Renée Fry-McKibbin's picture

Renée Fry-McKibbin

Professor

Contact details

Renée Fry-McKibbin is a Professor of Economics in the Crawford School of Public Policy at the Australian National University. 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 a research associate in the Research Project in Forecasting at George Washington University, and the Norwegian Centre for Macroeconomic and Petroleum Analysis. She is a board member of the Australasian Macroeconomics Society and a steering committee member on the University of York Asian Research Network Meeting. She is a co-editor of the Economic Record, and an associate editor for the International Journal of Financial Analysis.

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, such as those sourced in commodity markets, global business cycles and financial market crises. Her principal publications appear in the Journal of Business and Economic Statistics, the Journal of Economic Literature, the Journal of Banking and Finance and Quantitative Finance.

Previous positions that she has held include membership of the Research Excellence Committee for the Evaluation of Research in Australia for the Australian Research Council (2018), Associate Dean (Research) of the College of Asia & the Pacific (2014-2018), associate editor for the Journal of Banking and Finance (2015-2019), Director of CAMA (2012- 2014) and Deputy Director of CAMA (2009 and 2012). She was also a research associate of the Cambridge Finance and Policy at the University of Cambridge (2008-2012). In 2012 she sat on the advisory board of the Australian Defence College. 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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