RDP 2001-10: A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001 2. Research Discussion Papers
December 2001
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| 1991 | |
| 9101 | Gruen DW, ‘The Effect of Steady Inflation on Interest Rates and the Real Exchange Rate in a World with Free Capital Flows’. |
| 9102 | Edey ML and J Pleban, ‘Indicators of Economic Activity: A Review’. |
| 9103 | Gruen DW and GD Menzies, ‘The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?’.[2] |
| 9104 | Bullock ML and M Rider, ‘The Cross-country Relationship between Interest Rates and Inflation over Three Decades’. |
| 9105 | Fahrer JG and J Myatt, ‘Inflation in Australia: Causes, Inertia and Policy’. |
| 9106 | Kent C and P Scott, ‘The Direction of Australian Investment from 1985/86 to 1988/89’. |
| 9107 | Richards AJ, ‘The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?’. |
| 9108 | Gruen DW and J Wilkinson, ‘Australia's Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?’.[3] |
| 9109 | Callen TS, ‘Estimates of Private Sector Wealth’.[4] |
| 9110 | Lowe PW, ‘Resource Convergence and Intra-industry Trade’. |
| 9111 | Tarditi A and GD Menzies, ‘Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter’.[5] |
| 9112 | Edey ML, RA Foster and IJ Macfarlane, ‘The Role of Superannuation in the Financial Sector and in Aggregate Saving: A Review of Recent Trends’.[6] |
| 1992 | |
| 9201 | Lowe PW, ‘The Impact of Real and Nominal Shocks on Australian Real Exchange Rates’. |
| 9202 | Fahrer JG and T Rohling, ‘Some Tests of Competition in the Australian Housing Loan Market’.[7] |
| 9203 | Blundell-Wignall A and FX Browne, ‘Real Exchange Rates and the Globalisation of Financial Markets’. |
| 9204 | Lowe PW, ‘The Term Structure of Interest Rates, Real Activity and Inflation’. |
| 9205 | Dews NJ, JR Hawkins and T Horton, ‘Measuring the Cost of Capital in Australia’. |
| 9206 | Lowe PW and T Rohling, ‘Loan Rate Stickiness: Theory and Evidence’. |
| 9207 | Coelli MB and JG Fahrer, ‘Indicators of Inflationary Pressure’. |
| 9208 | Blundell-Wignall A and MC Gizycki, ‘Credit Supply and Demand and the Australian Economy’.[8] |
| 9209 | Blundell-Wignall A, FX Browne, S Cavaglia and A Tarditi, ‘Financial Liberalisation and Consumption Behaviour’.[9] |
| 9210 | Levonian M and S Kendall, ‘A Contingent Claim Analysis of Risk-based Capital Standards for Banks’. |
| 9211 | Callen TS, SR Morling and J Pleban, ‘Dividends and Taxation: A Preliminary Investigation’. |
| 9212 | Blundell-Wignall A and ML Bullock, ‘Changes in the Characteristics of the Australian Business Cycle: Some Lessons for Monetary Policy from the 1980s and Early 1990s’.[10] |
| 9213 | Lowe PW, ‘The Impact of Financial Intermediaries on Resource Allocation and Economic Growth’. |
| 9214 | Rankin RW, ‘The Cash Market in Australia’. |
| 9215 | Fahrer JG and A Heath, ‘The Evolution of Employment and Unemployment in Australia’. |
| 9216 | Lowe PW and G Shuetrim, ‘The Evolution of Corporate Financial Structure: 1973–1990’. |
| 1993 | |
| 9301 | McNelis PD, ‘The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities’. |
| 9302 | Gizycki MC and M Levonian, ‘A Decade of Australian Banking Risk: Evidence from Share Prices’. |
| 9303 | Merrett DT, ‘The 1893 Bank Crashes and Monetary Aggregates’. |
