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Details about Nilss Olekalns

E-mail:
Homepage:http://www.economics.unimelb.edu.au/staffprofile/nolekalns.htm
Workplace:Department of Economics, Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Nilss Olekalns.

Last updated 2011-06-22. Update your information in the RePEc Author Service.

Short-id: pol57


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Working Papers

2007

  1. Skills Mismatch and Returns to Training in Australia:Some New Evidence
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (4)

2006

  1. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads View citations (12)

    See also Journal Article Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies, Economics Letters, Elsevier (2007) Downloads View citations (11) (2007)

2005

  1. Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (2)
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads View citations (4)

2004

  1. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION
    Department of Economics - Working Papers Series, The University of Melbourne Downloads

2003

  1. Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (2)
    See also Journal Article Do stock market returns predict changes to output? Evidence from a nonlinear panel data model, Empirical Economics, Springer (2004) Downloads View citations (34) (2004)
  2. Measuring the Response of Macroeconomic Uncertainty to Shocks
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (5)
    See also Journal Article Measuring the Response of Macroeconomic Uncertainty to Shocks, The Review of Economics and Statistics, MIT Press (2005) Downloads View citations (32) (2005)
  3. The Asymmetric Effects of Uncertainty on Inflation and Output Growth
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (12)
    See also Journal Article The asymmetric effects of uncertainty on inflation and output growth, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2004) Downloads View citations (188) (2004)

2002

  1. Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
  2. The Teaching of First Year Economics in Australian Universities*
    Department of Economics - Working Papers Series, The University of Melbourne Downloads

2001

  1. An Empirical Investigation of Structural Breaks in the Ex Ante Fisher Effect
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
  2. The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model
    Department of Economics - Working Papers Series, The University of Melbourne Downloads

2000

  1. An Examination of the Sustainability of Indian Fiscal Policy
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (15)
  2. Enriching the Learning Experience: A CALM Approach
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
  3. The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  4. The Effect of Recessions on the Relationship between Output Variability and Growth
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (12)

1999

  1. A Comment on
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (2)
  2. Are Private Sector Consumption Decisions Affected by Public Sector Consumption?
    Department of Economics - Working Papers Series, The University of Melbourne
  3. Demographic and Wagner's Law. Evidence From the OECD Countries
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
  4. Rational Habit Modification: the Role of Credit
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  5. Spend Now, Pay Later? Tax Smoothing & Fiscal Sustainability in South Asia
    Department of Economics - Working Papers Series, The University of Melbourne View citations (12)
  6. Sustainability and Stability? Australian Fiscal Policy in the 20th Century
    Department of Economics - Working Papers Series, The University of Melbourne View citations (4)

1998

  1. Cyclical Asymmetries in Australian Macroeconomic Data
    Department of Economics - Working Papers Series, The University of Melbourne
  2. Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"
    Department of Economics - Working Papers Series, The University of Melbourne
  3. Some Long Run Evidence on Tax Smoothing
    Department of Economics - Working Papers Series, The University of Melbourne View citations (7)
  4. Tax Smoothing in a Financially Repessed Economy: Evidence from India
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)

1997

  1. Has Financial Deregulation revived the Permanent Income/Life Cycle Hypothesis?
    Department of Economics - Working Papers Series, The University of Melbourne View citations (10)
    See also Journal Article Has Financial Deregulation Revived the Permanent Income/Life Cycle Hypothesis?, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (1997) Downloads View citations (10) (1997)
  2. Inflation, Unemployment and the Nairu in Australia
    Department of Economics - Working Papers Series, The University of Melbourne View citations (7)
    Also in Working Papers, New South Wales - School of Economics (1996) View citations (1)

    See also Journal Article Inflation, Unemployment and the NAIRU in Australia, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (1998) Downloads View citations (16) (1998)

1996

  1. Australian Evidence on Tax Smoothing and the Optimal Budget Surplus
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)

1995

  1. Some further Evidence on the Long Run Neutrality of Money
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article Some further evidence on the long-run neutrality of money, Economics Letters, Elsevier (1996) Downloads View citations (26) (1996)

