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Details about Jeffrey Sheen

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

Access statistics for papers by Jeffrey Sheen.

Last updated 2016-06-19. Update your information in the RePEc Author Service.

Short-id: psh41


Jump to Journal Articles Chapters

Working Papers

2015

  1. Conditional Systemic Risk with Penalized Copula
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
  2. 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 (2)

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 (3)
    Working Papers, School of Economics, La Trobe University (2005) Downloads

    See also Journal Article in The Economic Record (2006)
  2. Consumption Risk-sharing within Australia and with New Zealand
    Working Papers, University of Sydney, School of Economics Downloads
    See also Journal Article in The Economic Record (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 (1)
    See also Journal Article in The B.E. Journal of Macroeconomics (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
    See also Journal Article in Pacific-Basin Finance Journal (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 (1)

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 in Economic Journal (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

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 (2)
  2. Assessing labor market frictions in a small open economy
    Journal of Macroeconomics, 2016, 48, (C), 231-251 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), 672-684 Downloads View citations (7)
    Also in Economic Modelling, 2011, 28, (1-2), 672-684 (2011) Downloads View citations (10)

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 (8)
    See also Working Paper (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), 1-37 Downloads View citations (2)
    See also Working Paper (2003)

2006

  1. Asymmetric Monetary Policy in Australia
    The Economic Record, 2006, 82, (s1), S85-S96 Downloads View citations (10)
    See also Working Paper (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 (21)

2004

  1. Purchasing Power Parity Across States and Goods Within Australia
    The Economic Record, 2004, 80, (250), 314-329 Downloads View citations (8)

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 (44)

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)

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 (50)
  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 (28)
    See also Working Paper (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 (5)

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

1990

  1. On Optimal Dumping
    Economic Journal, 1990, 100, (400), 127-36 Downloads View citations (2)
    See also Working Paper (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 (3)

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

 
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