Journal articles
“Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model”, (with Sarantis Tsiaplias and Ruining Zhou), Journal of Forecasting, 2024, forthcoming.
“New evidence on US monetary policy activism and the Taylor rule”, (with Sarantis Tsiaplias), Marceconomic Dynamics, 2024, forthcoming.
“The influence of supermarket prices on consumer inflation expectations”, (with Sarantis Tsiaplias), Journal of Economic Behavior and Organization, 2024, 219, 414–433.
“Asymmetric adjustment of clean energy demand in OECD countries”, (with Chunfei Weng and Jingong Huang), Applied Economics Letters, 2023, forthcoming.
“Fiscal regimes and fiscal sustainability in Sri Lanka”, (with Sandy Suardi and Nelson Perera), Applied Economics, 2021, 53(21), 2384–2397.
“Oil Price Shocks, Real Economic Activity and Uncertainty: A Structural Factor VAR GARCH-in-Mean Model”, (with Amelie Charles, Sandy Suardi and Olivier Darne), Bulletin of Economic Research, 2021, 73(3), 364–392.
“On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities”, (with Amelie Charles, Sandy Suardi and Olivier Darne), Empirical Economics, 2020, 59, 2689–2715.
“Information Flows and Stock Market Volatility”, (with Sarantis Tsiaplias), Journal of Applied Econometrics, 2019, 34(1), 129–148.
“Why has Australian Wage Growths Been so Low? A Phillips Curve Perspective” (with Tim Robinson) Economic Record, 2018, 94(S1), 11–32.
“A Bayesian Approach to Modelling Time-varying Cointegration and Cointegrating rank” (with Sarantis Tsiaplias) Journal of Business and Economic Statistics, 2018, 36, 267–277.
“A Re-examination of Libor Rigging: A Time-varying Cointegration Perspective” (with Sandy Suardi and YuanChen Chang) Quantitative Finance, 2017, 17, 1367–1386.
“Do Petrol Prices Increase Faster than They Fall in Market Disequilibria?” (with Sandy Suardi and Chamaka De Silva) Energy Economics, 2017, 61, 135–146.
“The Behaviour of U.S. Public Debt and Deficits during the Global Financial Crisis?” (with Sandy Suardi and Dat Nguyen) Contemporary Economic Policy, 2017, 35(1), 201–215.
“Review of the Australian Economy 2013–14: The Age of Austerity?” (with Guay Lim and Viet Nguyen) The Australian Economic Review, 2014, 47(1), 1–12.
“Bank and Official Interest Rates: How Do They Interact over Time?” (with Guay Lim and Sarantis Tsiaplias) The Economic Record, 2013, 89(285), 160–174.
“Predicting Short-term Interest Rates using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data” (with Sandy Suardi and Sarantis Tsiaplias) International Journal of Forecasting, 2013, 29(3), 442–455.
“Review of the Australian Economy 2012–13: A Tale of Two Relatives” (with Guay Lim, Edda Claus and Viet Nguyen) The Australian Economic Review, 2013, 46(1), 1–13.
“A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks” (with Sarantis Tsiaplias) Econometric Reviews, 2013, 32(2), 244–271.
“An Impulse-Response Function for a VAR with Multivariate GARCH-in-Mean that Incorporates Direct and Indirect Transmission of Shocks” (with Sandy Suardi and Sarantis Tsiaplias) Economic Letters, 2012, 117(2), 452–454.
“Review of the Australian Economy 2011-12: A Case of Déjà Vu” (with Guay Lim, Edda Claus and Viet Nguyen) The Australian Economic Review, 2012, 45(1), 1–13.
“A Latent Variable Approach to Forecasting the Unemployment Rate” (with Guay Lim and Sarantis Tsiaplias) Journal of Forecasting, 2012, 31(3), 229–244.
“A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model” (with Guay Lim and Penelope Smith) Australian & New Zealand Journal of Statistics, 2011, 53(2), 179–195.
“Are Empirical Measures of Macroeconomic Uncertainty Alike?” (with David Kim and Sandy Suardi) Journal of Economic Surveys, 2011, 25(4), 801–827.
“Hospital Competition, Technical Efficiency and Quality” (with Alfons Palangkaraya and Jongsay Yong) The Economic Record, 2011, 87(277), 252–268.
“Review of the Australian Economy 2010–11: Growth, Jobs and Debt” (with Guay Lim, Edda Claus and Jounghyeon Kim) The Australian Economic Review, 2011, 44 (1), 1–12.
“Predicting Economic Contractions and Expansions with the Aid of Professional Forecasts” (with Sarantis Tsiaplias) International Journal of Forecasting, 2011, 27(2), 438–451.
“Review of the Australian Economy 2009-10: On the Road to Recovery” (with Guay Lim, Edda Claus and Sarantis Tsiaplias) The Australian Economic Review, 2010, 43(1), 1–11.
“Forecasting Australian Macroeconomic Variables using a Large Dataset” (with Sarantis Tsiaplias) Australian Economic Papers, 2010, 49 (1), 44–59.
“A Two-Stage Estimation of Hospital Performance Using Mortality Outcome Measures: An Application Using Victorian Hospital Data” (with Alfons Palangkaraya and Jongsay Yong) Health Economics, 2010, 19(12), 1404–1424.
“Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?” (with Sarantis Tsiaplias) Journal of Forecasting, 2009, 28(8), 698–711.
“Review of the Australian Economy 2008-09: Recession, Retrenchments and Risks” (with Guay Lim, Edda Claus and Sarantis Tsiaplias) The Australian Economic Review, 2009, 42(1), 1–11.
“Markov Switching Mean Reversion in Short-term interest rates: Evidence from East Asian Economies” (with Sandy Suardi) The Economic Record, 2007, 83(263), 383–397.
“Airline Code-share Alliances and Costs: Imposing Concavity on Translog Cost Function Estimation” (with Hsein Kew and Jongsay Yong) Review of Industrial Organisation, 2005, 26(4), 461–487.
“Bayesian Model Averaging in Consumer Demand System with Inequality Constraints” with William E. Griffiths and Christopher O’Donnell Canadian Journal of Agricultural Economics, 2001, 49(3), 267–291.
Book Chapter
“Consumer Sentiment in Australia” (with Edda Claus) Urban Consumption, 2011, eds Peter Newton, CSIRO publishing.
Working Papers
“Is there a Preference in OECD Countries to Shift towards Clean Energy Consumption?”, 2021, with Chunfei Wang and Jingong (Jim) Huang.
“Modelling the Time-varying Relationship between Interest Rates and Inflation: Revisiting the Fisher effect”, 2019, with Sarantis Tsiaplias.
Current Projects
“How Prevalent is Weak Identification in DSGE”, with Tim Robinson.
“A Model of Global Cointegrated Factors and Cointegration at Country-level”, with Yong Song and Sarantis Tsiaplias.
“On the Relationship between Income and Epidemics”, with Simone Marsiglio and Sandy Suardi.