| 9304 | Dwyer JA, C Kent and A Pease, ‘Exchange Rate Pass-through: The Different Responses of Importers and Exporters’.[11] |
| 9305 | Fahrer JG and A Pease, ‘The Unemployment/Vacancy Relationship in Australia’.[12] |
| 9306 | Flood D and PW Lowe, ‘Inventories and the Business Cycle’.[13] |
| 9307 | Gruen DW and MC Gizycki, ‘Explaining Forward Discount Bias: Is it Anchoring?’. |
| 9308 | Mills K, SR Morling and WJ Tease, ‘Balance Sheet Restructuring and Investment’.[14] |
| 9309 | Dwyer JA and PW Lowe, ‘Alternative Concepts of the Real Exchange Rate: A Reconciliation’. |
| 9310 | Menzies GD and G Heenan, ‘Explaining the Recent Performance of Australia's Manufactured Exports’. |
| 9311 | Lowe PW and T Rohling, ‘Agency Costs, Balance Sheets and the Business Cycle’. |
| 9312 | Dwyer JA and C Kent, ‘A Re-examination of the Determinants of Australia's Imports’. |
| 9313 | Shuetrim G, PW Lowe and SR Morling, ‘The Determinants of Corporate Leverage: A Panel Data Analysis’. |
| 9314 | de Brouwer G, I Ng and R Subbaraman, ‘The Demand for Money in Australia: New Tests on an Old Topic’. |
| 9315 | Tease WJ and J Wilkinson, ‘The Provision of Financial Services – Trends, Prospects and Implications’.[15] |
| 1994 | |
| 9401 | Dwyer JA and C Groeger, ‘Resource Flows to the Traded Goods Sector’. |
| 9402 | Mills K, SR Morling and WJ Tease, ‘The Influence of Financial Factors on Corporate Investment’.[16] |
| 9403 | Fahrer JG and J Simon, ‘Capital Constraints and Employment’.[17] |
| 9404 | Coelli MB, JG Fahrer and H Lindsay, ‘Wage Dispersion and Labour Market Institutions: A Cross Country Study’. |
| 9405 | Rider M, ‘External Debt and Liabilities of Industrial Countries’. |
| 9406 | Andrew R and J Broadbent, ‘Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability’. |
| 9407 | Dwyer JA and R Lam, ‘Explaining Import Price Inflation: A Recent History of Second Stage Pass-through’.[18] |
| 9408 | Weston S and B Gray, ‘The Supervisory Treatment of Banks' Market Risk’. |
| 9409 | Gizycki MC and B Gray, ‘Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting’. |
| 9410 | Mishkin FS and J Simon, ‘An Empirical Examination of the Fisher Effect in Australia’.[19] |
| 9411 | De Abreu Lourenco R and PW Lowe, ‘Demand Shocks, Inflation and the Business Cycle’. |
| 1995 | |
| 9501 | Kortian T, ‘Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature’. |
| 9502 | De Abreu Lourenco R and DW Gruen, ‘Price Stickiness and Inflation’. |
| 9503 | Debelle G and GR Stevens, ‘Monetary Policy Goals for Inflation in Australia’.[20] |
| 9504 | Lowe PW, ‘The Link between the Cash Rate and Market Interest Rates’. |
| 9505 | Lowe PW, ‘Labour-productivity Growth and Relative Wages: 1978–1994’. |
| 9506 | de Brouwer G, ‘The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies’. |
| 9507 | Andersen PS and DW Gruen, ‘Macroeconomic Policies and Growth’. |
| 9508 | Gruen DW and JA Dwyer, ‘Are Terms of Trade Rises Inflationary?’.[21] |
| 9509 | Cockerell L and B Russell, ‘Australian Wage and Price Inflation: 1971–1994’. |
| 9510 | de Brouwer G and NR Ericsson, ‘Modelling Inflation in Australia’.[22] |
| 9511 | Morling SR and R Subbaraman, ‘Superannuation and Saving’. |
| 9512 | Debelle G and B Preston, ‘Consumption, Investment and International Linkages’. |
| 9513 | Gruen DW, ‘Financial Market Volatility and the World-wide Fall in Inflation’. |
