Publications 2006

Dr Kerim Peren Arin of Finance and the Macroeconomy Program

  • With Okten C, 2006. "The Effects of Privatization on Efficiency: How Does Privatization Work?, "World Development, Elsevier, vol. 34(9), pages 1537-1556, September.
  • With Koray F, 2006. "Are some taxes different than others? An empirical investigation of the effects of tax policy in Canada," Empirical Economics, Springer, vol. 31(1), pages 183-193, March.

Dr Dirk Baur of Finance and the Macroeconomy Program

  • Jung RC, 2006. "Return and volatility linkages between the US and the German stock market,"Journal of International Money and Finance, Elsevier, vol. 25(4), pages 598-613, June.
  • 2006. "Multivariate market association and its extremes,"Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 355-369, October.

Professor Richard Dennis of Macroeconomic Policy Frameworks Program

  • With Williams J, 2006. "Labor markets and the macroeconomy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 21.
  • With Soderstrom U, 2006. "How Important Is Precommitment for Monetary Policy?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 847-872, June.
  • 2006. "The policy preferences of the US Federal Reserve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 55-77.

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

  • With Gonzalez-Hermosillo B and Martin V, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
  • With Bond S, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
  • With Martin VL, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, June.

Dr Gerald Jr. Dwyer of Finance and the Macroeconomy Program

  • With Baier SL and Tamura R, 2006. "How Important are Capital and Total Factor Productivity for Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 44(1), pages 23-49, January.
  • 2006. "Preface: hedge funds: creators of risk?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages v-vi.

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

  • 2006, "Evaluating monetary policy when nominal interest rates are almost zero," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 434-453, September.
  • With Hara N and Yoshimura K, 2006. "Effectiveness of state-contingent monetary policy under a liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 364-379, September.
  • With McAdam P and Roberts JM, 2006. "Monetary policy at the zero interest bound: A model comparison exercise," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 305-313, September.

Professor Viv B Hall of Macroeconomic Policy Frameworks Program

  • With Phillips PCB, 2006. "The A.R. Bergstrom Prize In Econometrics: 2005," Econometric Theory, Cambridge University Press, vol. 22(01), pages 169-170, February.
  • With Kim K and Buckle RA, 2006. "Consumption-smoothing in a small, cyclically volatile open economy: Evidence from New Zealand," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1277-1295, December.

 

Associate Professor Jan PAM Jacobs of Finance and the Macroeconomy Program

  • With Bo H and Sterken E, 2006. "A threshold uncertainty investment model for the Netherlands," Applied Financial Economics, Taylor and Francis Journals, vol. 16(9), pages 665-673.

 

Professor Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program

  • With Robson A, 2006. "The Welfare Cost of Capital Controls," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 13-24, March/Sep.

Professor Warwick McKibbin of Climate Change and Energy, Macroeconomics and Longer Run Issues, and  Multi-Country Models and Methods Program

  • 2006. "The Global Macroeconomic Consequences of a Demographic Transition," Asian Economic Papers, MIT Press, vol. 5(1), pages 92-134, January.
  • 2006. "Environmental Consequences of Rising Energy Use in China," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 157-174.
  • 2006. "Global Energy and Environmental Impacts of an Expanding China,"China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(4), pages 38-56.

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program

  • With Daly A, Meng X and Kawaguchi A, 2006. "The Gender Wage Gap in Four Countries," The Economic Record, The Economic Society of Australia, vol. 82(257), pages 165-176, 06.

 

Professor Jeffrey Sheen of Macroeconomic Policy Frameworks Program

  • With Chen-Yu S, 2006. "Asymmetric Monetary Policy in Australia," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages S85-S96, 09.
  • With Kim SJ, 2006. "Interventions in the Yen-dollar spot market: A story of price, volatility and volume," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3191-3214, November.

Associate Professor Tara M Sinclair of Model Uncertainty and Macro-Econometrics Program

  • Friedberg L, Owyang MT, 2006. "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 0(1), pages 14.

Professor David Stern of Climate Change and Energy Program

  • With Ma C, 2006. "Environmental and ecological economics: A citation analysis," Ecological Economics, Elsevier, vol. 58(3), pages 491-506, June.
  • 2006. "An atmosphere-ocean time series model of global climate change," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1330-1346, November.

Dr Kam Ki Tang of Economic Growth and Development Program

  • 2006. "The wealth effect of housing on aggregate consumption," Applied Economics Letters, Taylor and Francis Journals, vol. 13(3), pages 189-193.

Dr Lawrence Uren of Macroeconomic Theory Program

  • 2006. "The Allocation of Labor and Endogenous Search Decisions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 0(1), pages 13.

Professor Simon Van Norden of Finance and the Macroeconomy Program

  • With Boyer MM, 2006. "Exchange rates and order flow in the long run," Finance Research Letters, Elsevier, vol. 3(4), pages 235-243, December.

Professor David Vines of Globalisation and Trade Program

  • With Henry SGB and Satchi M, 2006. "The Effect of Discounting on Policy Choices in Inflation Targeting Regimes," Economic Journal, Royal Economic Society, vol. 116(508), pages 266-282, 01.

Professor Mark Wright of Globalisation and Trade Program

2006. "Private capital flows, capital controls, and default risk," Journal of International Economics, Elsevier, vol. 69(1), pages 120-149, June.