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Details about Luke Hartigan

Homepage:https://sites.google.com/view/luke-hartigan
Workplace:School of Economics, Faculty of Arts and Social Sciences, University of Sydney, (more information at EDIRC)
Reserve Bank of Australia, (more information at EDIRC)

Access statistics for papers by Luke Hartigan.

Last updated 2023-08-07. Update your information in the RePEc Author Service.

Short-id: pha1277


Jump to Journal Articles Chapters

Working Papers

2021

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

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 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) Downloads View citations (6) (2020)

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 Alternative HAC covariance matrix estimators with improved finite sample properties, Computational Statistics & Data Analysis, Elsevier (2018) Downloads View citations (4) (2018)
  2. Is the Assumption of Linearity in Factor Models too Strong in Practice?
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
    Also in Discussion Papers, School of Economics, The University of New South Wales (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 (3)

Journal Articles

2023

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

2021

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

2020

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

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 (4)
    See also Working Paper Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties, Discussion Papers (2016) Downloads View citations (1) (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 (3)

2009

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