy with DSGE and BVAR models," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 251-267, January.
    15. Mohsen Bahmani-Oskooee & Amirhossein Mohammadian, 2016. "Asymmetry Effects of Exchange Rate Changes on Domestic Production: Evidence from Nonlinear ARDL Approach," Australian Economic Papers, Wiley Blackwell, vol. 55(3), pages 181-191, September.
    16. Jonathan Hambur & Lynne Cockerell & Christopher Potter & Penelope Smith & Michelle Wright, 2015. "Modelling the Australian Dollar," RBA Research Discussion Papers rdp2015-12, Reserve Bank of Australia.

  8. 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.

  9. Daniel Rees, 2013. "Terms of Trade Shocks and Incomplete Information," RBA Research Discussion Papers rdp2013-09, Reserve Bank of Australia.

    Cited by:

    1. Tim Atkin & Mark Caputo & Tim Robinson & Hao Wang, 2014. "Macroeconomic Consequences of Terms of Trade Episodes, Past and Present," CAMA Working Papers 2014-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Kenneth Clements & Liang Li, 2017. "Understanding resource investments," Applied Economics, Taylor & Francis Journals, vol. 49(20), pages 1950-1962, April.
    3. Kenneth W. Clements & Liang Li, 2014. "Valuing Resource Investments," Economics Discussion / Working Papers 14-27, The University of Western Australia, Department of Economics.
    4. Ramezani, Fariba & Harvie, Charles & Arjomandi, Amir, 2016. "Australian Emissions Reduction Subsidy Policy under Persistent Productivity Shocks," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia 235585, Australian Agricultural and Resource Economics Society.
    5. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    6. Pierre JACQUET & Alexis ATLANI & Marwan LISSER, 2017. "Policy responses to terms of trade shocks," Working Papers P205, FERDI.
    7. Adam Gorajek & Daniel Rees, 2015. "Lower Bulk Commodity Prices and Their Effect on Economic Activity," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 31-38, September.

  10. Patricia Gómez-González & Daniel Rees, 2013. "Stochastic Terms of Trade Volatility in Small Open Economies," RBA Research Discussion Papers rdp2013-10, Reserve Bank of Australia.

    Cited by:

    1. Hansen, James & Gross, Isaac, 2018. "Commodity price volatility with endogenous natural resources," European Economic Review, Elsevier, vol. 101(C), pages 157-180.
    2. Ramezani, Fariba & Harvie, Charles & Arjomandi, Amir, 2016. "Australian Emissions Reduction Subsidy Policy under Persistent Productivity Shocks," 2016 Conference (60th), February 2-5, 2016, Canberra, Australia 235585, Australian Agricultural and Resource Economics Society.
    3. Alarcon Gambarte, Samuel, 2019. "Shocks de precios internacionales bajo incertidumbre estocástica [International Prices Shocks under Stochastic Uncertainty]," MPRA Paper 97116, University Library of Munich, Germany.

  11. Dan Andrews & Daniel Rees, 2009. "Macroeconomic Volatility and Terms of Trade Shocks," RBA Research Discussion Papers rdp2009-05, Reserve Bank of Australia.

    Cited by:

