Division of Economic and Financial Studies

Jeffrey Sheen Publications

2007


Journal Article/s

Chaudhuri K and Sheen J 2007 'To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets', B.E. Journal of Macroeconomics-Topics, vol.7:1, pp. 1-35.

Kim D and Sheen J 2007 'Consumption Risk-Sharing within Australia and with New Zealand', The Economic Record, vol.83:260, pp. 46-59.

Conference Proceeding/s

Leu S and Sheen J 2007 'A Small State-Space Model of the Australian Economy', 36th Australian Conference of Economists, Hobart Tasmania,24-26 September.

2006


Book/s

Blanchard O and Sheen J 2006 Macroeconomics, Pearson Education.

Journal Article/s

Kim SJ and Sheen J   2006 'Interventions in the Yen-dollar spot market: A story of price, volatility and volume', Journal of Banking and Finance , vol.30 November, pp. 3191-214. 

Leu S and Sheen J 2006 'Asymmetric Monetary Policy in Australia', Economic Record:82 Special Issue, pp. 85-96. 

Conference Paper/s

Sheen J 2006 'Country Asymmetries and the Balance of Lethal War and Peace',35th Australian Conference of Economists, Perth, Australia: Economic Society of Australia. 

2005


Conference Proceeding/s

Leu S and Sheen J 2005 'Asymmetric Monetary Policy in Australia', 34th Conference of Economists, Economic Society of Australia, Melbourne,September 26-28, 2005. 

Internal Working Paper/s

Sheen JR and Kim D 2005 'Consumption Risk-sharing within Australia and with New Zealand', Sydney: Sydney University, School of Economics and Political Science.  

Sheen JR and Leu S 2005 'Asymmetric Monetary Policy in Australia', Sydney: Sydney University, School of Economics and Political Science. 



Book/s

Blanchard O and Sheen JR 2004 Macroeconomics, Pearson Education, Sydney.

Journal Article/s

Chaudhuri K and Sheen JR 2004 'Purchasing Power Parity Across States and Goods Within Australia', Economic Record, vol.80:250, pp. 314–329. 

Conference Proceeding/s

Chaudhuri K and Sheen J 2004 'To pool or not to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets', Conference on Growth, Development and Macroeconomic Policy, Indian Statistical Institute, New Delhi, India,17-18, December 2004. 

Kim D and Sheen J 2004 'Risk-sharing within Australia and with New Zealand', 33rd Conference of Economists, 2004, University of Sydney, Australia,September 27-30, 2004. 

Internal Working Paper/s

Sheen JR and Kim S-J 2004 'Central Bank Interventions in the Yen-Dollar Spot Market', Sydney: Sydney University, School of Economics and Political Science. 

Smith M, McLennan M and Sheen J 2004 'Joint Estimation of an Endogenous Model of Central Bank Intervention and Foreign Exchange Volatility with Application to Australia, 1983 to 2003', Sydney: Sydney University, School of Economics and Political Science. 

2003


Internal Working Paper/s

Sheen J and Chaudhuri K 2003 'To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labour Markets', Sydney: Sydney University, School of Economics and Political Science.  

2002


Journal Article/s

Kim SJ and Sheen JR 2002 'The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia', Journal Of International Money and Finance, vol.21, pp. 619-649.

Sheen J 2002 'Book Review - Inflation Targeting: Lessons from the International Experience, by Ben S. Bernanke, Thomas Laubach, Frederic S. Mishkin and Adam S. Posen (Princeton University Press, Princeton and Oxford, 1999), pp. x + 382, Paperback: ISBN 0-691-08689-3.' Economic Record, vol.78:240, pp. 120-122.

2001


Journal Article/s

Kim S-J and Sheen JR 2001 'Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information', Journal of Multinational Financial Management, vol.11:2, pp. 117-37.

Internal Working Paper/s

 

Sheen J and Chaudhuri K 2001 'A Dynamic Panel Macroeconometric Model for Labour Markets: Evidence Across Australian States', Sydney: Sydney University, School of Economics and Political Science. 

Sheen J and Chaudhuri K 2001 'Purchasing Power Parity Across States and Goods Within Australia', Sydney: Sydney University, School of Economics and Political Science. 

2000


Journal Article/s

Kim S, Kortian T and Sheen J 2000 'Central bank intervention and exchange rate volatility - Australian evidence', Journal of International Financial Markets, Institutions & Money, vol.10:3-4, pp. 381-405.

Sheen JR and Kim SJ 2000 'International Linkages and macroeconomic news effects on interest rate volatility - Australia and the US', Pacific-Basin Finance Journal, vol.8:3-4, pp. 85-113.

Sheen JR, Kim SJ and Kortian T 2000 'Central bank intervention and exchange rate volatility - Australian evidence', Journal of International Financial Markets, Institutions and Money, vol.10:3-4, pp. 381-405.

