Researcher Profiles Luke Hartigan

Luke Hartigan

Note Issue Department (currently on study leave)

Current research interests: theoretical and empirical time series econometrics, empirical macroeconomics, finance

Luke was awarded a PhD in Economics from the University of New South Wales in 2017. His research focus is on the development and application of novel econometric methods for modelling and forecasting macroeconomic and financial time series data. Luke is currently on leave from the RBA and is a lecturer at the University of Sydney in the School of Economics.

Academic publications

  • Aslanidis N and L Hartigan (2021) ‘Is the Assumption of Constant Factor Loadings Too Strong in Practice?’ Economic Modelling, 98, pp 100–108.
  • Hartigan L and J Morley (2020) ‘A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting’ Economic Record, 96(314), pp 271–293.
  • Hartigan L (2019) ‘An Intuitive Skewness-based Symmetry Test Applicable to Stationary Time Series Data’ Studies in Nonlinear Dynamics & Econometrics, 23(5), pp 1–17.
  • Hartigan L (2018) ‘Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties’ Computational Statistics & Data Analysis, 119(C), pp 55–73.
  • Hartigan L, R Prasad and A De Francesco (2010) ‘Constructing an Investment Return Series for the UK Unlisted Infrastructure Market: Estimation and Application’ Journal of Property Research, 28, pp 35–58.
  • De Francesco A and L Hartigan (2009) ‘The Impact of Changing Risk Characteristics on the AREIT Sector’ Journal of Property Investment and Finance, 27, pp 543–562.

Other Research Papers