Viet Nguyen

Monetary policy shocks from the consumer perspective

E Claus, VH Nguyen

Journal article  |  2020  |  Journal of Monetary Economics

Applying a latent factor model to survey expectations data on economic conditions, unemployment, family finances, and readiness to..

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

V Nguyen, Matthew Greenwood-Nimmo, Yongcheol Shin

Book Chapter  |  2019

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fi..

The Australian Economy in 2018-19: Convergence in Economic Activity across Australia

V Nguyen, Jiao Wang

Journal article  |  2019  |  Australian Economic Review

Economic activity in Australia continued to improve in 2017–2018 with growth spreading across the mainland state economies. Labour..

Financial sector bailouts, sovereign bailouts, and the transfer of credit risk

M Greenwood-Nimmo, Jingong Huang, Viet Hoang Nguyen

Journal article  |  2019  |  Journal of Financial Markets

We develop an empirical network model to study credit risk spillovers among a group of eighteen sovereigns and their financial sec..

Consumptor economicus: How do consumers form expectations on economic variables?

V Nguyen, E Claus

Journal article  |  2018  |  Journal of Economic Behavior & Organization

Consumptor economicus, the economic consumer, is more complex than homo economicus. We find consumers form monthly expectations on..

The Australian Economy in 2016-17: Looking Beyond the Apartment Construction Boom

T Robinson, VH Nguyen, J Wang

Journal article  |  2017  |  Australian Economic Review

The transition in the sources of growth away from the mining sector continued in 2015–2016. However, this transition was narrowly ..

What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis

M GREENWOOD-NIMMO, VIET Nguyen, Y Shin

Report  |  2017

We develop an empirical network model to study bilateral sovereign credit risk spillovers during the European debt crisis. We show..

Risk and return spillovers among the G10 currencies

M Greenwood-Nimmo, VH Nguyen, B Rafferty

Journal article  |  2016  |  Journal of Financial Markets

We study spillovers among daily returns and innovations in the option-implied risk-neutral volatility and skewness of the G10 curr..

The Australian Economy in 2015-16: Uncertainties and Challenges

T Robinson, S Tsiaplias, VH Nguyen

Journal article  |  2016  |  Australian Economic Review

The article discusses the uncertainties and challenges of the economic condition of Australia in 2015-2016. It outlines the import..

ALTERNATIVE WEIGHTING APPROACHES TO COMPUTING INDEXES OF ECONOMIC ACTIVITY

GC Lim, Viet Hoang Nguyen

Journal article  |  2015  |  Journal of Economic Surveys

The Australian Economy in 2014-15: An Economy in Transition

Tim Robinson, Sarantis Tsiaplias, Viet H Nguyen

Journal article  |  2015  |  Australian Economic Review

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

Good news, bad news, consumer sentiment and consumption behavior

Hoang Nguyen Viet, Edda Claus

Journal article  |  2013  |  Journal of Economic Psychology

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

Using global VAR models for scenario-based forecasting and policy analysis

undefined Greenwood-Nimmo, VH Nguyen, undefined Shin

Book Chapter  |  2013

PROBABILISTIC FORECASTING OF OUTPUT GROWTH, INFLATION AND THE BALANCE OF TRADE IN A GVAR FRAMEWORK

Matthew Greenwood-Nimmo, Hoang Nguyen Viet, Yongcheol Shin

Journal article  |  2012  |  Journal of Applied Econometrics

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

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach

M Greenwood-Nimmo, VH Nguyen, Y Shin

Report  |  2012