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A structural VAR model of the Australian economy

Dungey, Mardi H.; Pagan, Adrian R. - In: The economic record : er 76 (2000), pp. 321-342

Persistent link: https://www.econbiz.de/10001546910

Towards a structural VAR model of the Australian economy

Dungey, Mardi H. - 1997

Persistent link: https://www.econbiz.de/10000958785

Extending a SVAR model of the Australian economy

Dungey, Mardi H.; Pagan, Adrian R. - In: The economic record : er 85 (2009), pp. 1-20

Persistent link: https://www.econbiz.de/10003817876

Empirical Modeling of Contagion : A Review of Methodologies

Dungey, Mardi H. - 2004

The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...

Persistent link: https://www.econbiz.de/10014401432