Guay C. Lim : Citation Profile


Are you Guay C. Lim?

University of Melbourne

8

H index

5

i10 index

298

Citations

RESEARCH PRODUCTION:

79

Articles

58

Papers

1

Books

RESEARCH ACTIVITY:

   37 years (1981 - 2018). See details.
   Cites by year: 8
   Journals where Guay C. Lim has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 22 (6.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli315
   Updated: 2019-08-17    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Dixon, Robert (20)

van Ours, Jan (9)

Castelnuovo, Efrem (6)

McNelis, Paul (5)

Tsiaplias, Sarantis (3)

Pellegrino, Giovanni (2)

Nguyen, Viet Hoang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guay C. Lim.

Is cited by:

Valadkhani, Abbas (10)

Gambacorta, Leonardo (8)

Martin, Vance (6)

Dixon, Robert (6)

Tang, Chrismin (6)

GUPTA, RANGAN (6)

Fry-McKibbin, Renee (6)

Martin, Gael (6)

Maliar, Serguei (4)

Pedersen, Michael (4)

perez, rafaela (4)

Cites to:

Castelnuovo, Efrem (38)

Smets, Frank (24)

Uribe, Martín (24)

Caggiano, Giovanni (24)

Schmitt-Grohe, Stephanie (24)

Marcet, Albert (20)

Campbell, John (20)

bloom, nicholas (19)

Taylor, John (18)

Bollerslev, Tim (18)

Dixon, Robert (17)

Main data


Where Guay C. Lim has published?


Journals with more than one article published# docs
Australian Economic Review21
The Economic Record8
Australian Journal of Labour Economics (AJLE)5
Applied Economics5
Journal of International Money and Finance3
Australian Economic Papers3
Economic Modelling3
Economic Papers3
Journal of Economic Dynamics and Control2
Macroeconomic Dynamics2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Guay C. Lim (2019 and 2018)


YearTitle of citing document
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2018LATIN AMERICAS DECLINING SKILL PREMIUM: A MACROECONOMIC ANALYSIS. (2018). Guerra-Salas, Juan ; Guerrasalas, Juan F ; Guerraa, Juan F. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:620-636.

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2018Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective. (2018). Robinson, Tim ; Chua, Chew. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:11-32.

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2018Labour Market Flows over the Business Cycle: The Role of the Participation Margin. (2018). Strzelecki, Paweł ; Šolc, Jan ; Galuscak, Kamil ; Solc, Jan. In: Working Papers. RePEc:cnb:wpaper:2018/17.

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2018The Great Recession and Okuns law. (2018). Grant, Angelia L. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.

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2018Financial development and income distribution inequality in the euro area. (2018). MORANA, CLAUDIO ; Baiardi, Donatella . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:40-55.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019Firms confidence and Okuns law in OECD countries. (2019). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:98-107.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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2018The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67.

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2018Credit risk and monetary pass-through—Evidence from Chile. (2018). Pedersen, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:144-158.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2019Climbing out of an economic crisis: A cycle of consumer sentiment and personal stress. (2019). Pieters, Rik ; van Giesen, Roxanne I. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:70:y:2019:i:c:p:109-124.

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2019Fossil fuel share in the energy mix and economic growth. (2019). Kibria, Ahsan ; Oladi, Reza ; Akhundjanov, Sherzod B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:253-264.

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2018.

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2018Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. (2018). Tripier, Fabien ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757042.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067.

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2018Growth divergence and income inequality in OECD countries:the role of trade and financial openness. (2018). D'Elia, Enrico ; de santis, roberta. In: Working Papers. RePEc:itt:wpaper:2018-5.

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2019Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries. (2019). Kisswani, Amjad M ; Harraf, Arezou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9229-6.

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2018Growth and Inequality in Africa: Reconsideration. (2018). Akadiri, Seyi. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:4:y:2018:i:3:p:76-86.

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2018Regional Business Cycle Phases in Spain/Ciclos económicos regionales en España. (2018). Camacho, Maximo ; Ulloa, Camilo ; Pacce, Matias. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_3_11.

