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Review of the Australian Economy 2013–14: The Age of Austerity?

Lim, Guay C.; Nguyen, Viet H.; Chua, Chew Lian - In: Australian Economic Review 47 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010948627

Review of the Australian Economy 2011–12: A Case of Déjà Vu

Lim, Guay C.; Chua, Chew Lian; Claus, Edda; Nguyen, Viet H. - In: Australian Economic Review 45 (2012) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011036943

Review of the Australian Economy 2011–12: A Case of Déjà Vu

Lim, Guay C.; Chua, Chew Lian; Claus, Edda; Nguyen, Viet H. - In: The Australian economic review 45 (2012) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10009837959

Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks

Lim, Guay C.; Chua, Chew Lian; Claus, Edda; Tsiaplias, … - In: Australian Economic Review 42 (2009) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10005665893

Review of the Australian Economy 2010–11: Growth, Jobs and Debt

Lim, Guay C.; Chua, Chew Lian; Claus, Edda; Kim, Jounghyeon - In: Australian Economic Review 44 (2011) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10009210636

Review of the Australian Economy 2009-10: On the Road to Recovery

Lim, Guay C.; Chua, Chew Lian; Claus, Edda; Tsiaplias, … - In: Australian Economic Review 43 (2010) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10008472977

Review of the Australian Economy 2010–11: Growth, Jobs and Debt

Lim, Guay C.; Chua, Chew Lian; Claus, Edda; Kim, Jounghyeon - In: The Australian economic review 44 (2011) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10008848487

A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank

Chua, Chew Lian; Tsiaplias, Sarantis - Melbourne Institute of Applied Economic and Social … - 2014

A bivariate model that allows for both a time-varying cointegrating matrix and time-varying cointegrating rank is presented. The model addresses the issue that, in real data, the validity of a constant cointegrating relationship may be questionable. The model nests the sub-models implied by...

Persistent link: https://www.econbiz.de/10011098996

A latent variable approach to forecasting the unemployment rate

Chua, Chew Lian; Lim, G. C.; Tsiaplias, Sarantis - In: Journal of Forecasting 31 (2012) 3, pp. 229-244

Persistent link: https://www.econbiz.de/10010826692

An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks

Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis - In: Economics Letters 117 (2012) 2, pp. 452-454

We generalise the impulse response function of Elder (2003) by considering indirect volatility spillovers for a VAR model with multivariate GARCH-in-Mean. The extension is relevant for variables that exhibit direct and indirect volatility spillovers (Tsiaplias and Chua, in press).

Persistent link: https://www.econbiz.de/10011041720