Working papers

• Regional Indexes of Activity: Combining the Old with the New (PDF 364KB)
  by Edda Claus, Chew Lian Chua and G. C. Lim (Melbourne Institute Working Paper 15/2011)
• Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics(PDF 716KB)
  by Viet Hoang Nguyen and Yongcheol Shin (Melbourne Institute Working Paper 14/2011)
• Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? (PDF 489KB)
  by Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias (Melbourne Institute Working Paper 1/2011)
• The Effects of Taxation on Migration: Some Evidence for the ASEAN and APEC Economies (PDF 542KB)
  by Edda Claus, Iris Claus and Michael Drsam (Melbourne Institute Working Paper 19/2010)
• Regional Beveridge Curves: A Latent Variable Approach (PDF 322KB)
  by Robert Dixon, G. C. Lim and John Freebairn (Melbourne Institute Working Paper 15/2010)
• Bank and Official Interest Rates: How Do They Interact over Time? (PDF 315KB)
  by G. C. Lim, Sarantis Tsiaplias and Chew Lian Chua(Melbourne Institute Working Paper 4/2010)
• A Latent Variable Approach to Forecasting the Unemployment Rate (PDF 328KB)
  by Chew Lian Chua, G. C. Lim and Sarantis Tsiaplias (Melbourne Institute Working Paper 19/2009)
• Examining Feedback, Momentum and Overreaction in National Equity Markets (PDF 569KB)
  by Sarantis Tsiaplias(Melbourne Institute Working Paper 18/2009)
• Philips Curve and the Equilibrium Rate of Unemployment (PDF 378KB)
  by G. C. Lim, R. Dixon and S. Tsiaplias (Melbourne Institute Working Paper 21/2008)
• Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies (PDF 415KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper 18/2008)
• A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model (PDF 577KB)
  by Chew Lian Chua, G. C. Lim and Penelope Smith(Melbourne Institute Working Paper 16/2008)
• A Univariate Model of Aggregate Labour Productivity (PDF 358KB)
  by Robert Dixon and G. C. Lim (Melbourne Institute Working Paper 09/2008)
• Forecasting Australian Macroeconomic Variables Using a Large Dataset (PDF 238KB)
  by Sarantis Tsiaplias and Chew Lian Chua (Melbourne Institute Working Paper 4/2008)
• Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? (PDF 314KB)
  by Chew Lian Chua and Sarantis Tsiaplias (Melbourne Institute Working Paper 3/2008)
• What Drives Worker Flows? (PDF 1.69MB)
  by Chew Lian Chua, Robert Dixon and G.C. Lim (Melbourne Institute Working Paper 34/2007)
• Co-movement and Integration among Developed Equity Markets (PDF 641KB)
  by Sarantis Tsiaplias (Melbourne Institute Working Paper 25/2007)
• The Macroeconomic Content of Equity Market Factors (PDF 672KB)
  by Sarantis Tsiaplias (Melbourne Institute Working Paper 23/2007)
• Permanent Structural Change in the US Short-Term and Long-Term Interest Rates (PDF 224KB)
  by Chew Lian Chua and Chin Nam Low (Melbourne Institute Working Paper 22/2007)
• A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factor (PDF 438KB)
  by Sarantis Tsiaplias (Melbourne Institute Working Paper 18/2007)
• Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors (PDF 160KB)
  by Chew Lian Chua and Sandy Suardi(Melbourne Institute Working Paper 28/2006)
• Inflation Targeting, Learning and Q Volatility in Small Open Economies (PDF 502KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper 22/2006)
• Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes (PDF 418KB)
  by G. C. Lim and Paul D. McNelis (Melbourne Institute Working Paper 21/2006)
• Beveridge-Nelson Decomposition with Markov Switching (PDF 226KB)
  by Chin Nam Low, Heather Anderson and Ralph Snyder (Melbourne Institute Working Paper 14/2006)
• Response of Consumption to Income, Credit and Interest Rate Changes in Australia (PDF 241KB)
  by Penelope A. Smith and Lei Lei Song(Melbourne Institute Working Paper 20/2005)
• Is There a Unit Root in East-Asian Short-Term Interest Rates? (PDF 449KB)
  by Chew Lian Chua and Sandy Suardi(Melbourne Institute Working Paper 14/2005)