Working Papers

From University of Sydney, School of Economics
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2020-04: Inferring Financial Bubbles from Option Data

Robert Jarrow and Simon Sai Man Kwok

2020-03: The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic

Marc Chan and Simon Sai Man Kwok

2020-02: Confidence in public institutions and the run up to the October 2019 uprising in Lebanon

Ali Fakih, Paul Makdissi, Walid Marrouch, Rami Tabri and Myra Yazbeck

2020-01: Comparative Profitability of Product Disclosure Statements

Anastasia Burkovskaya and Jian Li

2019-19: The Role of Search Frictions in the Long-Run Relationship Between Inflation and Capital

Pedro Gomis-Porqueras, Stella Huangfu and Hongfei Sun

2019-18: Who Benefits from Corporate Social Responsibility?

Guglielmo Briscese, Robert L. Slonim and Nick Feltovich

2019-17: How Do Early-Life Shocks Interact with Subsequent Human Capital Investments? Evidence from Administrative Data

Valentina Duque, Maria Rosales-Rueda and Fabio Sanchez Torres

2019-16: Violence and Children’s Education: Evidence from Administrative Data

Valentina Duque

2019-15: Average Inflation Targeting and Interest-Rate Smoothing

Yunjong Eo and Denny Lie

2019-14: Signaling and the College Wage Premium

Oleksii Birulin, Nina Parfinenko, Vladimir Smirnov and Andrew Wait

2019-13: Collusion, price dispersion, and fringe competition

Nicolas de Roos and Vladimir Smirnov

2019-12: Natural Shocks and Marriage Markets: Evolution of Mehr and Dowry in Muslim Marriages

Shyamal Chowdhury, Debdulal Mallick and Prabal Roy Chowdhury

2019-11: Marginal propensities to consume before and after the Great Recession

Yunho Cho, James Morley and Aarti Singh

2019-10: A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting

Luke Hartigan and James Morley

2019-09: The effect of wind and solar power generation on wholesale electricity prices in Australia

Zsuzsanna Csereklyei, Songze Qu and Tiho Ancev

2019-08: The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve

Yunjong Eo and Kyu Ho Kang

2019-07: Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals

Ruxin Chen and Rami Tabri

2019-06: Long-lasting effects of relative age at school

Lionel Page, Dipanwita Sarkar and Juliana Silva-Goncalves

2019-05: The Causal Effects of Adolescent School Bullying Victimisation on Later Life Outcomes

Emma Gorman, Colm Harmon, Silvia Mendolia, Anita Staneva and Ian Walker

2019-04: Search without observability

Alexander Matros, Natalia Ponomareva, Vladimir Smirnov and Andrew Wait

2019-03: State Aggregation in Insurance Choices

Anastasia Burkovskaya and Adam Teperski

2019-02: The Consequences of Extending Equitable Property Division Divorce Laws to Cohabitants

Abraham Chigavazira, Hayley Fisher, Tim Robinson and Anna Zhu

2019-01: Collusion with intertemporal price dispersion

Nicolas de Roos and Vladimir Smirnov

2018-13: Nominal GDP Targeting with Heterogenous Labor Supply

James Bullard and Aarti Singh

2018-12: Transmission of monetary policy shocks: do input-output interactions matter?

Aarti Singh and Stefano Tornielli di Crestvolant

2018-11: Timing of entry with heterogeneous firms

Vladimir Smirnov, Andrew Wait and Rong Xu

2018-10: Understanding Regressions with Observations Collected at High Frequency over Long Span

Yoosoon Chang, Ye Lu and Joon Y. Park

2018-09: Testing for Stationarity at High Frequency

Bibo Jiang, Ye Lu and Joon Y. Park

2018-08: Family formation and demand for health insurance

Denise Doiron and Nathan Kettlewell

2018-07: Risk preference dynamics around life events

Nathan Kettlewell

2018-06: What Determines Regional Labor Shares? Evidence from Korea

David Kim and Woo-Yung Kim

2018-05: Blocking in a timing game with asymmetric players

Vladimir Smirnov and Andrew Wait

2018-04: Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions

James Morley and Benjamin Wong

2018-03: Fooled by randomness: over-rewarding luck

Romain Gauriot and Lionel Page

2018-02: Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate

Yunjong Eo and Denny Lie

2018-01: Observed inflation-target adjustments in an estimated DSGE model for Indonesia: Do they matter for aggregate fluctuations?

Denny Lie

2017-15: Racial discrimination and white first name adoption: a field experiment in the Australian labour market

Shyamal Chowdhury, Evarn Ooi and Robert Slonim

2017-14: Why has the US economy stagnated since the Great Recession?

Yunjong Eo and James Morley

2017-13: The Role of Indonesia-ASEAN Trade in Achieving Food Security in Indonesia

Dilip Dutta and Fajar Hirawan

2017-12: A Model of State Aggregation

Anastasia Burkovskaya

2017-11: The El Niño Southern Oscillation and Economic Growth in the Developing World

Sarah C. Smith and David Ubilava

2017-08: Housing Wealth and Fertility: Australian Evidence

Kadir Atalay, Ang Li and Stephen Whelan

2017-07: The Bank of Mum & Dad – Intergenerational transfers and first-time homeownership in Australia

Stephen Whelan

2017-06: The Role of Inflation Target Adjustment in Stabilization Policy

Yunjong Eo and Denny Lie

2017-05: Surfing a Wave of Economic Growth

Thomas McGregor and Samuel Wills

2017-04: Estimating Household Consumption Insurance

Arpita Chatterjee, James Morley and Aarti Singh

2017-03: Nominal GDP Targeting with Heterogeneous Labor Supply

James Bullard and Aarti Singh

2017-02: A regime-switching stochastic volatility model for forecasting electricity prices

Oskar Knapik and Peter Exterkate

2017-01: Reaffirming the Influence of Milton Friedman on U.K. Economic Policy

Edward Nelson

2016-22: The Effect of Economic Growth on a Society’s Informal Institutions: A Mixed Level Model Analysis

Dilip Dutta and Nicholas Fearnley