Applied Time Series Analysis
Macroeconometrics
Department of Econometrics and Business Statistics, Monash University, Clayton, Australia, VIC 3800
Email: abby.nguyen@monash.edu
Working papers:
Koo, B., Nguyen, N.T., Wong, B. & Yao, W. (2024). An approach for specifying impulse response functions in dynamic factor models.
Nguyen, N. T., Vahid, F., Caggiano, G., & Bailey, N. (2022). Understanding the Fiscal Price Puzzle: Evidence from a Nonlinear VAR Approach.
Nguyen, N. T., Vahid, F., Caggiano, G., & Bailey, N. (2022). An Examination of Proxy SVAR Models for Identification of Fiscal Shocks.
Guppy, D., Nguyen, N. T., & Vahid, F. (2019). Forecasting Mortality Rates with a Sparse Vector Error Correction Model.