| 1996 | |
| 9601 | Gruen DW and T Kortian, ‘Why Does the Australian Dollar Move so Closely with the Terms of Trade?’. |
| 9602 | de Brouwer G, ‘Consumption and Liquidity Constraints in Australia and East Asia: Does Financial Integration Matter?’. |
| 9603 | Edey ML and J Simon, ‘Australia's Retirement Income System: Implications for Saving and Capital Markets’.[23] |
| 9604 | Edey ML and J Romalis, ‘Issues in Modelling Monetary Policy’. |
| 9605 | Edey ML and B Gray, ‘The Evolving Structure of the Australian Financial System’. |
| 9606 | Tallman EW and N Chandra, ‘The Information Content of Financial Aggregates in Australia’. |
| 9607 | de Roos N and B Russell, ‘Towards an Understanding of Australia's Co-movement with Foreign Business Cycles’. |
| 9608 | Tarditi A, ‘Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations’. |
| 9609 | Kortian T and J O'Regan, ‘Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages’. |
| 9610 | Andersen M and R Subbaraman, ‘Share Prices and Investment’. |
| 9611 | Simon J, ‘A Markov-switching Model of Inflation in Australia’. |
| 9612 | de Brouwer G and J Romalis, ‘External Influences on Output: An Industry Analysis’. |
| 1997 | |
| 9701 | Gagnon JE, ‘Inflation Regimes and Inflation Expectations’. |
| 9702 | Gruen DW, J Romalis and N Chandra, ‘The Lags of Monetary Policy’.[24] |
| 9703 | Battellino R, J Broadbent and PW Lowe, ‘The Implementation of Monetary Policy in Australia’. |
| 9704 | Tallman EW and N Chandra, ‘Financial Aggregates as Conditioning Information for Australian Output and Inflation’. |
| 9705 | Kent C, ‘The Response of the Current Account to Terms of Trade Shocks: A Panel-data Study’. |
| 9706 | Debelle G and J Vickery, ‘Is the Phillips Curve a Curve? Some Evidence and Implications for Australia’.[25] |
| 9707 | O'Regan J and J Wilkinson, ‘Internationalisation and Pricing Behaviour: Some Evidence for Australia’. |
| 9708 | Cassidy C and MC Gizycki, ‘Measuring Traded Market Risk: Value-at-Risk and Backtesting Techniques’.[26] |
| 9709 | Kent C and PW Lowe, ‘Asset-price Bubbles and Monetary Policy’. |
| 1998 | |
| 9801 | Debelle G and J Vickery, ‘Labour Market Adjustment: Evidence on Interstate Labour Mobility’.[27] |
| 9802 | Shuetrim G, ‘Systematic Risk Characteristics of Corporate Equity’. |
| 9803 | de Brouwer G and L Ellis, ‘Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy’. |
| 9804 | Debelle G and T Swann, ‘Stylised Facts of the Australian Labour Market’. |
| 9805 | Goldstein M and JR Hawkins, ‘The Origin of the Asian Financial Turmoil’. |
| 9806 | Ball L, ‘Policy Rules for Open Economies’.[28] |
| 9807 | Bharucha N and C Kent, ‘Inflation Targeting in a Small Open Economy’. |
| 9808 | Campbell F and E Lewis, ‘What Moves Yields in Australia?’.[29] |
| 9809 | de Brouwer G, ‘Estimating Output Gaps’. |
| 9810 | Kearns J, ‘The Distribution and Measurement of Inflation’. |
| 9811 | Kent C and R Naja, ‘Effective Real Exchange Rates and Irrelevant Nominal Exchange-rate Regimes’. |
| 9812 | Fuhrer JC, ‘An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?’. |
| 1999 | |
| 1999-01 | Gruen DW, AR Pagan and C Thompson, ‘The Phillips Curve in Australia’.[30] |
| 1999-02 | Heath A and T Swann, ‘Reservation Wages and the Duration of Unemployment’. |
