home | projects | publications | teaching | links | resume


Contagion | US Treasury Market | Macro Modelling | International Finance | Australia

Australia

The overarching framework for my research is a concern with the international transmission of financial shocks and their impact on small open economies. Much of the work concerns Australia as the small open economy.


Yield Curve Responses to Monetary Policy in the Presence of Asymmetric Information, with Edda Claus, 2006 (work in progress) pdf

Revisiting an SVAR Model of the Australian Economy, Economic Record, 2009, 85(268),1-20, with Adrian Pagan pdf | Data and GAUSS Codes

Monetary Policy in Illiquid Markets: Options for a Small Open Economy, Open Economies Review, 2008, 19(3), 305-336, with Edda Claus and Renee Fry pdf

Creating a Sense of 'CLOSURE': Providing confidence intervals on some recent estimates of indigenous populations, Canadian Studies in Population, 2006, 33(1),1-23, with Boyd Hunter

Potential Growth and Inflation: Estimates for Australia, the US and Canada, Australian Economic Review, 2004, 37(1),89-101, with John Pitchford

Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?, Australian Journal of Management, 2003, 28(2),157-182, with Renee Fry and Vance L. Martin

A Perspective on Modelling the Australian Real Trade Weighted Index Since the Float, Australian Economic Papers, 2003, 42(1),56-76, with Shakila Aruman

International Shocks on Australia - The Japanese Effect, Australian Economic Papers, 2003, 42(2),499-515, with Renee Fry

International Shocks and the Role of Domestic Policy in Australia, Australian Journal of Labour Economics, 2002, 5(2),143-163

The Steady Inflation Rate of Economic Growth, Economic Record, 2000, 76,pp.386-400, with John Pitchford

Dating Changes in Monetary Policy in Australia, Australian Economic Review, 2000, 33(3),281-285, with Ben Hayward An electronic version of the updated data

Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax, Australian Economic Papers, 2000, 17(3),41-46

A Structural VAR model of the Australian Economy, Economic Record, 2000, 76,pp.321-342, with Adrian Pagan pdf | data and code

Comments on Brischetto and Voss (1999): Forecasting Australian Economic Activity Using Leading Indicators, 1999 (working paper) pdf | RBA Working Papers

Head to Head: Is Australia Heading for a Major Recession?, 1998 (other)

Tobin tax wont shelter us from storm, 1998 (other)

Volatility of the Australian Dollar Exchange Rate, Journal of Foreign Exchange and International Finance, 1991, 5(3),pp.207-215, with Lindsay Boulton and Melissa Parkin Also available as Reserve Bank of Australia Working Paper No. 9010


top

home | projects | publications | teaching | links | resume

Comments and feedback to m.dungey@cerf.cam.ac.uk
Site maintained by Ross Adams