    1. Lahura, Erick & Vega, Marco, 2013. "Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 101-119.
    2. Camilo Alberto Cárdenas-Hurtado & Aaron Levi Garavito-Acosta & Jorge Hernán Toro-Córdoba, 2018. "Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case," Borradores de Economia 1043, Banco de la Republica de Colombia.
    3. Nabil ALIMI, 2016. "The Effect Of Economic Freedom On Business Cycle Volatility: Case Of Developing Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 43, pages 139-158.
    4. Oviedo Gómez, Andrés Felipe & Sierra, Lya Paola, 2019. "The importance of terms of trade in the Colombian economy," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    5. Şen, Hüseyin & Kaya, Ayşe, 2019. "Output-volatility reducing effect of automatic stabilizers: Evidence from nine EMU member states," EconStor Preprints 206687, ZBW - Leibniz Information Centre for Economics.
    6. Nabil Alimi & Nabil Aflouk, 2017. "Terms-of-trade shocks and macroeconomic volatility in developing countries: panel smooth transition regression models," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(5), pages 534-551, July.
    7. Patricia Gómez-González & Daniel Rees, 2013. "Stochastic Terms of Trade Volatility in Small Open Economies," RBA Research Discussion Papers rdp2013-10, Reserve Bank of Australia.
    8. Jorge Toro & Aarón Garavito & David Camilo López & Enrique Montes, 2015. "El choque petrolero y sus implicaciones en la economía colombiana," BORRADORES DE ECONOMIA 013829, BANCO DE LA REPÚBLICA.
    9. Douglas Sutherland & Peter Hoeller, 2013. "Growth-promoting Policies and Macroeconomic Stability," OECD Economics Department Working Papers 1091, OECD Publishing.
    10. María Franco Chuaire & Carlos Scartascini & Mariano Tommasi, 2017. "State capacity and the quality of policies. Revisiting the relationship between openness and government size," Economics and Politics, Wiley Blackwell, vol. 29(2), pages 133-156, July.
    11. Khan, Nazmus Sadat, 2020. "Spillover Effects of Trade Shocks in the Central and Eastern European and Baltic Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 39-68.
    12. Kiran Ijaz & Muhammad Zakaria & Bashir A. Fida, 2014. "Terms-of-Trade Volatility and Inflation in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 19(1), pages 111-132, Jan-June.
    13. Victor Pontines & Reza Siregar, 2012. "Exchange Rate Appreciation, Capital Flows and Excess Liquidity: Adjustment and Effectiveness of Policy Responses," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp87.
    14. Douglas Sutherland & Peter Hoeller, 2014. "Growth Policies and Macroeconomic Stability," OECD Economic Policy Papers 8, OECD Publishing.
    15. Alarcón Gambarte, Samuel, 2019. "Shocks de precios internacionales bajo incertidumbre estocástica," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 32, pages 58-94, November.
    16. Ferreira Filipe, Sara, 2012. "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 359-381.
    17. Oviedo Gómez, Andrés Felipe & Sierra, Lya Paola, 2019. "Importancia de los términos de intercambio en la economía colombiana," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    18. Balatti, Mirco, 2020. "Inflation volatility in small and large advanced open economies," Working Paper Series 2448, European Central Bank.
    19. Alarcon Gambarte, Samuel, 2019. "Shocks de precios internacionales bajo incertidumbre estocástica [International Prices Shocks under Stochastic Uncertainty]," MPRA Paper 97116, University Library of Munich, Germany.

  12. Mariano Kulish & Daniel Rees, 2008. "Monetary Transmission and the Yield Curve in a Small Open Economy," RBA Research Discussion Papers rdp2008-03, Reserve Bank of Australia.

    Cited by:

    1. Jarkko Jääskelä & Rebecca McKibbin, 2010. "Learning in an Estimated Small Open Economy Model," RBA Research Discussion Papers rdp2010-02, Reserve Bank of Australia.
    2. Ken Kuttner & Tim Robinson, 2008. "Understanding the Flattening Phillips Curve," RBA Research Discussion Papers rdp2008-05, Reserve Bank of Australia.
    3. David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.

  13. Jeremy Lawson & Daniel Rees, 2008. "A Sectoral Model of the Australian Economy," RBA Research Discussion Papers rdp2008-01, Reserve Bank of Australia.

