Matthew Greenwood-Nimmo

University of Melbourne

Associate Professor in Economics

185 Pelham Street

Carlton, Victoria 3053

Australia

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

  • University of Melbourne

  • Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

SCHOLARLY PAPERS

16

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53

CROSSREF CITATIONS

38

Scholarly Papers (16)

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1.

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

Festschrift in Honor of Peter Schmidt, W.C. Horrace and R.C. Sickles, eds., Forthcoming
Number of pages: 44 Posted: 13 Apr 2011 Last Revised: 23 Oct 2013
Yongcheol Shin, Byungchul Yu and Matthew Greenwood-Nimmo
Independent, Dept. of International Trade, Dong-A University and University of Melbourne
Downloads 5,219 (1,929)
Citation 65

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Asymmetric Cointegrating Relationships, Asymmetric Dynamic Multipliers, Nonlinear ARDL (NARDL) ECM-based Estimation and Tests, Nonlinear Unemployment-Output Relationship, Asymmetric Gasoline Price Adjustment

2.

Using Global VAR Models for Scenario-Based Forecasting and Policy Analysis

The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (F. di Mauro and M.H. Pesaran eds.), Forthcoming.
Number of pages: 14 Posted: 23 Mar 2012 Last Revised: 14 Jul 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 550 (63,567)
Citation 3

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Global VAR, Scenario-Based Forecasting and Analysis, Global Imbalances

3.

The Decoupling of Monetary Policy from Long-Term Rates in the U.S. during the Great Moderation

Number of pages: 30 Posted: 25 Jul 2011 Last Revised: 08 Oct 2013
Matthew Greenwood-Nimmo, Yongcheol Shin, Till van Treeck and Byungchul Yu
University of Melbourne, University of York (UK) - Department of Economics and Related Studies, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK) and Dept. of International Trade, Dong-A University
Downloads 314 (122,214)
Citation 7

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nonlinear autoregressive distributed lag (NARDL) model, asymmetric interest rate pass-through, great moderation, Greenspan decoupling conundrum

4.

Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks

Number of pages: 48 Posted: 24 Apr 2018
Tomohiro Ando, Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne - Melbourne Business School, University of Melbourne and University of York (UK) - Department of Economics and Related Studies
Downloads 280 (138,369)
Citation 9

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Network Modelling, Quantile Vector Autoregression with Common Factors, Quantile Connectedness, Financial-Sovereign Credit Risk Transmission, Tail-Dependence

5.

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

Downloads 247 (156,509)
Citation 3

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

Journal of Market Economy 41(3), pp. 15-64.
Number of pages: 40 Posted: 28 Aug 2012 Last Revised: 17 Dec 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 172 (218,503)
Citation 4

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Global VAR, impulse response analysis, forecast error variance decomposition, Korean macroeconomic international linkages

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

Melbourne Institute Working Paper No. 18
Number of pages: 79 Posted: 15 Sep 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 75 (397,030)
Citation 4

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Global VAR, impulse response analysis, forecast error variance decomposition

6.

Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices

Journal of the Royal Statistical Society (A) - Forthcoming
Number of pages: 33 Posted: 11 Dec 2013 Last Revised: 01 Jun 2016
Raphael Brun-Aguerre, Ana-Maria Fuertes and Matthew Greenwood-Nimmo
J.P. Morgan Chase & Co., Cass Business School, City University of London and University of Melbourne
Downloads 237 (162,902)
Citation 3

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Exchange Rate Pass-Through; Asymmetry; Nonlinear ARDL Model; Random Coefficients Panel Data Model; Emerging Markets

7.

Measuring the Connectedness of the Global Economy

Melbourne Institute Working Paper No. 7/15
Number of pages: 57 Posted: 30 Mar 2015
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 207 (185,118)
Citation 14

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Generalised Connectedness Measures (GCMs), international linkages, network analysis, macroeconomic connectedness

8.

On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty and Relative Price Skewness in the UK

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 16 Posted: 08 Jul 2011 Last Revised: 14 Jul 2012
Kausik Chaudhuri, Matthew Greenwood-Nimmo, Minjoo Kim and Yongcheol Shin
University of Leeds - Faculty of Business, University of Melbourne, University of Glasgow and Independent
Downloads 180 (209,929)
Citation 2

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Inflation, Regime-Dependent Price Rigidity, Sectoral Heterogeneity, UK

9.

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Downloads 169 (221,599)
Citation 3

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Number of pages: 45 Posted: 29 May 2014 Last Revised: 15 Feb 2015
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 128 (278,239)
Citation 2

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Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Melbourne Institute Working Paper No. 17/14
Number of pages: 35 Posted: 09 Aug 2014
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 41 (530,079)
Citation 1

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Exchange rates, order flows, global VAR, connectedness and spillovers, safe haven currency

10.

Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis

Number of pages: 49 Posted: 17 Apr 2011 Last Revised: 07 Feb 2012
Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne and Independent
Downloads 146 (250,301)
Citation 3

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System Estimation with Mixed I(0) and I(1) Variables, Long-Run Structural Modelling, Rolling Estimation, Taylor Rule

11.

Inflation Targeting Monetary and Fiscal Policies in a Two-Country Stock-Flow Consistent Model

Number of pages: 43 Posted: 14 Jul 2012
Matthew Greenwood-Nimmo
University of Melbourne
Downloads 141 (257,330)

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Open economy, stock-flow consistency, policy coordination

12.

Taxation and the Asymmetric Adjustment of Selected Retail Energy Prices in the UK

Economics Letters, Forthcoming
Number of pages: 14 Posted: 14 Jun 2013 Last Revised: 19 Sep 2013
Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne and University of York (UK) - Department of Economics and Related Studies
Downloads 114 (301,405)
Citation 3

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Nonlinear ARDL (NARDL), Asymmetric Gasoline Price Adjustment, Rockets and Feathers Hypothesis

13.

A Macroeconometric Assessment of Minsky's Financial Instability Hypothesis

Number of pages: 30 Posted: 06 Sep 2013 Last Revised: 26 Nov 2013
Matthew Greenwood-Nimmo and Artur Tarassow
University of Melbourne and University of Hamburg
Downloads 104 (321,207)
Citation 1

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Monetary Policy, Inflation Targeting, Financial Instability Hypothesis, Cointegrating VAR, Asset Price Cycles

14.

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

Melbourne Institute Working Paper No. 17/17
Number of pages: 45 Posted: 14 Jul 2017
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 82 (373,023)
Citation 2

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Sovereign Credit Risk, Credit Default Swaps (CDS), Network Models and Connectedness, Spillover Density, Divergence Criteria

15.

Risk and Return Spillovers Among the G10 Currencies

Melbourne Institute Working Paper No. 4/16
Number of pages: 51 Posted: 12 Feb 2016
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Barry Rafferty
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne
Downloads 77 (386,951)
Citation 7

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Foreign exchange markets, risk-neutral volatility, risk-neutral skewness, spillovers, coordinated crash risk

16.

Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework

Journal of Applied Econometrics, Forthcoming
Posted: 21 Mar 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent

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GVAR modelling, structural breaks, probability event forecasting and evaluation, global imbalances