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. (forthcoming) Biased Expectations, European Economic Review

Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (forthcoming) What’s Mine is Yours: Sovereign Risk Transmission during the European Debt Crisis, Journal of Financial Stability

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.

Other Journal Articles

Lim, G.C., Nguyen., V.H., Robinson, T., Tsiaplias, S. and Wang, J. (2021) The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery. Australian Economic Review, 54(1), pp 5-18. https://onlinelibrary.wiley.com/doi/10.1111/1467-8462.12405

Nguyen, V.H. and J. Wang (2019) The Australian Economy 2018-2019: Convergence in Economic Activity across Australia. Australian Economic Review, 52(1), pp 5-18. https://doi.org/10.1111/1467-8462.12316

Robinson, T., Nguyen, V.H. and Wang, J. (2017) The Australian Economy in 2016-17: Looking Beyond the Apartment Construction Boom. Australian Economic Review, 50(1), pp 5-20. https://doi.org/10.1111/1467-8462.12212

Robinson, T., Tsiaplias, S., and Nguyen, V.H. (2016) The Australian Economy in 2015-2016: Uncertainties and Challenges. Australian Economic Review, 49(1), pp. 5-19. https://doi.org/10.1111/1467-8462.12142

Robinson, T., Tsiaplias, S., and Nguyen, V.H. (2015) The Australian Economy in 2014-2015: An Economy in Transition. Australian Economic Review, 48(1), pp. 1-14. https://doi.org/10.1111/1467-8462.12097

Lim, G.C., Nguyen., V.H. and Chua, M.C. (2014) Review of the Australian Economy 2013-2014: The Age of Austerity? Australian Economic Review, 47(1), pp. 1-12. https://doi.org/10.1111/1467-8462.12060

Lim, G.C., Nguyen., V.H. and Chua, M.C. (2013) Review of the Australian Economy 2012-2013: A Tale of Two Relativities. Australian Economic Review, 46(1), pp. 1-13. https://doi.org/10.1111/j.1467-8462.2013.12004.x

Lim, G.C., Chua, M.C., Claus, E. and Nguyen, V.H. (2012) Review of the Australian Economy 2011-2012: A Case of Déjà Vu. Australian Economic Review, 45(1), pp. 1-13. https://doi.org/10.1111/j.1467-8462.2011.00672.x