Details about Philip Liu

Access statistics for papers by Philip Liu.

Last updated 2019-07-15. Update your information in the RePEc Author Service.

Short-id: pli187

Working Papers

2017

1. Changing Macroeconomic Dynamics at the Zero Lower Bound
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (33)
   See also Journal Article Changing Macroeconomic Dynamics at the Zero Lower Bound, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (62) (2019)

2012

2. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
   Staff Working Papers, Bank of Canada View citations (1)
   See also Journal Article Changes in the effects of monetary policy on disaggregate price dynamics, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (39) (2013)

2011

3. International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
   Bank of England working papers, Bank of England View citations (32)

2010

4. Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
   Bank of England working papers, Bank of England View citations (24)
5. Changing Impact of Fiscal Policy on Selected ASEAN Countries
   Working Papers on Regional Economic Integration, Asian Development Bank View citations (10)
   See also Journal Article Changing impact of fiscal policy on selected ASEAN countries, Journal of Asian Economics, Elsevier (2013) View citations (16) (2013)
6. DSGE model restrictions for structural VAR identification
   Bank of England working papers, Bank of England View citations (3)
   See also Journal Article DSGE Model Restrictions for Structural VAR Identification, International Journal of Central Banking, International Journal of Central Banking (2012) View citations (14) (2012)
7. Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
   Bank of England working papers, Bank of England View citations (8)

2008

8. The Role of International Shocks in Australia’s Business Cycle
   RBA Research Discussion Papers, Reserve Bank of Australia

2007

9. STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)

2006

10. A Small New Keynesian Model of the New Zealand economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (26)
11. GAINS FROM COMMITMENT POLICY FOR A SMALL OPEN ECONOMY: THE CASE OF NEW ZEALAND
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
12. UNCOVERING THE HIT-LIST FOR SMALL INFLATION TARGETERS: A BAYESIAN STRUCTURAL ANALYSIS
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (14)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations (6)
    See also Journal Article Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (43) (2009)

2004

13. Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand

Journal Articles

2019

1. Changing Macroeconomic Dynamics at the Zero Lower Bound
   Journal of Business & Economic Statistics, 2019, 37, (3), 391-404 View citations (62)
   See also Working Paper Changing Macroeconomic Dynamics at the Zero Lower Bound, Economics Series Working Papers (2017) View citations (33) (2017)

2017

2. Exergy assessment of a rotary kiln-electric furnace smelting of ferronickel alloy
   Energy, 2017, 138, (C), 942-953 View citations (2)

2014

3. The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR
   Journal of International Money and Finance, 2014, 46, (C), 1-15 View citations (23)

2013

4. Changes in the effects of monetary policy on disaggregate price dynamics
   Journal of Economic Dynamics and Control, 2013, 37, (3), 543-560 View citations (39)
   See also Working Paper Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics, Staff Working Papers (2012) View citations (1) (2012)
5. Changing impact of fiscal policy on selected ASEAN countries
   Journal of Asian Economics, 2013, 24, (C), 103-116 View citations (16)
   See also Working Paper Changing Impact of Fiscal Policy on Selected ASEAN Countries, Working Papers on Regional Economic Integration (2010) View citations (10) (2010)

2012

6. DSGE Model Restrictions for Structural VAR Identification
   International Journal of Central Banking, 2012, 8, (4), 61-95 View citations (14)
   See also Working Paper DSGE model restrictions for structural VAR identification, Bank of England working papers (2010) View citations (3) (2010)
7. Real-time forecasts of economic activity for Latin American economies
   Economic Modelling, 2012, 29, (4), 1090-1098 View citations (25)

2011

8. A Dynamic Factor Model of Quarterly Real Gross Domestic Product Growth in the Caribbean: The Case of Cuba and the Bahamas
   Money Affairs, 2011, XXIV, (1), 77-95
   Also in Annual Proceedings, 2010, 20 (2010) View citations (2)
9. Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK
   Journal of Money, Credit and Banking, 2011, 43, (7), 1443-1474 View citations (60)

2010

10. Stabilization bias for a small open economy: The case of New Zealand
    Journal of Macroeconomics, 2010, 32, (3), 921-935 View citations (4)
11. The Effects of International Shocks on Australia's Business Cycle
    The Economic Record, 2010, 86, (275), 486-503 View citations (14)

2009

12. Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis
    Journal of Money, Credit and Banking, 2009, 41, (4), 583-618 View citations (43)
    See also Working Paper UNCOVERING THE HIT-LIST FOR SMALL INFLATION TARGETERS: A BAYESIAN STRUCTURAL ANALYSIS, ANU Working Papers in Economics and Econometrics (2006) View citations (14) (2006)