Access Statistics for Mardi Dungey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Country Structural VAR Model 4 19 63 336 6 29 111 722
A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates 0 0 0 0 1 2 10 686
A Perspective on Modelling the Real Trade Weighted Index Since the Float 0 1 10 43 2 6 66 233
ARE FINANCIAL CRISES ALIKE? 5 15 110 221 13 31 182 322
An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States 0 0 8 48 0 1 31 161
CONSTRUCTING HISTORICAL EURO AREA DATA 1 6 20 80 5 20 101 248
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 2 6 26 239 8 21 76 766
Constructing Historical Euro Area Data 3 8 20 96 4 13 64 308
Credit Limits and Long-Term Covered Interest Arbitrage 0 0 0 0 1 1 18 1,608
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 2 9 24 558
EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET 0 1 23 51 1 7 57 118
Empirical Modeling of Contagion: A Review of Methodologies 2 15 39 178 5 24 71 312
Empirical Modelling of Contagion: A Review of Methodologies 4 10 43 166 5 18 85 385
Empirical Modelling of Contagion: A Review of Methodologies 3 10 46 150 7 19 89 349
Extending an SVAR Model of the Australian Economy 11 23 102 131 16 34 166 220
Factor analysis of a model of stock market returns using simulation-based estimation techniques 6 26 101 645 29 82 331 1,906
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 0 0 10 263
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 9 12 30 302 21 38 111 852
International Shocks and the Role of Domestic Policy in Australia 0 1 9 38 1 9 52 169
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 1 2 14 70 2 5 42 208
On Synchronisation of Financial Crises 0 0 0 3 1 2 10 156
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 0 3 6 27 1,516
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 1 4 19 97 4 13 49 286
SYNCHRONISATION OF FINANCIAL CRISES 3 4 23 105 4 6 52 260
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 4 9 47 131 5 17 82 185
THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA 0 0 9 69 3 5 42 256
Testing for contagion using correlations: some words of caution 3 13 77 223 9 36 161 505
The Steady Inflation Rate of Economic Growth 3 6 26 124 24 67 320 1,121
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 4 4 17 1,162
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 4 81 0 1 11 207
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 2 5 28 36 2 10 52 58
Volatility of the Australian Dollar Exchange Rate 0 0 0 8 9 19 50 1,599
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 1 6 41 981
Total Working Papers 67 196 897 3,671 198 561 2,611 18,686


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Perspective on Modelling the Australian Real Trade Weighted Index since the Float 1 1 2 37 2 3 8 217
A Structural VAR Model of the Australian Economy 0 0 0 1 11 23 81 606
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 10 49 3 4 28 172
A multivariate latent factor decomposition of international bond yield spreads 3 7 28 357 8 15 102 1,092
CURRENCY MARKET CONTAGION IN THE ASIA-PACIFIC REGION 1 1 12 37 1 3 27 171
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 2 5 18 48 2 9 37 87
Contagion in international bond markets during the Russian and the LTCM crises 1 3 8 44 3 8 23 108
Correlation, Contagion, and Asian Evidence 1 5 22 61 2 9 45 163
Dating Changes in Monetary Policy in Australia 0 0 1 1 1 1 16 17
Decomposing exchange rate volatility around the Pacific Rim 2 3 12 30 3 4 15 88
Extending a SVAR Model of the Australian Economy 5 10 34 34 8 29 85 85
Flight-to-quality and asymmetric volatility responses in US Treasuries 2 4 18 18 2 6 46 46
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 4 20 1 2 14 106
Identifying terms of trade effects in real exchange rate movements: evidence from Asia 2 2 6 86 2 2 15 216
International Shocks on Australia - The Japanese Effect 0 0 4 25 0 0 14 106
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 7 11 0 1 21 35
Potential Growth and Inflation: Estimates for Australia, the United States and Canada 2 9 20 104 6 38 185 770
The Steady Inflation Rate of Economic Growth 0 0 0 0 6 27 69 647
The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch 3 4 4 4 3 6 6 6
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data 3 3 22 34 8 13 68 127
Unravelling financial market linkages during crises 4 7 49 112 7 16 94 249
Total Journal Articles 32 64 281 1,113 79 219 999 5,114


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth' 1 1 1 9 2 3 5 49
Prospects for Output and Employment Growth with Steady Inflation 0 1 2 31 2 3 9 87
Total Chapters 1 2 3 40 4 6 14 136


Statistics updated 2009-11-04