Sandy Suardi

University of Wollongong

Professor of Economics

Northfields Avenue

Wollongong, New South Wales 2522

Australia

SCHOLARLY PAPERS

28

DOWNLOADS

163

CITATIONS

2

Scholarly Papers (28)

Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach

Journal of Empirical Finance, Vol. 18, No. 4, 2011
Posted: 25 Apr 2012
Ai Jun Hou and Sandy Suardi
Stockholm University, Business School and University of Wollongong

Abstract:

Interest rates, GARCH modelling, Nonparametric method, Volatility estimation, Forecasts

2.

Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?

Melbourne Institute Working Paper No. 1/11
Number of pages: 41 Posted: 27 Mar 2011
University of Melbourne - Melbourne Institute of Applied Economic and Social Research, University of Wollongong and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 70 (257,205)

Abstract:

Bayesian model averaging, out-of-sample forecasts

3.

The Fiscal Cliff: Is U.S. Fiscal Policy Sustainable?

Number of pages: 8 Posted: 02 Aug 2013
Dat Thanh Nguyen and Sandy Suardi
La Trobe University and University of Wollongong
Downloads 58 (277,653)

Abstract:

public debt, sustainability, primary surplus, time-varying parameter model

Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies

Economic Record, Vol 83 (263), 2007.
Posted: 28 Apr 2012
Chew Lian Chua and Sandy Suardi
University of Melbourne - Melbourne Institute of Applied Economic and Social Research and University of Wollongong

Abstract:

5.

Are Empirical Measures of Macroeconomic Uncertainty Alike?

Journal of Economic Surveys, Vol. 25, Issue 4, pp. 801-827, 2011
Number of pages: 27 Posted: 24 Jul 2011
Chew Lian Chua, David Kim and Sandy Suardi
University of Melbourne - Melbourne Institute of Applied Economic and Social Research, The University of Sydney - School of Social and Political Sciences and University of Wollongong
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Abstract:

GARCH, Inflation, Output growth, SVAR, Uncertainty, VAR

6.

Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool

British Journal of Industrial Relations, Vol. 49, pp. s376-s401, 2011
Number of pages: 26 Posted: 20 Jun 2011
Wang‐Sheng Lee and Sandy Suardi
affiliation not provided to SSRN and University of Wollongong
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Abstract:

7.

The Australian Firearms Buyback and its Effect on Gun Deaths

Contemporary Economic Policy, Vol. 28, Issue 1, pp. 65-79, January 2010
Number of pages: 15 Posted: 25 Jan 2010
Wang-Sheng Lee and Sandy Suardi
Deakin University and University of Wollongong
Downloads 2 (544,851)
Citation 2
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Abstract:

8.

Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions

Financial Review, Vol. 52, Issue 1, pp. 101-144, 2017
Number of pages: 44 Posted: 15 Jan 2017
Mingfa Ding, Birger Nilsson and Sandy Suardi
Lund University - Department of Economics, Lund University - Department of Economics and University of Wollongong
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Abstract:

liquidity, foreign institutional investor, QFII, real friction, informational friction

9.

The Behavior of U.S. Public Debt and Deficits During the Global Financial Crisis

Contemporary Economic Policy, Vol. 35, Issue 1, pp. 201-215, 2017
Number of pages: 15 Posted: 22 Nov 2016
Thanh Dat Nguyen, Sandy Suardi and Chew Lian Chua
La Trobe University - School of Economics and Finance, University of Wollongong and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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Abstract:

10.

The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market

Journal of Business Finance & Accounting, Vol. 40, Issue 9-10, pp. 1247-1275, 2013
Number of pages: 29 Posted: 18 Dec 2013
Minjiang University - Newhuadu Business School, National Chengchi University (NCCU), University of Wollongong and National Chengchi University - College of Commerce
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Abstract:

syndicated loans, informational cascades, financial networks, segmentation

11.

Is There a Role for Caste and Religion in Food Security Policy? A Look at Rural India

Economic Modelling, 2013
Posted: 06 Dec 2012 Last Revised: 23 Jan 2015
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Food Security, Rural India, Caste, Religion

An Examination of Linear and Nonlinear Causal Relationships between Commodity Prices and U.S. Inflation

Economic Inquiry, Vol. 51, Issue 4, pp. 1932-1947, 2013
Number of pages: 16 Posted: 24 Aug 2013
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong
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Abstract:

An Examination of Linear and Nonlinear Causal Relationships between Commodity Prices and U.S. Inflation

Economic Inquiry, Forthcoming
Posted: 10 Nov 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Commodity prices, Linear causality, Nonlinear causality, Inflation, Structural breaks

13.

Are Foreign Reserves a Good Proxy for Foreign Exchange Interventions?

