Research

Work/Ideas in Progress

The macroeconomic effects of a carry trade collapse on the Australian economy

Renée Fry-Mckibbin, Arjuna Mohottala and Jasmine Zheng

How do monetary and fiscal policy shocks explain US macroeconomic fluctuations? - A Factor Augmented VAR (FAVAR) approach

Renée Fry-Mckibbin and Jasmine Zheng

The transmission of shocks from the US and China to the Australian economy - A two block Factor Augmented VAR (FAVAR) approach

Jasmine Zheng

Comparing the macroeconomic effects of economic uncertainty on the Australian and the US economies

Renée Fry-Mckibbin and Jasmine Zheng

Effects of US monetary policy shocks during financial crises - A Threshold Vector Autoregression approach

Renée Fry-Mckibbin and Jasmine Zheng

Applied Economics (2016), 48(59), 5802-5823