Research

Chapters in Books

Greenwood-Nimmo, M.J., Nguyen, V.H., and Shin, Y. Quantifying Informational Linkages in a Global Model of Currency Spot Markets. (in press) In J. Chevalier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji (Eds.), Advances in Applied Financial Econometrics, London: Routledge. <link>

Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. Using Global VAR models for scenario-based forecasting and policy analysis, 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

Claus, E and Nguyen, V.H. (2026) Heart strings and purse strings: The impact of affect on consumer spending, European Economic Review, 187(105383). https://doi.org/10.1016/j.euroecorev.2026.105383

Botha, F., Nolan, W., Nguyen, V.H., and Peyton, K. (2025) Rational Disaffection? The Economic Origins of Minor-Party Voting in Australia, Australian Economic Review, 58(2), pp 117-130. https://doi.org/10.1111/1467-8462.70008

Greenwood-Nimmo, M.J., Kocenda, E., and Nguyen, V.H. (2024) Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique. Economic Modelling, 140(106843). https://doi.org/10.1016/j.econmod.2024.106843

Claus, E and Nguyen, V.H. (2023) Biased Expectations, European Economic Review, 154 (104424). https://doi.org/10.1016/j.euroecorev.2023.104424

Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (2023) What’s Mine is Yours: Sovereign Risk Transmission during the European Debt Crisis, Journal of Financial Stability, 65(101103). https://doi.org/10.1016/j.jfs.2023.101103

Botha, F. and Nguyen, V.H. (2022) Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia. Social Science & Medicine, 292(January), 114536. https://doi.org/10.1016/j.socscimed.2021.114536

Greenwood-Nimmo, M.J., Nguyen, V.H. and Wu, E. (2021) On the International Effects of Country-Specific Financial Sector Bailouts, Economic Record, 97(317), pp 285-309. https://doi.org/10.1111/1475-4932.12580

Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (2021) Measuring the Connectedness of the Global Economy, International Journal of Forecasting, 37(2), pp 899-919. https://doi.org/10.1016/j.ijforecast.2020.10.003

Claus, E. and Nguyen, V.H. (2020) Monetary Policy Shocks from the Consumer Perspective. Journal of Monetary Economics, 114, pp 159-173. https://doi.org/10.1016/j.jmoneco.2019.03.012

Greenwood-Nimmo, M.J., Huang, J. and Nguyen, V.H. (2019) Financial Sector Bailouts, Sovereign Bailouts and the Transfer of Credit Risk. Journal of Financial Markets, 42, pp 121-142. https://doi.org/10.1016/j.finmar.2018.11.001

Claus, E. and Nguyen, V.H., (2018) Consumptor Economicus: How Do Consumers Form Expectations on Economic Variables? Journal of Economic Behaviour and Organization, 152, pp 254-275. https://doi.org/10.1016/j.jebo.2018.04.016

Greenwood-Nimmo, M.J., Nguyen, V.H. and Rafferty, B. (2016) Risk and Return Spillovers among G10 Currencies. Journal of Financial Markets, 31, pp. 43-62. https://doi.org/10.1016/j.finmar.2016.05.001

Lim G.C. and Nguyen, V.H. (2015) Alternative Weighting Approaches to Computing Indexes of Economic Activity. Journal of Economic Surveys, 29, pp. 287-300. https://doi.org/10.1111/joes.12053

Nguyen, V.H. and Claus, E. (2013) Good News, Bad News, Consumer Sentiment and Consumption Behaviour. Journal of Economic Psychology, 39, pp. 426-438. https://doi.org/10.1016/j.joep.2013.10.001

Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (2012) Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework. Journal of Applied Econometrics, 27(4), pp. 554-573. https://doi.org/10.1002/jae.1208

Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (2012) International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach. Journal of Market Research, 41(3), pp. 15-64.