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Details about Guay C. Lim

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Workplace:Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Guay C. Lim.

Last updated 2013-10-14. Update your information in the RePEc Author Service.

Short-id: pli315


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Working Papers

2011

  1. Regional Indexes of Activity: Combining the Old with the New
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2010

  1. Bank and Official Interest Rates: How Do They Interact over Time?
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (2)
    See also Journal Article in The Economic Record (2013)
  2. Regional Beveridge Curves: A Latent Variable Approach
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (3)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2010) Downloads

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 Downloads
    See also Journal Article in Journal of Forecasting (2012)
  2. Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2008) Downloads
  3. Phillips Curve and the Equalibrium Unemployment Rate
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    See also Journal Article in The Economic Record (2009)

2008

  1. 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 Downloads
  2. A Univariate Model of Aggregate Labour Productivity
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads
    See also Journal Article in Applied Economics (2012)
  3. 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 Downloads

2007

  1. What Drives Worker Flows?
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (1)

2006

  1. A reexamination of the equity-premium puzzle: A robust non-parametric approach
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (1)
    See also Journal Article in The North American Journal of Economics and Finance (2006)
  2. An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre Downloads
  3. 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 Downloads
  4. 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) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  5. 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 Downloads View citations (3)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2007)

2005

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

2004

  1. 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 Downloads View citations (1)
  2. AN EMPLOYMENT EQUATION FOR AUSTRALIA: 1966-2001
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  3. Asian Crises: Theory, Evidence, Warning-Signals
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
  4. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (1)
  5. Inflation Targeting and Q Volatility in Small Open Economies
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads
  6. The Incidence of Long-Term Unemployment in Australia 1978-2003
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2004)

2003

  1. Underlying Inflation in Australia: Are the Existing Measures Satisfactory?
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (3)
    See also Journal Article in The Economic Record (2004)

2002

  1. 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 Downloads
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002)
  2. 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 Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2005)
  3. Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  4. 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 Downloads View citations (1)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2003)

2001

  1. 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 Downloads View citations (3)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2002)
  2. 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 Downloads
  3. Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)

2000

  1. Misalignment and Managed Exchange Rates - An Application to the Thai Baht
    IMF Working Papers, International Monetary Fund Downloads View citations (6)

1998

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

1995

  1. 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
  2. Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics
    Department of Economics - Working Papers Series, The University of Melbourne

Journal Articles

2013

  1. Bank and Official Interest Rates: How Do They Interact over Time?
    The Economic Record, 2013, 89, (285), 160-174 Downloads View citations (1)
    See also Working Paper (2010)

2012

  1. A latent variable approach to forecasting the unemployment rate
    Journal of Forecasting, 2012, 31, (3), 229-244
    See also Working Paper (2009)
  2. A univariate model of aggregate labour productivity
    Applied Economics, 2012, 44, (16), 2075-2080 Downloads
    See also Working Paper (2008)
  3. Combating Unemployment
    The Economic Record, 2012, 88, (282), 443-445 Downloads
  4. MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG
    Pacific Economic Review, 2012, 17, (2), 304-325 Downloads
  5. Review of the Australian Economy 2011–12: A Case of Déjà Vu
    Australian Economic Review, 2012, 45, (1), 1-13 Downloads

2011

  1. Review of the Australian Economy 2010–11: Growth, Jobs and Debt
    Australian Economic Review, 2011, 44, (1), 1-12

2010

  1. Review of the Australian Economy 2009-10: On the Road to Recovery
    Australian Economic Review, 2010, 43, (1), 1-11 Downloads

2009

  1. Inflation Targeting
    Australian Economic Review, 2009, 42, (1), 110-118 Downloads View citations (1)
  2. Phillips Curve and the Equilibrium Unemployment Rate
    The Economic Record, 2009, 85, (271), 371-382 Downloads View citations (1)
    See also Working Paper (2009)
  3. Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks
    Australian Economic Review, 2009, 42, (1), 1-11 Downloads View citations (1)

2007

  1. 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 Downloads
  2. Inflation targeting, learning and Q volatility in small open economies
    Journal of Economic Dynamics and Control, 2007, 31, (11), 3699-3722 Downloads
    See also Working Paper (2006)
  3. Time-varying equilibrium rates of unemployment: an analysis with Australian data
    Australian Journal of Labour Economics (AJLE), 2007, 10, (4), 205-225 View citations (1)
    See also Working Paper (2006)

2006

  1. 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 Downloads View citations (1)
    See also Working Paper (2006)
  2. Central Bank Learning and Taylor Rules with Sticky Import Prices
    Computational Economics, 2006, 28, (2), 155-175 Downloads
  3. Deviations from uncovered interest parity in Malaysia
    Applied Financial Economics, 2006, 16, (10), 745-759 Downloads View citations (8)
  4. Pricing currency options in the presence of time-varying volatility and non-normalities
    Journal of Multinational Financial Management, 2006, 16, (3), 291-314 Downloads View citations (4)

