Working papers

• Financial Stress Thresholds and Household Equivalence Scales (PDF 493KB)

  by G. C. Lim and Sarantis Tsiaplias (Melbourne Institute Working Paper No 5/15)

• Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test (PDF 583KB)

  by Efrem Castelnuovo and Luca Fanelli (Melbourne Institute Working Paper No 18/14)

• Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance (PDF 634KB)
  by Mariano Kulish, James Morley and Tim Robinson. (Melbourne Institute Working Paper 16/2014)

• The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates (PDF 604KB)
  by Robert Dixon, Guay C. Lim and Jan C. van Ours (Melbourne Institute Working Paper No 13/2014)

• Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions (PDF 699KB)
  by Giovanni Caggiano, Efrem Castelnuovo and Nicolas Groshenny. (Melbourne Institute Working Paper No 12/2014)
• Income Inequality, Trade and Financial Openness (PDF 459KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper No 07/2014)

• International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach (PDF 865KB)
  by Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin (Melbourne Institute Working Paper 18/2012)

• Regional Indexes of Activity: Combining the Old with the New (PDF 364KB)
  by Edda Claus, Chew Lian Chua and G. C. Lim (Melbourne Institute Working Paper 15/2011)
• Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics (PDF 716KB)
  by Viet Hoang Nguyen and Yongcheol Shin (Melbourne Institute Working Paper 14/2011)
• Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? (PDF 489KB)
  by Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias (Melbourne Institute Working Paper 1/2011)
• The Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies (PDF 542KB)
  by Edda Claus, Iris Claus and Michael Drsam (Melbourne Institute Working Paper 19/2010)
• Regional Beveridge Curves: A Latent Variable Approach (PDF 322KB)
  by Robert Dixon, G. C. Lim and John Freebairn (Melbourne Institute Working Paper 15/2010)
• Bank and Official Interest Rates: How Do They Interact over Time? (PDF 315KB)
  by G. C. Lim, Sarantis Tsiaplias and Chew Lian Chua(Melbourne Institute Working Paper 4/2010)
• A Latent Variable Approach to Forecasting the Unemployment Rate (PDF 328KB)
  by Chew Lian Chua, G. C. Lim and Sarantis Tsiaplias (Melbourne Institute Working Paper 19/2009)
• Examining Feedback, Momentum and Overreaction in National Equity Markets (PDF 569KB)
  by Sarantis Tsiaplias(Melbourne Institute Working Paper 18/2009)
• Philips Curve and the Equilibrium Rate of Unemployment (PDF 378KB)
  by G. C. Lim, R. Dixon and S. Tsiaplias (Melbourne Institute Working Paper 21/2008)
• Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies (PDF 415KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper 18/2008)
• A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model (PDF 577KB)
  by Chew Lian Chua, G. C. Lim and Penelope Smith(Melbourne Institute Working Paper 16/2008)
• A Univariate Model of Aggregate Labour Productivity (PDF 358KB)
  by Robert Dixon and G. C. Lim (Melbourne Institute Working Paper 09/2008)
• Forecasting Australian Macroeconomic Variables Using a Large Dataset (PDF 238KB)
  by Sarantis Tsiaplias and Chew Lian Chua (Melbourne Institute Working Paper 4/2008)
• Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? (PDF 314KB)
  by Chew Lian Chua and Sarantis Tsiaplias (Melbourne Institute Working Paper 3/2008)
• What Drives Worker Flows? (PDF 1.69MB)
  by Chew Lian Chua, Robert Dixon and G.C. Lim (Melbourne Institute Working Paper 34/2007)
• Co-movement and Integration among Developed Equity Markets (PDF 641KB)
  by Sarantis Tsiaplias (Melbourne Institute Working Paper 25/2007)
• The Macroeconomic Content of Equity Market Factors (PDF 672KB)
  by Sarantis Tsiaplias (Melbourne Institute Working Paper 23/2007)
• Permanent Structural Change in the US Short-Term and Long-Term Interest Rates (PDF 224KB)
  by Chew Lian Chua and Chin Nam Low (Melbourne Institute Working Paper 22/2007)
• A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factor (PDF 438KB)
  by Sarantis Tsiaplias (Melbourne Institute Working Paper 18/2007)
• Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors (PDF 160KB)
  by Chew Lian Chua and Sandy Suardi (Melbourne Institute Working Paper 28/2006)
• Inflation Targeting, Learning and Q Volatility in Small Open Economies (PDF 502KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper 22/2006)
• Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes (PDF 418KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper 21/2006)
• Beveridge-Nelson Decomposition with Markov Switching (PDF 226KB)
  by Chin Nam Low, Heather Anderson and Ralph Snyder (Melbourne Institute Working Paper 14/2006)
• Response of Consumption to Income, Credit and Interest Rate Changes in Australia (PDF 241KB)
  by Penelope A. Smith and Lei Lei Song (Melbourne Institute Working Paper 20/2005)
• Is There a Unit Root in East-Asian Short-Term Interest Rates? (PDF 449KB)
  by Chew Lian Chua and Sandy Suardi (Melbourne Institute Working Paper 14/2005)