Guay Lim

Does location help explain why some people are vulnerable to financial stress?

Guay Lim, Viet Nguyen, Timothy Robinson, Sam Tsiaplias

Report  |  2020

The Australian labour market has been severely impacted by the COVID-19 pandemic, with many workers experiencing loss of employmen..

Beyond Okun's Law: Output Growth and Labor Market Flows

Guay Lim, Robert Dixon, Jan van Ours

Journal article  |  2020  |  Empirical Economics

This paper studies the relationship between the change in the unemployment rate and output growth using an approach based on labor..

What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers

Efrem Castelnuovo, Guay Lim

Journal article  |  2019  |  Australian Economic Review

This article discusses recent research on the macroeconomic effects of fiscal policy—the theme of the 2018 edition of the Melbourn..

Beyond Okun’s law: Introducing labour market flows

Jan van Ours, Guay Lim, Robert Dixon

Scholarly Contribution to Database/Website  |  2019

One version of Okun’s law specifies a relationship between the change in the unemployment rate and output growth. This column uses..

Household income requirements and financial conditions

S Tsiaplias, GC Lim

Journal article  |  2019  |  Empirical Economics

Understanding the income requirements of households is important for examining why households become financially stressed and liqu..

LABOR'S SHARE, THE FIRM'S MARKET POWER, AND TOTAL FACTOR PRODUCTIVITY

Robert Dixon, Guay C Lim

Journal article  |  2018  |  Economic Inquiry

Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter?

GC Lim, PD McNelis

Journal article  |  2018  |  Journal of Economic Dynamics and Control

Interest Rates, Local Housing Markets and House Price Over-reactions

GC Lim, Sarantis Tsiaplias

Journal article  |  2018  |  Economic Record

Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?

Efrem Castelnuovo, Guay Lim, Giovanni Pellegrino

Journal article  |  2018  |  Australian Economic Review

Tax-rate rules for reducing government debt: An application of computational methods for macroeconomic stabilization

GC Lim, PD Mcnelis

Book Chapter  |  2018

This chapter uses an example to demonstrate the steps of specifying, calibrating, solving, and simulating a macroeconomic model in..

A Short Review of the Recent Literature on Uncertainty

Efrem Castelnuovo, Guay Lim, Giovanni Pellegrino

Journal article  |  2017  |  AUSTRALIAN ECONOMIC REVIEW

Revisiting the Okun relationship

R DIXON, G Lim, JC van Ours

Journal article  |  2017  |  Applied Economics

Our article revisits the Okun relationship between observed unemployment rates and output gaps. We include in the relationship the..

Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound

GC Lim, PD McNelis

Journal article  |  2016  |  Journal of International Money and Finance: theoretical and empirical research in international economics and finance

Income growth and inequality: The threshold effects of trade and financial openness

GC Lim, PD McNelis

Journal article  |  2016  |  Economic Modelling

Consumption, Income, and Wealth: Evidence from Age, Cohort, and Period Elasticities

GC Lim, Q Zeng

Journal article  |  2016  |  REVIEW OF INCOME AND WEALTH

Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies

E Castelnuovo, G Lim, T ROBINSON

Journal article  |  2016  |  The Australian Economic Review

This policy forum summarises the proceedings of the 2015 Melbourne Institute Macroeconomic Policy Meeting, which took place at the..

Modelling the dynamics of regional employment-population ratios and their commonality

Robert Dixon, Guay Lim

Journal article  |  2016  |  Urban Studies: an international journal for research in urban studies

ALTERNATIVE WEIGHTING APPROACHES TO COMPUTING INDEXES OF ECONOMIC ACTIVITY

GC Lim, Viet Hoang Nguyen

Journal article  |  2015  |  Journal of Economic Surveys

Financial Stress Thresholds and Household Equivalence Scales.

