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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1054032
Description: Using a New Keynesian DSGE model with labour market frictions, we compare outcomes for backward-looking animal spirits expectations with rational expectations after technology and demand shocks. For o ... More
Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1071454
Description: We estimate small open economy models with involuntary unemployment using Australian data from 1993 to 2013, assessing whether nominal or real wage rigidity and hiring costs matter. Nominal wage rigid ... More
Reviewed: Reviewed
Date: 2015
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/352425
Description: We estimate an unobservable domestic business conditions index for Australia using a variety of observable macroeconomic and financial variables, relating it to an unobservable external index involvin ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/230090
Description: Transition probabilities between four labor market states (full-time employment, part-time employment, unemployment and inactive) for three age groups (the young, mature and old) are calculated using ... More
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/133108
Description: Using a small New Keynesian state space macroeconomic model, we apply maximum likelihood estimation and the Kalman filter to obtain joint estimates of the unobservable medium-run paths of potential ou ... More
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/133188
Description: We consider whether there has been a gradual decoupling of the Australian business cycle from its trading partners in Europe and North America and a closer convergence toward its trading partners in A ... More
Date: 2010
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/99367
Description: Using a four-state model, we show that Australian labour markets exhibited more mobility after 1980, but most gains occurred before 1993. We find large and significant procyclical effects in the trans ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/105987
Description: We show that Australian labour markets became more flexible after 1980, but most gains occurred before 1993. We find large and significant procyclical effects in the transition probabilities from unem ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: book
Identifier: http://hdl.handle.net/1959.14/70282
Description: 3rd
Date: 2007
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/145782
Description: Using a small state space macroeconomic model, we apply maximum likelihood estimation and the Kalman filter to obtain joint estimates of the unobservable medium-run paths of potential output and its n ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/74841
Description: We quantify how output risks are smoothed within Australia, and between Australia and New Zealand. About 90 per cent of shocks were smoothed within Australia through credit and capital markets, with f ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/74851
Description: We find evidence for asymmetric behaviour in Australian monetary policy. During 1984–1990, the Reserve Bank of Australia acted with considerable discretion yielding poor performance of an interest rat ... More
Reviewed: Reviewed
Authors: Sheen, Jeffrey
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/151014
Description: Global conflicts have declined substantially in number and intensity since 1990, except in sub-Saharan Africa. Most of the trends and variations can be explained in a model that balances lethal confli ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/74221
Description: We test the effectiveness of Bank of Japan (BOJ)’s foreign exchange interventions on conditional first and second moments of exchange rate returns and traded volumes, using a bivariate EGARCH model of ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/151008
Description: We find evidence for asymmetric behaviour in the monetary policy of the Reserve Bank of Australia. From 1984 to 1990, it acted with considerable discretion leading to a relatively poor performance of ... More
Reviewed: Reviewed