| 2023-11 |
Systematic monetary policy in a SVAR for Australia |
Economic Modelling
|
| 2021-12 |
The risk-taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies |
INTERNATIONAL FINANCE
|
| 2021-09 |
Two algorithms in sign restrictions: an exploration in an empirical SVAR |
International Journal of Computational Economics and Econometrics
|
| 2021-02 |
A new index of globalisation: Measuring impacts of integration on economic growth and income inequality |
WORLD ECONOMY
|
| 2020-09 |
Growth Shocks in the United States and China: Effects on Australia's Growth |
ECONOMIC PAPERS
|
| 2020-06 |
Combining sign and parametric restrictions in SVARs by utilising Givens rotations |
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
|
| 2019-09 |
An IV framework for combining sign and long-run parametric restrictions in SVARs |
JOURNAL OF MACROECONOMICS
|
| 2019-03 |
Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S.: a sign restriction VAR approach |
APPLIED ECONOMICS
|
| 2018-02 |
Asia-Pacific regional integration index: Construction, interpretation, and comparison |
Journal of Asian Economics
|
| 2016-11 |
On the econometric modelling of consumer sentiment shocks in SVARs |
EMPIRICAL ECONOMICS
|
| 2016-09 |
Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions |
JOURNAL OF MACROECONOMICS
|
| 2016-08 |
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables |
JOURNAL OF APPLIED ECONOMETRICS
|
| 2016-05 |
The 'trilemma' hypothesis and policy implications for Fiji |
ASIAN-PACIFIC ECONOMIC LITERATURE
|
| 2015-09 |
Sources of Fluctuations in the Real Exchange Rates and Trade Balances of the G-7: A Sign Restriction VAR Approach |
REVIEW OF INTERNATIONAL ECONOMICS
|
| 2015-09 |
A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union |
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
|
| 2015-04 |
Technology, employment, and cleansing effects: An empirical study of the G-7 |
Korea and the World Economy
|
| 2015-03 |
동아시아 경기동조화와 지역통화통합에 대한 시사점 |
경제학연구
|
| 2014-07 |
Portfolio decisions and the deductible for an insurance policy |
보험학회지
|
| 2014-03 |
Do svar models justify discarding the technology-shock-driven real business cycle hypothesis? |
ECONOMIC RECORD
|
| 2014-02 |
Identification Methods in Vector-Error Correction Models: Equivalence Results |
JOURNAL OF ECONOMIC SURVEYS
|
| 2013-12 |
Effects of Population Aging on Economic Growth: A Panel Analysis |
Seoul Journal of Economics
|
| 2013-05 |
An empirical test of exogenous versus endogenous growth models for the G-7 countries |
ECONOMIC MODELLING
|
| 2013-04 |
Financial integration on East Asia: An empirical investigation |
The World Economy
|
| 2013-04 |
A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model |
APPLIED ECONOMICS LETTERS
|
| 2012-12 |
structural cointegrated models of US consumption and wealth |
JOURNAL OF MACROECONOMICS
|
| 2012-09 |
A Note on the Equivalence of the Blanchard and Quah (1989) and Sims (1980) Identification Procedures |
Economics Bulletin
|
| 2012-01 |
Cross-border portfolio investment in the APEC region |
JAPAN AND THE WORLD ECONOMY
|
| 2011-09 |
A combined measure of UK core inflation estimates |
APPLIED ECONOMICS
|
| 2011-06 |
FDI of EU and USA and Employment Effects in Korea |
한국경제학보(구 연세경제연구)
|
| 2011-04 |
Testing the Uncorrelatedness of Aggregate Supply and Aggregate Demand Shocks in VAR Models |
