Viet Nguyen

On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks*

Matthew Greenwood-Nimmo, Viet Hoang Nguyen, Eliza Wu

Journal article  |  2021  |  Economic Record

We use sign-identified macroeconomic models to study the interaction of financial sector and sovereign credit risks in Europe. We ..

The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery

Guay Lim, Viet Nguyen, Timothy Robinson, Sarantis Tsiaplias, Jiao Wang

Journal article  |  2021  |  Australian Economic Review

This article summarises developments in the Australian economy in 2020. It describes the economic growth and labour market ramific..

Measuring the Connectedness of the Global Economy

Matthew Greenwood-Nimmo, Viet Nguyen, Yongcheol Shin

Journal article  |  2021  |  International Journal of Forecasting

We develop a technique to exploit forecast error variance decompositions to evaluate the macroeconomic connectedness embedded in a..

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..

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..

The New Normal: Navigating an Economic Recovery

Guay Lim, Viet Nguyen, Timothy Robinson, Sam Tsiaplias

Report  |  2020

On the road to economic recovery, a pickup in household consumption is key, but GDP growth could be weighed down by low growth in ..

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 and Organization

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