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Details about Philip Liu

E-mail:
Homepage:http://www.philip-liu.net/
Workplace:Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Philip Liu.

Last updated 2014-09-19. Update your information in the RePEc Author Service.

Short-id: pli187


Jump to Journal Articles

Working Papers

2012

  1. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
    Working Papers, Bank of Canada Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  2. Exploring the Dynamics of Global Liquidity
    IMF Working Papers, International Monetary Fund Downloads View citations (5)

2011

  1. International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
    Bank of England working papers, Bank of England Downloads View citations (6)
  2. Real-Time Forecasts of Economic Activity for Latin American Economies
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
    See also Journal Article in Economic Modelling (2012)

2010

  1. Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
    Bank of England working papers, Bank of England Downloads View citations (9)
  2. Changing Impact of Fiscal Policy on Selected ASEAN Countries
    Working Papers on Regional Economic Integration, Asian Development Bank Downloads View citations (3)
    See also Journal Article in Journal of Asian Economics (2013)
  3. DSGE model restrictions for structural VAR identification
    Bank of England working papers, Bank of England Downloads View citations (2)
    See also Journal Article in International Journal of Central Banking (2012)
  4. Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (3)

2008

  1. The Role of International Shocks in Australia’s Business Cycle
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads

2007

  1. STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2006

  1. A Small New Keynesian Model of the New Zealand economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (7)
  2. GAINS FROM COMMITMENT POLICY FOR A SMALL OPEN ECONOMY: THE CASE OF NEW ZEALAND
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  3. UNCOVERING THE HIT-LIST FOR SMALL INFLATION TARGETERS: A BAYESIAN STRUCTURAL ANALYSIS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2006) Downloads View citations (8)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2009)

2004

  1. Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads

Journal Articles

2014

  1. The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR
    Journal of International Money and Finance, 2014, 46, (C), 1-15 Downloads

2013

  1. Changes in the effects of monetary policy on disaggregate price dynamics
    Journal of Economic Dynamics and Control, 2013, 37, (3), 543-560 Downloads View citations (2)
    See also Working Paper (2012)
  2. Changing impact of fiscal policy on selected ASEAN countries
    Journal of Asian Economics, 2013, 24, (C), 103-116 Downloads View citations (3)
    See also Working Paper (2010)

2012

  1. DSGE Model Restrictions for Structural VAR Identification
    International Journal of Central Banking, 2012, 8, (4), 61-95 Downloads View citations (1)
    See also Working Paper (2010)
  2. Real-time forecasts of economic activity for Latin American economies
    Economic Modelling, 2012, 29, (4), 1090-1098 Downloads
    See also Working Paper (2011)

2011

  1. Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK
    Journal of Money, Credit and Banking, 2011, 43, (7), 1443-1474 Downloads View citations (8)

2010

  1. Stabilization bias for a small open economy: The case of New Zealand
    Journal of Macroeconomics, 2010, 32, (3), 921-935 Downloads View citations (1)
  2. The Effects of International Shocks on Australia's Business Cycle
    The Economic Record, 2010, 86, (275), 486-503 Downloads View citations (3)

2009

  1. Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis
    Journal of Money, Credit and Banking, 2009, 41, (4), 583-618 Downloads View citations (5)
    See also Working Paper (2006)
 
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