Details about Jeffrey Sheen

Phone:	+612 9850 7287
Postal address:	Department of Economics, Macquarie University NSW 2109, AUSTRALIA
Workplace:	Department of Economics, Business School, 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 2025-07-07. Update your information in the RePEc Author Service.

Short-id: psh41

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Jump to Journal Articles Chapters

Working Papers

2020

1. 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

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

2014

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

2005

4. Asymmetric Monetary Policy in Australia
   Working Papers, School of Economics, La Trobe University View citations (4)
   Also in Working Papers, University of Sydney, School of Economics (2005) View citations (2)
   Working Papers, School of Economics, La Trobe University (2005) View citations (2)
   See also Journal Article Asymmetric Monetary Policy in Australia, The Economic Record, The Economic Society of Australia (2006) View citations (12) (2006)
5. 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

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

2003

8. 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

9. 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

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

1993

11. 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

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

1990

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

1989

14. A RISK AVERSE PRICE-SETTING MONOPOLIST IN A MODEL OF INTERNATIONAL TRADE
    Working Papers, University of Sydney, School of Economics
15. INTERNATIONAL MONETARY AND FISCAL POLICY COOPERATION IN THE PRESENCE OF WAGE INFLEXIBILITIES
    Working Papers, University of Sydney, School of Economics View citations (1)
16. 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

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

Journal Articles

2025

1. Does monetary policy uncertainty moderate the transmission of policy shocks to government bond yields?
   Journal of International Money and Finance, 2025, 154, (C)

2024

2. Metal and energy price uncertainties and the global economy
   Journal of International Money and Finance, 2024, 143, (C) View citations (4)

2023

3. Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?
   European Economic Review, 2023, 152, (C) View citations (3)

2022

4. Early warning systems using dynamic factor models: An application to Asian economies
   Journal of Financial Stability, 2022, 58, (C) View citations (2)

2021

5. Measuring macroeconomic disagreement – A mixed frequency approach
   Journal of Economic Behavior & Organization, 2021, 189, (C), 547-566 View citations (5)

2020

6. 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

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

2017

10. 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

11. Animal spirits and optimal monetary policy design in the presence of labour market frictions
    Economic Modelling, 2016, 52, (PB), 898-912 View citations (3)
12. Assessing labor market frictions in a small open economy
    Journal of Macroeconomics, 2016, 48, (C), 231-251 View citations (7)

2015

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

2013

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

2011

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

2010

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

2007

17. 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)
18. 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

19. Asymmetric Monetary Policy in Australia
    The Economic Record, 2006, 82, (s1), S85-S96 View citations (12)
    See also Working Paper Asymmetric Monetary Policy in Australia, Working Papers (2005) View citations (4) (2005)
20. 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 (23)
    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

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

2002

22. 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

23. 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

24. 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 (74)
25. 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

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

1995

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

1992

28. 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

29. 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)
30. Terms of Trade Vulnerability and National Welfare in a Small Open Economy
    Oxford Economic Papers, 1990, 42, (3), 526-43 View citations (1)

1989

31. 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

32. 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

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

1984

34. 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

35. Supply Shocks in a Two Country World with Wage and Price Rigidities
    Economic Journal, 1982, 92, (368), 849-67 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
   See also Journal Article Interventions in the Yen-dollar spot market: A story of price, volatility and volume, Elsevier (2006) View citations (23) (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
   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)
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
   See also Journal Article The determinants of foreign exchange intervention by central banks: evidence from Australia, Elsevier (2002) View citations (50) (2002)

2011

4. Chapter 12 The Australia–Asia Business Cycle Evolution
   A chapter in The Evolving Role of Asia in Global Finance, 2011, pp 287-309