Denny Lie

The University of Sydney - School of Economics

Lecturer/Assistant Professor of Economics

Rm 370 Merewether (H04)

The University of Sydney

Sydney, NSW 2006 2008

Australia

SCHOLARLY PAPERS

10

DOWNLOADS

283

SSRN CITATIONS
Rank 31,942

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Top 31,942

in Total Papers Citations

5

CROSSREF CITATIONS

16

Scholarly Papers (10)

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
Department of Economics, Korea University and The University of Sydney - School of Economics
Downloads 41 (449,419)
Citation 4

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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 Last Revised: 13 Jan 2020
Yunjong Eo and Denny Lie
Department of Economics, Korea University and The University of Sydney - School of Economics
Downloads 8 (650,688)
Citation 1

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Cost-push shocks; Inflation-output trade-off; Makeup strategy; Medium-run inflation targeting; Welfare analysis; Monetary policy; Nominal wage rigidity; Capital accumulation; Flat Phillips curve

2.

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 48 (413,539)
Citation 4

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

3.

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 44 (428,524)
Citation 5

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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 39 (448,649)
Citation 2

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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 31 (484,360)
Citation 6

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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
Department of Economics, Korea University and The University of Sydney - School of Economics
Downloads 16 (592,492)

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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

Number of pages: 66 Posted: 09 Aug 2018 Last Revised: 09 May 2019
Yunjong Eo and Denny Lie
Department of Economics, Korea University and The University of Sydney - School of Economics
Downloads 11 (628,637)
Citation 1

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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 23 (528,171)

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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 19 (552,586)

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

9.

Average Inflation Targeting and Interest-Rate Smoothing

Number of pages: 10 Posted: 13 Dec 2019
Yunjong Eo and Denny Lie
Department of Economics, Korea University and The University of Sydney - School of Economics
Downloads 3 (659,636)

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New Keynesian model; History-dependent policy; Welfare analysis; Ramsey policy; Interest-rate rule; Monetary policy inertia

10.

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 (698,456)
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