S TSIAPLIAS, G Lim

Report  |  2015

The effect of shocks to labour market flows on unemployment and participation rates

Robert Dixon, GC Lim, Jan C van Ours

Journal article  |  2015  |  Applied Economics

Lay people's models of the economy: A study based on surveys of consumer sentiments

R Dixon, W Griffiths, GC Lim

Journal article  |  2014  |  Journal of Economic Psychology

Review of the Australian Economy 2013-14: The Age of Austerity?

Guay C Lim, Viet H Nguyen, Chew Lian Chua

Journal article  |  2014  |  Australian Economic Review

Regional Beveridge Curves: A Latent Variable Approach

Robert Dixon, GC Lim, John Freebairn

Journal article  |  2014  |  Regional Studies

Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management?

HK Chow, GC Lim, PD McNelis

Journal article  |  2014  |  Journal of Asian Economics

Lay people’s models of the economy: A study based on surveys of consumer sentiments

R DIXON, W Griffiths, G Lim

Report  |  2014  |  Research Paper- University of Melbourne Department of Economics

ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE

GC Lim, Paul D McNelis

Journal article  |  2013  |  Macroeconomic Dynamics

Bank and Official Interest Rates: How Do They Interact over Time?

GC Lim, Sarantis Tsiaplias, Chew Lian Chua

Journal article  |  2013  |  The Economic Record

Review of the Australian Economy 201213: A Tale of Two Relativities

Guay C Lim, Chew Lian Chua, Viet H Nguyen

Journal article  |  2013  |  Australian Economic Review

A univariate model of aggregate labour productivity (vol 44, pg 2075, 2012)

Robert Dixon, GC Lim

Journal article  |  2013  |  Applied Economics

Combating Unemployment

GC Lim

Journal article  |  2012  |  Economic Record

MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG

GC Lim, Paul D McNelis

Journal article  |  2012  |  Pacific Economic Review

A latent variable approach to forecasting the unemployment rate

Chew Lian Chua, GC Lim, Sarantis Tsiaplias

Journal article  |  2012  |  Journal of Forecasting

Review of the Australian Economy 2011-12: A Case of Deja Vu

Guay C Lim, Chew Lian Chua, Edda Claus, Viet H Nguyen

Journal article  |  2012  |  Australian Economic Review

A univariate model of aggregate labour productivity

R Dixon, GC Lim

Journal article  |  2012  |  Applied Economics

A univariate model of aggregate labour productivity

Robert Dixon, GC Lim

Report  |  2012  |  Applied Economics

Using EViews for Principles of Econometrics

WE Griffiths, RC Hill, G Lim

Book  |  2012

A BAYESIAN SIMULATION APPROACH TO INFERENCE ON A MULTI-STATE LATENT FACTOR INTENSITY MODEL

Chew Lian Chua, GC Lim, Penelope Smith

Report  |  2011  |  Australian and New Zealand Journal of Statistics

Review of the Australian Economy 2010-11: Growth, Jobs and Debt

Guay C Lim, Chew Lian Chua, Edda Claus, Jounghyeon Kim

Journal article  |  2011  |  Australian Economic Review

Net flows in the U.S. labor market, 1990-2010

Robert Dixon, John Freebairn, Guay C Lim

Journal article  |  2011  |  Monthly Labor Review

Principles of Econometrics

R Hill, WE Griffiths, GC Lim

Book  |  2011

Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model

CL CHUA, GC LIM, P Smith

Journal article  |  2011  |  Australian & New Zealand Journal of Statistics

Instructor's Manual for Principles of Econometrics, Fourth Edition

WE Griffiths, RC Hill, GC Lim, Y CHO, S WONG

Book  |  2011

Review of the Australian Economy 2009-10: On the Road to Recovery

Guay C Lim, Chew Lian Chua, Edda Claus, Sarantis Tsiaplias

Journal article  |  2010  |  Australian Economic Review

Bank and Official Interest Rates: How Do They Interact Over Time?