    Cited by:

    1. 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.
    2. 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.
    3. Gianni La Cava & Helen Hughson & Greg Kaplan, 2016. "The Household Cash Flow Channel of Monetary Policy," RBA Research Discussion Papers rdp2016-12, Reserve Bank of Australia.
    4. Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Economic Modelling, Elsevier, vol. 42(C), pages 257-271.
    5. Mardi Dungey & Renée Fry-McKibbin & Verity Linehan, 2013. "Chinese Resource Demand and the Natural Resource Supplier," CAMA Working Papers 2013-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Angus Moore, 2016. "Measuring Economic Uncertainty and Its Effects," RBA Research Discussion Papers rdp2016-01, Reserve Bank of Australia.
    7. Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov, 2020. "Transmission of a Resource Boom: The Case of Australia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 503-525, June.
    8. Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015. "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, vol. 47(C), pages 53-62.
    9. Marion Kohler & Joseph Manalo & Dilhan Perera, 2014. "Exchange Rate Movements and Economic Activity," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 47-54, March.

Articles

  1. Diego May & Gabriela Nodari & Daniel M. Rees, 2020. "Wealth and Consumption in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(1), pages 105-117, March.

    Cited by:

    1. Platell, Monique & Martin, Karen & Fisher, Colleen & Cook, Angus, 2020. "Comparing adolescent and service provider perceptions on the barriers to mental health service use: A sequential mixed methods approach," Children and Youth Services Review, Elsevier, vol. 115(C).

  2. Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 225-251, September.
    See citations under working paper version above.
  3. Richard Evans & Angus Moore & Daniel M Rees, 2019. "The Cyclical Behaviour of the Labour Force Participation Rate in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 94-106, March.

    Cited by:

    1. Michael Callaghan & Jamie Culling & Finn Robinson, 2018. "Ageing is a drag: Projecting labour force participation in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2018/10, Reserve Bank of New Zealand.
    2. Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020. "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 225-251, September.

  4. Gomez-Gonzalez, Patricia & Rees, Daniel M., 2018. "Same Spain, less pain?," European Economic Review, Elsevier, vol. 110(C), pages 78-107.

    Cited by:

    1. J. E. Boscá & R. Doménech & J. Ferri & R. Méndez & J. F. Rubio-Ramírez, 2018. "Financial and Fiscal Shocks in the Great Recession and Recovery of the Spanish Economy," Working Papers 2018-05, FEDEA.
    2. Laurentiu Guinea & Luis A. Puch & Jesús Ruiz, 2019. "News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE 2019-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    3. Martínez-Martin, Jaime & Morris, Richard & Onorante, Luca & Piersanti, Fabio M., 2019. "Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box," Working Paper Series 2335, European Central Bank.

  5. Rachael McCririck & Daniel Rees, 2017. "The Neutral Interest Rate," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 09-18, September.

    Cited by:

    1. 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.
    2. Davis, Josh & Fuenzalida, Cristian & Taylor, Alan M., 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers 14201, C.E.P.R. Discussion Papers.
    3. Mengheng Li & Irma Hindrayanto, 2018. "Looking for the stars: Estimating the natural rate of interest," Working Paper Series 51, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    4. Tim Robinson & Jiao Wang, 2018. "The Australian Economy in 2017–2018: The Importance of Stronger Non†Mining Business Investment Growth," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 5-20, March.
    5. Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.

  6. Kulish, Mariano & Rees, Daniel M., 2017. "Unprecedented changes in the terms of trade," Journal of International Economics, Elsevier, vol. 108(C), pages 351-367.
    See citations under working paper version above.
  7. Daniel M. Rees & Penelope Smith & Jamie Hall, 2016. "A Multi-sector Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 374-408, September.
    See citations under working paper version above.
  8. Adam Gorajek & Daniel Rees, 2015. "Lower Bulk Commodity Prices and Their Effect on Economic Activity," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 31-38, September.

    Cited by:

    1. Kris Ivanovski & Sefa Awaworyi Churchill & Ahmed Salim Nuhu, 2020. "Modelling the Australian J‐Curve: An ARDL Cointegration Approach," Economic Papers, The Economic Society of Australia, vol. 39(2), pages 167-184, June.
    2. Kathryn Davis & Martin McCarthy & Jonathan Bridges, 2016. "The Labour Market during and after the Terms of Trade Boom," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 1-10, March.

