Details about Jeffrey Sheen
Access statistics for papers by Jeffrey Sheen.
Last updated 2025-01-06. Update your information in the RePEc Author Service.
Short-id: psh41
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Working Papers
2020
- A note on the impact of news on US household inflation expectations
Papers, arXiv.org 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) View citations (3) (2020)
2015
- The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?
MPRA Paper, University Library of Munich, Germany
2014
- An Estimated Small Open Economy Model with Labour Market Frictions
Dynare Working Papers, CEPREMAP View citations (4)
2005
- Asymmetric Monetary Policy in Australia
Working Papers, University of Sydney, School of Economics View citations (2)
Also in Working Papers, School of Economics, La Trobe University (2005) View citations (4) Working Papers, School of Economics, La Trobe University (2005) View citations (1)
See also Journal Article Asymmetric Monetary Policy in Australia, The Economic Record, The Economic Society of Australia (2006) View citations (11) (2006)
- Consumption Risk-sharing within Australia and with New Zealand
Working Papers, University of Sydney, School of Economics 
See also Journal Article Consumption Risk‐Sharing within Australia and with New Zealand, The Economic Record, The Economic Society of Australia (2007) View citations (12) (2007)
2004
- Central Bank Interventions in the Yen-Dollar Spot Market
Working Papers, University of Sydney, School of Economics View citations (1)
- Is there a sufficient risk sharing between Australia and New Zealand?
Econometric Society 2004 Australasian Meetings, Econometric Society
2003
- 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 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) View citations (2) (2007)
1998
- International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'
Working Papers, University of Sydney, School of Economics 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) View citations (32) (2000)
1996
- A Theory of Intermediate Services and the Inequality of Nations
Working Papers, University of Sydney, School of Economics
1993
- 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 View citations (1)
1992
- THE SLOWDOWN IN AUSTRALIAN PRODUCTIVITY GROWTH: SOME AGGREGATED AND DISAGGREGATED EVIDENCE
Working Papers, University of Sydney, School of Economics View citations (2)
1990
- Real Wages and the Business Cycle in Australia
Working Papers, University of Sydney, School of Economics
1989
- A RISK AVERSE PRICE-SETTING MONOPOLIST IN A MODEL OF INTERNATIONAL TRADE
Working Papers, University of Sydney, School of Economics
- INTERNATIONAL MONETARY AND FISCAL POLICY COOPERATION IN THE PRESENCE OF WAGE INFLEXIBILITIES
Working Papers, University of Sydney, School of Economics View citations (1)
- ON OPTIMAL DUMPING
Working Papers, University of Sydney, School of Economics View citations (1)
See also Journal Article On Optimal Dumping, Economic Journal, Royal Economic Society (1990) View citations (2) (1990)
1986
- A Weekly Model of the Floating Australian Dollar
RBA Research Discussion Papers, Reserve Bank of Australia
- The Effectiveness of Fiscal Policy in an Economy with Anticipatory Wage Contracts
RBA Research Discussion Papers, Reserve Bank of Australia
Journal Articles
2024
- Metal and energy price uncertainties and the global economy
Journal of International Money and Finance, 2024, 143, (C)
2023
- Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?
European Economic Review, 2023, 152, (C) View citations (1)
2022
- Early warning systems using dynamic factor models: An application to Asian economies
Journal of Financial Stability, 2022, 58, (C)
2021
- Measuring macroeconomic disagreement – A mixed frequency approach
Journal of Economic Behavior & Organization, 2021, 189, (C), 547-566 View citations (4)
2020
- A NOTE ON THE IMPACT OF NEWS ON US HOUSEHOLD INFLATION EXPECTATIONS
Macroeconomic Dynamics, 2020, 24, (4), 995-1015 View citations (3)
See also Working Paper A note on the impact of news on US household inflation expectations, Papers (2020) View citations (3) (2020)
2019
- Does Monetary Policy Respond to Uncertainty? Evidence from Australia
Australian Economic Review, 2019, 52, (3), 336-343 View citations (3)
- Forecasting exchange rates using principal components
Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) View citations (2)
- The common component of bilateral US exchange rates: to what is it related?
