Denny Lie

The University of Sydney - School of Economics

Lecturer/Assistant Professor of Economics

Rm 370 Merewether (H04)

Sydney, NSW 2006 2008

Australia

SCHOLARLY PAPERS

9

DOWNLOADS

248

CITATIONS
Rank 40,010

SSRN RANKINGS

Top 40,010

in Total Papers Citations

12

Scholarly Papers (9)

1.

Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models

CAMA Working Paper No. 59/2014
Number of pages: 68 Posted: 16 Sep 2014 Last Revised: 24 Sep 2014
Government of the Republic of South Africa - South African Reserve Bank, Boston University - Department of Economics and The University of Sydney - School of Economics
Downloads 46 (400,222)
Citation 2

Abstract:

Loading...

Solution methods, higher order approximations, perturbation, differential Taylor series approximation, nonlinear rational expectations models, pruning, DSGE

2.

Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend Inflation

FRB of Boston Working Paper No. 09-15
Number of pages: 49 Posted: 18 Dec 2009
Federal Reserve Bank of Boston, Credit Suisse AG, The University of Sydney - School of Economics and Federal Reserve Bank of Boston
Downloads 42 (414,751)
Citation 4

Abstract:

Loading...

The Role of Inflation Target Adjustment in Stabilization Policy

CAMA Working Paper No. 27/2017
Number of pages: 42 Posted: 07 Apr 2017 Last Revised: 02 Jun 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 35 (453,102)
Citation 2

Abstract:

Loading...

Welfare analysis, Monetary policy, Cost-push shocks, Medium-run inflation targeting, Flat Phillips curve

The Role of Inflation Target Adjustment in Stabilization Policy

Number of pages: 59 Posted: 25 Jun 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 3 (655,884)

Abstract:

Loading...

Cost-Push Shocks; Inflation-Output Trade-Off; Medium-Run Inflation Targeting; Welfare Analysis; Monetary Policy; Nominal Wage Rigidity; Capital Accumulation; Flat Phillips Curve

4.

Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve

Number of pages: 73 Posted: 21 Jun 2011
Federal Reserve Bank of Boston, Credit Suisse AG, The University of Sydney - School of Economics and Federal Reserve Bank of Boston
Downloads 36 (438,619)
Citation 1

Abstract:

Loading...

closed form, model-consistent expectations, New Keynesian Phillips curve, forward-looking Euler equation, time-varying trend inflation

5.

State-Dependent Pricing and Optimal Monetary Policy

FRB of Boston Working Paper No. 09-20
Number of pages: 67 Posted: 27 Feb 2010
Denny Lie
The University of Sydney - School of Economics
Downloads 30 (465,157)
Citation 5

Abstract:

Loading...

Changes in the Inflation Target and the Comovement Between Inflation and the Nominal Interest Rate

Number of pages: 66 Posted: 09 Aug 2018 Last Revised: 09 May 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 11 (596,954)

Abstract:

Loading...

Neo-Fisherism, Inflation Expectations, A Taylor-Type Rule, Strict Inflation Targeting, Hybrid NKPC

Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate

CAMA Working Paper No. 30/2019
Number of pages: 68 Posted: 27 Mar 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 10 (603,860)

Abstract:

Loading...

Neo-Fisherism, inflation expectations, a Taylor-type rule, strict inflation targeting, hybrid NKPC

7.

Observed Inflation-Target Adjustments in an Estimated DSGE Model for Indonesia: Do They Matter for Aggregate Fluctuations?

Number of pages: 44 Posted: 31 Jul 2018
Denny Lie
The University of Sydney - School of Economics
Downloads 18 (531,108)

Abstract:

Loading...

Inflation target, inflation-target adjustments or shocks, DSGE model for Indonesia, source of aggregate fluctuations, Bank Indonesia

8.

A Response to Cogley and Sbordone's Comment on 'Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend Inflation'

Number of pages: 18 Posted: 21 Jun 2011
Federal Reserve Bank of Boston, Credit Suisse AG, The University of Sydney - School of Economics and Federal Reserve Bank of Boston
Downloads 17 (536,969)

Abstract:

Loading...

closed form, model-consistent expectations, New Keynesian Phillips curve, forward-looking Euler equation, time-varying trend inflation

9.

Time‐Varying Trend Inflation and the New Keynesian Phillips Curve in Australia

Economic Record, Vol. 93, Issue 300, pp. 42-66, 2017
Number of pages: 25 Posted: 09 Mar 2017
Denny Lie and Anirudh Yadav
The University of Sydney - School of Economics and Reserve Bank of Australia
Downloads 0 (667,289)
  • Add to Cart

Abstract:

Loading...