  9. 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. 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.
    2. 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.

  10. Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015. "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, vol. 47(C), pages 53-62.
    See citations under working paper version above.
  11. Kulish, Mariano & Rees, Daniel, 2011. "The yield curve in a small open economy," Journal of International Economics, Elsevier, vol. 85(2), pages 268-279.

    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.
    2. Alex Ilek & Irit Rozenshtrom, 2017. "The Term Premium in a Small Open Economy: A Micro-Founded Approach," Bank of Israel Working Papers 2017.06, Bank of Israel.
    3. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.
    4. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    5. Kwan Soo Bong & Taeyoung Doh & Woong Yong Park, 2014. "Yield curve and monetary policy expectations in small open economies," Research Working Paper RWP 14-13, Federal Reserve Bank of Kansas City.
    6. Syed Kanwar Abbas & Prasad Sankar Bhattacharya & Debdulal Mallick & Pasquale Sgro, 2016. "The New Keynesian Phillips Curve in a Small Open Economy: Empirical Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 409-434, September.
    7. Lange, Ronald H., 2014. "The small open macroeconomy and the yield curve: A state-space representation," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 1-21.
    8. 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.
    9. Lange, Ronald H., 2017. "The expected real yield and inflation components of the nominal yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 1-18.
    10. Djuranovik, Leslie, 2014. "The Indonesian macroeconomy and the yield curve: A dynamic latent factor approach," Journal of Asian Economics, Elsevier, vol. 34(C), pages 1-15.
    11. Kiryoung LEE & Chanik JO, 2018. "Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 118-134, December.
    12. Ilek, Alex & Rozenshtrom, Irit, 2018. "The term premium in a small open economy: A micro-founded approach," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 333-352.
    13. Lange, Ronald H., 2013. "The Canadian macroeconomy and the yield curve: A dynamic latent factor approach," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 261-274.
    14. Stona, Filipe & Caldeira, João F., 2019. "Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 76-89.
    15. Lange, Ronald H., 2015. "International long-term yields and monetary policy in a small open economy: The case of Canada," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 292-310.
    16. Krishna Prasanna & Subramaniam Sowmya, 2017. "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, vol. 14(2), pages 353-375, April.

Chapters

  1. Christopher Kent & Anna Park & Daniel Rees, 2006. "Introduction to Demography and Financial Markets," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.

    Cited by:

    1. Buhari Doğan, 2016. "The Effects of Globalization on Employment: Bounds Test Approach in Turkey Sample," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 6(10), pages 620-633, October.

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 15 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 (12) 2008-05-24 2008-06-21 2009-10-24 2013-08-31 2014-11-01 2014-11-12 2015-05-30 2017-01-29 2019-09-02 2020-05-04 2020-06-08 2020-07-27. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (7) 2008-06-21 2009-10-24 2013-08-05 2013-08-31 2014-11-01 2015-09-18 2015-09-26. Author is listed
  3. NEP-CBA: Central Banking (4) 2008-05-24 2008-06-21 2009-10-24 2020-07-27
  4. NEP-DGE: Dynamic General Equilibrium (3) 2013-08-05 2013-08-31 2015-05-30
  5. NEP-MON: Monetary Economics (3) 2008-06-21 2018-06-11 2020-07-27
  6. NEP-IFN: International Finance (2) 2018-06-11 2020-07-27
  7. NEP-INT: International Trade (2) 2015-09-18 2015-09-26
  8. NEP-SEA: South East Asia (2) 2015-09-18 2015-09-26
  9. NEP-CTA: Contract Theory & Applications (1) 2013-08-05
  10. NEP-EFF: Efficiency & Productivity (1) 2017-01-29

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