3
H index
0
i10 index
18
Citations
University of Sydney (50% share) | 3 H index 0 i10 index 18 Citations RESEARCH PRODUCTION: 8 Articles 7 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luke Hartigan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
The Economic Record | 2 |
Journal of Property Investment & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Discussion Papers / School of Economics, The University of New South Wales | 4 |
Year | Title of citing document |
---|---|
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730. Full description at Econpapers || Download paper |
2023 | Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Lan, Thi Ngoc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:146-157. Full description at Econpapers || Download paper |
2023 | A Financial Stress Index for a Small Open Economy: The Australian Case. (2023). Gomis-Porqueras, Pedro ; Zhou, Xuan ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-29. Full description at Econpapers || Download paper |
2023 | Analyzing the Relationship between the Features of Direct Real Estate Assets and Their Corresponding Australian—REITs. (2023). Gu, Runtang ; Zhang, Xing ; Li, Xinyi. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:29-:d:1054506. Full description at Econpapers || Download paper |
2023 | Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting In: The Economic Record. [Full Text][Citation analysis] | article | 7 |
2019 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2019 | An intuitive skewness-based symmetry test applicable to stationary time series data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Alternative HAC covariance matrix estimators with improved finite sample properties In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
2016 | Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Is the assumption of constant factor loadings too strong in practice? In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2009 | The impact of changing risk characteristics in the A?REIT sector In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
2009 | The impact of changing risk characteristics in the A?REIT sector In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 1 |
2018 | A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 1 |
2021 | Financial Conditions and Downside Risk to Economic Activity in Australia In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Is the Assumption of Linearity in Factor Models too Strong in Practice? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Is the Assumption of Linearity in Factor Models too Strong in Practice?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Testing for Symmetry in Weakly Dependent Time Series In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Constructing an investment return series for the UK unlisted infrastructure market: estimation and application In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team