Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework Y Shin, B Yu, M Greenwood-Nimmo Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014 | 4144 | 2014 |
Quantile connectedness: modeling tail behavior in the topology of financial networks T Ando, M Greenwood-Nimmo, Y Shin Management Science 68 (4), 2401-2431, 2022 | 418 | 2022 |
Risk and return spillovers among the G10 currencies M Greenwood-Nimmo, VH Nguyen, B Rafferty Journal of Financial Markets 31, 43-62, 2016 | 163 | 2016 |
Taxation and the asymmetric adjustment of selected retail energy prices in the UK M Greenwood-Nimmo, Y Shin Economics Letters 121 (3), 411-416, 2013 | 138 | 2013 |
Festschrift in honor of Peter Schmidt Y Shin, B Yu, M Greenwood-Nimmo Festschrift in Honor of Peter Schmidt 10, 978-1, 2014 | 137 | 2014 |
Measuring the connectedness of the global economy M Greenwood-Nimmo, VH Nguyen, Y Shin Melbourne Institute Working Paper, 2015 | 102* | 2015 |
Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices R Brun-Aguerre, AM Fuertes, M Greenwood-Nimmo Journal of the Royal Statistical Society Series A: Statistics in Society 180 …, 2017 | 97 | 2017 |
Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework M Greenwood‐Nimmo, VH Nguyen, Y Shin Journal of Applied Econometrics 27 (4), 554-573, 2012 | 82 | 2012 |
Recent developments of the autoregressive distributed lag modelling framework JS Cho, M Greenwood‐Nimmo, Y Shin Journal of Economic Surveys 37 (1), 7-32, 2023 | 55 | 2023 |
The decoupling of monetary policy from long-term interest rates in the US and Germany M Greenwood-Nimmo, Y Shin, T van Treeck, B Yu SSRN Electron J 10, 2013 | 44* | 2013 |
Monetary shocks, macroprudential shocks and financial stability M Greenwood-Nimmo, A Tarassow Economic Modelling 56, 11-24, 2016 | 40 | 2016 |
Financial sector bailouts, sovereign bailouts, and the transfer of credit risk M Greenwood-Nimmo, J Huang, VH Nguyen Journal of Financial Markets 42, 121-142, 2019 | 33 | 2019 |
The asymmetric ARDL model with multiple unknown threshold decompositions: an application to the Phillips curve in Canada MJ Greenwood-Nimmo, Y Shin, T Van Treeck, D Konjunkturforschung The Leeds University Business School Working Paper Series, 2011 | 28 | 2011 |
Inflation targeting monetary and fiscal policies in a two-country stock–flow-consistent model M Greenwood-Nimmo Cambridge Journal of Economics 38 (4), 839-867, 2014 | 26 | 2014 |
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic R Fry-McKibbin, M Greenwood-Nimmo, CYL Hsiao, L Qi Finance Research Letters 45, 102150, 2022 | 25 | 2022 |
International linkages of the Korean economy: The global vector error-correcting macroeconometric modelling approach M Greenwood-Nimmo, VH Nguyen, Y Shin Melbourne Institute Working Paper, 2012 | 23 | 2012 |
What's mine is yours: Sovereign risk transmission during the european debt crisis M Greenwood-Nimmo, VH Nguyen, Y Shin Melbourne institute working paper, 2017 | 21* | 2017 |
An introduction to data cleaning using internet search data M Greenwood‐Nimmo, K Shields Australian Economic Review 50 (3), 363-372, 2017 | 16 | 2017 |
A Macroeconometric Assessment of Minsky's Financial Instability Hypothesis M Greenwood-Nimmo, A Tarassow Available at SSRN 2320964, 2013 | 15* | 2013 |
The effect of clean energy investment on CO2 emissions: insights from a Spatial Durbin Model C Weng, J Huang, M Greenwood-Nimmo Energy Economics 126, 107000, 2023 | 14 | 2023 |