Jeffrey Sheen

发表

The Real Exchange Rate and the Fiscal Aspects of a Natural Resource Discovery

Charles Wyplosz, F. Giavazzi, Jeffrey Sheen, 1988 .

Purchasing Power Parity Across States and Goods within Australia

Jeffrey Sheen, K. Chaudhuri, 2004 .

Consumption Risk-Sharing Within Australia and With New Zealand

Jeffrey Sheen, David Kim, 2005 .

Conditional Systemic Risk with Penalized Copula 31 st July 2015

Jeffrey Sheen, S. Trück, Ostap Okhrin, 2015 .

Discussion Paper 2015-038 Conditional Systemic Risk with Penalized Copula

Jeffrey Sheen, S. Trück, Ostap Okhrin, 2015 .

Forecasting exchange rates using principal components

N. Ponomareva, Jeffrey Sheen, B. Wang, 2019, Journal of International Financial Markets, Institutions and Money.

Reviews

Peter M. Summers, Gianna Boero, Jeffrey Sheen, 2003 .

Quantifying effects from extreme events with applications to financial crises

Jeffrey Sheen, S. Trück, Ostap Okhrin, 2017 .

Conditional Systemic Risk with Penalized Copula

Jeffrey Sheen, S. Trück, Ostap Okhrin, 2015 .

To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets

Jeffrey Sheen, K. Chaudhuri, 2007 .

Daily Business and External Condition Indices for the Australian Economy

Jeffrey Sheen, S. Trück, B. Wang, 2015 .

Systemic Financial Risk Inference in a Global Setting

Chi Truong, Jeffrey Sheen, S. Trück, 2014 .

TERMS OF TRADE VULNERABILITY AND NATIONAL WELFARE IN A SMALL OPEN ECONOMY

S. Lahiri, Jeffrey Sheen, 1990 .

School of Economics and Political Science Working Papers A Dynamic Panel Macroeconometric Model for Labour Markets : Evidence Across Australian States

Jeffrey Sheen, K. Chaudhuri, 2001 .

Measuring macroeconomic disagreement – A mixed frequency approach

Jeffrey Sheen, B. Wang, 2021 .

Does Monetary Policy Respond to Uncertainty? Evidence from Australia

N. Ponomareva, Jeffrey Sheen, B. Wang, 2019, Australian Economic Review.

The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?

N. Ponomareva, Jeffrey Sheen, B. Wang, 2015 .

Unionisation, Industrial Relations and Labour Productivity Growth in Australia: A Pooled Time-Series/Cross-Section Analysis of TFP Growth

A. Phipps, Jeffrey Sheen, 1993 .

The Australia-Asia Business Cycle Evolution

Jeffrey Sheen, Shawn Leu, 2011 .

Monetary Conditions News and Consumer Expectations at the Zero Lower Bound

Jeffrey Sheen, B. Wang, 2017 .

The common component of bilateral US exchange rates: to what is it related?

N. Ponomareva, Jeffrey Sheen, B. Wang, 2018, Empirical Economics.

INFLATION DEBT AND FISCAL POLICY ATTITUDES

Jeffrey Sheen, 1987 .

Assessing labor market frictions in a small open economy

Jeffrey Sheen, B. Wang, 2016 .

Fiscal Policy and the Real Exchange Rate

Jeffrey Sheen, Francesco Giavazzi, 2021, Advances in Monetary Economics.

Supply Shocks in a Two Country World with Wage and Price Rigidities

Jeffrey Sheen, H. Lorie, 1982 .

Australian Labour Market Dynamics Across the Ages

N. Ponomareva, Jeffrey Sheen, 2013 .

Australian labor market dynamics across the ages

N. Ponomareva, Jeffrey Sheen, 2013 .

A small New Keynesian state space model of the Australian economy

Jeffrey Sheen, Shawn Chen-Yu Leu, Jeffrey Sheen, 2011 .

An Estimated Small Open Economy Model with Labour Market Frictions

Jeffrey Sheen, B. Wang, 2013 .

INTERNATIONAL MONETARY AND FISCAL POLICY COOPERATION IN THE PRESENCE OF WAGE INFLEXIBILITIES

Jeffrey Sheen, 1992 .

Animal spirits and optimal monetary policy design in the presence of labour market frictions

Jeffrey Sheen, B. Wang, 2016 .

Early warning systems using dynamic factor models: An application to Asian economies

Chi Truong, Jeffrey Sheen, S. Trück, 2021 .

Cyclical Flows in Australian Labour Markets

N. Ponomareva, Jeffrey Sheen, 2009 .

The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia

Jeffrey Sheen, Suk-Joong Kim, 2002 .

International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'

Jeffrey Sheen, Suk-Joong Kim, 1998 .

ON OPTIMAL DUMPING

S. Lahiri, Jeffrey Sheen, 1990 .

Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information

Suk-Joong Kim, Jeffrey Sheen, Suk-Joong Kim, 2001 .

Asymmetric Monetary Policy in Australia

Jeffrey Sheen, Shawn Leu, 2006 .

Identifying terms of trade shocks in a developing country using a sign restrictions approach

Jeffrey Sheen, K. Mangadi, 2017 .

The U.S. Factor in Explaining and Forecasting Bilateral U.S. Exchange Rates

N. Ponomareva, Jeffrey Sheen, B. Wang, 2015 .

Modelling the floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output?

Jeffrey Sheen, 1989 .

A Weekly Model of the Floating Australian Dollar

Jeffrey Sheen, 1986 .

Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume

Suk-Joong Kim, Jeffrey Sheen, Suk-Joong Kim, 2006 .

Do monetary conditions news at the zero lower bound influence households' expectations and readiness to spend?

Jeffrey Sheen, B. Wang, 2022, SSRN Electronic Journal.

Understanding Macroeconomic Disagreement

Jeffrey Sheen, B. Wang, 2019, SSRN Electronic Journal.

Estimating Macroeconomic Uncertainty from Surveys - A Mixed Frequency Approach

Jeffrey Sheen, B. Wang, 2017 .

Understanding a Small Open Economy Business Conditions Index

Jeffrey Sheen, S. Trück, B. Wang, 2014 .

A Small State-Space Model of the Australian Economy

Jeffrey Sheen, Shawn Leu, 2008 .

Conditional Systemic Risk with Penalized Copula WORKING PAPER 1509

Jeffrey Sheen, S. Trueck, Ostap Okhrin, 2016 .

Joint Estimation of an Endogenous Model of Central Bank Intervention and Foreign Exchange Volatility with Application to Australia, 1983 to 2003

M. Smith, M. McLennan, Jeffrey Sheen, 2004 .

An empirical analysis of the effect of monetary disequilibria in open economies

Jeffrey Sheen, C. Sassanpour, 1984 .

Metal and energy price uncertainties and the global economy

Jeffrey Sheen, B. Wang, Natalia Ponomareva, 2024, Journal of International Money and Finance.

Energy and Metal Price Uncertainties and the Global Economy

N. Ponomareva, Jeffrey Sheen, B. Wang, 2022, SSRN Electronic Journal.

The common component of bilateral US exchange rates: to what is it related?

N. Ponomareva, Jeffrey Sheen, B. Wang, 2019 .

Controlling international capital flows

Jeffrey Sheen, 1999 .