G Lim, S Tsiaplias, MC Chua

Report  |  2010

The Road to Recovery: Restoring Prosperity After the Crisis

M WOODEN, H BUDDELMEYER, P JENSEN, G KALB, G LIM, A SCOTT, R SCUTELLA, E WEBSTER, R WILKINS

Journal article  |  2010  |  Insights: Melbourne Economics and Commerce

Regional Beveridge Curves: A Latent Variable Approach

R Dixon, G Lim, J Freebairn

Report  |  2010

Phillips Curve and the Equilibrium Unemployment Rate

GC LIM, ROBERT DIXON, SARANTIS TSIAPLIAS

Journal article  |  2009  |  Economic Record

Phillips Curve and the Equilibrium Unemployment Rate*

GC Lim, Robert Dixon, Sarantis Tsiaplias

Report  |  2009  |  The Economic Record

Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks

Guay C Lim, Chew Lian Chua, Edda Claus, Sarantis Tsiaplias

Journal article  |  2009  |  Australian Economic Review

Inflation Targeting

GC Lim

Journal article  |  2009  |  Australian Economic Review

A Latent Variable Approach to Forecasting the Unemployment Rate

M CHUA, G LIM, S TSIAPLIAS

Report  |  2009

Phillips Curve and the Equilibrium Unemployment Rate

G LIM, R DIXON, S TSIAPLIAS

Report  |  2009

Using EViews for Principles of Econometrics

W GRIFFITHS, undefined Hill, G LIM

Book  |  2008

Instructor's Manual for Principles of Econometrics

W GRIFFITHS, undefined Hill, G LIM, S Wong

Book  |  2008

Principles of Econometrics

undefined Hill, W GRIFFITHS, G LIM

Book  |  2008

Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies

G LIM, PD McNelis

Report  |  2008

Computational Macroeconomics for the Open Economy

G LIM, PD McNelis

Book  |  2008

Inflation targeting, learning and Q volatility in small open economies

GC Lim, Paul D McNelis

Journal article  |  2007  |  JOURNAL OF ECONOMIC DYNAMICS & CONTROL

Bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?

GC Lim, Paul D McNelis

Journal article  |  2007  |  JOURNAL OF INTERNATIONAL MONEY AND FINANCE

Asian crises: Theory, evidence, warning signals

JL Stein, GC Lim

Book Chapter  |  2007

Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data

R DIXON, J FREEBAIRN, G LIM

Journal article  |  2007  |  Australian Journal of Labour Economics

What Drives Worker Flows?

CL CHUA, R DIXON, G LIM

Report  |  2007

Inflation targeting, learning and Q volatility in small open economies

GC Lim, PD McNelis

Conference Proceedings  |  2006  |  ESAM06 Australiasian Econometrics Society Meetings

Central bank learning and Taylor rules with sticky import prices

GC Lim, PD McNelis

Journal article  |  2006  |  Computational Economics

A reexamination of the equity-premium puzzle: A robust non-parametric approach

GC Lim, E Maasoumi, VL Martin

Journal article  |  2006  |  North American Journal of Economics and Finance

Pricing currency options in the presence of time-varying volatility and non-normalities

GC Lim, GM Martin, VL Martin

Journal article  |  2006  |  Journal of Multinational Financial Management

Deviations from uncovered interest parity in Malaysia

SK Goh, GC Lim, N Olekalns

Journal article  |  2006  |  Applied Financial Economics

An employment equation for Australia

R Dixon, J Freebairn, GC Lim

Journal article  |  2005  |  ECONOMIC RECORD

Bounded dividends, earnings and fundamental stock values

GC Lim

Journal article  |  2005  |  Empirical Economics

Currency risk in excess equity returns: A multi time-varying beta approach

GC Lim

Journal article  |  2005  |  Journal of International Financial Markets, Institutions and Money

Parametric pricing of higher order moments in S&P500 options

GC Lim, GM Martin, VL Martin

Journal article  |  2005  |  Journal of Applied Econometrics

An examination of net flows in the Australian labour market

RJ DIXON, JW FREEBAIRN, G LIM

Journal article  |  2005  |  Australian Journal of Labour Economics

A fall in the US dollar - hard or soft landing for Australia? A scenario analysis

MCL CHUA, M CROSBY, G LIM, PA SMITH

Journal article  |  2005  |  Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends

Forecasts for the States and Territories

MCL CHUA, G LIM

Report  |  2005

Why are recessions as deep as they are?

