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Details about Matthew Greenwood-Nimmo

Homepage:http://www.greenwoodeconomics.com
Postal address:312 Faculty of Business and Economics, University of Melbourne, 111 Barry Street, Melbourne, VIC3053, Australia
Workplace:Department of Economics, Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Matthew Greenwood-Nimmo.

Last updated 2023-01-02. Update your information in the RePEc Author Service.

Short-id: pgr364


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Working Papers

2022

  1. A banklevel analysis of interest rate passthrough in South Africa
    Working Papers, South African Reserve Bank Downloads View citations (2)
  2. Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts
    Working Papers, South African Reserve Bank Downloads

2021

  1. Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019) Downloads
  2. Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)
    See also Journal Article Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic, Finance Research Letters, Elsevier (2022) Downloads View citations (4) (2022)
  3. Recent Developments of the Autoregressive Distributed Lag Modelling Framework
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (9)
  4. Risk and Return Spillovers in a Global Model of the Foreign Exchange Network
    Working Papers, South African Reserve Bank Downloads View citations (2)

2020

  1. On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads
    See also Journal Article On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*, The Economic Record, The Economic Society of Australia (2021) Downloads (2021)

2019

  1. Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (3)

2017

  1. What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (6)

2016

  1. Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2017) Downloads View citations (14) (2017)
  2. Risk and Return Spillovers among the G10 Currencies
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (82)
    See also Journal Article Risk and return spillovers among the G10 currencies, Journal of Financial Markets, Elsevier (2016) Downloads View citations (69) (2016)

2012

  1. International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (6)

Journal Articles

2022

  1. Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks
    Journal of Financial Markets, 2022, 59, (PA) Downloads View citations (1)
  2. Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
    Finance Research Letters, 2022, 45, (C) Downloads View citations (4)
    See also Working Paper Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic, CAMA Working Papers (2021) Downloads View citations (2) (2021)

2021

  1. Measuring the Connectedness of the Global Economy
    International Journal of Forecasting, 2021, 37, (2), 899-919 Downloads View citations (21)
  2. On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*
    The Economic Record, 2021, 97, (317), 285-309 Downloads
    See also Working Paper On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks, Melbourne Institute Working Paper Series (2020) Downloads (2020)

2019

  1. Financial sector bailouts, sovereign bailouts, and the transfer of credit risk
    Journal of Financial Markets, 2019, 42, (C), 121-142 Downloads View citations (18)

2017

  1. An Introduction to Data Cleaning Using Internet Search Data
    Australian Economic Review, 2017, 50, (3), 363-372 Downloads
  2. Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices
    Journal of the Royal Statistical Society Series A, 2017, 180, (2), 587-612 Downloads View citations (14)
    See also Working Paper Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices, MPRA Paper (2016) Downloads View citations (7) (2016)

2016

  1. Monetary shocks, macroprudential shocks and financial stability
    Economic Modelling, 2016, 56, (C), 11-24 Downloads View citations (18)
  2. Risk and return spillovers among the G10 currencies
    Journal of Financial Markets, 2016, 31, (C), 43-62 Downloads View citations (69)
    See also Working Paper Risk and Return Spillovers among the G10 Currencies, Melbourne Institute Working Paper Series (2016) Downloads View citations (82) (2016)

2014

  1. Inflation targeting monetary and fiscal policies in a two-country stock–flow-consistent model
    Cambridge Journal of Economics, 2014, 38, (4), 839-867 Downloads View citations (10)

2013

  1. On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK
    Journal of Money, Credit and Banking, 2013, 45, (7), 1431-1449 Downloads View citations (3)
    Also in Journal of Money, Credit and Banking, 2013, 45, (7), 1431-1449 (2013) Downloads View citations (1)
  2. Taxation and the asymmetric adjustment of selected retail energy prices in the UK
    Economics Letters, 2013, 121, (3), 411-416 Downloads View citations (56)

2012

  1. Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
    Journal of Applied Econometrics, 2012, 27, (4), 554-573 Downloads View citations (44)

2009

  1. La fallida búsqueda de la estabilidad
    EKONOMIAZ. Revista vasca de Economía, 2009, 72, (03), 224-243 Downloads
  2. The Self-Defeating Pursuit of Stability
    EKONOMIAZ. Revista vasca de Economía, 2009, 72, (03), 224-243 Downloads
 
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