Journal of International Financial Markets, Institutions and Money, Vol. 22, 2012
Posted: 02 Nov 2012
Sandy Suardi and Yuanchen Chang
University of Wollongong and National Chengchi University - College of Commerce

Abstract:

foreign exchange reserves, central bank intervention, conditional correlation

14.

An Impulse-Response Function for a VAR with Multivariate GARCH-in-Mean that Incorporates Direct and Indirect Transmission of Shocks

Economics Letters, Vol. 117, 2012
Posted: 02 Nov 2012
University of Melbourne - Melbourne Institute of Applied Economic and Social Research, University of Wollongong and University of Melbourne - Melbourne Institute of Applied Economic and Social Research

Abstract:

multivariate GARCH, spillovers, latent factors, impulse re-

15.

Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data

International Journal of Forecasting, 2012
Posted: 02 Nov 2012
University of Melbourne - Melbourne Institute of Applied Economic and Social Research, University of Wollongong and University of Melbourne - Melbourne Institute of Applied Economic and Social Research

Abstract:

Bayesian model averaging, short-term interest rates, out-of-sample forecasts

16.

Regional Differences Pose Challenges for Food Security Policy: A Case Study of India

Regional Studies, Forthcoming
Posted: 02 Nov 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Food Security, Urban, Rural, Backward and Forward States, Quantile Regression

17.

When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable?

Applied Financial Economics, Vol. 22, No. 23, 2012
Posted: 02 Nov 2012
Sandy Suardi
University of Wollongong

Abstract:

US subprime crisis, financial stability, quantile regression, systematic shocks

18.

Testing for Rate Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies

Economics Letters, Vol. 94, No. 3, 2007
Posted: 28 Apr 2012
Olan T. Henry, Nilss Olekalns and Sandy Suardi
University of Melbourne - Department of Economics, University of Melbourne - Department of Economics and University of Wollongong

Abstract:

19.

Are Levels Effects Important in Out-of-Sample Performance of Short Rate Models?

Economics Letters, Vol. 99, No. 1, 2008
Posted: 28 Apr 2012
Sandy Suardi
University of Wollongong

Abstract:

20.

Impact of Socioeconomic Factors and Social Affiliation on Living Standards: A Quantile Regression Approach

Applied Economics Letters, Vol. 19, 2012
Posted: 28 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Quantile regression, poverty, caste

21.

Sources of Economic Growth and Technology Transfer in Sub-Saharan Africa

South African Journal of Economics, Vol. 75(2), 2007.
Posted: 28 Apr 2012
Abdullahi D. Ahmed and Sandy Suardi
RMIT University - Faculty of Business and University of Wollongong

Abstract:

22.

Central Bank Intervention, Threshold Effects and Asymmetric Volatility: Evidence from the Japanese Yen-US Dollar Foreign Exchange Market

Economic Modelling, Vol. 25, No. 4, 2008
Posted: 28 Apr 2012
Sandy Suardi
University of Wollongong

Abstract:

23.

A Nonparametric Model of Crude Oil Price Return Volatility

Energy Economics, Vol. 34, 2012
Posted: 28 Apr 2012
Ai Jun Hou and Sandy Suardi
Stockholm University, Business School and University of Wollongong

Abstract:

Crude oil prices, GARCH modelling, Non-parametric method, Volatility estimation, Forecasts

24.

Dynamic Effects of Trade and Output Volatility on the Trade-Growth Nexus: Evidence from Singapore

Journal of Economic Studies, Vol. 37(3), 2010.
Posted: 28 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

25.

A Dynamic Analysis of the Impact of Uncertainty on Import- and/or Export-Led Growth: The Experience of Japan and the Asian Tigers

Japan and the World Economy, Vol. 20, No. 2, 2008
Posted: 28 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

26.

Nonstationarity, Cointegration and Structural Breaks in the Australian Term Structure of Interest Rates

Applied Economics, Vol. 42, No. 22, 2010
Posted: 25 Apr 2012
Sandy Suardi
University of Wollongong

Abstract:

27.

The Effects of Uncertainty Dynamics on Exports, Imports and Productivity Growth

Journal of Asian Economics, Vol. 22, No. 2, 2011
Posted: 25 Apr 2012
Renuka Mahadevan and Sandy Suardi
University of Queensland - School of Economics and University of Wollongong

Abstract:

Volatility, Total factor productivity, Labour productivity, GARCH, Trade

28.

Macroeconomic Volatility, Trade and Financial Liberalization in Africa

World Development, Vol. 37, No. 10, 2009
Posted: 25 Apr 2012 Last Revised: 01 May 2012
Abdullahi D. Ahmed and Sandy Suardi
RMIT University - Faculty of Business and University of Wollongong

Abstract:

macroeconomic volatility, trade and financial liberalization, Sub-Saharan Africa, Bostwana, financial development, institutions