Details about Guay C. Lim

Access statistics for papers by Guay C. Lim.

Last updated 2012-12-20. Update your information in the RePEc Author Service.

Short-id: pli315

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

2010

2. 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
3. Regional Beveridge Curves: A Latent Variable Approach
   Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
   Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2010)

2009

4. 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
   See also Journal Article in Journal of Forecasting (2012)
5. Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies
   2009 Meeting Papers, Society for Economic Dynamics
   Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2008)
6. Phillips Curve and the Equalibrium Unemployment Rate
   Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
   See also Journal Article in The Economic Record (2009)

2008

7. 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
8. A Univariate Model of Aggregate Labour Productivity
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article in Applied Economics (2012)
9. 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

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

2006

11. A reexamination of the equity-premium puzzle: A robust non-parametric approach
    Departmental Working Papers, Southern Methodist University, Department of Economics View citations (1)
    See also Journal Article in The North American Journal of Economics and Finance (2006)
12. 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
13. 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
14. 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)
15. 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 (3)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2007)

2005

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

2004

17. 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 View citations (1)
18. AN EMPLOYMENT EQUATION FOR AUSTRALIA: 1966-2001
    Department of Economics - Working Papers Series, The University of Melbourne
19. Asian Crises: Theory, Evidence, Warning-Signals
    CESifo Working Paper Series, CESifo Group Munich
20. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
21. 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)
22. The Incidence of Long-Term Unemployment in Australia 1978-2003
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2004)

2003

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

2002

24. 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)
25. 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
    See also Journal Article in Journal of Applied Econometrics (2005)
26. Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
27. 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 (1)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2003)

2001

28. 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 (3)
    See also Journal Article in Australian Journal of Labour Economics (AJLE) (2002)
29. 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
30. Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)

2000

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

1998

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

1995

33. 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
34. Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics
    Department of Economics - Working Papers Series, The University of Melbourne

Journal Articles

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
   See also Working Paper (2008)
3. Combating Unemployment
   The Economic Record, 2012, 88, (282), 443-445
4. MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG
   Pacific Economic Review, 2012, 17, (2), 304-325
5. Review of the Australian Economy 2011–12: A Case of Déjà Vu
   Australian Economic Review, 2012, 45, (1), 1-13

2011

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

2010

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

2009

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

2007

11. 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
12. 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)
13. 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

14. 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 View citations (1)
    See also Working Paper (2006)
15. Central Bank Learning and Taylor Rules with Sticky Import Prices
    Computational Economics, 2006, 28, (2), 155-175
16. Deviations from uncovered interest parity in Malaysia
    Applied Financial Economics, 2006, 16, (10), 745-759 View citations (7)
17. Pricing currency options in the presence of time-varying volatility and non-normalities
    Journal of Multinational Financial Management, 2006, 16, (3), 291-314 View citations (1)

2005

18. An Employment Equation for Australia
    The Economic Record, 2005, 81, (254), 204-214 View citations (4)
19. An Examination of Net Flows in the Australian Labour Market
    Australian Journal of Labour Economics (AJLE), 2005, 8, (1), 25-42 View citations (3)
20. Bounded dividends, earnings and fundamental stock values
    Empirical Economics, 2005, 30, (2), 411-426 View citations (2)
21. 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
22. Parametric pricing of higher order moments in S&P500 options
    Journal of Applied Econometrics, 2005, 20, (3), 377-404 View citations (11)
    See also Working Paper (2002)

2004

23. 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 (1)
24. 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)
25. Underlying Inflation in Australia: Are the Existing Measures Satisfactory?
    The Economic Record, 2004, 80, (251), 373-386 View citations (2)
    See also Working Paper (2003)

2003

26. 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

27. 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)
28. Introduction to "Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications"
    Australian Economic Papers, 2002, 41, (4), 329-341 View citations (2)
29. 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 (1)

2001

30. Bank Interest Rate Adjustments: Are They Asymmetric?
    The Economic Record, 2001, 77, (237), 135-47 View citations (15)
31. EXCHANGE RATE VOLATILITY: CAUSES, CONSEQUENCES & MANAGEMENT—AN OVERVIEW
    Economic Papers, 2001, 20, (S1), 1-5

1999

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

1998

34. ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS
    Macroeconomic Dynamics, 1998, 2, (02), 213-237 View citations (1)
35. TECHNOLOGY AND THE EVOLVING FINANCIAL SYSTEM: AN OVERVIEW
    Economic Papers, 1998, 17, (4), 3-6
36. 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 View citations (2)
37. 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 (2)
38. The distribution of exchange rate returns and the pricing of currency options
    Journal of International Economics, 1998, 45, (2), 351-368 View citations (4)

1997

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

1995

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

1994

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

1992

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

1991

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

1990

48. 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
49. Foreign exchange Markets and the Australian Dollar
    Australian Economic Review, 1990, 23, (3), 44-50

1989

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

1988

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

1985

52. An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real
    Australian Economic Review, 1985, 18, (2), 19-26 View citations (1)
53. GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions
    Australian Economic Review, 1985, 18, (4), 21-27 View citations (3)

1984

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

1981

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