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Discussion Papers

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Recent discussion papers

Ranking systemically important financial institutions


Dungey, M and Luciani, M and Veredas, D (2012) Ranking systemically important financial institutions. Working Paper. University of Tasmania. (Unpublished)

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Endogenous crisis dating and contagion using smooth transition structural GARCH


Dungey, M and Milunivich, G and Thorpe, S and Yang, M (2012) Endogenous crisis dating and contagion using smooth transition structural GARCH. Discussion Paper. University of Tasmania. (Unpublished)

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Testing for partial exogeneity with weak identification


Doko Tchatoka, F (2012) Testing for partial exogeneity with weak identification. Discussion Paper. University of Tasmania. (Unpublished)

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On the correspondence between data revision and trend-cycle decomposition


Dungey, M and Jacobs, J and Tian, J and van Norden, S (2012) On the correspondence between data revision and trend-cycle decomposition. Discussion Paper. University of Tasmania. (Unpublished)

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Subset hypotheses testing and instrument exclusion in the linear IV regression (Discussion Paper 2011-03)


Doko Tchatoka, F (2012) Subset hypotheses testing and instrument exclusion in the linear IV regression (Discussion Paper 2011-03). Discussion Paper. School of Economics and Finance, University of Tasmania. (Unpublished)

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Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities


Dungey, M and Dwyer, GP and Flavin, T (2011) Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities. Discussion Paper. School of Economics and Finance, University of Tasmania. (Unpublished)

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A SVECM Model of the UK Economy and The Term Premium


Dungey, M and Vehbi, M.T. (2011) A SVECM Model of the UK Economy and The Term Premium. Discussion Paper. School of Economics and Finance, University of Tasmania. (Unpublished)

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Subset hypotheses testing and instrument exclusion in the linear IV regression


Doko Tchatoka, F (2011) Subset hypotheses testing and instrument exclusion in the linear IV regression. Discussion Paper. School of Economics and Finance, University of Tasmania. (Unpublished)

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Do contacts matter in the process of getting a job in Cameroon?


Doko Tchatoka, F and Thierry Yogo, U (2011) Do contacts matter in the process of getting a job in Cameroon? Discussion Paper. School of Economics and Finance, University of Tasmania. (Unpublished)

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First home buyers' support schemes in Australia


Dungey, M and Wells, G and Thompson, S (2011) First home buyers' support schemes in Australia. Discussion Paper. School of Economics and Finance, University of Tasmania. (Unpublished)

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