Access Statistics for Renee A. Fry-McKibbin

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 0 0 6 562 1 2 31 1,149
A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS 0 0 1 286 0 0 8 547
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 3 112 0 2 9 199
A web of shocks: Crises across Asian real estate market 0 0 1 120 0 0 7 369
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 0 5 547
Actually This Time Is Different 0 0 0 78 0 0 9 221
Are Financial Crises Alike? 0 0 1 164 3 5 18 308
COMMODITY CURRENCIES AND CURRENCY COMMODITIES 0 0 0 550 2 8 18 1,873
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 150 0 2 16 372
Chinese Resource Demand and the Natural Resource Supplier 1 1 1 32 2 4 10 105
Chinese resource demand and the natural resource supplier 0 0 1 20 3 7 11 72
Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy 1 4 14 47 1 9 35 86
Commodity Currencies and Currency Commodities 0 3 11 428 2 12 53 1,364
Currency Intervention: A Case Study of an Emerging Market 0 0 1 71 0 2 9 151
Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market 0 5 18 18 2 14 31 31
Does Inflation Targeting Outperform Alternative Policies during Global Downturns? 0 0 0 44 0 0 3 54
ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS 0 0 0 223 0 1 3 528
Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach 1 2 6 111 3 6 29 102
Empirical Modeling of Contagion; A Review of Methodologies 1 2 3 399 2 3 18 886
Empirical Modelling of Contagion: A Review of Methodologies 0 0 1 337 1 2 10 802
Empirical Modelling of Contagion: A Review of Methodologies 0 3 7 312 2 12 29 752
Extremal Dependence and Contagion 0 0 6 47 0 2 15 83
Extremal dependence tests for contagion 1 1 9 72 1 4 26 85
Financial Contagion and Asset Pricing 0 0 3 38 1 1 9 108
Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis 0 0 0 48 1 1 3 69
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 1 1 5 341
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 0 422 2 4 18 1,211
Joint tests of contagion with applications to financial crises 0 1 8 75 0 3 18 123
Joint tests of contagion with applications to financial crises 0 0 2 45 1 1 9 35
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 0 0 0 91 1 1 4 319
Measuring financial interdependence in asset returns with an application to euro zone equities 0 0 6 30 0 3 24 78
OVERVALUATION IN AUSTRALIAN HOUSING AND EQUITY MARKETS: WEALTH EFFECTS OR MONETARY POLICY? 0 0 0 151 1 1 6 393
Recovery from Dutch Disease 2 5 13 61 3 9 30 126
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 1 1 5 422
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 11 546 0 2 23 755
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 4 779 3 6 23 1,639
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 333 0 3 12 610
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 5 18 1,023 4 11 40 1,891
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 0 2 12 351 2 4 24 636
Transmission of a resource boom: The case of Australia 2 5 31 31 6 12 39 39
Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998 0 0 0 111 0 0 4 322
Total Working Papers 11 41 200 8,753 52 161 699 19,803
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Class of Tests of Contagion With Applications 0 0 5 167 0 0 15 359
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 67 0 0 1 291
A regime switching skew-normal model of contagion 1 3 10 19 2 10 48 68
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 0 0 1 75 0 0 2 283
Chinese resource demand and the natural resource supplier 2 2 3 28 6 8 18 115
Commodity currencies and currency commodities 0 2 2 152 0 3 7 378
Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes 0 1 6 47 0 3 17 140
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 1 94 0 0 5 209
Contagion in international bond markets during the Russian and the LTCM crises 1 1 3 118 1 2 10 329
Correlation, Contagion, and Asian Evidence 0 0 1 115 0 3 13 374
Currency intervention: A case study of an emerging market 0 0 0 37 2 6 16 153
Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach 0 0 3 4 1 3 13 19
Empirical modelling of contagion: a review of methodologies 1 1 6 100 1 1 24 270
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 0 0 6 29
Extremal dependence tests for contagion 0 0 4 4 1 3 14 19
Financial contagion and asset pricing 0 0 0 31 1 4 8 117
Global and regional financial integration in East Asia and the ASEAN 0 0 9 22 3 6 30 64
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 43 0 0 8 178
International Shocks on Australia – The Japanese Effect 0 0 0 39 0 0 0 147
International demand and liquidity shocks in a SVAR model of the Australian economy 1 1 4 72 1 1 11 244
Joint tests of contagion with applications 1 1 1 1 1 3 6 8
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 1 34 0 0 7 129
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 0 0 2 5
Multivariate contagion and interdependence 0 0 1 60 0 0 18 253
News and Notices 0 0 0 0 0 1 3 3
Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? 0 1 2 42 0 1 7 125
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 2 5 16 481 5 13 78 1,172
The identification of fiscal and monetary policy in a structural VAR 1 3 19 336 1 9 44 729
Total Journal Articles 10 21 98 2,193 26 80 431 6,210


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission of Financial Crises and Contagion: A Latent Factor Approach 0 0 0 0 3 6 19 289
Total Books 0 0 0 0 3 6 19 289


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comments on "Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines" 0 0 0 0 0 2 2 2
Introduction to Inflation in an Era of Relative Price Shocks 0 0 0 11 0 0 3 98
Total Chapters 0 0 0 11 0 2 5 100


Statistics updated 2020-09-04