Empirical Economics, 2019, 56, (4), 1251-1268 View citations (6)
2017
- Identifying terms of trade shocks in a developing country using a sign restrictions approach
Applied Economics, 2017, 49, (24), 2298-2315 View citations (7)
2016
- Animal spirits and optimal monetary policy design in the presence of labour market frictions
Economic Modelling, 2016, 52, (PB), 898-912 View citations (3)
- Assessing labor market frictions in a small open economy
Journal of Macroeconomics, 2016, 48, (C), 231-251 View citations (6)
2015
- Daily Business and External Condition Indices for the Australian Economy
The Economic Record, 2015, 91, (S1), 38-53 View citations (3)
2013
- Australian labor market dynamics across the ages
Economic Modelling, 2013, 35, (C), 453-463 View citations (2)
2011
- A small New Keynesian state space model of the Australian economy
Economic Modelling, 2011, 28, (1-2), 672-684 View citations (11)
Also in Economic Modelling, 2011, 28, (1), 672-684 (2011) View citations (9)
2010
- Cyclical Flows in Australian Labour Markets
The Economic Record, 2010, 86, (s1), 35-48 View citations (10)
2007
- Consumption Risk‐Sharing within Australia and with New Zealand
The Economic Record, 2007, 83, (260), 46-59 View citations (12)
See also Working Paper Consumption Risk-sharing within Australia and with New Zealand, Working Papers (2005) (2005)
- 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 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) View citations (2) (2003)
2006
- Asymmetric Monetary Policy in Australia
The Economic Record, 2006, 82, (s1), S85-S96 View citations (11)
See also Working Paper Asymmetric Monetary Policy in Australia, Working Papers (2005) View citations (2) (2005)
- Interventions in the Yen-dollar spot market: A story of price, volatility and volume
Journal of Banking & Finance, 2006, 30, (11), 3191-3214 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) (2018)
2004
- Purchasing Power Parity Across States and Goods Within Australia
The Economic Record, 2004, 80, (250), 314-329 View citations (10)
2002
- The determinants of foreign exchange intervention by central banks: evidence from Australia
Journal of International Money and Finance, 2002, 21, (5), 619-649 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) (2018)
2001
- 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 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) (2018)
2000
- Central bank intervention and exchange rate volatility -- Australian evidence
Journal of International Financial Markets, Institutions and Money, 2000, 10, (3-4), 381-405 View citations (70)
- International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US
Pacific-Basin Finance Journal, 2000, 8, (1), 85-113 View citations (32)
See also Working Paper International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US', Working Papers (1998) View citations (1) (1998)
1999
- Controlling international capital flows
Global Business and Economics Review, 1999, 1, (1), 43-59
1995
- Macroeconomic Policy and Employment Growth in Australia
Australian Economic Review, 1995, 28, (1), 86-104 View citations (7)
1992
- 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 View citations (2)
1990
- On Optimal Dumping
Economic Journal, 1990, 100, (400), 127-36 View citations (2)
See also Working Paper ON OPTIMAL DUMPING, Working Papers (1989) View citations (1) (1989)
- Terms of Trade Vulnerability and National Welfare in a Small Open Economy
Oxford Economic Papers, 1990, 42, (3), 526-43 View citations (1)
1989
- 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 View citations (1)
1988
- The Real Exchange Rate and the Fiscal Aspects of a Natural Resource Discovery
Oxford Economic Papers, 1988, 40, (3), 427-50 View citations (4)
1987
- Inflation Debt and Fiscal Policy Attitudes
Oxford Economic Papers, 1987, 39, (1), 90-110
1984
- An empirical analysis of the effect of monetary disequilibria in open economies
Journal of Monetary Economics, 1984, 13, (1), 127-163 View citations (3)
1982
- Supply Shocks in a Two Country World with Wage and Price Rigidities
Economic Journal, 1982, 92, (368), 849-67 View citations (3)
Chapters
2018
- 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 
See also Journal Article Interventions in the Yen-dollar spot market: A story of price, volatility and volume, Elsevier (2006) View citations (22) (2006)
- 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 
See also Journal Article Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information, Elsevier (2001) View citations (7) (2001)
- 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 
See also Journal Article The determinants of foreign exchange intervention by central banks: evidence from Australia, Elsevier (2002) View citations (50) (2002)
2011
- Chapter 12 The Australia–Asia Business Cycle Evolution
A chapter in The Evolving Role of Asia in Global Finance, 2011, pp 287-309
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