| 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 |
0 |
0 |
1 |
60 |
2 |
6 |
16 |
165 |
| A FRAMEWORK FOR UNDERSTANDING CHANGES IN THE UNEMPLOYMENT RATE IN A FLOWS CONTEXT: AN EXAMINATION NET FLOWS IN THE AUSTRALIAN LABOUR MARKET |
3 |
5 |
6 |
64 |
3 |
8 |
23 |
245 |
| A Latent Variable Approach to Forecasting the Unemployment Rate |
2 |
4 |
16 |
94 |
5 |
15 |
36 |
206 |
| A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
282 |
| A Univariate Model of Aggregate Labour Productivity |
0 |
1 |
2 |
36 |
0 |
1 |
3 |
109 |
| A reexamination of the equity-premium puzzle: A robust non-parametric approach |
0 |
2 |
10 |
83 |
5 |
12 |
38 |
213 |
| AN EMPLOYMENT EQUATION FOR AUSTRALIA: 1966-2001 |
2 |
3 |
9 |
152 |
4 |
7 |
26 |
425 |
| An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods |
0 |
1 |
4 |
86 |
2 |
10 |
20 |
255 |
| Asian Crises: Theory, Evidence, Warning-Signals |
1 |
3 |
6 |
226 |
3 |
9 |
16 |
455 |
| Australian Gross Flows Data: The Labour Force Survey and the Size of the Population Represented by the Matched Sample |
0 |
1 |
5 |
8 |
0 |
3 |
16 |
485 |
| Bank and Official Interest Rates: How Do They Interact over Time? |
0 |
1 |
3 |
46 |
0 |
2 |
15 |
97 |
| CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? |
0 |
0 |
0 |
38 |
1 |
2 |
3 |
126 |
| Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? |
1 |
1 |
1 |
221 |
2 |
6 |
8 |
872 |
| Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
130 |
| Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies |
0 |
2 |
6 |
134 |
6 |
12 |
24 |
371 |
| Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies |
3 |
4 |
6 |
6 |
11 |
19 |
33 |
33 |
| Discounting The Equity Premium Puzzle |
0 |
0 |
3 |
117 |
5 |
9 |
22 |
441 |
| Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes |
0 |
1 |
1 |
27 |
2 |
3 |
3 |
95 |
| Inflation Targeting and Q Volatility in Small Open Economies |
1 |
1 |
1 |
42 |
2 |
3 |
5 |
155 |
| Inflation Targeting and Q Volatility in Small Open Economies |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
104 |
| Inflation Targeting, Learning and Q Volatility in Small Open Economies |
0 |
0 |
3 |
43 |
3 |
8 |
12 |
108 |
| Inflation Targeting, Learning and Q Volatility in Small Open Economies |
0 |
0 |
0 |
0 |
4 |
15 |
24 |
137 |
| Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy |
0 |
0 |
2 |
61 |
5 |
13 |
23 |
219 |
| Misalignment and Managed Exchange Rates - An Application to the Thai Baht |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
200 |
| Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark |
0 |
0 |
0 |
203 |
2 |
5 |
17 |
1,634 |
| Parametric Pricing of Higher Order Moments in S&P500 Options |
0 |
0 |
0 |
220 |
0 |
4 |
11 |
907 |
| Phillips Curve and the Equalibrium Unemployment Rate |
2 |
3 |
12 |
113 |
4 |
8 |
29 |
220 |
| Phillips Curve and the Equilibrium Rate of Unemployment |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
89 |
| Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns |
0 |
2 |
2 |
324 |
2 |
8 |
17 |
1,363 |
| Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes |
0 |
1 |
8 |
137 |
1 |
9 |
33 |
421 |
| Regional Beveridge Curves: A Latent Variable Approach |
0 |
0 |
3 |
8 |
1 |
4 |
24 |
54 |
| Regional Beveridge Curves: A Latent Variable Approach |
1 |
1 |
3 |
28 |
1 |
2 |
6 |
41 |
| Regional Indexes of Activity: Combining the Old with the New |
0 |
1 |
1 |
24 |
0 |
0 |
6 |
16 |
| Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics |
0 |
0 |
0 |
0 |
5 |
8 |
22 |
392 |
| The Incidence of Long-Term Unemployment in Australia 1978-2003 |
0 |
1 |
3 |
106 |
0 |
2 |
6 |
365 |
| Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data |
0 |
1 |
1 |
85 |
2 |
6 |
7 |
250 |
| Underlying Inflation in Australia: Are the Existing Measures Satisfactory? |
0 |
1 |
5 |
107 |
3 |
9 |
26 |
515 |
| WHY ARE RECESSIONS AS DEEP AS THEY ARE? THE BEHAVIOUR OVER TIME OF THE OUTFLOW FROM UNEMPLOYMENT: A NEW PERSPECTIVE |
0 |
0 |
0 |
46 |
0 |
1 |
5 |
136 |
| What Drives Worker Flows? |
0 |
0 |
1 |
24 |
0 |
1 |
6 |
57 |
| Total Working Papers |
16 |
41 |
124 |
3,113 |
86 |
232 |
594 |
12,388 |
| 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 |
2 |
3 |
81 |
| A latent variable approach to forecasting the unemployment rate |
0 |
0 |
0 |
0 |
1 |
4 |
43 |
43 |
| A portfolio model estimator |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
16 |
| A reexamination of the equity-premium puzzle: A robust non-parametric approach |
0 |
1 |
2 |
27 |
8 |
10 |
13 |
83 |
| A univariate model of aggregate labour productivity |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
4 |
| An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
23 |
| An Employment Equation for Australia |
0 |
0 |
0 |
36 |
2 |
2 |
3 |
93 |
| An Examination of Net Flows in the Australian Labour Market |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
26 |
| Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