2005

  1. An Employment Equation for Australia
    The Economic Record, 2005, 81, (254), 204-214 Downloads View citations (5)
  2. An Examination of Net Flows in the Australian Labour Market
    Australian Journal of Labour Economics (AJLE), 2005, 8, (1), 25-42 View citations (4)
  3. Bounded dividends, earnings and fundamental stock values
    Empirical Economics, 2005, 30, (2), 411-426 Downloads View citations (2)
  4. 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 Downloads
  5. Parametric pricing of higher order moments in S&P500 options
    Journal of Applied Econometrics, 2005, 20, (3), 377-404 Downloads View citations (11)
    See also Working Paper (2002)

2004

  1. Learning and the monetary policy strategy of the European Central Bank
    Journal of International Money and Finance, 2004, 23, (7-8), 997-1010 Downloads View citations (1)
  2. The Incidence of Long-term Unemployment in Australia 1978-2003
    Australian Journal of Labour Economics (AJLE), 2004, 7, (4), 501-513
    See also Working Paper (2004)
  3. Underlying Inflation in Australia: Are the Existing Measures Satisfactory?
    The Economic Record, 2004, 80, (251), 373-386 Downloads View citations (3)
    See also Working Paper (2003)

2003

  1. Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective
    Australian Journal of Labour Economics (AJLE), 2003, 6, (1), 37-64 View citations (1)
    See also Working Paper (2002)

2002

  1. Australian gross flows data: the labour force survey and the size of the population represented by the matched sample
    Australian Journal of Labour Economics (AJLE), 2002, 5, (1), 1-21 View citations (3)
    See also Working Paper (2001)
  2. Introduction to "Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications"
    Australian Economic Papers, 2002, 41, (4), 329-341 Downloads View citations (4)
  3. 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 Downloads View citations (1)

2001

  1. Bank Interest Rate Adjustments: Are They Asymmetric?
    The Economic Record, 2001, 77, (237), 135-47 Downloads View citations (19)
  2. EXCHANGE RATE VOLATILITY: CAUSES, CONSEQUENCES & MANAGEMENT—AN OVERVIEW
    Economic Papers, 2001, 20, (S1), 1-5 Downloads

1999

  1. Hedge Funds and Currency Crises
    Australian Economic Review, 1999, 32, (2), 191-196 Downloads
  2. MANAGING RISK: WHAT HAVE WE LEARNT?—AN OVERVIEW
    Economic Papers, 1999, 18, (4), 2-6 Downloads

1998

  1. ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS
    Macroeconomic Dynamics, 1998, 2, (02), 213-237 Downloads View citations (2)
  2. TECHNOLOGY AND THE EVOLVING FINANCIAL SYSTEM: AN OVERVIEW
    Economic Papers, 1998, 17, (4), 3-6 Downloads
  3. Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations
    Applied Financial Economics, 1998, 8, (2), 181-190 Downloads View citations (2)
  4. 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 Downloads View citations (2)
  5. The distribution of exchange rate returns and the pricing of currency options
    Journal of International Economics, 1998, 45, (2), 351-368 Downloads View citations (4)

1997

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

1995

  1. Portfolio Implications of an Equity Rain in Australia
    The Economic Record, 1995, 71, (215), 367-78
  2. Regression-based cointegration estimators with applications
    Journal of Economic Studies, 1995, 22, (1), 3-22 Downloads View citations (2)

1994

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

1992

  1. Testing for the fundamental determinants of the long run real exchange rate
    Journal of Banking & Finance, 1992, 16, (3), 625-642 Downloads View citations (2)

1991

  1. 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 Downloads View citations (1)
  2. Official Intervention in the Foreign Exchange Market
    Australian Economic Review, 1991, 24, (4), 67-71 Downloads View citations (2)

1990

  1. 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 Downloads
  2. Foreign exchange Markets and the Australian Dollar
    Australian Economic Review, 1990, 23, (3), 44-50 Downloads

1989

  1. Is Monetary Policy Too Tight?
    Australian Economic Review, 1989, 22, (2), 15-24 Downloads View citations (1)

1988

  1. Financial Implications of the Commonwealth Budget Surplus
    Australian Economic Review, 1988, 21, (4), 19-25 Downloads View citations (1)

1985

  1. An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real
    Australian Economic Review, 1985, 18, (2), 19-26 Downloads View citations (1)
  2. GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions
    Australian Economic Review, 1985, 18, (4), 21-27 Downloads View citations (5)

1984

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

1981

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