Mardi Dungey
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Australian macroeconomist
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Mardi Dungeyeconomics Degrees
Economics
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#3572
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Monetary Economics
#139
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#146
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Macroeconomics
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#402
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Economics
Mardi Dungey's Degrees
- PhD Economics University of Tasmania
- Bachelors Economics University of Tasmania
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Why Is Mardi Dungey Influential?
(Suggest an Edit or Addition)According to Wikipedia, Mardi Helen Dungey was an Australian macroeconomist. Birth and education Dungey was born in 1966. She graduated from the University of Tasmania with a BEc in 1988. She won a cadetship with the Reserve Bank of Australia, working there until 1994, when she commenced her PhD at the Australian National University . She completed her thesis titled "International influences on the Australian economy" in 1998.
Mardi Dungey's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009) (1135)
- A Structural VAR Model of the Australian Economy (2000) (271)
- Unravelling financial market linkages during crises (2007) (208)
- THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR (2009) (147)
- Empirical Modeling of Contagion: A Review of Methodologies (2004) (139)
- A multivariate latent factor decomposition of international bond yield spreads (2000) (135)
- Contagion and Banking Crisis - International Evidence for 2007-2009 (2015) (133)
- Contagion in international bond markets during the Russian and the LTCM crises (2006) (133)
- The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam (2014) (120)
- Empirical evidence on jumps in the term structure of the US Treasury Market (2009) (119)
- Equity Market Contagion During the Global Financial Crisis: Evidence from the World's Eight Largest Economies (2013) (111)
- Testing for contagion using correlations: some words of caution (2001) (111)
- Extending a SVAR Model of the Australian Economy (2009) (89)
- Are Financial Crises Alike? (2010) (83)
- International Contagion Effects from the Russian Crisis and the Ltcm Near-Collapse (2002) (76)
- A Web Of Shocks: Crises Across Asian Real Estate Markets (2006) (74)
- Cojumping: Evidence from the US Treasury bond and futures markets (2012) (71)
- Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH (2015) (70)
- A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis (2004) (66)
- Unobservable shocks as carriers of contagion (2010) (65)
- Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises (2007) (64)
- Transmission of Financial Crises and Contagion:: A Latent Factor Approach (2011) (59)
- Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 (2003) (51)
- Decomposing exchange rate volatility around the Pacific Rim? 5 5 ?This paper is a much revised versi (1999) (51)
- Contagion Across Financial Markets: An Empirical Assessment ∗ (2001) (49)
- Correlation, Contagion, and Asian Evidence (2006) (46)
- Chinese resource demand and the natural resource supplier (2013) (45)
- Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? (2003) (42)
- The Changing Network of Financial Market Linkages: The Asian Experience (2018) (42)
- Currency Market Contagion in the Asia-Pacific Region (2004) (39)
- Ranking Systemically Important Financial Institutions (2012) (37)
- International Shocks on Australia - the Japanese Effect (2003) (33)
- The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch (2008) (30)
- Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises (2003) (29)
- International financial contagion: what do we know? (2003) (28)
- Are banking shocks contagious? Evidence from the eurozone (2020) (27)
- Sampling Properties of Contagion Tests (2005) (26)
- MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA (2014) (26)
- Prospects for Output and Employment Growth with Steady Inflation (1998) (24)
- Identifying International Financial Contagion Progress and Challenges (2005) (24)
- The Transmission of Contagion in Developed and Developing International Bond Markets (2002) (24)
- A comparison of alternative tests of contagion with applications (2005) (23)
- Exchange rate risk exposure and the value of European firms (2015) (23)
- Testing for Mutually Exciting Jumps and Financial Flights in High Frequency Data (2017) (23)
- International Transmissions to Australia: The Roles of the USA and Euro Area (2013) (23)
- Flight-to-quality and asymmetric volatility responses in US Treasuries (2009) (22)
- Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities (2011) (22)
- Time-Varying Continuous and Jump Betas: The Role of Firm Characteristics and Periods of Stress (2016) (22)
- Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 (2003) (21)
- First Home Buyers’ Support Schemes in Australia (2011) (21)
- Identifying terms of trade effects in real exchange rate movements: evidence from Asia (2004) (20)
- Financial integration and the construction of historical financial data for the Euro Area (2011) (20)
- The Changing International Network of Sovereign Debt and Financial Institutions (2016) (19)
- Surfing Through the GFC: Systemic Risk in Australia (2015) (18)
- Systemic risk in the US: interconnectedness as a circuit breaker (2017) (18)
- Identifying contagion: Identifying contagion (2018) (18)
