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Details about Joaquin Vespignani

E-mail:
Homepage:http://www.joaquinvespignani.com
Workplace:School of Economics and Finance, Tasmanian School of Business and Economics, University of Tasmania, (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 Joaquin Vespignani.

Last updated 2022-06-28. Update your information in the RePEc Author Service.

Short-id: pve271


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Working Papers

2021

  1. COVID-19 and firms’ stock price growth: The role of market capitalization
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2021) Downloads
  2. Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
  3. Environmental Performance in the West African Economy: MM-Quantile and 2SLS Approach
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2021) Downloads
  4. Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019) Downloads View citations (3)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads View citations (3)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2019) Downloads View citations (3)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019) Downloads View citations (3)

    See also Journal Article in Energy Economics (2021)
  5. Impact of Commodity Price Volatility on External Debt: The Role of Exchange Rate Regimes
    Working Papers, HAL Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2021) Downloads

    See also Journal Article in Applied Economics (2021)
  6. Oil Prices and Fiscal Policy in an Oil-exporter country: Empirical Evidence from Oman
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2021) Downloads

2020

  1. COVID-19 and Tasmanian Youth Unemployment: A Policy Recommendation
    Working Papers, HAL Downloads View citations (1)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2020) Downloads View citations (1)
  2. Commodity Price Volatility, External Debt and Exchange Rate Regimes
    Working Papers, HAL Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads
  3. Commodity Price Volatility, Fiscal Balance and Real Interest Rate
    Working Papers, HAL Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads
  4. Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads View citations (3)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (3)

    See also Journal Article in Economic Papers (2021)
  5. Industrial Impact of Economic Uncertainty Shocks in Australia
    (Impact industriel des chocs D'incertitude économique en Australie)
    Working Papers, HAL Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2019) Downloads

    See also Journal Article in Economic Papers (2021)
  6. Industrial Impact of Economic Uncertainty Shocks in Australia: Revised
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Non-Gravity Trade
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads
  8. Oil Curse
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries*
    Working Papers, HAL Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2019) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads View citations (2)
  11. The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads
  12. Trade, Education, and Income Inequality
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2020) Downloads View citations (1)

2019

  1. Oil Curse, Economic Growth and Trade Openness
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (2)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019) Downloads View citations (2)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) Downloads View citations (3)

    See also Journal Article in Energy Economics (2020)

2018

  1. Financial and non-financial global stock market volatility shocks
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads

    See also Journal Article in Economic Modelling (2021)
  2. Global Commodity Prices and Global Stock Volatility Shocks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2017

  1. Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads View citations (3)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (3)
  2. Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (3)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) Downloads View citations (2)

    See also Journal Article in Applied Economics (2020)
  3. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (71)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads View citations (72)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (72)

    See also Journal Article in Energy Economics (2017)
  4. Trade Uncertainty and Income Inequality
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (1)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) Downloads View citations (1)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads View citations (1)
  5. World steel production: A new monthly indicator of global real economic activity
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) Downloads View citations (2)

    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2020)

2016

  1. Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) Downloads View citations (1)
  2. The impact of oil price shocks on the US stock market: A note on the roles of US and non-US oil production
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (72)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2016) Downloads View citations (72)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) Downloads View citations (4)

    See also Journal Article in Economics Letters (2016)
  3. The implications of liquidity expansion in China for the US dollar
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) Downloads
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) Downloads

2015

  1. A New Monthly Indicator of Global Real Economic Activity
    Working Paper, Norges Bank Downloads View citations (17)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2015) Downloads View citations (16)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) Downloads View citations (9)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) Downloads View citations (20)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2015) Downloads View citations (17)
  2. Oil prices and global factor macroeconomic variables
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (1)
    See also Journal Article in Energy Economics (2016)
  3. Understanding the Taylor Rule in Australia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  4. Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (1)
  5. What drives the global interest rate
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (4)
  6. What drives the global official/policy interest rate?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) Downloads View citations (3)

    See also Journal Article in Applied Economics (2019)

2014

  1. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (1)

    See also Journal Article in Journal of Banking & Finance (2015)
  2. Industrial Impact of Commodity Price Shocks in Australia
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Liquidity expansion in China and the U.S. economy
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Not all international monetary shocks are alike for the Japanese economy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) Downloads

    See also Journal Article in Economic Modelling (2016)
  5. OPEC and non-OPEC oil producioon and the global economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (4)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (4)

    See also Journal Article in Energy Economics (2015)
  6. Oil prices and the economy: A global perspective
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (1)
  7. The sectorial impact of commodity price shocks in Australia
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (16)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (14)
    MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (16)

    See also Journal Article in Economic Modelling (2014)

2013

  1. Chinese Monetary Expansion and the US Economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
  2. International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
  3. The industrial impact of monetary shocks during the inflation targeting era in Australia
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (15)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (12)

