Renée Fry-McKibbin is a Professor of Economics in the Crawford School of Public Policy, and the Associate Dean Research of the College of Asia & the Pacific. She is the Co-Director of the Finance and Macroeconomy Program and the Commodities and the Macroeconomy within CAMA, a fellow of the Research School of Asia and the Pacific (RSAP) in the College of Asia and the Pacific at the ANU, a research associate of the Research Project in Forecasting at George Washington University, a research associate of the National Centre for Econometric Research (NCER) and a research associate of the Norwegian Centre for Macroeconomic and Petroleum Analysis (CAMP), and a committee member of the UK based Money, Macro and Finance (MMF) Research Group. She was the Director of the Centre for Applied Macroeconomic Analysis (CAMA) between 2012 and 2014, following three years as Deputy Director. She is still a member of the CAMA management committee. 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 (ADC) which includes the Australian Defence Force Academy (ADFA). She is an associate editor for the Journal of Banking and Finance and Finance Research Letters, as well as a co-editor of the Economic Record. She has been a visiting scholar or consultant to the European Central Bank, the Federal Reserve Bank of Atlanta, the International Monetary Fund, the Bank of England, the Department of Prime Minister and Cabinet, the Federal Treasury, AUSAID the New Zealand Treasury and the Reserve Bank of New Zealand. She completed her PhD in Economics at the University of Melbourne in 2002.
Renée has published widely in the area of financial market and macro econometrics, mainly focusing on developing statistical frameworks or tests to model the transmission of financial market crises, and to improve macroeconomic modeling using structural vector auto-regression models. In this area she has worked extensively on developing the sign restrictions literature, and has also developed new techniques to examine the effects of fiscal policy shocks on the macroeconomy and particularly their interaction with monetary policy responses and other key variables. She also examines questions in the area of commodity economics. 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.
Macroeconomic Modelling Models of Financial Market Crisis and Contagion Currency Market Intervention Commodity Economics Time Series Analysis SVAR Modelling Latent Factor Modelling