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Details about Jeffrey Sheen

Phone:+612 9850 7287
Postal address:Department of Economics, Macquarie University NSW 2109, AUSTRALIA
Workplace:Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)
Department of Economics, Business School, Macquarie University, (more information at EDIRC)

Access statistics for papers by Jeffrey Sheen.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: psh41


Jump to Journal Articles Chapters

Working Papers

2020

  1. A note on the impact of news on US household inflation expectations
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS, Macroeconomic Dynamics, Cambridge University Press (2020) Downloads View citations (3) (2020)

2015

  1. The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. An Estimated Small Open Economy Model with Labour Market Frictions
    Dynare Working Papers, CEPREMAP Downloads View citations (4)

2005

  1. Asymmetric Monetary Policy in Australia
    Working Papers, University of Sydney, School of Economics Downloads View citations (2)
    Also in Working Papers, School of Economics, La Trobe University (2005) Downloads View citations (4)
    Working Papers, School of Economics, La Trobe University (2005) Downloads View citations (1)

    See also Journal Article Asymmetric Monetary Policy in Australia, The Economic Record, The Economic Society of Australia (2006) Downloads View citations (11) (2006)
  2. Consumption Risk-sharing within Australia and with New Zealand
    Working Papers, University of Sydney, School of Economics Downloads
    See also Journal Article Consumption Risk‐Sharing within Australia and with New Zealand, The Economic Record, The Economic Society of Australia (2007) Downloads View citations (12) (2007)

2004

  1. Central Bank Interventions in the Yen-Dollar Spot Market
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)
  2. Is there a sufficient risk sharing between Australia and New Zealand?
    Econometric Society 2004 Australasian Meetings, Econometric Society

2003

  1. To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets
    Working Papers, University of Sydney, School of Economics Downloads View citations (2)
    See also Journal Article To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets, The B.E. Journal of Macroeconomics, De Gruyter (2007) Downloads View citations (2) (2007)

1998

  1. International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)
    See also Journal Article International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US, Pacific-Basin Finance Journal, Elsevier (2000) Downloads View citations (32) (2000)

1996

  1. A Theory of Intermediate Services and the Inequality of Nations
    Working Papers, University of Sydney, School of Economics Downloads

1993

  1. Unionisation, Industrial Relations and Labour Productivity Growth in Australia: A Pooled Time-Series/Cross-Section Analysis of TFP Growth
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)

1992

  1. THE SLOWDOWN IN AUSTRALIAN PRODUCTIVITY GROWTH: SOME AGGREGATED AND DISAGGREGATED EVIDENCE
    Working Papers, University of Sydney, School of Economics Downloads View citations (2)

1990

  1. Real Wages and the Business Cycle in Australia
    Working Papers, University of Sydney, School of Economics Downloads

1989

  1. A RISK AVERSE PRICE-SETTING MONOPOLIST IN A MODEL OF INTERNATIONAL TRADE
    Working Papers, University of Sydney, School of Economics Downloads
  2. INTERNATIONAL MONETARY AND FISCAL POLICY COOPERATION IN THE PRESENCE OF WAGE INFLEXIBILITIES
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)
  3. ON OPTIMAL DUMPING
    Working Papers, University of Sydney, School of Economics Downloads View citations (1)
    See also Journal Article On Optimal Dumping, Economic Journal, Royal Economic Society (1990) Downloads View citations (2) (1990)

1986

  1. A Weekly Model of the Floating Australian Dollar
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads
  2. The Effectiveness of Fiscal Policy in an Economy with Anticipatory Wage Contracts
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads

Journal Articles

2024

  1. Metal and energy price uncertainties and the global economy
    Journal of International Money and Finance, 2024, 143, (C) Downloads

2023

  1. Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?
    European Economic Review, 2023, 152, (C) Downloads View citations (1)

2022

  1. Early warning systems using dynamic factor models: An application to Asian economies
    Journal of Financial Stability, 2022, 58, (C) Downloads

2021

  1. Measuring macroeconomic disagreement – A mixed frequency approach
    Journal of Economic Behavior & Organization, 2021, 189, (C), 547-566 Downloads View citations (4)

2020

  1. A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS
    Macroeconomic Dynamics, 2020, 24, (4), 995-1015 Downloads View citations (3)
    See also Working Paper A note on the impact of news on US household inflation expectations, Papers (2020) Downloads View citations (3) (2020)

2019

  1. Does Monetary Policy Respond to Uncertainty? Evidence from Australia
    Australian Economic Review, 2019, 52, (3), 336-343 Downloads View citations (3)
  2. Forecasting exchange rates using principal components
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) Downloads View citations (2)
  3. The common component of bilateral US exchange rates: to what is it related?
    Empirical Economics, 2019, 56, (4), 1251-1268 Downloads View citations (6)

2017

  1. Identifying terms of trade shocks in a developing country using a sign restrictions approach
    Applied Economics, 2017, 49, (24), 2298-2315 Downloads View citations (7)

2016

  1. Animal spirits and optimal monetary policy design in the presence of labour market frictions
    Economic Modelling, 2016, 52, (PB), 898-912 Downloads View citations (3)
  2. Assessing labor market frictions in a small open economy
    Journal of Macroeconomics, 2016, 48, (C), 231-251 Downloads View citations (6)

2015

  1. Daily Business and External Condition Indices for the Australian Economy
    The Economic Record, 2015, 91, (S1), 38-53 Downloads View citations (3)

