Richard Finlay : Citation Profile


Are you Richard Finlay?

Reserve Bank of Australia

5

H index

1

i10 index

64

Citations

RESEARCH PRODUCTION:

17

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 6
   Journals where Richard Finlay has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (9.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi139
   Updated: 2018-11-10    RAS profile: 2018-06-14    
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Relations with other researchers


Works with:

Price, Fiona (3)

Windsor, Callan (2)

Rees, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard Finlay.

Is cited by:

Tulip, Peter (3)

Windsor, Callan (2)

Stavrunova, Olena (2)

Rees, Daniel (2)

Thorp, Susan (2)

Moore, Angus (2)

Smith, Penelope (2)

Ponomarenko, Alexey (1)

Gibbs, Christopher (1)

Drew, Michael (1)

Apaitan, Tosapol (1)

Cites to:

Attanasio, Orazio (5)

Windsor, Callan (4)

Iacoviello, Matteo (4)

Peersman, Gert (3)

Sinai, Todd (3)

Crossley, Thomas (3)

Mayer, Christopher (3)

Wu, Jing Cynthia (3)

Weber, Guglielmo (3)

Barrett, Garry (3)

Chernov, Mikhail (2)

Main data


Where Richard Finlay has published?


Journals with more than one article published# docs
RBA Bulletin5
Statistics & Probability Letters2
International Statistical Review2

Working Papers Series with more than one paper published# docs
RBA Research Discussion Papers / Reserve Bank of Australia6

Recent works citing Richard Finlay (2018 and 2017)


YearTitle of citing document
2018Calibration for Weak Variance-Alpha-Gamma Processes. (2018). Buchmann, Boris ; Madan, Dilip B ; Lu, Kevin W. In: Papers. RePEc:arx:papers:1801.08852.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2017Income Inequality in Australia – Decomposing by City and Suburb. (2017). Biddle, Nicholas ; Montaigne, Maxine . In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:367-379.

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2017Vector Stochastic Processes with Pólya-Type Correlation Structure. (2017). Ma, Chunsheng . In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:340-354.

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2017The inflation risk premium in the post-Lehman period. (2017). Camba-Mendez, Gonzalo ; Werner, Thomas. In: Working Paper Series. RePEc:ecb:ecbwps:20172033.

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2017Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing. (2017). Buchmann, Boris ; Szimayer, Alexander ; Maller, Ross ; Kaehler, Benjamin . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:7:p:2208-2242.

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2017Housing Wealth Effects in Japan: Evidence Based on Household Micro Data. (2017). Hori, Masahiro ; Niizeki, Takeshi. In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:69.

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2018Forward Unbiasedness in the Short End of the Interest Rate Market. (2018). Azar, Samih Antoine. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:2:p:70-78.

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2017A note on the Estimation of a Gamma-Variance Process: Learning from a Failure. (2017). Tucci, Marco P ; Cervellera, Gian P. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9566-3.

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2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). Hendry, David ; Muellbauer, John . In: Economics Series Working Papers. RePEc:oxf:wpaper:832.

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2017Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models. (2017). Serwa, Dobromi ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:4:p:323-357.

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2017The Transmission of Monetary Policy: How Does It Work?. (2017). Atkin, Tim ; la Cava, Gianni. In: RBA Bulletin. RePEc:rba:rbabul:sep2017-01.

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2018The Effect of Zoning on Housing Prices. (2018). Tulip, Peter ; Kendall, Ross . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-03.

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2018DSGE Reno: Adding a Housing Block to a Small Open Economy Model. (2018). Gibbs, Christopher ; Nodari, Gabriela ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-04.

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2018Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data. (2018). Hambur, Jonathan ; la Cava, Gianni. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-05.

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2018Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey. (2018). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-126.

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Works by Richard Finlay:


YearTitleTypeCited
2015A State-Space Approach to Australian Gross Domestic Product Measurement In: Australian Economic Review.
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article0
2015Housing Wealth Effects: Evidence from an Australian Panel In: Economica.
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article5
2009A Term Structure Decomposition of the Australian Yield Curve In: The Economic Record.
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article3
2008A Term Structure Decomposition of the Australian Yield Curve.(2008) In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008Stationary-Increment Variance-Gamma and t Models: Simulation and Parameter Estimation In: International Statistical Review.
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article13
2011Autocorrelation Functions In: International Statistical Review.
[Citation analysis]
article1
2015Household saving in Australia In: The B.E. Journal of Macroeconomics.
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article2
2014Household Saving in Australia.(2014) In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Credit supply shocks and the global financial crisis in three small open economies In: Journal of Macroeconomics.
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article7
2017A scalar-valued infinitely divisible random field with Pólya autocorrelation In: Statistics & Probability Letters.
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article0
2012A Generalized Hyperbolic model for a risky asset with dependence In: Statistics & Probability Letters.
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article2
2012Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds In: International Journal of Central Banking.
[Full Text][Citation analysis]
article6
2011Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds.(2011) In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2012Dwelling Prices and Household Income In: RBA Bulletin.
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article5
2014The Rise in Household Saving In: RBA Bulletin.
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article0
2012The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey In: RBA Bulletin.
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article6
2012Extracting Information from Financial Market Instruments In: RBA Bulletin.
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article5
2014The Distribution of Household Spending in Australia In: RBA Bulletin.
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article1
2013Home Prices and Household Spending In: RBA Research Discussion Papers.
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paper4
2014A State-space Approach to Australian GDP Measurement In: RBA Research Discussion Papers.
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paper1
2018Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia In: RBA Research Discussion Papers.
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paper1
2011Time-varying term premia and the expectations hypothesis in Australia In: Applied Economics Letters.
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article1
2008OPTION PRICING WITH VG–LIKE MODELS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article1

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