| 1999-03 | Brischetto A and G de Brouwer, ‘Householders' Inflation Expectations’. |
| 1999-04 | Engel JA and MC Gizycki, ‘Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix’. |
| 1999-05 | Kent C and G Debelle, ‘Trends in the Australian Banking System: Implications for Financial System Stability and Monetary Policy’. |
| 1999-06 | Fisher C and C Kent, ‘Two Depressions, One Banking Collapse’. |
| 1999-07 | Heath A, ‘Job-search Methods, Neighbourhood Effects and the Youth Labour Market’. |
| 1999-08 | Debelle G, ‘Inflation Targeting and Output Stabilisation’.[31] |
| 1999-09 | Gizycki MC and B Goldsworthy, ‘Australian Banking Risk: The Stock Market's Assessment and the Relationship between Capital and Asset Volatility’. |
| 1999-10 | Shuetrim G and C Thompson, ‘The Implications of Uncertainty for Monetary Policy’.[32] |
| 1999-11 | Brischetto A and G Voss, ‘A Structural Vector Autoregression Model of Monetary Policy in Australia’. |
| 1999-12 | Vickery J, ‘Unemployment and Skills in Australia’. |
| 2000 | |
| 2000-01 | Beechey M, DW Gruen and J Vickery, ‘The Efficient Market Hypothesis: A Survey’. |
| 2000-02 | Brischetto A and G Voss, ‘Forecasting Australian Economic Activity Using Leading Indicators’. |
| 2000-03 | Gower L, ‘Some Structural Causes of Japan's Banking Problems’. |
| 2000-04 | Markwell DJ, ‘Keynes and Australia’. |
| 2000-05 | Beechey M, N Bharucha, A Cagliarini, DW Gruen and C Thompson, ‘A Small Model of the Australian Macroeconomy’. |
| 2000-06 | Ryan C and C Thompson, ‘Inflation Targeting and Exchange Rate Fluctuations in Australia’. |
| 2000-07 | Debelle G and A Cagliarini, ‘The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?’. |
| 2000-08 | Dwyer JA and K Leong, ‘Nominal Wage Rigidity in Australia’. |
| 2000-09 | Tan A and G Voss, ‘Consumption and Wealth’. |
| 2000-10 | Cagliarini A And A Heath, ‘Monetary Policy-making in the Presence of Knightian Uncertainty’. |
| 2001 | |
| 2001–01 | Simon J, ‘The Decline in Australian Output Volatility’. |
| 2001–02 | Dwyer JA and K Leong, ‘Changes in the Determinants of Inflation in Australia’. |
| 2001–03 | Ellis L and E Lewis, ‘The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis’. |
| 2001–04 | Ellis L, ‘Measuring the Real Exchange Rate: Pitfalls and Practicalities’. |
| 2001–05 | Otto G, G Voss and L Willard, ‘Understanding OECD Output Correlations’. |
| 2001–06 | Gizycki MC, ‘The Effect of Macroeconomic Conditions on Banks' Risk and Profitability’. |
| 2001–07 | Fitz-Gibbon B and MC Gizycki, ‘A History of Last-resort Lending and Other Support for Troubled Financial Institutions in Australia’. |
| 2001–08 | Ellis L and D Andrews, ‘City Sizes, Housing Costs, and Wealth’. |
| 2001–09 | Roberts ID and J Simon, ‘What Do Sentiment Surveys Measure?’. |
| 2001–10 | Hornby S and ID Roberts, ‘A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001’. |
Footnotes
Published in Economic Record, 71(204), 1995, pp 157–166 as ‘Forward Discount Bias: Is it Near-Rationality in the Foreign Exchange Market?’. [2]
Published in Economic Record, 70(209), 1994, pp 204–219. [3]
Published in MR Johnson, P Kriesler and AD Owen (eds) (1994), Issues in Australian Economics, Allen & Unwin, St Leonards NSW, pp 125–140 as ‘Private Sector Wealth in Australia’. [4]
Published in Journal of Foreign Exchange and International Finance, 8(4), 1995, pp 396–417. [5]
