Access Statistics for Guay C. Lim

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 Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model 5 7 24 35 10 19 73 80
A FRAMEWORK FOR UNDERSTANDING CHANGES IN THE UNEMPLOYMENT RATE IN A FLOWS CONTEXT: AN EXAMINATION NET FLOWS IN THE AUSTRALIAN LABOUR MARKET 1 2 8 41 6 16 44 164
A Latent Variable Approach to Forecasting the Unemployment Rate 8 22 23 23 12 27 28 28
A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash 0 0 0 1 0 1 2 276
A Univariate Model of Aggregate Labour Productivity 1 3 17 22 2 6 46 60
A reexamination of the equity-premium puzzle: A robust non-parametric approach 2 4 11 55 4 7 33 134
AN EMPLOYMENT EQUATION FOR AUSTRALIA: 1966-2001 0 4 23 91 7 24 74 255
An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods 1 5 14 60 2 8 49 170
Asian Crises: Theory, Evidence, Warning-Signals 2 4 17 206 4 11 39 406
Australian Gross Flows Data: The Labour Force Survey and the Size of the Population Represented by the Matched Sample 0 0 0 1 1 17 63 382
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 7 25 3 5 28 89
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 2 15 208 6 17 61 820
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 2 6 19 119
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 10 12 43 55 19 31 133 161
Discounting The Equity Premium Puzzle 0 3 13 101 2 12 48 368
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 2 2 9 14 4 7 26 48
Inflation Targeting and Q Volatility in Small Open Economies 0 0 3 37 4 6 29 146
Inflation Targeting and Q Volatility in Small Open Economies 0 0 4 33 3 6 21 98
Inflation Targeting, Learning and Q Volatility in Small Open Economies 2 4 14 21 3 9 41 61
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 4 10 32 87
Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy 0 1 7 48 1 4 33 162
Misalignment and Managed Exchange Rates - An Application to the Thai Baht 0 0 0 62 2 4 10 187
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 6 199 7 15 45 1,584
Parametric Pricing of Higher Order Moments in S&P500 Options 1 3 10 216 3 8 55 873
Phillips Curve and the Equilibrium Rate of Unemployment 2 4 26 35 5 13 56 57
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 2 4 27 314 11 20 125 1,304
Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes 2 4 23 83 8 17 80 279
Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics 0 0 0 0 4 8 52 329
The Incidence of Long-Term Unemployment in Australia 1978-2003 0 0 9 84 1 3 42 318
Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data 2 6 8 68 2 8 32 211
Underlying Inflation in Australia: Are the Existing Measures Satisfactory? 3 7 17 86 14 43 105 390
WHY ARE RECESSIONS AS DEEP AS THEY ARE? THE BEHAVIOUR OVER TIME OF THE OUTFLOW FROM UNEMPLOYMENT: A NEW PERSPECTIVE 0 3 12 40 1 5 34 110
What Drives Worker Flows? 1 1 5 14 1 1 7 24
Total Working Papers 47 107 395 2,278 158 394 1,565 9,780


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Spectral-Temporal Index with an Application to U.S. Interest Rates 0 0 0 0 0 0 4 71
A portfolio model estimator 0 0 1 2 2 2 5 10
A reexamination of the equity-premium puzzle: A robust non-parametric approach 0 0 4 16 0 0 8 54
An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real 0 0 2 2 0 0 6 6
An Employment Equation for Australia 0 0 4 33 0 0 9 81
Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991 0 0 0 0 5 15 51 193
Bank Interest Rate Adjustments: Are They Asymmetric? 2 3 16 100 3 9 28 310
Bounded dividends, earnings and fundamental stock values 0 0 1 14 1 1 6 75
Central Bank Learning and Taylor Rules with Sticky Import Prices 1 1 5 10 4 9 16 46
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 2 2 10 16 4 7 22 50
Comment: on 'Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange' 0 0 0 0 1 1 1 1
Currency risk in excess equity returns: a multi time-varying beta approach 0 0 3 20 2 4 20 92
Deviations from uncovered interest parity in Malaysia 0 1 4 23 1 3 15 112
ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS 1 2 7 7 2 5 11 11
Estimating portfolio models from financial flow data: A reply 0 0 0 5 1 1 3 22
Estimating portfolio models from financial flow data: An analysis of the demand for liabilities, real assets and financial assets by the household sector 0 0 4 17 1 1 11 76
Financial Implications of the Commonwealth Budget Surplus 0 0 1 1 0 0 7 8
Foreign exchange Markets and the Australian Dollar 0 0 1 1 1 1 4 4
GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions 0 0 6 6 1 4 67 67
Hedge Funds and Currency Crises 2 2 5 6 2 2 6 9
Inflation Targeting 0 3 5 5 2 6 12 12
Inflation targeting, learning and Q volatility in small open economies 2 4 12 22 4 10 26 62
Introduction to "Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications" 1 1 3 56 2 2 6 272
Is Monetary Policy Too Tight? 0 0 1 1 0 0 7 7
Learning and the monetary policy strategy of the European Central Bank 0 0 3 12 4 7 13 51
Long- and Short-Run Demand for Currency by the Non-bank Private Sector 0 0 1 17 0 1 6 60
Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3 0 1 4 22 0 1 10 131
Official Intervention in the Foreign Exchange Market 0 0 0 0 0 0 2 2
Parametric pricing of higher order moments in S&P500 options 1 1 7 65 4 5 37 364
Portfolio Implications of an Equity Rain in Australia 0 0 0 0 1 2 6 46
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 1 13 1 1 6 56
Regression-based cointegration estimators with applications 1 1 1 1 3 3 3 3
Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks 9 30 73 73 29 96 202 202
Testing for the fundamental determinants of the long run real exchange rate 0 0 1 13 2 2 6 44
Testing the Rationality of Expectations in the Australian Foreign Exchange Market Using Survey Data with Missing Observations 0 0 1 7 1 1 2 47
The Demand for the Components of Broad Money: Error-Correction and Generalized Asset Adjustment Systems 0 0 0 0 0 0 5 42
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 1 5 75 3 6 18 327
The Martin Report 0 0 4 4 2 4 14 14
The Money Supply in Australia: Prospects for 1984-85 0 0 4 4 4 5 30 30
The Wallis Report: An Agenda for Financial Reform? 0 1 4 4 1 3 13 13
The distribution of exchange rate returns and the pricing of currency options 0 0 3 31 1 1 5 96
Underlying Inflation in Australia: Are the Existing Measures Satisfactory? 0 1 3 52 4 17 36 318
Total Journal Articles 22 55 210 756 99 238 765 3,497


Statistics updated 2009-11-04