Details about Guay C. Lim

Access statistics for papers by Guay C. Lim.

Last updated 2009-09-21. Update your information in the RePEc Author Service.

Short-id: pli315

Working Papers

2009

1. A Latent Variable Approach to Forecasting the Unemployment Rate
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2008

2. A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
3. A Univariate Model of Aggregate Labour Productivity
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
4. Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
5. Phillips Curve and the Equilibrium Rate of Unemployment
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2007

6. What Drives Worker Flows?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2006

7. A reexamination of the equity-premium puzzle: A robust non-parametric approach
   Departmental Working Papers, Southern Methodist University, Department of Economics
   See also Journal Article in The North American Journal of Economics and Finance (2006)
8. An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods
   Centre of Policy Studies/IMPACT Centre Working Papers, Monash University, Centre of Policy Studies/IMPACT Centre
9. Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
10. Inflation Targeting, Learning and Q Volatility in Small Open Economies
    Computing in Economics and Finance 2006, Society for Computational Economics
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2006)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
11. Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations

2005

12. Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes
    DNB Working Papers, Netherlands Central Bank, Research Department

2004

13. A FRAMEWORK FOR UNDERSTANDING CHANGES IN THE UNEMPLOYMENT RATE IN A FLOWS CONTEXT: AN EXAMINATION NET FLOWS IN THE AUSTRALIAN LABOUR MARKET
    Department of Economics - Working Papers Series, The University of Melbourne
14. AN EMPLOYMENT EQUATION FOR AUSTRALIA: 1966-2001
    Department of Economics - Working Papers Series, The University of Melbourne
15. Asian Crises: Theory, Evidence, Warning-Signals
    CESifo Working Paper Series, CESifo Group Munich View citations
16. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations
17. Inflation Targeting and Q Volatility in Small Open Economies
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)
18. The Incidence of Long-Term Unemployment in Australia 1978-2003
    Department of Economics - Working Papers Series, The University of Melbourne

2003

19. Underlying Inflation in Australia: Are the Existing Measures Satisfactory?
    Department of Economics - Working Papers Series, The University of Melbourne View citations
    See also Journal Article in The Economic Record (2004)

2002

20. CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY?
    Department of Economics - Working Papers Series, The University of Melbourne
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002)
21. Parametric Pricing of Higher Order Moments in S&P500 Options
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
22. Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
23. WHY ARE RECESSIONS AS DEEP AS THEY ARE? THE BEHAVIOUR OVER TIME OF THE OUTFLOW FROM UNEMPLOYMENT: A NEW PERSPECTIVE
    Department of Economics - Working Papers Series, The University of Melbourne View citations

2001

24. Australian Gross Flows Data: The Labour Force Survey and the Size of the Population Represented by the Matched Sample
    Department of Economics - Working Papers Series, The University of Melbourne View citations
25. Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy?
    Boston College Working Papers in Economics, Boston College Department of Economics
26. Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy
    Department of Economics - Working Papers Series, The University of Melbourne View citations

2000

27. Misalignment and Managed Exchange Rates - An Application to the Thai Baht
    IMF Working Papers, International Monetary Fund View citations

1998

28. Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark
    International Finance, EconWPA

1995

29. A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash
    Department of Economics - Working Papers Series, The University of Melbourne
30. Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics
    Department of Economics - Working Papers Series, The University of Melbourne

Journal Articles

2009

1. Inflation Targeting
   Australian Economic Review, 2009, 42, (1), 110-118
2. Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks
   Australian Economic Review, 2009, 42, (1), 1-11

2007

3. Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?
   Journal of International Money and Finance, 2007, 26, (6), 865-886
4. Inflation targeting, learning and Q volatility in small open economies
   Journal of Economic Dynamics and Control, 2007, 31, (11), 3699-3722
   See also Working Paper (2006)

2006

5. A reexamination of the equity-premium puzzle: A robust non-parametric approach
   The North American Journal of Economics and Finance, 2006, 17, (2), 173-189
   See also Working Paper (2006)
6. Central Bank Learning and Taylor Rules with Sticky Import Prices
   Computational Economics, 2006, 28, (2), 155-175
7. Deviations from uncovered interest parity in Malaysia
   Applied Financial Economics, 2006, 16, (10), 745-759
8. Pricing currency options in the presence of time-varying volatility and non-normalities
   Journal of Multinational Financial Management, 2006, 16, (3), 291-314

