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Details about Penelope Smith

Workplace:Reserve Bank of Australia, (more information at EDIRC)

Access statistics for papers by Penelope Smith.

Last updated 2020-10-29. Update your information in the RePEc Author Service.

Short-id: psm217


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Working Papers

2015

  1. A Multi-sector Model of the Australian Economy
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (9)
    See also Journal Article in The Economic Record (2016)
  2. Modelling the Australian Dollar
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (1)

2011

  1. Terms of Trade Shocks: What are They and What Do They Do?
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (16)
    See also Journal Article in The Economic Record (2013)

2008

  1. A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2006

  1. Bayesian Inference for a Threshold Autoregression with a Unit Root
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2005

  1. Response of Consumption to Income, Credit and Interest Rate Changes in Australia
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (1)

2004

  1. How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads
    See also Journal Article in Journal of Applied Econometrics (2005)
  2. Identification and normalization in Markov switching models of \\"business cycles\\"
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (3)

2002

  1. Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (13)
    See also Journal Article in The B.E. Journal of Macroeconomics (2009)

Journal Articles

2016

  1. A Multi-sector Model of the Australian Economy
    The Economic Record, 2016, 92, (298), 374-408 Downloads View citations (17)
    See also Working Paper (2015)
  2. The Household Cash Flow Channel of Monetary Policy
    RBA Bulletin (Print copy discontinued), 2016, 21-30 Downloads View citations (26)

2015

  1. Total Loss-absorbing Capacity
    RBA Bulletin (Print copy discontinued), 2015, 59-66 Downloads View citations (1)

2013

  1. Terms of Trade Shocks: What Are They and What Do They Do?
    The Economic Record, 2013, 89, (285), 145-159 Downloads View citations (17)
    See also Working Paper (2011)

2009

  1. Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modeling Business Cycles
    The B.E. Journal of Macroeconomics, 2009, 9, (1), 1-19 Downloads View citations (13)
    See also Working Paper (2002)

2005

  1. How well do Markov switching models describe actual business cycles? The case of synchronization
    Journal of Applied Econometrics, 2005, 20, (2), 253-274 Downloads View citations (17)
    See also Working Paper (2004)
 
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