R DIXON, J FREEBAIRN, G LIM

Journal article  |  2005  |  Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends

Treasury and Melbourne Institute forecasts and implications for the budget bottom line

LL SONG, MCL CHUA, G LIM, PA SMITH

Journal article  |  2005  |  Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends

Real exchange rate and current account dynamics with sticky prices and distortionary taxes

GC Lim, PD McNelis

Conference Proceedings  |  2005  |  Proceedings of 2005 International Conference on Neural Networks and Brain Proceedings, ICNNB'05

Underlying inflation in Australia: Are the existing measures satisfactory?

R Dixon, GC Lim

Report  |  2004  |  The Economic Record

Learning and the monetary policy strategy of the European Central Bank

GC Lim, PD McNelis

Journal article  |  2004  |  JOURNAL OF INTERNATIONAL MONEY AND FINANCE

Learning and the monetary policy strategy of the European Central Bank

GC Lim, PD McNelis

Journal article  |  2004  |  Journal of International Money and Finance

Asian Crises: Theory, evidence, warning signals

JL Stein, GC Lim

Journal article  |  2004  |  Singapore Economic Review

An employment equation for Australia: 1966-2001

RJ DIXON, JW FREEBAIRN, G LIM

Report  |  2004

Oil prices and the economic outlook for Australia - scenario analysis

MCL CHUA, G LIM, LL SONG

Journal article  |  2004  |  Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends

Underlying inflation in Australia: are the existing measures satisfactory?

RJ DIXON, G LIM

Journal article  |  2004  |  The Economic Record

A framework for understanding changes in the unemployment rate in a flows context: an examination net flows in the Australian labour market

RJ DIXON, JW FREEBAIRN, G LIM

Report  |  2004

The incidence of long-term unemployment in Australia - 1978-2003

RJ DIXON, G LIM

Journal article  |  2004  |  Australian Journal of Labour Economics

Discrete time dynamic economic models: Theory and empirical applications

BS Ferguson, GC Lim

Book  |  2003

Dynamic economic models in discrete time: theory and empirical applications

BS FERGUSON, G LIM

Book  |  2003

Economic behaviour is inherently dynamic. While things change continuously over time, much of economic analysis is based on discre..

Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective

RJ DIXON, JW FREEBAIRN, G LIM

Journal article  |  2003  |  Australian Journal of Labour Economics

Introduction to exchange rates in Europe and Australasia: Fundamental determinants, adjustments and policy implications

JL STEIN, G LIM

Journal article  |  2002  |  Australian Economic Papers

Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective

RJ DIXON, JW FREEBAIRN, G LIM

Report  |  2002

Central bank learning, terms of trade shocks & currency risks: should only inflation matter for monetary policy?

PD MCNELIS, G LIM

Report  |  2002

Modelling the interaction of fundamental and portfolio exchange rate behaviour: An application to Australia and the ASEAN3

G LIM

Journal article  |  2002  |  Australian Economic Papers

Australian gross flows data: The labour force survey and the size of the population represented by the matched sample

RJ DIXON, G LIM, J THOMPSON

Journal article  |  2002  |  Australian Journal of Labour Economics

Bank interest rate adjustments: Are they asymmetric?

GC Lim

Journal article  |  2001  |  The Economic Record

Interest rate smoothing and inflation-output variability in a small open economy.

TCY KAM, G LIM

Report  |  2001

Australian gross flows data: the labour force survey and the size of the population represented by the matched sample.

RJ DIXON, G LIM, JDC THOMSON

Report  |  2001

Exchange rate volatility: causes, consequences and management.