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2019Financial Integration, Employment and Wages Nexus: Evidence from Nigeria. (2019). Oyetade, Oluwatoyese Oluwapemi ; Alege, Philip Olasupo ; Popoola, Olabisi ; Lawal, Adedoyin Isola ; Asaleye, Abiola John. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:1:141-154.

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2019A flatter life-cycle consumption profile. (2019). Bação, Pedro ; Portela, Miguel ; Bao, Pedro ; Alexandre, Fernando. In: NIPE Working Papers. RePEc:nip:nipewp:01/2019.

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2019Macroeconomic Performance Indicators and Exchange Rate Misalignment in Nigeria. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93292.

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2019Firm Heterogeneity and the Aggregate Labour Share. (2019). Valenzuela, Luis ; Richiardi, Matteo G. In: MPRA Paper. RePEc:pra:mprapa:94561.

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2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829.

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2018Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele. In: Working Papers. RePEc:pre:wpaper:201833.

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2018The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201857.

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2019The Relationship between Economic Uncertainty and Corporate Tax Rates. (2019). GUPTA, RANGAN ; Gözgör, Giray ; Clance, Matthew ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201945.

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

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2018Wage Growth Puzzles and Technology. (2018). Weir, Geoff. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-10.

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2018Okun coefficients and participation coefficients by age and gender. (2018). Evans, Andrew. In: IZA Journal of Labor Economics. RePEc:spr:izalbr:v:7:y:2018:i:1:d:10.1186_s40172-018-0065-8.

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2018HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES. (2018). McNelis, Paul ; Yoshino, Naoyuki. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:63:y:2018:i:01:n:s0217590817440015.

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2019Micro-mechanisms behind declining labour shares: Market power, production processes, and global competition. (2019). Mertens, Matthias. In: IWH-CompNet Discussion Papers. RePEc:zbw:iwhcom:32019.

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Works by Guay C. Lim:


