Details about Luke Hartigan

Access statistics for papers by Luke Hartigan.

Last updated 2024-08-10. Update your information in the RePEc Author Service.

Short-id: pha1277

Working Papers

2024

1. Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator
   Working Papers, University of Sydney, School of Economics
   Also in RBA Research Discussion Papers, Reserve Bank of Australia (2024)

2021

2. Financial Conditions and Downside Risk to Economic Activity in Australia
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (3)

2019

3. A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting
   Working Papers, University of Sydney, School of Economics View citations (1)
   See also Journal Article A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting, The Economic Record, The Economic Society of Australia (2020) View citations (6) (2020)

2016

4. Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties
   Discussion Papers, School of Economics, The University of New South Wales View citations (1)
   See also Journal Article Alternative HAC covariance matrix estimators with improved finite sample properties, Computational Statistics & Data Analysis, Elsevier (2018) View citations (4) (2018)
5. Is the Assumption of Linearity in Factor Models too Strong in Practice?
   Discussion Papers, School of Economics, The University of New South Wales
   Also in Working Papers, Universitat Rovira i Virgili, Department of Economics (2016)
6. Testing for Symmetry in Weakly Dependent Time Series
   Discussion Papers, School of Economics, The University of New South Wales

2015

7. 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 View citations (3)

Journal Articles

2023

1. Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia
   The Economic Record, 2023, 99, (325), 253-287 View citations (2)

2021

2. Is the assumption of constant factor loadings too strong in practice?
   Economic Modelling, 2021, 98, (C), 100-108 View citations (2)

2020

3. A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting
   The Economic Record, 2020, 96, (314), 271-293 View citations (6)
   See also Working Paper A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting, Working Papers (2019) View citations (1) (2019)

2019

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

2018

5. Alternative HAC covariance matrix estimators with improved finite sample properties
   Computational Statistics & Data Analysis, 2018, 119, (C), 55-73 View citations (4)
   See also Working Paper Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties, Discussion Papers (2016) View citations (1) (2016)

2010

6. Constructing an investment return series for the UK unlisted infrastructure market: estimation and application
   Journal of Property Research, 2010, 28, (1), 35-58 View citations (3)

2009

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

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 View citations (1)