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The term structure of interest rates in a simple stochastic growth model : evidence from Australian data

Kim, David - 1998

Persistent link: https://www.econbiz.de/10000982138

An empirical test of exogenous versus endogenous growth models for the G-7 countries

Huh, Hyeon-seung; Kim, David - In: Economic modelling 32 (2013), pp. 262-272

Persistent link: https://www.econbiz.de/10009761540

Is China's monetary policy effective? : evaluating the VAR evidence

Jiang, Jiadan; Kim, David - In: China economic policy review 2 (2013) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10010472995

Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S. : a sign restriction VAR approach

Huh, Hyeon-seung; Kim, David - In: Applied economics 51 (2019) 15, pp. 1634-1646

Persistent link: https://www.econbiz.de/10012196582

International linkages and macroeconomic news effects on interest rate volatility : Australia and the US

Kim, Suk-Joong - 1998

Persistent link: https://www.econbiz.de/10000996626

The impact of news on US household inflation expectations

Chao, Shih-Kang; Härdle, Wolfgang; Sheen, Jeffrey R.; … - 2017

Analysis of monthly disaggregated data from 1978 to 2016 on US household in ation expectations reveals that exposure to news on in ation and monetary policy helps to explain in ation expectations. This remains true when controlling for household personal characteristics, their perceptions of the...

Persistent link: https://www.econbiz.de/10011657291

Conditional systemic risk with penalized copula

Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; … - 2015

Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion and systemic risk which are independent of the specifcation of...

Persistent link: https://www.econbiz.de/10011309638

A note on the impact of news on us household inflation expectations

Wang, Ben Zhe; Sheen, Jeffrey R.; Trück, Stefan; Chao, … - In: Macroeconomic dynamics 24 (2020) 4, pp. 995-1015

Persistent link: https://www.econbiz.de/10012241046

Australian labor market dynamics across the ages

Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463

Persistent link: https://www.econbiz.de/10010336777

To pool or to aggregate? : Tests with a dynamic panel macroeconometric model of Australian state labour markets

Chaudhuri, Kausik (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001769995