Publications 2005

Dr Kerim Peren Arin of Finance and the Macroeconomy Program

  • With Jolly S, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach,"Atlantic Economic Journal, International Atlantic Economic Society, vol. 33(3), pages 267-283, September.

Dr Dirk Baur of Finance and the Macroeconomy Program

  • Schulze N, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion, "Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April.

Dr Melisso Boschi of Finance and the Macroeconomy Program

  • 2005. "International financial contagion: evidence from the Argentine crisis of 2001-2002, "Applied Financial Economics, Taylor and Francis Journals, vol. 15(3), pages 153-163.

Dr Martin Bodenstein of Macroeconomic Theory, and Macroeconomic Policy Frameworks Program

  • With Ursprung H, 2005. "Political yardstick competition, economic integration, and constitutional choice in a federation:," Public Choice, Springer, vol. 124(3), pages 329-352, September.

Dr Joshua Chan of Model Uncertainty and Macro-Econometrics Program

  • 2005. "Replication of the results in 'learning about heterogeneity in returns to schooling'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 439-443.

Professor Richard Dennis of Macroeconomic Policy Frameworks Program

  • 2005. "Uncertainty and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 30.
  • 2005. "Inflation targeting under commitment and discretion," Economic Review, Federal Reserve Bank of San Francisco, pages 1-13.
  • With Williams J, 2005. "Fiscal and monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 10.

Professor Mardi Dungey and Professor Renee Fry McKibbin of Finance and the Macroeconomy Program

  • With Gonzalez-Hermosillo B and Martin V, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor and Francis Journals, vol. 5(1), pages 9-24.

Dr Gerald Jr. Dwyer of Finance and the Macroeconomy Program

  • 2005. "Comment on "Banking stability and transparency" by Erlend Nier," Journal of Financial Stability, Elsevier, vol. 1(3), pages 435-437, April.
  • 2005. "The Changing Face of Central Banking: Evolutionary Trends Since World War II. By Pierre L. Siklos. Cambridge: Cambridge University Press, 2002. Pp. xix, 347. $70,"The Journal of Economic History, Cambridge University Press, vol. 65(02), pages 606-607, June.
  • 2005. "Introduction to the journal of financial stability issue on regulation and financial stability," Journal of Financial Stability, Elsevier, vol. 1(3), pages 275-278, April.
  • 2005. "Social Security private accounts: a risky proposition?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 13.

Associate Professor Ippei Fujiwara of Macroeconomic Policy Frameworks, and Multi-Country Models and Methods Program

  • With Hara N, Hirose Y, and Teranishi Y, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.
  • With Teranishi Y, 2005. "Monetary policy in a life-cycle economy,"Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • With Hara N, Hirakata N, Watanabe S, and Yoshimura K, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?, "International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
  • 2005. "Is the central bank's publication of economic forecasts influential?," Economics Letters, Elsevier, vol. 89(3), pages 255-261, December.
  • With Hara N, Hirose Y, and Teranishi Y, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.

Dr Martin Fukac of Macroeconomic Theory Program

  • 2005. "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?,"Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 344-362, July.

Associate Professor Jan PAM Jacobs of Finance and the Macroeconomy Program

  • With Wallis KF, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.

 

Professor Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program

  • 2005. "Feasible Limits for External Deficits and Debt," Global Economy Journal, De Gruyter, vol. 5(1), pages 1.
  • 2005. "A Monetary Model of Exchange Rate and Balance of Payments Adjustment," Economic Issues Journal Articles, Economic Issues, vol. 10(1), pages 25-36, March.

 

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program

  • With Almeida-Santos F, 2005. "Employee Training in Australia: Evidence from AWIRS ," The Economic Record, The Economic Society of Australia, vol. 80(s1), pages S53-S64, 09.

Dr Alison Stegman of Climate Change and Energy Program

  • With Breunig R, 2005. "Testing For Regime Switching In Singaporean Business Cycles," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(01), pages 25-34.

Dr Kam Ki Tang of Economic Growth and Development Program

  • With Laurenceson J, 2005. "Shanghai's Development as an International Financial Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 147-166.

Professor Rod Tyers of Multi-Country Models and Methods Program

  • 2005. "Trade Reform and Manufacturing Pricing Behavior in Four Archetype Asia-Pacific Economies ,"Asian Economic Journal, East Asian Economic Association, vol. 19(2), pages 181-203, 06.

Professor Simon Van Norden of Finance and the Macroeconomy Program

  • With Cayen JP, 2005. "The reliability of Canadian output-gap estimates," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 373-393, December.
  • With Orphanides A, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.

Professor David Vines of Globalisation and Trade Program

  • With Allsopp C, 2005. "The Macroeconomic Role of Fiscal Policy," Oxford Review of Economic Policy, Oxford University Press, vol. 21(4), pages 485-508, Winter.
  • With Kirsanova T and Stehn SJ, 2005. "The Interactions between Fiscal Policy and Monetary Policy," Oxford Review of Economic Policy, Oxford University Press, vol. 21(4), pages 532-564, Winter.
  • With Irwin G, 2005. "The efficient resolution of capital account crises: how to avoid moral hazard," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 233-250.

Professor Kenneth F. Wallis of Multi-Country Models and Methods Program

  • With Boero G and Smith J, 2005. "The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data," Econometric Reviews, Taylor and Francis Journals, vol. 23(4), pages 341-370.
  • With Jacobs JPAM, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  • 2005. "Combining Density and Interval Forecasts: A Modest Proposal," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 983-994, December.

Professor Mark Wright of Globalisation and Trade Program

  • 2005. "On the gains from international financial integration," Economics Letters, Elsevier, vol. 87(3), pages 379-386, June.
  • 2005. "Coordinating Creditors," American Economic Review, American Economic Association, vol. 95(2), pages 388-392, May.

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