Ben Zhe Wang

Macquarie University, Macquarie Business School

Independent

New South Wales 2109

Australia

SCHOLARLY PAPERS

14

DOWNLOADS

646

SSRN CITATIONS
Rank 33,857

SSRN RANKINGS

Top 33,857

in Total Papers Citations

16

CROSSREF CITATIONS

4

Scholarly Papers (14)

Systemic Financial Risk Inference in a Global Setting

CIFR Paper No. 029/2014
Number of pages: 31 Posted: 16 Jul 2014
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Macquarie University and Macquarie University, Macquarie Business School
Downloads 101 (283,485)

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Systemic financial risk, Factor models, Mixed frequency models, Kalman filter,

Systemic Financial Risk Inference in a Global Setting

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 29 Posted: 16 Aug 2014
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Macquarie University and Macquarie University, Macquarie Business School
Downloads 51 (417,569)
Citation 1

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Systemic financial risk, Factor models, Mixed frequency models, Kalman filter, State-space model, Hurdle model

2.
Downloads 91 (301,125)
Citation 1

Bubble Formation and Networks in Housing Markets

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 36 Posted: 15 Mar 2018
Shuping Shi and Ben Zhe Wang
Department of Economics, Macquarie University and Macquarie University, Macquarie Business School
Downloads 64 (373,396)
Citation 1

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Bubbles, housing market, real-time, identification, bubble network

Bubble Formation and Networks in Housing Markets

Number of pages: 35 Posted: 01 Mar 2018
Shuping Shi and Ben Zhe Wang
Department of Economics, Macquarie University and Macquarie University, Macquarie Business School
Downloads 27 (529,434)

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Bubbles, housing market, real-time, identification, bubble network

3.

Estimating Macroeconomic Uncertainty from Surveys - A Mixed Frequency Approach

Number of pages: 28 Posted: 21 Aug 2017
Jeffrey Sheen and Ben Zhe Wang
Macquarie University and Macquarie University, Macquarie Business School
Downloads 54 (400,439)
Citation 1

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economic uncertainty, survey data, mixed frequency, state-space model

4.

Understanding a Small Open Economy Business Conditions Index

CIFR Paper No. 016/2014
Number of pages: 28 Posted: 30 May 2014
Jeffrey Sheen, Stefan Trück and Ben Zhe Wang
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University, Macquarie Business School
Downloads 48 (421,474)
Citation 2

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Business conditions, Kalman fi lter, State-space model, Australia, Dynamic factor model, Mixed frequency

5.

Labour Force Participation and Employment of Humanitarian Migrants: Evidence from the Building a New Life in Australia Longitudinal Data

Macquarie University Faculty of Business & Economics Research Paper No. 6/2017
Number of pages: 34 Posted: 13 Nov 2017
Zhiming Cheng, Ben Zhe Wang and Lucy Taksa
Macquarie University, Macquarie University, Macquarie Business School and Macquarie University, Macquarie Business School
Downloads 45 (432,724)

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Australia, humanitarian migrant, human capital, labour force participation, employment status

6.

Australian Housing Market Booms: Fundamentals or Speculation?

Macquarie Business School Research Paper
Number of pages: 26 Posted: 04 Sep 2019
Shuping Shi, Arafat Rahman and Ben Zhe Wang
Department of Economics, Macquarie University, Macquarie University and Macquarie University, Macquarie Business School
Downloads 43 (440,638)

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housing price, speculation, economic fundamental, decomposition, vector autoregressive model, PSY procedure

7.

The U.S. Factor in Explaining and Forecasting Bilateral U.S. Exchange Rates

Number of pages: 25 Posted: 26 Mar 2015
Natalia Ponomareva, Jeffrey Sheen and Ben Zhe Wang
Macquarie University - Division of Economic and Financial Studies, Macquarie University and Macquarie University, Macquarie Business School
Downloads 39 (457,074)

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Principal Component Analysis, Exchange Rates, Forecasting

8.

The Impact of News on US Household Inflation Expectations

SFB 649 Discussion Paper 2017-011
Number of pages: 14 Posted: 29 May 2017
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Institute for Statistics and Econometrics, Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University, Macquarie Business School
Downloads 38 (461,282)

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Inflation expectations, news impact, forecast disagreement

9.

An Estimated Small Open Economy Model with Labour Market Frictions

Number of pages: 52 Posted: 05 Feb 2013
Jeffrey Sheen and Ben Zhe Wang
Macquarie University and Macquarie University, Macquarie Business School
Downloads 37 (465,608)
Citation 1

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DSGE, hiring cost, wage rigidities, Bayesian estimation, small open economy

Does Monetary Policy Respond to Uncertainty? Evidence from Australia

Number of pages: 11 Posted: 10 May 2019
Natalia Ponomareva, Jeffrey Sheen and Ben Zhe Wang
Macquarie University - Division of Economic and Financial Studies, Macquarie University and Macquarie University, Macquarie Business School
Downloads 28 (523,520)
Citation 4

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Economic uncertainty, Monetary policy, Australia

Does Monetary Policy Respond to Uncertainty? Evidence from Australia

Australian Economic Review, Vol. 52, Issue 3, pp. 336-343, 2019
Number of pages: 8 Posted: 24 Mar 2020
Natalia Ponomareva, Jeffrey Sheen and Ben Zhe Wang
Macquarie University - Division of Economic and Financial Studies, Macquarie University and Macquarie University, Macquarie Business School
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11.

Understanding Macroeconomic Disagreement

Number of pages: 38 Posted: 10 May 2019
Jeffrey Sheen and Ben Zhe Wang
Macquarie University and Macquarie University, Macquarie Business School
Downloads 19 (563,043)
Citation 4

Abstract:

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Macroeconomic disagreement, Economic uncertainty, survey data, mixed frequency, state-space model

12.

The Impact of Fiscal Budget Deficit on Consumer Sentiment: News from Perceived News

Number of pages: 25 Posted: 13 Feb 2019
Ben Zhe Wang
Macquarie University, Macquarie Business School
Downloads 19 (563,043)

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Consumer Sentiment, Fiscal Policy, News Impact

13.

Monetary Conditions News and Consumer Expectations at the Zero Lower Bound

Macquarie University Faculty of Business & Economics Research Paper No. 5/2017
Number of pages: 8 Posted: 11 Oct 2017
Jeffrey Sheen and Ben Zhe Wang
Macquarie University and Macquarie University, Macquarie Business School
Downloads 19 (563,043)

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News Impact, Interest Rate Expectations, Inflation Expectations

Daily Business and External Condition Indices for the Australian Economy

Number of pages: 27 Posted: 26 Mar 2015
Jeffrey Sheen, Stefan Trück and Ben Zhe Wang
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University, Macquarie Business School
Downloads 13 (625,243)

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Business conditions, Kalman filter, State-space model, Dynamic factor model, Mixed frequency

Daily Business and External Condition Indices for the Australian Economy

Economic Record, Vol. 91, pp. 38-53, 2015
Number of pages: 16 Posted: 05 Jun 2015
Jeffrey Sheen, Stefan Trück and Ben Zhe Wang
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University, Macquarie Business School
Downloads 1 (726,434)
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