Economics - Research Publications
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ItemThe role of portfolio shocks in a structural vector autoregressive model of the Australian economy(BLACKWELL PUBLISHING, 2008-03-01)
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ItemComputing the Distributions of Economic Models via Simulation(Econometric Society, 2008-03-18)We study a Monte Carlo algorithm for computing marginal and stationary densities of stochastic models with the Markov property, establishing global asymptotic normality and OP(n–1/2) convergence. Asymptotic normality is used to derive error bounds in terms of the distribution of the norm deviation.
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ItemUnravelling financial market linkages during crises(JOHN WILEY & SONS LTD, 2007-01-01)
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ItemInternational monetary policy surprise spillovers(ELSEVIER, 2008-05-01)