KT DAVIS, G LIM

Conference Proceedings  |  2001  |  Economic Papers Special Edition

Excess Returns and Systemic Risk for Chile and Mexico

G LIM, P McNelis

Journal article  |  2000  |  Revista de Analisis Economico

Forecasting Large Changes in Exchange Rates

G LIM, V Martin

Book Chapter  |  2000

Weighted monetary aggregates: Empirical evidence for Australia

GC Lim, VL Martin

Conference Proceedings  |  2000  |  DIVISIA MONETARY AGGREGATES: THEORY AND PRACTICE

Misalignment in Managed Exchange Rate Systems: An Application to the Thai Bhat

G LIM

Report  |  2000

Hedge funds and currency crises

GC Lim

Journal article  |  1999  |  The Australian Economic Review

The distribution of exchange rate returns and the pricing of currency options

GC Lim, JN Lye, GM Martin, VL Martin

Journal article  |  1998  |  Journal of International Economics

The Effect of the Nikkei and the S & P on the All-Ordinaries: A Comparison of Three Models

GC Lim, Paul D McNelis

Journal article  |  1998  |  International Journal of Finance & Economics

Endogenous jumping and asset price dynamics

GC Lim, VL Martin, LE Teo

Journal article  |  1998  |  Macroeconomic Dynamics

Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations

GC Lim, CR McKenzie

Journal article  |  1998  |  Applied Financial Economics

Stock Price Fluctuations in Australia: The Influence of Japanese and U.S. Markets

G LIM, P McNelis

Book Chapter  |  1998

Introduction to Dynamic Economic Models

Brian S Ferguson, Guay C Lim

Book  |  1998

Unnecessary complexity has been avoided, yet the models have been presented in the same general form as they appear in the profess..

Estimating portfolio models from financial flow data: A reply

GC Lim

Journal article  |  1997  |  Economic Modelling

Jump Models and Higher Moments

G LIM, N Lye, G Martin, V Martin

Book Chapter  |  1997

An ANN Model of the Stock Market

G LIM, P McNelis

Book Chapter  |  1997

A Note on Estimating Dynamic Economic Models of the Real Exchange Rate

G LIM

Journal article  |  1996  |  Economic Systems

A Note On Estimating Dynamic Economic Models of the Real Exchange Rate

G LIM

Book Chapter  |  1996

Portfolio implications of an equity rain in Australia

GC Lim, SS Kells

Journal article  |  1995  |  Economic Record

APPLIED ECONOMIC-FORECASTING TECHNIQUES - HALL,S

GC LIM

Journal article  |  1995  |  ECONOMIC RECORD

Regression-based cointegration estimators with applications

GC Lim, VL Martin

Journal article  |  1995  |  Journal of Economic Studies

The Dynamics of the Real Exchange Rate and Current Account in a Small Open Economy

G LIM, J Stein

Book Chapter  |  1995

THE EXCHANGE-RATE, INTERNATIONAL-TRADE AND THE BALANCE OF PAYMENTS - PROCEEDINGS OF A CONFERENCE - BLUNDELLWIGNALL,A

GC LIM

Journal article  |  1994  |  ECONOMIC RECORD

AUSTRALIAN SHORT‐TERM INTEREST RATES: AN EMPIRICAL ANALYSIS OF THE TRANSMISSION PROCESS, 1988–1991*

GC LIM, VL MARTIN

Journal article  |  1994  |  Australian Economic Papers

Factor and Personal Income Distributions and Taxation in General Equilibrium

G LIM, J' Creedy

Journal article  |  1994  |  Journal of Income Distribution: an international journal, New Series

Weighted Monetary Aggregates Empirical Evidence for Australia

G LIM

Book Chapter  |  1994

A SPECTRAL TEMPORAL INDEX WITH AN APPLICATION TO UNITED-STATES INTEREST-RATES

GC LIM, VL MARTIN

Journal article  |  1994  |  Journal of Business & Economic Statistics

Integrability and Cointegrability Testing of the Term-Structure of Interest Rates

