| 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 |