1999


Journal Article/s

Sheen JR 1999 'Controlling International capital flows', Global Business and Economics Review, vol.1:1, pp. 43-59.

Internal Working Paper/s

Kim S and Sheen JR 1999 'Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information', Sydney: Department of Economics, University of Sydney. 

Kim S and Sheen JR 1999 'The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia', Sydney: Department of Economics, University of Sydney. 

Kim S, Kortian T and Sheen JR 1999 'Central Bank Intervention and Exchange Rate Volatility', Sydney: Department of Economics, University of Sydney. 

Sheen JR 1999 'Controlling International Capital Flows', Sydney: Department of Economics, University of Sydney. 

1998


Internal Working Paper/s

Kim S and Sheen JR 1998 'International; Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US', Sydney: Department of Economics, University of Sydney. 

1997


Journal Article/s

Sheen JR 1997 'Macroeconomics - McDonald, IM', Economic Record, vol.73:220, pp. 79-80.

1996


Book Section/s

Sheen JR and Phipps AJ 1996 'International Comparisons' in Australian Readings in Monetary and Financial Economics, ed. P Stemp and J Milne-Pott, Longman, Melbourne pp. 310-315.

Internal Working Paper/s

Sheen JR 1996 'A Theory of Intermediate Services and the Inequality of Nations', Sydney: Department of Economics, University of Sydney, [iii], 32. 

1995


Journal Article/s

Phipps AJ and Sheen JR 1995 'Macroeconomic policy and employment growth in Australia', Australian Economic Review, pp. 71-89.

1994


Journal Article/s

Phipps AJ and Sheen JR 1994 'Unionisation, industrial relations and labour productivity growth in Australia: A pooled time-series/cross-section analysis of TFP growth', Labour Economics and Productivity, vol.6:1, pp. 54-78.

1993


Journal Article/s

Lahiri S and Sheen JR 1993 'Price-Setting in a Simple Monopoly Model with External Demand Uncertainty: Should the Government Intervene?' Cyprus Journal of Economics, vol.6:2, pp. 109-23.

1992


Book Section/s

Sheen JR 1992 'Energy Price Shocks' in The New Palgrave Dictionary in Money and Finance, ed. Milgate and et al., MacMillan, Basingstoke.

Journal Article/s

Sheen JR 1992 'International Monetary and Fiscal Policy Cooperation in the Presence of Wage Inflexibilities Are Both Counterproductive', Journal of Economic Dynamics and Control, vol.16:2, pp. 359-387.

1990


Journal Article/s

Lahiri S and Sheen JR 1990 'On Optimal Dumping', Economic Journal, vol.100:400, pp. 127-36.

Lahiri S and Sheen JR 1990 'Terms of Trade Vulnerability and National Welfare in a Small Open Economy', Oxford Economic Papers New Series, vol.42:3, pp. 526-43.

1989


Journal Article/s

Sheen JR 1989 'Modelling the Floating Australian Dollar: Can the Random Walk Be Encompassed by a Model Using a Permanent Decomposition of Money and Output?' Journal of International Money and Finance, vol.8:2, pp. 253-76.

1988


Journal Article/s

Giavazzi F, Sheen JR and Wyplosz C 1988 'The Real Exchange Rate and the Fiscal Aspects of a Natural Resource Discovery', Oxford Economic Papers, vol.40:3, pp. 427-50.

1987


Book Section/s

Sheen JR 1987 'Inflation Debt and Fiscal Policy Attitudes' in Prices, quantities and expectations: Keynes and macroeconomics in the fifty years since the publication of the General Theory, ed. P. J. N. Sinclair, Oxford University Press and Clarendon Press, Oxford New York Toronto and Melbourne pp. 90-110.

Journal Article/s

Sheen JR 1987 'Inflation Debt and Fiscal Policy Attitudes', Oxford Economic Papers, vol.39:1, pp. 90-110.

1986


Report/s

Sheen JR 1986 'Supply-side Effectiveness of Fiscal Policy in an Economy with Indexed Social Wage Contracts', Discussion Paper, Reserve Bank of Australia.

1985


Book Section/s

Giavazzi F and Sheen JR 1985 'Fiscal Policy and the Real Exchange Rate' in Advances in Monetary Economics, ed. David Currie, Croom Helm, London and Sydney and Dover, N.H. pp. 41-68.

1984


Journal Article/s

Sassanpour C and Sheen JR 1984 'An Empirical Analysis of the Effects of Monetary Disequilibria in Open Economies', Journal of Monetary Economics, vol.13:1, pp. 127-63.

1982


Journal Article/s

Lorie HR and Sheen JR 1982 'Supply Shocks in a Two Country World with Wage and Price Rigidities', Economic Journal, vol.92:368, pp. 849-67.