G LIM, V Martin

Journal article  |  1994  |  Pakistan Journal of Statistics

A spectral-temporal index with an application to u.S. interest rates

GC Lim

Journal article  |  1994  |  Journal of Business & Economic Statistics

THE DEMAND FOR THE COMPONENTS OF BROAD MONEY - ERROR-CORRECTION AND GENERALIZED ASSET ADJUSTMENT SYSTEMS

GC LIM

Journal article  |  1993  |  Applied Economics

APPLIED ECONOMETRIC TECHNIQUES - CUTHBERTSON,K, HALL,SG, TAYLOR,MP

GC LIM

Journal article  |  1993  |  ECONOMIC RECORD

TESTING FOR THE FUNDAMENTAL DETERMINANTS OF THE LONG-RUN REAL EXCHANGE-RATE

GC LIM

Journal article  |  1992  |  Journal of Banking & Finance

CURRENT ISSUES IN MONETARY-ECONOMICS - BANDYOPADHYAY,T, GHATAK,S

GC LIM

Journal article  |  1992  |  ECONOMIC RECORD

Official Intervention in the Foreign Exchange Market

GC Lim, IR Harper

Journal article  |  1991  |  The Australian Economic Review

Long-and short-run demand for currency by the non-bank private sector

GC Lim, R Dixon

Journal article  |  1991  |  Applied Financial Economics

ESTIMATING PORTFOLIO MODELS FROM FINANCIAL FLOW DATA - AN ANALYSIS OF THE DEMAND FOR LIABILITIES, REAL ASSETS AND FINANCIAL ASSETS BY THE HOUSEHOLD SECTOR

GC LIM

Journal article  |  1991  |  Economic Modelling

MACROECONOMIC THEORY AND STABILIZATION POLICY - BUITER,WH

GC LIM

Journal article  |  1991  |  ECONOMIC RECORD

THE FUTURE OF THE INTERNATIONAL MONETARY-SYSTEM - CHANGE, COORDINATION OR INSTABILITY - HAMOUDA,OF, ROWLEY,R, WOLF,BM

GC LIM

Journal article  |  1990  |  ECONOMIC RECORD

Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange

Jeffrey Carmichael, DT Nguyen

Journal article  |  1990  |  The Australian Economic Review

EXCHANGE-RATES AND POLICY COORDINATION - KENEN,PB

GC LIM

Journal article  |  1990  |  ECONOMIC RECORD

Foreign exchange Markets and the Australian Dollar

GC Lim

Journal article  |  1990  |  The Australian Economic Review

Comment: on ‘Implications for Monetary Policy of Innovations and Institutional Changes in the Market for Foreign Exchange’

GC Lim

Journal article  |  1990  |  The Australian Economic Review

Is Monetary Policy Too Tight?

IR Harper, GC Lim

Journal article  |  1989  |  The Australian Economic Review

FINANCIAL-MARKETS, INTEREST-RATES AND MONETARY-ECONOMICS - JUTTNER,DJ

GC LIM

Journal article  |  1988  |  ECONOMIC RECORD

Financial Implications of the Commonwealth Budget Surplus

IR Harper, GC Lim

Journal article  |  1988  |  The Australian Economic Review

An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real

GC Lim, BR Parmenter

Journal article  |  1985  |  The Australian Economic Review

GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions

GC Lim

Journal article  |  1985  |  The Australian Economic Review

Trading Banks

G LIM, T Valentine

Book Chapter  |  1985

The Money Supply in Australia: Prospects for 1984‐85

GC Lim

Journal article  |  1984  |  The Australian Economic Review

The Martin Report

GC Lim

Journal article  |  1984  |  The Australian Economic Review

Chapter 2. The Public Sector and Financial Conditions1

Journal article  |  1983  |  The Australian Economic Review

A PORTFOLIO MODEL ESTIMATOR

GC LIM

Journal article  |  1981  |  Economics Letters