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Details about Richard Finlay

Homepage:http://scholar.google.com.au/citations?sortby=pubdate&hl=en&user=HXpuHJoAAAAJ&view_op=list
Workplace:Reserve Bank of Australia, (more information at EDIRC)
University of Sydney, School of Mathematics and Statistics

Access statistics for papers by Richard Finlay.

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

Short-id: pfi139


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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 Downloads View citations (1)
  2. Where's the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (1)

2014

  1. A State-space Approach to Australian GDP Measurement
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (1)
  2. Household Saving in Australia
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (2)
    See also Journal Article in The B.E. Journal of Macroeconomics (2015)

2013

  1. Home Prices and Household Spending
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (7)

2011

  1. Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (1)
    See also Journal Article in International Journal of Central Banking (2012)

2008

  1. A Term Structure Decomposition of the Australian Yield Curve
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads
    See also Journal Article in The Economic Record (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 Downloads

2017

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

2015

  1. A State-Space Approach to Australian Gross Domestic Product Measurement
    Australian Economic Review, 2015, 48, (2), 133-149 Downloads View citations (1)
  2. Household saving in Australia
    The B.E. Journal of Macroeconomics, 2015, 15, (2), 677-704 Downloads View citations (2)
    See also Working Paper (2014)
  3. Housing Wealth Effects: Evidence from an Australian Panel
    Economica, 2015, 82, (327), 552-577 Downloads View citations (11)

2014

  1. Credit supply shocks and the global financial crisis in three small open economies
    Journal of Macroeconomics, 2014, 40, (C), 270-276 Downloads View citations (12)
  2. The Distribution of Household Spending in Australia
    RBA Bulletin (Print copy discontinued), 2014, 13-22 Downloads View citations (2)
  3. The Rise in Household Saving
    RBA Bulletin (Print copy discontinued), 2014, 1-10 Downloads

2012

  1. A Generalized Hyperbolic model for a risky asset with dependence
    Statistics & Probability Letters, 2012, 82, (12), 2164-2169 Downloads View citations (3)
  2. Dwelling Prices and Household Income
    RBA Bulletin (Print copy discontinued), 2012, 13-22 Downloads View citations (5)
  3. Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds
    International Journal of Central Banking, 2012, 8, (2), 111-142 Downloads View citations (7)
    See also Working Paper (2011)
  4. Extracting Information from Financial Market Instruments
    RBA Bulletin (Print copy discontinued), 2012, 45-54 Downloads View citations (5)
  5. The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey
    RBA Bulletin (Print copy discontinued), 2012, 19-27 Downloads View citations (9)

2011

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

2009

  1. A Term Structure Decomposition of the Australian Yield Curve
    The Economic Record, 2009, 85, (271), 383-400 Downloads View citations (5)
    See also Working Paper (2008)

2008

  1. OPTION PRICING WITH VG–LIKE MODELS
    International Journal of Theoretical and Applied Finance (IJTAF), 2008, 11, (08), 943-955 Downloads View citations (3)
  2. Stationary‐Increment Variance‐Gamma and t Models: Simulation and Parameter Estimation
    International Statistical Review, 2008, 76, (2), 167-186 Downloads View citations (14)
 
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