Dr Viet Hoang Nguyen

Research Fellow

Melbourne Institute of Applied Economic and Social Research

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Biography

Viet is a Research Fellow in the Macroeconomics Research Program. His research interests are applied macroeconomics, national and global macroeconomic modelling, exchange rate economics.

Dr Viet Hoang Nguyen's SSRN Author Page

Selected Publications

Book Chapter

Using Global VAR models for scenario-based forecasting and policy analysis (with Greenwood-Nimmo, M. and Shin, Y.), in The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (Edited by Filippo di Mauro and M. Hashem Pesaran), Oxford University Press, 2013, pp. 97-113. (link)

Journal Articles

Risk and Return Spillovers among G10 Currencies (with Greenwood-Nimmo, M. and Rafferty, B.), forthcoming at Journal of Financial Markets (link to Working Paper version here)

Alternative Weighting Approaches to Computing Indexes of Economic Activity (with Lim G.C.), Journal of Economic Surveys, 2015, vol 29, pp. 287-300 (link)

Good News, Bad News, Consumer Sentiment and Consumption Behaviour (with Claus E.), Journal of Economic Psychology, 2013, Vol 39, pp. 426–438 (link)

Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework (with Greenwood-Nimmo, M. and Shin, Y.), Journal of Applied Econometrics, 2012, vol 27, no 4, pp. 554-573 (link)

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach (with Greenwood-Nimmo, M. and Shin, Y.), Journal of Market Research, 2012, vol 41, no 3, pp. 15-64 (link to Working Paper version here)

The Australian Economy in 2015-2016: Uncertainties and Challenges (with Robinson, T. and Tsiaplias, S.), Australian Economic Review, 2016, vol 49, no 1, pp. 5-19 (link)

The Australian Economy in 2014-2015: An Economy in Transition (with Robinson, T. and Tsiaplias, S.), Australian Economic Review, 2015, vol 48, no 1, pp. 1-14 (link)

Review of the Australian Economy 2013-2014: The Age of Austerity? (with Lim, G,. and Chua, M.C.), Australian Economic Review, 2014, vol 47, no 1, pp. 1-12 (link)

Review of the Australian Economy 2012-2013: A Tale of Two Relativities (with Lim, G., Chua, M.C.), Australian Economic Review, 2013, vol 46, no 1, pp. 1-13 (link)

Review of the Australian Economy 2011-2012: A Case of Déjà Vu (with Lim, G., Chua, M.C. and Claus, E.), Australian Economic Review, 2012, vol 45, no 1, pp. 1-13 (link)

Working Papers

Risk and Return Spillovers among G10 Currencies (with Greenwood-Nimmo, M. and Rafferty, B.), Melbourne Institute Working Paper, 2016, No. 4/16 (link)

Measuring the Connectedness of the Global Economy (with Greenwood-Nimmo, M. and Shin, Y.), Melbourne Institute Working Paper, 2015, No. 7/15 (link)

Quantifying Informational Linkages in a Global Model of Currency Spot Markets (with Greenwood-Nimmo, M. and Shin, Y.), Melbourne Institute Working Paper, 2014, No. 17/14 (link)

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach (with Greenwood-Nimmo, M. and Shin, Y.), Melbourne Institute Working Paper, 2012, No. 18/12 (link)

Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics (with Shin, Y.), Melbourne Institute Working Paper, 2011, No. 14/11 (link)