2013

  1. Australian labor market dynamics across the ages
    Economic Modelling, 2013, 35, (C), 453-463 Downloads View citations (2)

2011

  1. A small New Keynesian state space model of the Australian economy
    Economic Modelling, 2011, 28, (1-2), 672-684 Downloads View citations (11)
    Also in Economic Modelling, 2011, 28, (1), 672-684 (2011) Downloads View citations (9)

2010

  1. Cyclical Flows in Australian Labour Markets
    The Economic Record, 2010, 86, (s1), 35-48 Downloads View citations (10)

2007

  1. Consumption Risk‐Sharing within Australia and with New Zealand
    The Economic Record, 2007, 83, (260), 46-59 Downloads View citations (12)
    See also Working Paper Consumption Risk-sharing within Australia and with New Zealand, Working Papers (2005) Downloads (2005)
  2. To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets
    The B.E. Journal of Macroeconomics, 2007, 7, (1), 37 Downloads View citations (2)
    See also Working Paper To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets, Working Papers (2003) Downloads View citations (2) (2003)

2006

  1. Asymmetric Monetary Policy in Australia
    The Economic Record, 2006, 82, (s1), S85-S96 Downloads View citations (11)
    See also Working Paper Asymmetric Monetary Policy in Australia, Working Papers (2005) Downloads View citations (2) (2005)
  2. Interventions in the Yen-dollar spot market: A story of price, volatility and volume
    Journal of Banking & Finance, 2006, 30, (11), 3191-3214 Downloads View citations (22)
    See also Chapter Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume, World Scientific Book Chapters, 2018, 73-106 (2018) Downloads (2018)

2004

  1. Purchasing Power Parity Across States and Goods Within Australia
    The Economic Record, 2004, 80, (250), 314-329 Downloads View citations (10)

2002

  1. The determinants of foreign exchange intervention by central banks: evidence from Australia
    Journal of International Money and Finance, 2002, 21, (5), 619-649 Downloads View citations (50)
    See also Chapter The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia, World Scientific Book Chapters, 2018, 3-41 (2018) Downloads (2018)

2001

  1. Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information
    Journal of Multinational Financial Management, 2001, 11, (2), 117-137 Downloads View citations (7)
    See also Chapter Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information, World Scientific Book Chapters, 2018, 203-227 (2018) Downloads (2018)

2000

  1. Central bank intervention and exchange rate volatility -- Australian evidence
    Journal of International Financial Markets, Institutions and Money, 2000, 10, (3-4), 381-405 Downloads View citations (70)
  2. International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US
    Pacific-Basin Finance Journal, 2000, 8, (1), 85-113 Downloads View citations (32)
    See also Working Paper International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US', Working Papers (1998) Downloads View citations (1) (1998)

1999

  1. Controlling international capital flows
    Global Business and Economics Review, 1999, 1, (1), 43-59 Downloads

1995

  1. Macroeconomic Policy and Employment Growth in Australia
    Australian Economic Review, 1995, 28, (1), 86-104 Downloads View citations (7)

1992

  1. International monetary and fiscal policy cooperation in the presence of wage inflexibilities: Are both counterproductive?
    Journal of Economic Dynamics and Control, 1992, 16, (2), 359-387 Downloads View citations (2)

1990

  1. On Optimal Dumping
    Economic Journal, 1990, 100, (400), 127-36 Downloads View citations (2)
    See also Working Paper ON OPTIMAL DUMPING, Working Papers (1989) Downloads View citations (1) (1989)
  2. Terms of Trade Vulnerability and National Welfare in a Small Open Economy
    Oxford Economic Papers, 1990, 42, (3), 526-43 Downloads View citations (1)

1989

  1. Modelling the floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output?
    Journal of International Money and Finance, 1989, 8, (2), 253-276 Downloads View citations (1)

1988

  1. The Real Exchange Rate and the Fiscal Aspects of a Natural Resource Discovery
    Oxford Economic Papers, 1988, 40, (3), 427-50 Downloads View citations (4)

1987

  1. Inflation Debt and Fiscal Policy Attitudes
    Oxford Economic Papers, 1987, 39, (1), 90-110 Downloads

1984

  1. An empirical analysis of the effect of monetary disequilibria in open economies
    Journal of Monetary Economics, 1984, 13, (1), 127-163 Downloads View citations (3)

1982

  1. Supply Shocks in a Two Country World with Wage and Price Rigidities
    Economic Journal, 1982, 92, (368), 849-67 Downloads View citations (3)

Chapters

2018

  1. Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume
    Chapter 3 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 73-106 Downloads
    See also Journal Article Interventions in the Yen-dollar spot market: A story of price, volatility and volume, Elsevier (2006) Downloads View citations (22) (2006)
  2. Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information
    Chapter 7 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 203-227 Downloads
    See also Journal Article Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information, Elsevier (2001) Downloads View citations (7) (2001)
  3. The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia
    Chapter 1 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 3-41 Downloads
    See also Journal Article The determinants of foreign exchange intervention by central banks: evidence from Australia, Elsevier (2002) Downloads View citations (50) (2002)

2011

  1. Chapter 12 The Australia–Asia Business Cycle Evolution
    A chapter in The Evolving Role of Asia in Global Finance, 2011, pp 287-309 Downloads
 
Page updated 2025-04-02