Korea and the World Economy
|
| 2010-09 |
OPTIMAL FOREIGN BORROWING REVISITED |
Japanese Economic Review
|
| 2009-09 |
A NEW MEASURE OF US POTENTIAL OUTPUT, INFLATION FORECASTS, AND MONETARY POLICY RULES |
Manchester School
|
| 2009-09 |
Nonlinear Phillips curve, NAIRU and monetary policy rules |
Empirical Economics
|
| 2009-05 |
Economic Impact of Korea’s Outward FDIs into Developed and Developing Economies across Industries |
Journal Of Korea Trade
|
| 2008-12 |
인구구조의 변화가 경제성장에 미치는 효과 |
경제발전연구
|
| 2008-02 |
Optimal capital investment under uncertainty: An extension |
Economics Bulletin
|
| 2007-12 |
A Test on the Efficiency of Monetary Policy in Korea |
한국개발연구
|
| 2007-12 |
Long-run determinants of the real exchange rate and trade balance in Japan |
국제지역연구
|
| 2007-09 |
Casual Relation between Sino-Korea FDI and Export |
The Journal of the Korean Economy
|
| 2007-09 |
Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment |
ECONOMIC MODELLING
|
| 2007-06 |
UNCERTAINTY SURROUNDING THE U.S. NAIRU ESTIMATES OF ESTRELLA AND MISHKIN (1999) |
The Korean Economic Review
|
| 2007-06 |
한국의 NAIRU지표 추정 및 유용성 검정 |
한국경제연구
|
| 2007-02 |
Permanent-transitory decompositions under weak exogeneity |
ECONOMETRIC THEORY
|
| 2006-11 |
The Dynamic Patterns of Foreign Influences on the Korean Economy |
JOURNAL OF KOREA TRADE
|
| 2006-09 |
Pursuing the Best Form of Plurilateral Regional Trade Arrangements in East Asia |
The Journal of the Korean Economy
|
| 2006-07 |
A method to allocate GDP statistical discrepancy |
APPLIED ECONOMICS LETTERS
|
| 2006-06 |
한국경제의 실물교란과 경기변동 －구조적 VAR모형 접근－ |
응용경제
|
| 2006-03 |
한국호두시장의 무역개방에 따른 효과 |
한국경제학보(구 연세경제연구)
|
| 2006-02 |
A forecast based NAIRU measure of the US |
APPLIED ECONOMICS LETTERS
|
| 2005-11 |
Debt sustainability in East Asia after the financial crisis |
The Journal of the Korean Economy
|
| 2005-05 |
지역경제의 국제화전략: 강원도의 환동해권 협력전략을 중심으로 |
동북아경제연구
|
| 2005-01 |
A simple test of exogeneity for recursively structured VAR models |
APPLIED ECONOMICS
|
| 2003-06 |
Permanent income and transitory variation in investment and output |
JOURNAL OF MACROECONOMICS
|
| 2003-01 |
The relative impact of the US and Japanese business cycles on the Australian economy |
JAPAN AND THE WORLD ECONOMY
|
| 2002-09 |
GDP growth and the composite leading index: A nonlinear causality analysis for eleven countries |
ECONOMICS LETTERS
|
| 2002-09 |
한국의 희생률 추정: 비선형적 접근 |
경제학연구
|
| 2002-07 |
Real exchange rates, trade balances and nominal shocks: Evidence for the G-7 |
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
|
| 2002-05 |
Asymmetric output cost of lowering inflation: Empirical evidence for Canada |
Canadian Journal of Economics
|
| 2002-01 |
Estimating asymmetric output cost of lowering inflation for Australia |
SOUTHERN ECONOMIC JOURNAL
|
| 2000-03 |
Structural identification of permanent shocks in vector error correction models: A generalization |
JOURNAL OF MACROECONOMICS
|
| 1999-05 |
Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models |
ECONOMICS LETTERS
|
| 1999-03 |
How well does the Mundell-Fleming model fit Australian data since the collapse of Bretton Woods? |
APPLIED ECONOMICS
|
| 1998-09 |
Private and government investment: A study of three OECD countries |
INTERNATIONAL ECONOMIC JOURNAL
|
| 1996-05 |
Sources of fluctuations in Australian imports |
APPLIED ECONOMICS LETTERS
|