| . |
Suardi, Sandy's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
71 |
Total
Citations
4 |
|
|
|
|
|
1.
|
|
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
|
Show Abstracts |
Hide Abstracts |
Versions (1)
|
hide multiple versions |
Export Bibliographic Info |
|
Hou, Ai Jun
Business and Economic Department, Southern Denmark University Suardi, Sandy
La Trobe University
|
|
|
|
|
|
|
|
Hou, Ai Jun
Business and Economic Department, Southern Denmark University Suardi, Sandy
La Trobe University
|
|
0
|
|
|
| |
|
| |
Interest rates, GARCH modelling, Nonparametric method, Volatility estimation, Forecasts
|
|
|
|
|
|
2.
|
|
|
Chua, Chew Lian
University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy
La Trobe University Tsiaplias, Sarantis
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
|
|
65
(177,986)
|
|
|
| |
|
| |
Bayesian model averaging, out-of-sample forecasts
|
|
|
3.
|
|
Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies
|
Show Abstracts |
Hide Abstracts |
Versions (1)
|
hide multiple versions |
Export Bibliographic Info |
|
Chua, Chew Lian
University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy
La Trobe University
|
|
|
|
|
|
|
|
Chua, Chew Lian
University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy
La Trobe University
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
4.
|
|
|
Chua, Chew Lian
University of Melbourne - Melbourne Institute of Applied Economic and Social Research Kim, David
University of Sydney - School of Economics and Political Science Suardi, Sandy
La Trobe University
|
|
2
(339,013)
|
|
|
| |
|
| |
GARCH, Inflation, Output growth, SVAR, Uncertainty, VAR
|
|
|
5.
|
|
|
Lee, WangâSheng
affiliation not provided to SSRN Suardi, Sandy
La Trobe University
|
|
2
(339,013)
|
|
|
| |
|
| |
|
|
|
6.
|
|
|
Lee, Wang-Sheng
Deakin University Suardi, Sandy
La Trobe University
|
|
2
(339,013)
|
4
|
|
| |
|
| |
|
|
|
7.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
Food Security, Rural India, Caste, Religion
|
|
|
8.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
Commodity prices, Linear causality, Nonlinear causality, Inflation, Structural breaks
|
|
|
9.
|
|
|
Suardi, Sandy
La Trobe University Chang, Yuanchen
National Chengchi University - College of Commerce
|
|
|
|
|
| |
|
| |
foreign exchange reserves, central bank intervention, conditional correlation
|
|
|
10.
|
|
|
Chua, Chew Lian
University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy
La Trobe University Tsiaplias, Sarantis
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
|
|
|
|
|
| |
|
| |
multivariate GARCH, spillovers, latent factors, impulse re-
|
|
|
11.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
Food Security, Urban, Rural, Backward and Forward States, Quantile Regression
|
|
|
12.
|
|
|
Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
US subprime crisis, financial stability, quantile regression, systematic shocks
|
|
|
13.
|
|
|
Chua, Chew Lian
University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy
La Trobe University Tsiaplias, Sarantis
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
|
|
|
|
|
| |
|
| |
Bayesian model averaging, short-term interest rates, out-of-sample forecasts
|
|
|
14.
|
|
|
Henry, Olan T.
University of Melbourne - Department of Economics Olekalns, Nilss
University of Melbourne - Department of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
15.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
16.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
17.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
Quantile regression, poverty, caste
|
|
|
18.
|
|
|
Hou, Ai Jun
Business and Economic Department, Southern Denmark University Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
Crude oil prices, GARCH modelling, Non-parametric method, Volatility estimation, Forecasts
|
|
|
19.
|
|
|
Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
20.
|
|
|
Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
21.
|
|
|
Ahmed, Abdullahi D.
Central Queensland University Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
22.
|
|
|
Mahadevan, Renuka
University of Queensland - School of Economics Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
Volatility, Total factor productivity, Labour productivity, GARCH, Trade
|
|
|
23.
|
|
|
Suardi, Sandy
La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
24.
|
|
|
Ahmed, Abdullahi D.
Central Queensland University Suardi, Sandy
La Trobe University
|
| Posted: |
|
25 Apr 12
|
|
Last Revised:
|
|
01 May 12
|
|
|
|
|
| |
|
| |
macroeconomic volatility, trade and financial liberalization, Sub-Saharan Africa, Bostwana, financial development, institutions
|
|