2005

9. An Employment Equation for Australia
   The Economic Record, 2005, 81, (254), 204-214 View citations
10. Bounded dividends, earnings and fundamental stock values
    Empirical Economics, 2005, 30, (2), 411-426
11. Currency risk in excess equity returns: a multi time-varying beta approach
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 189-207
12. Parametric pricing of higher order moments in S&P500 options
    Journal of Applied Econometrics, 2005, 20, (3), 377-404 View citations
    See also Working Paper (2002)

2004

13. Learning and the monetary policy strategy of the European Central Bank
    Journal of International Money and Finance, 2004, 23, (7-8), 997-1010 View citations
14. Underlying Inflation in Australia: Are the Existing Measures Satisfactory?
    The Economic Record, 2004, 80, (251), 373-386 View citations
    See also Working Paper (2003)

2002

15. Introduction to "Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications"
    Australian Economic Papers, 2002, 41, (4), 329-341 View citations
16. Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3
    Australian Economic Papers, 2002, 41, (4), 557-576 View citations

2001

17. Bank Interest Rate Adjustments: Are They Asymmetric?
    The Economic Record, 2001, 77, (237), 135-47 View citations

1999

18. Hedge Funds and Currency Crises
    Australian Economic Review, 1999, 32, (2), 191-196

1998

19. ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS
    Macroeconomic Dynamics, 1998, 2, (02), 213-237
20. Testing the Rationality of Expectations in the Australian Foreign Exchange Market Using Survey Data with Missing Observations
    Applied Financial Economics, 1998, 8, (2), 181-90
21. The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models
    International Journal of Finance & Economics, 1998, 3, (3), 217-28 View citations
22. The distribution of exchange rate returns and the pricing of currency options
    Journal of International Economics, 1998, 45, (2), 351-368 View citations

1997

23. Estimating portfolio models from financial flow data: A reply
    Economic Modelling, 1997, 14, (2), 307-308
24. The Wallis Report: An Agenda for Financial Reform?
    Australian Economic Review, 1997, 30, (3), 301-303

1995

25. Portfolio Implications of an Equity Rain in Australia
    The Economic Record, 1995, 71, (215), 367-78
26. Regression-based cointegration estimators with applications
    Journal of Economic Studies, 1995, 22, (1), 3-22 View citations

1994

27. A Spectral-Temporal Index with an Application to U.S. Interest Rates
    Journal of Business & Economic Statistics, 1994, 12, (1), 81-93 View citations
28. Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991
    Australian Economic Papers, 1994, 33, (62), 75-95

1993

29. The Demand for the Components of Broad Money: Error-Correction and Generalized Asset Adjustment Systems
    Applied Economics, 1993, 25, (8), 995-1004

1992

30. Testing for the fundamental determinants of the long run real exchange rate
    Journal of Banking & Finance, 1992, 16, (3), 625-642

1991

31. Estimating portfolio models from financial flow data: An analysis of the demand for liabilities, real assets and financial assets by the household sector
    Economic Modelling, 1991, 8, (2), 219-224
32. Long- and Short-Run Demand for Currency by the Non-bank Private Sector
    Applied Financial Economics, 1991, 1, (3), 159-63 View citations
33. Official Intervention in the Foreign Exchange Market
    Australian Economic Review, 1991, 24, (4), 67-71 View citations

1990

34. Comment: on 'Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange'
    Australian Economic Review, 1990, 23, (2), 106-107
35. Foreign exchange Markets and the Australian Dollar
    Australian Economic Review, 1990, 23, (3), 44-50

1989

36. Is Monetary Policy Too Tight?
    Australian Economic Review, 1989, 22, (2), 15-24

1988

37. Financial Implications of the Commonwealth Budget Surplus
    Australian Economic Review, 1988, 21, (4), 19-25

1985

38. An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real
    Australian Economic Review, 1985, 18, (2), 19-26 View citations
39. GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions
    Australian Economic Review, 1985, 18, (4), 21-27 View citations

1984

40. The Martin Report
    Australian Economic Review, 1984, 17, (2), 26-34
41. The Money Supply in Australia: Prospects for 1984-85
    Australian Economic Review, 1984, 17, (4), 18-22

1981

42. A portfolio model estimator
    Economics Letters, 1981, 8, (3), 247-253