Published in K Davis and I Harper (eds) (1992), Superannuation and the Australian Financial System, Allen and Unwin, Sydney, pp 17–39 and in Economic Planning and Advisory Council (1992), Economic and Social Consequences of Australia's Ageing Population: Preparing for the 21st Century, EPAC Background Paper No 23, AGPS, Canberra, pp 53–72. [6]
Published in Australian Economic Papers, 33(62), 1994, pp 107–119. [7]
Published in Australian Economic Review, No 105, 1994, pp 101–113 as ‘Credit Supply and Demand and Business Investment’. [8]
Published as OECD Economics and Statistics Department Working Paper No 81, 1991 and in Manchester School of Economic and Social Studies, 63(2), 1995, pp 125–144 as ‘Financial Liberalization and the Permanent Income Hypothesis’. [9]
Published in Changes in the Business Cycle and the Implications for Monetary Policy, Central Bank Economists' Meeting, 1993, Bank for International Settlements, Basle, pp 1–34. [10]
Published in Economic Record, 70(211), 1994, pp 408–423 as ‘Exchange Rate Pass-Through: Testing the Small Country Assumption in Australia’. [11]
Published in Australian Economic Review, No 104, 1993, pp 43–57. [12]
Published in Economic Record, 71(212), 1995, pp 27–39. [13]
Published in Australian Economic Review, No 105, 1994, pp 83–100. [14]
Published in Economic Papers, December 1994 Supplement, pp 21–49. [15]
Published in Australian Economic Review, No 110, 1995, pp 50–64. [16]
Published in Australian Economic Review, No 109, 1995, pp 23–34. [17]
Published in Australian Economic Papers, 34(65), 1995, pp 157–179 as ‘The Two Stages of Exchange Rate Pass-Through: Implications for Inflation’. [18]
Published Economic Record, 71(214), 1995, pp 217–229. [19]
Published in AG Haldane (ed) (1995), Targeting Inflation: A Conference of Central Banks on the Use of Inflation Targets, Bank of England, London, pp 81–100. [20]
Published in Australian Economic Review, No 114, 1996, pp 211–224. [21]
Published in Journal of Business & Economic Statistics, 16(4), 1998, pp 433–449 and in International Finance Discussion Paper No 530. [22]
Published in M Feldstein (ed) (1998), Privatizing Social Security, University of Chicago Press, Chicago, pp 63–89 as ‘Australia's Retirement Income System’. [23]
Published in Economic Record, 75(230), 1999, pp 280–294. [24]
Published in Economic Record, 74(227), 1998, pp 384–398. [25]
A non-technical summary was published in Asia Risk, April 1998, pp 39–43 as ‘VAR Makes the Grade’. [26]
Published in Australian Economic Review, 32(3), 1999, pp 249–263. [27]
Published in JB Taylor (ed) (1999), Monetary Policy Rules, University of Chicago Press, Chicago, pp 127–144. [28]
An abbreviated adaptation was published in JASSA: Journal of the Securities Institute of Australia, No 4, 1998, pp 7–17 as ‘Here is the News: Now What Happens to Yields in Australia?’. [29]
Published in Journal of Monetary Economics, 44(2), 1999, pp 223–258. [30]
Published in MI Blejer et al (eds) (2000), Inflation Targeting in Practice: Strategic and Operational Issues and Application to Emerging Market Economies, International Monetary Fund, Washington DC, pp 44–51. [31]
Published in B Hunt and A Orr (eds) (1999), Monetary Policy Under Uncertainty, Proceedings of a Workshop, Reserve Bank of New Zealand, Wellington, pp 259–292. [32]