- International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies (2018) (18)
- The influences of international output shocks from the US and China on ASEAN economies (2015) (18)
- Using multiple correspondence analysis for finance: A tool for assessing financial inclusion (2018) (18)
- The Emergence of Systemically Important Insurers (2014) (17)
- The internationalisation of financial crises: Banking and currency crises 1883–2008 (2015) (17)
- The internationalisation of financial crises: Banking and currency crises 1883–2008 (2015) (17)
- CONSTRUCTING HISTORICAL EURO AREA DATA (2007) (16)
- After Hours Trading in Equity Futures Markets (2009) (16)
- Identifying International Financial Contagion (2005) (16)
- Googling SIFIs (2013) (16)
- U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure (2012) (15)
- Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? (2015) (15)
- Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH (2008) (15)
- TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP (2014) (14)
- A Multi-Country Structural VAR Model (2000) (13)
- Equity portfolio diversification with high frequency data (2014) (13)
- Creating a sense of 'closure': Providing confidence intervals on some recent estimates of Indigenous populations (2006) (13)
- Contagion and the Transmission of Financial Crises (2011) (12)
- The Steady Inflation Rate of Economic Growth (2000) (12)
- Signed Spillover Effects Building on Historical Decompositions (2017) (11)
- International Shocks and the Role of Domestic Policy in Australia (2002) (11)
- Mortgage Choice Determinants: The Role of Risk and Bank Regulation (2015) (11)
- News , No-News and Jumps in the US Treasury Market . ∗ (2007) (9)
- R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks (2018) (9)
- Public information, price volatility, and trading volume in U.S. bond markets (2008) (9)
- Monetary Policy in Illiquid Markets: Options for a Small Open Economy (2008) (8)
- Detecting contagion with correlation: Volatility and timing matter (2010) (8)
- The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data (2008) (8)
- Vintage and credit rating: what matters in the ABX data during the credit crunch? (2009) (7)
- Identifying Fiscal and Monetary Policy in a Small Open Economy VAR (2007) (7)
- The Cross Market Effects of Short Sale Restrictions (2013) (7)
- Fiscal and Monetary Policy in Australia: an SVAR Model (2010) (7)
- The Cross Market Effects of Short Sale Restrictions (2013) (7)
- The Cross Market Effects of Short Sale Restrictions (2013) (7)
- Transmission of a Resource Boom: The Case of Australia (2020) (7)
- Contagion in the East Asian currency crisis. (2001) (7)
- A Monte Carlo Analysis of Alternative Tests of Contagion (2004) (7)
- Recovery from Dutch Disease (2017) (7)
- International Financial Contagion: What should we be looking for? (2005) (6)
- Identifying Periods of Financial Stress in Asian Currencies: The Role of High Frequency Financial Market Data (2014) (6)
- A Perspective on Modelling the Australian Real Trade Weighted Index Since the Float (2003) (6)
- Towards a Strucrural VAR Model of the Australian Economy (1997) (6)
- Continuous and Jump Betas: Implications for Portfolio Diversification (2016) (6)
- Dating Changes in Monetary Policy in Australia (2000) (6)
- Can monetary policy surprises affect the term structure (2016) (6)
- Volatility of the Australian Dollar Exchange Rate (1990) (6)
- Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market (2018) (5)
- Empirical Modeling of Contagion (2004) (5)
- Factor analysis of a model of stock market returns using simulation-based estimation techniques (2001) (5)
- Modelling Trade Duration in U.S. Treasury Markets (2010) (5)
- Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors (2019) (4)
- A Perspective on Modelling the Real Trade Weighted Index Since the Float (2001) (4)
- A Semiparametric Conditional Duration Model (2014) (4)
- Endogeneity in household mortgage choice (2018) (4)
- Modeling trade duration in U.S. Treasury markets (2013) (4)
- The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms (2014) (4)
- High-frequency Characterisation of Indian Banking Stocks (2018) (4)
- Non-financial corporations and systemic risk (2021) (4)
- Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) (2010) (3)
- Mortgage product choice in Australia: The impact of market stress (2014) (3)
- Revealed commonality: linkages in consumption, investment and output in East Asia (2003) (3)
- Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks (2017) (3)
- On the correspondence between data revision and trend-cycle decomposition (2012) (3)
- A threshold mixed count time series model: estimation and application (2019) (3)
- The impact of jumps and thin trading on realized hedge ratios (2013) (3)
- The Structure and Resilience of the Financial System - edited by Christopher Kent and Jeremy Lawson (2008) (3)
- Modelling International Linkages for Large Open Economies: US and Euro Area (2009) (3)
- More confusion in contagion tests: the effects of a crisis sourced in US credit markets (2009) (3)
- Financial crises in Asia: Concordance by asset market or country? (2010) (3)
- Examining stress in Asian currencies: A perspective offered by high frequency financial market data (2020) (3)
- International influences on the Australian economy (1998) (3)
- Observing the Crisis : Characterising the spectrum of fi nancial markets with high frequency data , 2004-2008 . ∗ (2011) (3)
- Does Australia overlook a potential trade opportunity (2014) (3)
- The Gains from Catch-up for China and the US: An Empirical Framework (2019) (2)
