Details about Richard Finlay

Access statistics for papers by Richard Finlay.

Last updated 2020-05-02. Update your information in the RePEc Author Service.

Short-id: pfi139

Working Papers

2018

1. Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (4)
2. Where's the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)

2014

3. A State-space Approach to Australian GDP Measurement
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)
4. Household Saving in Australia
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (7)
   See also Journal Article Household saving in Australia, The B.E. Journal of Macroeconomics, De Gruyter (2015) View citations (4) (2015)

2013

5. Home Prices and Household Spending
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (8)

2011

6. Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (2)
   See also Journal Article Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds, International Journal of Central Banking, International Journal of Central Banking (2012) View citations (13) (2012)

2008

7. A Term Structure Decomposition of the Australian Yield Curve
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (2)
   See also Journal Article A Term Structure Decomposition of the Australian Yield Curve, The Economic Record, The Economic Society of Australia (2009) View citations (5) (2009)

Journal Articles

2020

1. Where’s the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
   Australian Economic Review, 2020, 53, (1), 22-34 View citations (5)

2017

2. A scalar-valued infinitely divisible random field with Pólya autocorrelation
   Statistics & Probability Letters, 2017, 122, (C), 141-146

2015

3. A State-Space Approach to Australian Gross Domestic Product Measurement
   Australian Economic Review, 2015, 48, (2), 133-149 View citations (2)
4. Household saving in Australia
   The B.E. Journal of Macroeconomics, 2015, 15, (2), 677-704 View citations (4)
   See also Working Paper Household Saving in Australia, RBA Research Discussion Papers (2014) View citations (7) (2014)
5. Housing Wealth Effects: Evidence from an Australian Panel
   Economica, 2015, 82, (327), 552-577 View citations (19)

2014

6. Credit supply shocks and the global financial crisis in three small open economies
   Journal of Macroeconomics, 2014, 40, (C), 270-276 View citations (15)
7. The Distribution of Household Spending in Australia
   RBA Bulletin (Print copy discontinued), 2014, 13-22 View citations (4)
8. The Rise in Household Saving
   RBA Bulletin (Print copy discontinued), 2014, 1-10

2012

9. A Generalized Hyperbolic model for a risky asset with dependence
   Statistics & Probability Letters, 2012, 82, (12), 2164-2169 View citations (3)
10. Dwelling Prices and Household Income
    RBA Bulletin (Print copy discontinued), 2012, 13-22 View citations (6)
11. Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds
    International Journal of Central Banking, 2012, 8, (2), 111-142 View citations (13)
    See also Working Paper Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds, RBA Research Discussion Papers (2011) View citations (2) (2011)
12. Extracting Information from Financial Market Instruments
    RBA Bulletin (Print copy discontinued), 2012, 45-54 View citations (5)
13. The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey
    RBA Bulletin (Print copy discontinued), 2012, 19-27 View citations (13)

2011

14. Autocorrelation Functions
    International Statistical Review, 2011, 79, (2), 255-271 View citations (4)
15. Time-varying term premia and the expectations hypothesis in Australia
    Applied Economics Letters, 2011, 18, (2), 133-136 View citations (3)

2009

16. A Term Structure Decomposition of the Australian Yield Curve
    The Economic Record, 2009, 85, (271), 383-400 View citations (5)
    See also Working Paper A Term Structure Decomposition of the Australian Yield Curve, RBA Research Discussion Papers (2008) View citations (2) (2008)

2008

17. OPTION PRICING WITH VG–LIKE MODELS
    International Journal of Theoretical and Applied Finance (IJTAF), 2008, 11, (08), 943-955 View citations (3)
18. Stationary‐Increment Variance‐Gamma and t Models: Simulation and Parameter Estimation
    International Statistical Review, 2008, 76, (2), 167-186 View citations (17)