Details about Penelope Smith

Access statistics for papers by Penelope Smith.

Last updated 2021-04-25. Update your information in the RePEc Author Service.

Short-id: psm217

Working Papers

2015

1. A Multi-sector Model of the Australian Economy
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (10)
   See also Journal Article A Multi-sector Model of the Australian Economy, The Economic Record, The Economic Society of Australia (2016) View citations (30) (2016)
2. Modelling the Australian Dollar
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (2)

2011

3. Terms of Trade Shocks: What are They and What Do They Do?
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (22)
   See also Journal Article Terms of Trade Shocks: What Are They and What Do They Do?, The Economic Record, The Economic Society of Australia (2013) View citations (36) (2013)

2008

4. 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

2006

5. Bayesian Inference for a Threshold Autoregression with a Unit Root
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2005

6. Response of Consumption to Income, Credit and Interest Rate Changes in Australia
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (1)

2004

7. How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (1)
   See also Journal Article How well do Markov switching models describe actual business cycles? The case of synchronization, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (4) (2005)
8. Identification and normalization in Markov switching models of \"business cycles\"
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (3)

2002

9. Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (17)
   See also Journal Article Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modeling Business Cycles, The B.E. Journal of Macroeconomics, De Gruyter (2009) View citations (17) (2009)

Journal Articles

2016

1. A Multi-sector Model of the Australian Economy
   The Economic Record, 2016, 92, (298), 374-408 View citations (30)
   See also Working Paper A Multi-sector Model of the Australian Economy, RBA Research Discussion Papers (2015) View citations (10) (2015)
2. The Household Cash Flow Channel of Monetary Policy
   RBA Bulletin (Print copy discontinued), 2016, 21-30 View citations (38)

2015

3. Total Loss-absorbing Capacity
   RBA Bulletin (Print copy discontinued), 2015, 59-66 View citations (1)

2013

4. Terms of Trade Shocks: What Are They and What Do They Do?
   The Economic Record, 2013, 89, (285), 145-159 View citations (36)
   See also Working Paper Terms of Trade Shocks: What are They and What Do They Do?, RBA Research Discussion Papers (2011) View citations (22) (2011)

2009

5. Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modeling Business Cycles
   The B.E. Journal of Macroeconomics, 2009, 9, (1), 19 View citations (17)
   See also Working Paper Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles, Melbourne Institute Working Paper Series (2002) View citations (17) (2002)

2005

6. How well do Markov switching models describe actual business cycles? The case of synchronization
   Journal of Applied Econometrics, 2005, 20, (2), 253-274 View citations (4)
   Also in Journal of Applied Econometrics, 2005, 20, (2), 253-274 (2005) View citations (21)
   See also Working Paper How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization, Melbourne Institute Working Paper Series (2004) View citations (1) (2004)