- Modelling Financial Contagion Using High Frequency Data (2020) (2)
- From Trade-to-Trade in US Treasuries (2010) (2)
- Can Monetary Policy Surprise the Market? (2015) (2)
- Changing Vulnerability in Asia: Contagion and Systemic Risk (2019) (2)
- Potential Growth and Inflation: Estimates for Australia, the United States and Canada (2004) (2)
- A Web of Shocks: Crises Across Asian Real Estate (2004) (2)
- Yield Curve Responses to Monetary Policy in the Presence of Asymmetric Information (2006) (2)
- The Term Premium and The UK Economy 1980-2007 (2010) (2)
- Jump Risk in the US Financial Sector (2020) (2)
- Financial Flights, Stock Market Linkages and Jump Excitation (2016) (2)
- Synchronisation of financial crises (2004) (2)
- Continuous and Jump Betas: Firm and Industry Level Evidence (2013) (2)
- From Trade-to-Trade in US Treasuries : Durations , Workups and News E ¤ ects (2009) (2)
- Crisis transmission: Visualizing vulnerability (2020) (2)
- Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households (2016) (2)
- VAR modelling in the presence of China’s rise : an application to the Taiwanese economy (2014) (2)
- Transmission of a Resource Boom: The Case of Australia (2019) (1)
- Credit Limits and Long-Term Covered Interest Arbitrage (1998) (1)
- Industrial Firms and Systemic Risk (2020) (1)
- Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth' (2005) (1)
- International Linkages for Large Open Economies with a SVAR Representation (2009) (1)
- Characterizing fi nancial crises through the spectrum of high frequency data (2011) (1)
- On trend-cycle decomposition and data revision (2012) (1)
- The influences of international and domestic shocks on East Asia (2015) (1)
- The Gains from Catch‐Up for China and the USA: An Empirical Framework (2020) (1)
- A SVECM Model of the UK Economy and the Term Premium (2011) (1)
- A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates (1997) (1)
- Changing vulnerability in Asia: contagion and spillovers (2022) (1)
- Systematic and liquidity risk in sub-prime mortgage-backed assets (2011) (1)
- The Changing Network of Financial Market Linkages (2018) (1)
- Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax (1998) (1)
- Who, What, Where? Residential Property Investment in Australia (2018) (1)
- Unanticipated Shocks and Systemic Influences (2003) (1)
- The Impact of Thin Trading and Jumps on Realised Hedge Ratios ∗ (2012) (1)
- Trend-Cycle Decomposition: Implications from an Exact Structural Identification (2013) (0)
- The internationalisation of financial crises (2010) (0)
- From Trade-to-Trade in US Treasuries (Discussion Paper 2010-02) (2010) (0)
- Data for Crisis transmission : visualizing vulnerability (2019) (0)
- CAMA Centre for Applied Macroeconomic Analysis Recovery from Dutch Disease CAMA Working Paper 69 / 2017 November 2017 (2017) (0)
- International Financial Contagion (2005) (0)
- Learning About the Role of Market Micro-Structure from High-Frequency Data on Asian Banks (2017) (0)
- Contagion: What Should we be looking for? (2005) (0)
- Comments on "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?" (2016) (0)
- Googling Systemically Important Insurers: (Blog www.voxeu.org. Research-based policy analysis and commentary from leading economists) (2013) (0)
- Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time (2010) (0)
- Measuring Volatility | RDP 9010: Volatility of the Australian Dollar Exchange Rate (1990) (0)
- Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities (2012) (0)
- Progress Towards to Equity Market Integration in Eastern Europe (2008) (0)
- Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market (Discussion Paper 2010-07) (2012) (0)
- An empirical analysis of the effect of growth on inflation, Australia, Canada and the United States (2001) (0)
- Macro‐financial Linkages in the Pacific Region Akira Kohsaka (ed) Routledge, 2015 P. 284. ISBN: 9781138806535 (2016) (0)
- Comments on Brischetto and Voss (1999): Forecasting Australian Economic Activity Using Leading Indicators (1999) (0)
- Characterizing financial crises using high-frequency data (2022) (0)
- Volatility of the Australian Dollar | RDP 9010: Volatility of the Australian Dollar Exchange Rate (1990) (0)
- References | RDP 9010: Volatility of the Australian Dollar Exchange Rate (1990) (0)
- Phase dating and contagion in the Global Financial Crisis : a smooth transition structural GARCH approach (2011) (0)
- Banks and Sovereigns: Did Adversity Bring Them Closer? (2020) (0)
- Classroom ideas: Finance is fun! Maths and money (2014) (0)
- Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets (2023) (0)
- The US Perspective (2007) (0)
- Quantile relationships between standard, diffusion and jump betas across Japanese banks (2018) (0)
- Changing Vulnerability in Asia: (2019) (0)
- Borrower Characteristics and Mortgage Choices ∗ (2012) (0)
- The Count of Monte Carlo: Analyzing Banking Crises, 1800-2010 (2019) (0)
- Results from Crisis transmission: visualizing vulnerability (2019) (0)
- Duration Dynamics in the After-Hours Electronic Futures Market during the Global Financial Crisis (2014) (0)
- N 2015 ‐ 04 High Frequency Characteriza on of Indian Banking Stocks (2015) (0)
- CENTRE FOR APPLIED MACROECONOMIC ANALYSIS (2005) (0)
- How can countries protect their banks against international contagion (2015) (0)
- Modelling change in financial market integration: Eastern Europe (2009) (0)
- Dynamic effects of network exposure on equity markets (2022) (0)
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