Journal Articles

2007

  1. Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies
    Economics Letters, 2007, 94, (3), 383-388 Downloads View citations (11)
    See also Working Paper Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies, Department of Economics - Working Papers Series (2006) Downloads (2006)

2006

  1. Deviations from uncovered interest parity in Malaysia
    Applied Financial Economics, 2006, 16, (10), 745-759 Downloads View citations (21)

2005

  1. Measuring the Response of Macroeconomic Uncertainty to Shocks
    The Review of Economics and Statistics, 2005, 87, (2), 362-370 Downloads View citations (32)
    See also Working Paper Measuring the Response of Macroeconomic Uncertainty to Shocks, Department of Economics - Working Papers Series (2003) Downloads View citations (5) (2003)

2004

  1. Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
    Empirical Economics, 2004, 29, (3), 527-540 Downloads View citations (34)
    See also Working Paper Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model, Department of Economics - Working Papers Series (2003) Downloads View citations (2) (2003)
  2. The asymmetric effects of uncertainty on inflation and output growth
    Journal of Applied Econometrics, 2004, 19, (5), 551-565 Downloads View citations (188)
    See also Working Paper The Asymmetric Effects of Uncertainty on Inflation and Output Growth, Royal Economic Society Annual Conference 2003 (2003) Downloads View citations (12) (2003)

2003

  1. New evidence on financial openness in Malaysia
    Journal of Asian Economics, 2003, 14, (2), 311-325 Downloads View citations (4)
  2. Tax smoothing, tax tilting and fiscal sustainability in Pakistan
    Economic Modelling, 2003, 20, (1), 47-67 Downloads View citations (12)

2002

  1. Does the Australian dollar real exchange rate display mean reversion
    Journal of International Money and Finance, 2002, 21, (5), 651-666 Downloads View citations (28)
  2. Rational habit modification in consumption
    Economic Modelling, 2002, 19, (4), 665-678 Downloads View citations (6)

2000

  1. Sustainability and Stability? Australian Fiscal Policy in the Twentieth Century: A Reply
    Australian Economic Papers, 2000, 39, (3), 399-401 Downloads View citations (14)

1998

  1. Inflation, Unemployment and the NAIRU in Australia
    Australian Economic Review, 1998, 31, (2), 117-129 Downloads View citations (16)
    See also Working Paper Inflation, Unemployment and the Nairu in Australia, Department of Economics - Working Papers Series (1997) View citations (7) (1997)
  2. Re‐examining the Evidence for Long‐Run Purchasing Power Parity
    The Economic Record, 1998, 74, (224), 54-61 Downloads View citations (10)
  3. The Macroeconomic Implications of Current Fiscal Policy
    Australian Economic Review, 1998, 31, (1), 66-72 Downloads View citations (4)

1997

  1. Has Financial Deregulation Revived the Permanent Income/Life Cycle Hypothesis?
    Australian Economic Review, 1997, 30, (2), 155-166 Downloads View citations (10)
    See also Working Paper Has Financial Deregulation revived the Permanent Income/Life Cycle Hypothesis?, Department of Economics - Working Papers Series (1997) View citations (10) (1997)

1996

  1. Rational Addiction to Caffeine: An Analysis of Coffee Consumption
    Journal of Political Economy, 1996, 104, (5), 1100-1104 Downloads View citations (61)
  2. Some further evidence on the long-run neutrality of money
    Economics Letters, 1996, 50, (3), 393-398 Downloads View citations (26)
    See also Working Paper Some further Evidence on the Long Run Neutrality of Money, Department of Economics - Working Papers Series (1995) (1995)

1994

  1. Default Risk in Implicit Contract Models of the Credit Market
    Australian Economic Papers, 1994, 33, (63), 215-27
  2. Testing for unit roots in seasonally adjusted data
    Economics Letters, 1994, 45, (3), 273-279 Downloads View citations (10)

1992

  1. Credit rationing, implicit contracts, risk aversion, and the variability of interest rates
    Journal of Macroeconomics, 1992, 14, (2), 337-347 Downloads

1990

  1. Comment: on ‘Monetary Policy: A Structural Analysis’
    Australian Economic Review, 1990, 23, (2), 35-35 Downloads
 
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