The influence of supermarket prices on consumer inflation expectations, Journal of Economic Behavior & Organization, 2024, 219, 414-433, (with C.L. Chua).
Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model, Journal of Forecasting, 2024, 43(6), 2212-2227 (with C.L. Chua and R. Zhou)
New evidence on US monetary policy activism and the Taylor rule, Macroeconomic Dynamics, 2024, 28(8), 1809-1832 (with C.L. Chua).
Retail investor trading intentions: New evidence from Australia, Economic Record, 2023, 99, 512-535, (with Q. Zeng and G.C. Lim).
Consumer inflation expectations, income changes and economic downturns, Journal of Applied Econometrics, 2021, 36(6), 784-807. [link]
The welfare implications of unobserved heterogeneity, Review of Income and Wealth, 2021, 67(4), 1029-1051. [link]
Time-Varying Consumer Disagreement and Future Inflation, Journal of Economic Dynamics and Control, 2020, 116 (lead article). [link]
Information flows and stock market volatility, Journal of Applied Econometrics, 2019, 34(1), 129-148, (with C.L. Chua). [link]
Household Income Requirements and Financial Conditions, Empirical Economics, 2019, 57(5), 1705-1730 , (with G.C. Lim). [link]
A Bayesian model of time-varying cointegration and cointegrating rank, Journal of Business and Economic Statistics, 2018, 36(2), 267-277, (with C.L. Chua). [link]
Interest Rates, Local Housing Markets and House Price Over-reactions, Economic Record, 2018, 94(S1), 33-48, (with G.C. Lim). * Awarded Best Paper in the Economic Record for 2018 [link]
Bank and Official Interest Rates: How Do They Interact over Time? Economic Record, 2013, 89(285), 160-174, (with G.C. Lim, C.L. Chua). [link]
Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data, International Journal of Forecasting, 2013, 29(3), 442-455, (with Chew Lian Chua, Sandy Suardi). [link]
A multivariate GARCH model incorporating the direct and indirect transmission of shocks, Econometric Reviews, 2013, 32(2), 244-271, (with Chew Lian Chua). [link]
An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks, Economics Letters, 2012, 117(2), 452-454, (with Chew Lian Chua, Sandy Suardi). [link]
The macroeconomic content of international equity market factors, Quantitative Finance, 2012, 12(11), 1709-1721. [link]
A latent variable approach to forecasting the unemployment rate, Journal of Forecasting, 2012, 31(3), 229-244, (with G.C. Lim, Chew Lian Chua). [link]
Predicting Economic Contractions and Expansions with the Aid of Professional Forecasts, International Journal of Forecasting, 2011, 27(2), 438-451, (with Chew Lian Chua). [link]
Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption? Journal of Forecasting, 2009, 28(8), 698-711, (with Chew Lian Chua). [link]
Phillips Curve and the Equilibrium Unemployment Rate, Economic Record, 2009, 85(271), 371-382, (with G.C. Lim, Robert Dixon). [link]
Factor estimation using MCMC-based Kalman filter methods, Computational Statistics and Data Analysis, 2008, 53(2), 344-353. [link]
The Australian Economy in 2024–25: Living and Housing Affordability, Australian Economic Review, 2025, forthcoming, (with G.C. Lim, V.H. Nguyen and T. Robinson).
The Australian Economy in 2023–24: Navigating a Narrow Path, Australian Economic Review, 2024, 57(1), 5-20, (with V.H. Nguyen and T. Robinson).
The Australian Economy in 2022-23: Inflation and Higher Interest Rates in a Post-COVID-19 World, Australian Economic Review, 2023, 56(1), 5-19, (with J. Wang).
The Australian Economy in 2021-22: The Virus Strikes Back, Australian Economic Review, 2022, 55(1), 5-24, (with V.H. Nguyen and T. Robinson).
The Australian Economy in 2020-21: The COVID-19 Pandemic and Prospects for Economic Recovery, Australian Economic Review, 2021, 54(1), 5-18, (with G.C. Lim, V.H. Nguyen, T. Robinson and J. Wang)
The Australian Economy in 2019-20: Slower growth, record low interest rates and a changing housing landscape, Australian Economic Review, 2020, 53(1), 5-21, (with Jiao Wang).
The Australian Economy in 2015-16: Uncertainties and Challenges, Australian Economic Review, 2016, 49(1), 5-19, (with Tim Robinson, Viet Nguyen).
The Australian Economy in 2014–15: An Economy in Transition, Australian Economic Review, 2015, 48(1), 1-14, (with Tim Robinson, Viet Nguyen).
Forecasting Australian macroeconomic time series with a large variable set, Australian Economic Papers, 2010, 49(1), 44-59, (with Chew Lian Chua). [link]
Review of the Australian Economy: 2009-10: On the road to recovery, Australian Economic Review, 2010, 43(1), 1-11, (with Guay Lim, Chew Lian Chua, Edda Claus).
Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks, Australian Economic Review, 2009, 42(1), (with Guay Lim, Chew Lian Chua, Edda Claus).
The CPI and other measures of Australian inflation, Australian Economic Review, 2008, 41(1), 105-113. [link]
The Phillips Curve in Australia, Australian Economic Review, 2024, 57(1), 71-72.
The financial preferences of Australians, Australian Economic Review, 2024, 57(1), 71-72.
Nowcasting the Australian economy, Australian Economic Review, 2023, 56(3), 355-356.
Australian monetary policy, Australian Economic Review, 2022, 55(3), 373-374.
Australian and international inflation Expectations, Australian Economic Review, 2022, 55(1), 122-124.
Australian house prices, Australian Economic Review, 2021, 54(3), 359-361.
Rising cost of living: Interest rate hikes and financial vulnerability. In Dawkins, P. and Paine, A.A. (Eds), Economic & Social Policy: Towards Evidence-Based Policy Solutions, 2022, Chapter 2. (with G.C. Lim, V.H. Nguyen and T. Robinson)
Using survey and banking data to measure financial wellbeing: Commonwealth Bank of Australia and Melbourne Institute Financial Wellbeing Scales Technical Report No. 1, Melbourne Institute: Applied Economic and Social Research, 2018 (with C. Comerton-Forde, E. Ip, D. Ribar, J. Ross and N. Salamanca)
Supermarket prices, consumer expectations and inflation targeting
Consumer beliefs and consumption
New evidence on US monetary policy activism (with C.L. Chua)
Understanding international interest rate linkages: A new model of the global yield curve (with C.L. Chua and Y. Song)