225 |
| Australian gross flows data: the labour force survey and the size of the population represented by the matched sample |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
39 |
| Bank Interest Rate Adjustments: Are They Asymmetric? |
0 |
3 |
12 |
137 |
0 |
5 |
20 |
374 |
| Bounded dividends, earnings and fundamental stock values |
0 |
1 |
2 |
16 |
0 |
1 |
3 |
81 |
| Central Bank Learning and Taylor Rules with Sticky Import Prices |
0 |
0 |
2 |
22 |
1 |
1 |
6 |
70 |
| Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? |
0 |
0 |
0 |
24 |
3 |
4 |
7 |
74 |
| Combating Unemployment |
1 |
1 |
1 |
1 |
2 |
14 |
16 |
16 |
| Comment: on 'Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange' |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Currency risk in excess equity returns: a multi time-varying beta approach |
0 |
0 |
1 |
35 |
2 |
4 |
6 |
133 |
| Deviations from uncovered interest parity in Malaysia |
3 |
4 |
9 |
47 |
4 |
8 |
21 |
172 |
| ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS |
1 |
2 |
3 |
15 |
1 |
2 |
6 |
24 |
| EXCHANGE RATE VOLATILITY: CAUSES, CONSEQUENCES & MANAGEMENT—AN OVERVIEW |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Estimating portfolio models from financial flow data: A reply |
0 |
0 |
0 |
5 |
0 |
2 |
3 |
26 |
| 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 |
0 |
18 |
0 |
0 |
0 |
83 |
| Financial Implications of the Commonwealth Budget Surplus |
0 |
1 |
1 |
5 |
1 |
5 |
16 |
43 |
| Foreign exchange Markets and the Australian Dollar |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
7 |
| GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions |
0 |
0 |
1 |
10 |
0 |
0 |
4 |
96 |
| Hedge Funds and Currency Crises |
0 |
0 |
0 |
8 |
0 |
2 |
3 |
18 |
| Inflation Targeting |
0 |
1 |
3 |
24 |
0 |
4 |
11 |
53 |
| Inflation targeting, learning and Q volatility in small open economies |
0 |
2 |
7 |
45 |
2 |
8 |
16 |
116 |
| Introduction to "Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications" |
0 |
0 |
1 |
59 |
0 |
0 |
1 |
283 |
| Is Monetary Policy Too Tight? |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
33 |
| Learning and the monetary policy strategy of the European Central Bank |
0 |
0 |
1 |
17 |
2 |
2 |
7 |
66 |
| MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG |
1 |
3 |
4 |
4 |
2 |
7 |
17 |
17 |
| MANAGING RISK: WHAT HAVE WE LEARNT?—AN OVERVIEW |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3 |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
140 |
| Official Intervention in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Parametric pricing of higher order moments in S&P500 options |
0 |
0 |
2 |
73 |
2 |
3 |
12 |
409 |
| Phillips Curve and the Equilibrium Unemployment Rate |
0 |
1 |
10 |
44 |
2 |
7 |
35 |
178 |
| Portfolio Implications of an Equity Rain in Australia |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
53 |
| Pricing currency options in the presence of time-varying volatility and non-normalities |
0 |
0 |
1 |
20 |
1 |
2 |
4 |
69 |
| Regression-based cointegration estimators with applications |
0 |
0 |
1 |
21 |
0 |
0 |
3 |
34 |
| Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks |
0 |
0 |
4 |
119 |
1 |
3 |
16 |
340 |
| Review of the Australian Economy 2009-10: On the Road to Recovery |
1 |
2 |
7 |
113 |
1 |
4 |
20 |
244 |
| Review of the Australian Economy 2010–11: Growth, Jobs and Debt |
0 |
0 |
0 |
0 |
1 |
4 |
23 |
50 |
| Review of the Australian Economy 2011–12: A Case of Déjà Vu |
0 |
1 |
20 |
20 |
1 |
4 |
54 |
55 |
| TECHNOLOGY AND THE EVOLVING FINANCIAL SYSTEM: AN OVERVIEW |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Testing for the fundamental determinants of the long run real exchange rate |
0 |
1 |
2 |
19 |
0 |
1 |
2 |
53 |
| Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations |
0 |
0 |
1 |
14 |
7 |
9 |
21 |
95 |
| The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models |
0 |
0 |
0 |
81 |
0 |
1 |
7 |
357 |
| The Incidence of Long-term Unemployment in Australia 1978-2003 |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
44 |
| The Martin Report |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
26 |
| The Money Supply in Australia: Prospects for 1984-85 |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
65 |
| The Wallis Report: An Agenda for Financial Reform? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
22 |
| The distribution of exchange rate returns and the pricing of currency options |
0 |
0 |
2 |
44 |
0 |
0 |
7 |
125 |
| Time-varying equilibrium rates of unemployment: an analysis with Australian data |
0 |
0 |
0 |
0 |
5 |
6 |
18 |
70 |
| Underlying Inflation in Australia: Are the Existing Measures Satisfactory? |
0 |
1 |
1 |
57 |
0 |
1 |
6 |
365 |
| Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
26 |
| Total Journal Articles |
7 |
25 |
108 |
1,245 |
56 |
141 |
503 |
5,251 |