    See also Journal Article in Australian Economic History Review (2013)
  4. Why crude oil prices are high when global activity is weak?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (45)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (2)

2012

  1. Crude Oil Prices and Liquidity, the BRIC and G3 countries
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)

    See also Journal Article in Energy Economics (2013)
  2. Crude Oil Prices: China’s Influence Over 1996-2011
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (4)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (2)
    MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)
  3. Modelling asymmetric consumer demand response: Evidence from scanner data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2021

  1. COVID‐19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia
    Economic Papers, 2021, 40, (3), 173-193 Downloads
    See also Working Paper (2020)
  2. Financial and nonfinancial global stock market volatility shocks
    Economic Modelling, 2021, 96, (C), 128-134 Downloads
    See also Working Paper (2018)
  3. Forecasting energy commodity prices: A large global dataset sparse approach
    Energy Economics, 2021, 98, (C) Downloads
    See also Working Paper (2021)
  4. Impact of commodity price volatility on external debt: the role of exchange rate regimes
    Applied Economics, 2021, 53, (57), 6626-6640 Downloads
    See also Working Paper (2021)
  5. The Industrial Impact of Economic Uncertainty Shocks in Australia
    Economic Papers, 2021, 40, (3), 248-271 Downloads
    See also Working Paper (2020)

2020

  1. Global commodity prices and global stock market volatility shocks: Effects across countries
    Journal of Asian Economics, 2020, 71, (C) Downloads View citations (2)
  2. Impact of global uncertainty on the global economy and large developed and developing economies
    Applied Economics, 2020, 52, (22), 2392-2407 Downloads View citations (9)
    See also Working Paper (2017)
  3. Oil curse, economic growth and trade openness
    Energy Economics, 2020, 91, (C) Downloads View citations (10)
    See also Working Paper (2019)
  4. World steel production: A new monthly indicator of global real economic activity
    Canadian Journal of Economics/Revue canadienne d'économique, 2020, 53, (2), 743-766 Downloads View citations (9)
    See also Working Paper (2017)

2019

  1. What drives the global official/policy interest rate?
    Applied Economics, 2019, 51, (47), 5185-5190 Downloads
    See also Working Paper (2015)

2018

  1. Understanding the deviation of Australian policy rate from the Taylor rule
    Applied Economics, 2018, 50, (9), 973-989 Downloads View citations (1)

2017

  1. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production
    Energy Economics, 2017, 66, (C), 536-546 Downloads View citations (72)
    See also Working Paper (2017)

2016

  1. Chinese liquidity increases and the U.S. economy
    Economic Modelling, 2016, 52, (PB), 764-771 Downloads View citations (2)
  2. Not all international monetary shocks are alike for the Japanese economy
    Economic Modelling, 2016, 52, (PB), 822-837 Downloads View citations (5)
    See also Working Paper (2014)
  3. Oil prices and global factor macroeconomic variables
    Energy Economics, 2016, 59, (C), 198-212 Downloads View citations (47)
    See also Working Paper (2015)
  4. The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non-U.S. oil production
    Economics Letters, 2016, 145, (C), 176-181 Downloads View citations (48)
    See also Working Paper (2016)
  5. The implications of monetary expansion in China for the US dollar
    Journal of Asian Economics, 2016, 46, (C), 71-84 Downloads

2015

  1. Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
    Journal of Banking & Finance, 2015, 53, (C), 18-33 Downloads View citations (19)
    See also Working Paper (2014)
  2. International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China
    Economic Modelling, 2015, 44, (C), 131-141 Downloads View citations (7)
  3. OPEC and non-OPEC oil production and the global economy
    Energy Economics, 2015, 50, (C), 364-378 Downloads View citations (29)
    See also Working Paper (2014)
  4. On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 1-13 Downloads View citations (10)

2014

  1. The sectorial impact of commodity price shocks in Australia
    Economic Modelling, 2014, 42, (C), 257-271 Downloads View citations (16)
    See also Working Paper (2014)

2013

  1. Crude oil prices and liquidity, the BRIC and G3 countries
    Energy Economics, 2013, 39, (C), 28-38 Downloads View citations (18)
    See also Working Paper (2012)
  2. Liquidity and crude oil prices: China's influence over 1996–2011
    Economic Modelling, 2013, 33, (C), 517-525 Downloads View citations (21)
  3. The Industrial Impact of Monetary Shocks During the Inflation‐Targeting Era in Australia
    Australian Economic History Review, 2013, 53, (1), 47-71 Downloads View citations (11)
    See also Working Paper (2013)
  4. Why are crude oil prices high when global activity is weak?
    Economics Letters, 2013, 121, (1), 133-136 Downloads View citations (48)
 
Page updated 2022-06-30