Icon of open book, ANU

Recovery from Dutch Disease
Vol: 69/2017 Authors: Mardi Dungey, Renée Fry-McKibbin, Verity Todoroski, Vladimir Volkov Month: November Year: 2017
  • Dungey
  • Fry-McKibbin
  • Todoroski
  • Volkov
  • Commodities and the Macroeconomy
Icon of open book, ANU

Transmission of a Resource Boom: The Case of Australia
Vol: 63/2019 Authors: Mardi Dungey, Renee Fry-McKibbin, Vladimir Volkov Month: September Year: 2019
  • Dungey
  • Fry-McKibbin
  • Volkov
  • Commodities and the Macroeconomy
Icon of open book, ANU

The Gains from Catch-up for China and the US: An Empirical Framework
Vol: 07/2019 Authors: Mardi Dungey, Denise R. Osborn Month: January Year: 2019
  • Dungey
  • Osborn
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Signed Spillover Effects Building on Historical Decompositions
Vol: 52/2017 Authors: Mardi Dungey, John Harvey, Pierre Siklos, Vladimir Volkov Month: August Year: 2017
  • Dungey
  • Siklos
  • Volkov
  • Finance and the Macroeconomy
Icon of open book, ANU

Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
Vol: 30/2011 Authors: Mardi Dungey, Gerald P. Dwyer, Thomas Flavin Month: September Year: 2011
  • Dungey
  • Dwyer
  • Finance and the Macroeconomy
Icon of open book, ANU

The Identification of Fiscal and Monetary Policy in a Structural VAR
Vol: 29/2007 Authors: Mardi Dungey, Renee Fry Month: December Year: 2007
  • Dungey
  • Fry-McKibbin
  • Model Uncertainty and Macro-Econometrics
  • Finance and the Macroeconomy
Icon of open book, ANU

A SVECM Model of the UK Economy and The Term Premium
Vol: 26/2011 Authors: Mardi Dungey, M.Tugrul Vehbi Month: August Year: 2011
  • Dungey
  • Vehbi
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Modelling Change in Financial Market Integration
Vol: 07/2009 Authors: Nektarios Aslanides, Mardi Dungey, Christos S. Savva Month: February Year: 2009
  • Dungey
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Are Financial Crises Alike?
Vol: 15/2008 Authors: Mardi Dungey, Renee Fry, Brenda Gonzales-Hermosillo, Vance L. Martin, Chrismin Tang Month: July Year: 2008
  • Dungey
  • Fry-McKibbin
  • Martin
  • Tang C
Icon of open book, ANU

Can monetary policy surprise the market?
Vol: 05/2015 Author name: Claus E; Dungey M Year: 2015 Month: February
  • Claus
  • Dungey
  • Finance and the Macroeconomy program
Icon of open book, ANU

Chinese Resource Demand and the Natural Resource Supplier
Vol: 54/2013 Authors: Mardi Dungey, Renée Fry-McKibbin, Verity Linehan Month: August Year: 2013
  • Dungey
  • Fry-McKibbin
  • Linehan
  • Commodities and the Macroeconomy
Icon of open book, ANU

On the Correspondence Between Data Revision and Trend-Cycle Decomposition
Vol: 16/2012 Authors: Mardi Dungey, Jan PAM Jacobs, Jing Tian, Simon van Norden Month: March Year: 2012
  • Dungey
  • Jacobs
  • van Norden
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

The US Treasury Market in August 1998: Untangling the Effects Og Hong Kong and Russia with High Frequency Data
Vol: 24/2005 Authors: Mardi Dungey, Charles Goodhart, Demosthenes Tambakis Month: November Year: 2005
  • Dungey
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Empirical Evidence on Jumps in the Term Structure of the US Treasury Market
Vol: 25/2007 Authors: Mardi Dungey, Michael McKenzie, Vanessa Smith Month: December Year: 2007
  • Dungey
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998
Vol: 15/2005 Authors: Mardi Dungey, Renee Fry, Brenda Gonzales-Hermosillo, Vance L. Martin Month: June Year: 2005
  • Dungey
  • Fry-McKibbin
  • Martin
  • Model Uncertainty and Macro-Econometrics
  • Finance and the Macroeconomy
Icon of open book, ANU

Monetary Policy in Illiquid Markets: Options for a Small Open Economy
Vol: 17/2006 Authors: Edda Claus, Mardi Dungey, Renee Fry Month: July Year: 2006
  • Claus
  • Dungey
  • Fry-McKibbin
  • Finance and the Macroeconomy
Icon of open book, ANU

Constructing Historical Euro Area Data
Vol: 18/2007 Authors: Heather Anderson, Mardi Dungey, Denise R. Osborn, Farshid Vahid Month: October Year: 2007
  • Anderson
  • Dungey
  • Osborn
  • Vahid
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Ranking Systemically Important Financial Institutions
Vol: 47/2012 Authors: Mardi Dungey, Matteo Luciani, David Veredas Month: November Year: 2012
  • Dungey
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

A Web of Shocks: Crises Across Asian Real Estate Market
Vol: 02/2004 Authors: Shaun A. Bond, Mardi Dunge, Renee Fry Month: June Year: 2004
  • Dungey
  • Fry-McKibbin
  • Finance and the Macroeconomy
Icon of open book, ANU

Detecting Contagion with Correlation: Volatility and Timing Matter
Vol: 23/2009 Authors: Mardi Dungey, Abdullah Yalama Month: September Year: 2009
  • Dungey
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Modelling International Linkages for Large Open Economies: US and Euro Area
Vol: 24/2009 Authors: Mardi Dungey, Denise Osborn Month: September Year: 2009
  • Dungey
  • Osborn
  • Model Uncertainty and Macro-Econometrics