Dr Edda Claus

Dr. Edda Claus
Research Fellow
Melbourne Institute of Applied Economic and Social Research
Tel. +61 3 8344 2141
Fax. +61 3 8344 2111
Email. eclaus@unimelb.edu.au

Edda is a Research Fellow in the Applied Macroeconomics group. She has held positions at Trinity College Dublin, The Australian National University, The Australian Treasury, The Canadian Department of Finance, and Université de Montréal.

Edda’s research interests are empirical macroeconomics, financial economics and applied time series econometrics.

Refereed articles

Claus, E. (2010), “Seven leading indexes of New Zealand employment.” The Economic Record (forthcoming).

Lim, G.C., Chua, C.L., Claus, E. and S. Tsiaplias (2010), “Review of the Australian Economy: 2009-10: On the road to recovery.” Australian Economic Review, 43(1), 1-11.

Lim, G.C., Chua, C.L., Claus, E. and S. Tsiaplias (2009),“Review of the Australian Economy: 2008-09: Recessions, retrenchments and risks.” Australian Economic Review, 42(1), 1-11.

Claus, E., M. Dungey and R. Fry (2008), “Monetary policy in illiquid markets: Options for a small open economy.” Open Economies Review, 19(3), 305-336.

Working papers

Claus, E. and I. Claus (2007), “Six leading indexes of New Zealand Employment.”, CAMA Working Paper 17/2007.

Claus, E. and I. Claus (2007), “Transmitting shocks to the economy: The contribution of interest and exchange rates and the credit channel”, CAMA Working Paper 03/2007 and Institute for International Integration Studies Discussion Paper No. 206.

Claus, E., M. Dungey and R. Fry (2006), “Monetary policy in illiquid markets: Options for a small open economy.” CAMA Working Paper 17/2006.

Claus, E. and I. Claus (2005), “New Zealand’s economic reform and changing production structure.” CAMA Working Paper 16/2005.

Claus, E. and I. Claus (2002), “How many jobs? A leading indicator model of New Zealand employment.” New Zealand Treasury Working Paper 02/13.

Claus, E. (2001), “Constructing NEO: A near-term employment outlook.”, Department of Finance Working Paper 2001-07.

Research in progress

Claus, E. and M. Dungey (2009), “Nesting yield curve shifts and rotations in a model of monetary policy shocks.”, revise and re-submit;

Claus, E. and B. Lucey (2010), “Equity market integration in the Asia Pacific: Evidence from discount factors.”, under review;