Details about Philip Liu

Access statistics for papers by Philip Liu.

Last updated 2013-03-27. Update your information in the RePEc Author Service.

Short-id: pli187

Working Papers

2012

1. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
   Working Papers, Bank of Canada 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

2011

3. International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
   Bank of England working papers, Bank of England View citations (5)
4. Real-time Forecasts of Economic Activity for Latin American Economies
   IMF Working Papers, International Monetary Fund View citations (1)
   See also Journal Article in Economic Modelling (2012)

2010

5. Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
   Bank of England working papers, Bank of England View citations (8)
6. Changing Impact of Fiscal Policy on Selected ASEAN Countries
   Working Papers on Regional Economic Integration, Asian Development Bank View citations (2)
   See also Journal Article in Journal of Asian Economics (2013)
7. DSGE model restrictions for structural VAR identification
   Bank of England working papers, Bank of England View citations (1)
   See also Journal Article in International Journal of Central Banking (2012)
8. 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 View citations (1)

2008

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

2007

10. 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

2006

11. A Small New Keynesian Model of the New Zealand economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (7)
12. 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
13. 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) View citations (7)
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2009)

2004

14. 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

Journal Articles

2013

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

2012

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

2011

5. A Dynamic Factor Model of Quarterly Real Gross Domestic Product Growth in the Caribbean: The Case of Cuba and the Bahamas
   Money Affairs, 2011, XXIV, (1), 77-95
6. 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

2010

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

2009

9. Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis
   Journal of Money, Credit and Banking, 2009, 41, (4), 583-618 View citations (2)
   See also Working Paper (2006)