Economics - Research Publications

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    Phillips Curve and the Equilibrium Unemployment Rate*
    LIM, GC ; DIXON, R ; TSIAPLIAS, S (Wiley, 2009-12)
    A time‐varying Phillips Curve was estimated as a means to examine the changing nature of the relationship between wage inflation and the unemployment rate in Australia. The implied time‐varying equilibrium unemployment rate was generated and the analysis showed the important role played by variations in the slope of the Phillips Curve in changing the equilibrium unemployment rate. The deviations of actual unemployment rates from the estimated equilibrium unemployment rates also performed remarkably well as measures of inflationary pressure.
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    An employment equation for Australia
    Dixon, R ; Freebairn, J ; Lim, GC (ECONOMIC SOC OF AUSTRALIA BROWN PRIOR ANDERSON PTY LTD, 2005-09)
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    Deviations from uncovered interest parity in Malaysia
    Goh, SK ; Lim, GC ; Olekalns, N (Informa UK Limited, 2006-06-15)
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    Parametric pricing of higher order moments in S&P500 options
    LIM, G. ; MARTIN, G. M. ; MARTIN, V. L. ( 2005)