Details about Nilss Olekalns

Access statistics for papers by Nilss Olekalns.

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Short-id: pol57

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 View citations (4)

2006

2. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies
   Department of Economics - Working Papers Series, The University of Melbourne
   Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia 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) View citations (12) (2007)

2005

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

2004

4. 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

2003

5. 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 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) View citations (36) (2004)
6. Measuring the Response of Macroeconomic Uncertainty to Shocks
   Department of Economics - Working Papers Series, The University of Melbourne View citations (5)
   See also Journal Article Measuring the Response of Macroeconomic Uncertainty to Shocks, The Review of Economics and Statistics, MIT Press (2005) View citations (32) (2005)
7. The Asymmetric Effects of Uncertainty on Inflation and Output Growth
   Royal Economic Society Annual Conference 2003, Royal Economic Society 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) View citations (194) (2004)

2002

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

2001

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

2000

12. An Examination of the Sustainability of Indian Fiscal Policy
    Department of Economics - Working Papers Series, The University of Melbourne View citations (15)
13. Enriching the Learning Experience: A CALM Approach
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
14. 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
15. The Effect of Recessions on the Relationship between Output Variability and Growth
    Department of Economics - Working Papers Series, The University of Melbourne View citations (12)

1999

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

1998

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

1997

26. 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) View citations (10) (1997)
27. 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) View citations (16) (1998)

1996

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

1995

29. 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) 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 View citations (12)
   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) (2006)

2006

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

2005

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

2004

4. Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
   Empirical Economics, 2004, 29, (3), 527-540 View citations (36)
   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) View citations (2) (2003)
5. The asymmetric effects of uncertainty on inflation and output growth
   Journal of Applied Econometrics, 2004, 19, (5), 551-565 View citations (194)
   See also Working Paper The Asymmetric Effects of Uncertainty on Inflation and Output Growth, Royal Economic Society Annual Conference 2003 (2003) View citations (12) (2003)

2003

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

2002

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

2000

10. Sustainability and Stability? Australian Fiscal Policy in the Twentieth Century: A Reply
    Australian Economic Papers, 2000, 39, (3), 399-401 View citations (17)

1998

11. Inflation, Unemployment and the NAIRU in Australia
    Australian Economic Review, 1998, 31, (2), 117-129 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)
12. Re‐examining the Evidence for Long‐Run Purchasing Power Parity
    The Economic Record, 1998, 74, (224), 54-61 View citations (10)
13. The Macroeconomic Implications of Current Fiscal Policy
    Australian Economic Review, 1998, 31, (1), 66-72 View citations (4)

1997

14. Has Financial Deregulation Revived the Permanent Income/Life Cycle Hypothesis?
    Australian Economic Review, 1997, 30, (2), 155-166 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

15. Rational Addiction to Caffeine: An Analysis of Coffee Consumption
    Journal of Political Economy, 1996, 104, (5), 1100-1104 View citations (62)
16. Some further evidence on the long-run neutrality of money
    Economics Letters, 1996, 50, (3), 393-398 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

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

1992

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

1990

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