Renée Fry-McKibbin's picture

Renée Fry-McKibbin


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Renée Fry-McKibbin is a Professor of Economics in the Crawford School of Public Policy. She is the Co-Director of the Finance and the Macroeconomy research program and the Commodities and the Macroeconomy research program within the Centre for Applied Macroeconomic Research (CAMA), and holds positions as research associate in i) the Research Project in Forecasting at George Washington University; ii) the National Centre for Econometric Research; and iii) the Norwegian Centre for Macroeconomic and Petroleum Analysis. She is also and a committee member of the UK based Money, Macro and Finance (MMF) Research Group, a board member of the Australasian Macroeconomics Society, and is a steering committee member on the University of York Asian Research Network Meeting. She was Associate Dean Research of the College of Asia & the Pacific from 2014 to 2018.

Renée has published widely in the area of financial market and macro econometrics, mainly focusing on developing frameworks to model the transmission of international economic and financial market shocks to small open economies. From a technical perspective she works on structural VAR models where she has worked extensively on developing the sign restrictions literature. She also examines questions in the area of commodity cycles. Her key publications can be found in the Journal of Business and Economic Statistics, the Journal of Economic Literature and the Journal of Banking and Finance.

Renee was the Director of the Centre for Applied Macroeconomic Analysis (CAMA) between 2012 and 2014 following three years as Deputy Director. She was formerly a research associate of the Cambridge Finance and Policy (CFAP) at the University of Cambridge from 2008-2012. In 2012 she was appointed to the advisory board of the Australian Defence College. She is an associate editor for the Journal of Banking and Finance and well as a co-editor of the Economic Record. She has been a visiting scholar or consultant to the European Central Bank, the Bundesbank, the Federal Reserve Bank of Atlanta, the International Monetary Fund, the Bank of England, the Department of Prime Minister and Cabinet, the Australian Federal Treasury, AUSAID the New Zealand Treasury and the Reserve Bank of New Zealand. In 2017 she won the Deans Award for Excellence in PhD Supervision. She completed her PhD in Economics at the University of Melbourne in 2002.

Research interests

Macroeconometric Modelling; Financial Market Crisis and Contagion Modeling; Financial Market Interdependence Modeling; Currency Market Intervention; Commodity Cycles; Time Series Analysis; SVAR Modelling; Latent Factor Modelling.

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