YearTitleTypeCited
1994A Spectral-Temporal Index with an Application to U.S. Interest Rates. In: Journal of Business & Economic Statistics.
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article0
1994Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991. In: Australian Economic Papers.
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article0
2002Introduction to Exchange Rates in Europe and Australasia: Fundamental Determinants, Adjustments and Policy Implications In: Australian Economic Papers.
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2002Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3 In: Australian Economic Papers.
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1984The Martin Report In: Australian Economic Review.
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1984The Money Supply in Australia: Prospects for 1984-85 In: Australian Economic Review.
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1985An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real In: Australian Economic Review.
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1985GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions In: Australian Economic Review.
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article5
1988Financial Implications of the Commonwealth Budget Surplus In: Australian Economic Review.
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article1
1989Is Monetary Policy Too Tight? In: Australian Economic Review.
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article1
1990Comment: on Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange In: Australian Economic Review.
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1990Foreign exchange Markets and the Australian Dollar In: Australian Economic Review.
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1991Official Intervention in the Foreign Exchange Market In: Australian Economic Review.
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article2
1997The Wallis Report: An Agenda for Financial Reform? In: Australian Economic Review.
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1999Hedge Funds and Currency Crises In: Australian Economic Review.
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2009Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks In: Australian Economic Review.
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2009Inflation Targeting In: Australian Economic Review.
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2010Review of the Australian Economy 2009-10: On the Road to Recovery In: Australian Economic Review.
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article1
2011Review of the Australian Economy 2010–11: Growth, Jobs and Debt In: Australian Economic Review.
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2012Review of the Australian Economy 2011–12: A Case of Déjà Vu In: Australian Economic Review.
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2014Review of the Australian Economy 2013–14: The Age of Austerity? In: Australian Economic Review.
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article2
2016Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies In: Australian Economic Review.
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2017A Short Review of the Recent Literature on Uncertainty In: Australian Economic Review.
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article8
2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes? In: Australian Economic Review.
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2019What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers In: Australian Economic Review.
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2018What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers.(2018) In: CESifo Working Paper Series.
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2018What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers.(2018) In: CAMA Working Papers.
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2018LABORS SHARE, THE FIRMS MARKET POWER, AND TOTAL FACTOR PRODUCTIVITY In: Economic Inquiry.
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1998TECHNOLOGY AND THE EVOLVING FINANCIAL SYSTEM: AN OVERVIEW In: Economic Papers.
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1999MANAGING RISK: WHAT HAVE WE LEARNT?—AN OVERVIEW In: Economic Papers.
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2001EXCHANGE RATE VOLATILITY: CAUSES, CONSEQUENCES & MANAGEMENT—AN OVERVIEW In: Economic Papers.
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1995Portfolio Implications of an Equity Rain in Australia. In: The Economic Record.
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article1
2001Bank Interest Rate Adjustments: Are They Asymmetric? In: The Economic Record.
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article32
2004Underlying Inflation in Australia: Are the Existing Measures Satisfactory? In: The Economic Record.
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2003Underlying Inflation in Australia: Are the Existing Measures Satisfactory?.(2003) In: Department of Economics - Working Papers Series.
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2005An Employment Equation for Australia In: The Economic Record.
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2009Phillips Curve and the Equilibrium Unemployment Rate In: The Economic Record.
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2009Phillips Curve and the Equalibrium Unemployment Rate.(2009) In: Department of Economics - Working Papers Series.
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2012Combating Unemployment In: The Economic Record.
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2013Bank and Official Interest Rates: How Do They Interact over Time? In: The Economic Record.
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2010Bank and Official Interest Rates: How Do They Interact over Time?.(2010) In: Melbourne Institute Working Paper Series.
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2018Interest Rates, Local Housing Markets and House Price Over†reactions In: The Economic Record.
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2015ALTERNATIVE WEIGHTING APPROACHES TO COMPUTING INDEXES OF ECONOMIC ACTIVITY In: Journal of Economic Surveys.
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2012MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG In: Pacific Economic Review.
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2016Consumption, Income, and Wealth: Evidence from Age, Cohort, and Period Elasticities In: Review of Income and Wealth.
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2001Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? In: Boston College Working Papers in Economics.
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2004Asian Crises: Theory, Evidence, Warning-Signals In: CESifo Working Paper Series.
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2004ASIAN CRISES: THEORY, EVIDENCE, WARNING SIGNALS.(2004) In: The Singapore Economic Review (SER).
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2014The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates In: CESifo Working Paper Series.
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2014The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates.(2014) In: CEPR Discussion Papers.
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2014The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates.(2014) In: Melbourne Institute Working Paper Series.
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2014The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates.(2014) In: IZA Discussion Papers.
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2015The effect of shocks to labour market flows on unemployment and participation rates.(2015) In: Applied Economics.
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2014The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates.(2014) In: Discussion Paper.
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2006An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods In: Centre of Policy Studies/IMPACT Centre Working Papers.
