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Details about Luke Hartigan

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Workplace:Reserve Bank of Australia, (more information at EDIRC)

Access statistics for papers by Luke Hartigan.

Last updated 2020-03-08. Update your information in the RePEc Author Service.

Short-id: pha1277


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Working Papers

2019

  1. A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting
    Working Papers, University of Sydney, School of Economics Downloads

2016

  1. Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2018)
  2. Is the Assumption of Linearity in Factor Models too Strong in Practice?
    Discussion Papers, School of Economics, The University of New South Wales Downloads
    Also in Working Papers, Universitat Rovira i Virgili, Department of Economics (2016) Downloads
  3. Testing for Symmetry in Weakly Dependent Time Series
    Discussion Papers, School of Economics, The University of New South Wales Downloads

2015

  1. Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (2)

Journal Articles

2019

  1. An intuitive skewness-based symmetry test applicable to stationary time series data
    Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (5), 17 Downloads

2018

  1. Alternative HAC covariance matrix estimators with improved finite sample properties
    Computational Statistics & Data Analysis, 2018, 119, (C), 55-73 Downloads View citations (2)
    See also Working Paper (2016)

2010

  1. Constructing an investment return series for the UK unlisted infrastructure market: estimation and application
    Journal of Property Research, 2010, 28, (1), 35-58 Downloads View citations (2)

2009

  1. The impact of changing risk characteristics in the A-REIT sector
    Journal of Property Investment & Finance, 2009, 27, (6), 543-562 Downloads

Chapters

2018

  1. A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy
    A chapter in Central Bank Frameworks: Evolution or Revolution?, 2018 Downloads
 
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