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2016Revisiting Okuns Relationship In: CEPR Discussion Papers.
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2016Revisiting Okun’s Relationship.(2016) In: Melbourne Institute Working Paper Series.
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2016Revisiting Okuns Relationship.(2016) In: IZA Discussion Papers.
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2016Revisiting Okuns Relationship.(2016) In: Discussion Paper.
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2018Beyond Okuns Law: Output Growth and Labor Market Flows In: CEPR Discussion Papers.
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2018Beyond Okuns Law: Output Growth and Labor Market Flows.(2018) In: Tinbergen Institute Discussion Papers.
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2013ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE In: Macroeconomic Dynamics.
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1998ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS In: Macroeconomic Dynamics.
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2005Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes In: DNB Working Papers.
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2004Discounting The Equity Premium Puzzle In: Econometric Society 2004 Australasian Meetings.
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2004Inflation Targeting and Q Volatility in Small Open Economies In: Econometric Society 2004 Far Eastern Meetings.
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2004Inflation Targeting and Q Volatility in Small Open Economies.(2004) In: Computing in Economics and Finance 2004.
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2014Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? In: Journal of Asian Economics.
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2007Inflation targeting, learning and Q volatility in small open economies In: Journal of Economic Dynamics and Control.
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2006Inflation Targeting, Learning and Q Volatility in Small Open Economies.(2006) In: Melbourne Institute Working Paper Series.
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2006Inflation Targeting, Learning and Q Volatility in Small Open Economies.(2006) In: Computing in Economics and Finance 2006.
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2018Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? In: Journal of Economic Dynamics and Control.
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1997Estimating portfolio models from financial flow data: A reply In: Economic Modelling.
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2016Income growth and inequality: The threshold effects of trade and financial openness In: Economic Modelling.
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1991Estimating portfolio models from financial flow data : An analysis of the demand for liabilities, real assets and financial assets by the household sector In: Economic Modelling.
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2006A reexamination of the equity-premium puzzle: A robust non-parametric approach In: The North American Journal of Economics and Finance.
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2006A reexamination of the equity-premium puzzle: A robust non-parametric approach.(2006) In: Departmental Working Papers.
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1981A portfolio model estimator In: Economics Letters.
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1998The distribution of exchange rate returns and the pricing of currency options In: Journal of International Economics.
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2005Currency risk in excess equity returns: a multi time-varying beta approach In: Journal of International Financial Markets, Institutions and Money.
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1992Testing for the fundamental determinants of the long run real exchange rate In: Journal of Banking & Finance.
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2004Learning and the monetary policy strategy of the European Central Bank In: Journal of International Money and Finance.
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2007Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? In: Journal of International Money and Finance.
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2016Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound In: Journal of International Money and Finance.
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2014Lay people’s models of the economy: A study based on surveys of consumer sentiments In: Journal of Economic Psychology.
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2014Lay people’s models of the economy: A study based on surveys of consumer sentiments.(2014) In: Department of Economics - Working Papers Series.
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2006Pricing currency options in the presence of time-varying volatility and non-normalities In: Journal of Multinational Financial Management.
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2006Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data In: Melbourne Institute Working Paper Series.
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2007Time-varying equilibrium rates of unemployment: an analysis with Australian data.(2007) In: Australian Journal of Labour Economics (AJLE).
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2006Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes In: Melbourne Institute Working Paper Series.
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2007What Drives Worker Flows? In: Melbourne Institute Working Paper Series.
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2008A Univariate Model of Aggregate Labour Productivity In: Melbourne Institute Working Paper Series.
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2012A univariate model of aggregate labour productivity.(2012) In: Applied Economics.
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2012A univariate model of aggregate labour productivity.(2012) In: Applied Economics.
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2013A univariate model of aggregate labour productivity.(2013) In: Applied Economics.
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2008A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model In: Melbourne Institute Working Paper Series.
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2008Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies In: Melbourne Institute Working Paper Series.
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2009Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies.(2009) In: 2009 Meeting Papers.
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2008Phillips Curve and the Equilibrium Rate of Unemployment In: Melbourne Institute Working Paper Series.
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2009A Latent Variable Approach to Forecasting the Unemployment Rate In: Melbourne Institute Working Paper Series.
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2012A latent variable approach to forecasting the unemployment rate.(2012) In: Journal of Forecasting.
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2010Regional Beveridge Curves: A Latent Variable Approach In: Melbourne Institute Working Paper Series.
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2010Regional Beveridge Curves: A Latent Variable Approach.(2010) In: Department of Economics - Working Papers Series.
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2014Regional Beveridge Curves: A Latent Variable Approach.(2014) In: Regional Studies.
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2011Regional Indexes of Activity: Combining the Old with the New In: Melbourne Institute Working Paper Series.
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2014Income Inequality, Trade and Financial Openness In: Melbourne Institute Working Paper Series.
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2003Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective.(2003) In: Australian Journal of Labour Economics (AJLE).
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