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University of Melbourne - Melbourne Institute of Applied Economic and Social Research
multivariate GARCH, spillovers, contagion, exchange rates
Bayesian model averaging, out-of-sample forecasts
bank interest rates, time-varying asymmetric adjustments, monetary interest rate policy
C11, C32, C51, C52
Household financial stress, heterogeneity, equivalence scales, household welfare, minimum expenditure
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File name: aepa.
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File name: ecor.
Household Expenditure, Social Welfare, Consumption, Heterogeneity, Equivalence Scales, Income
House prices, interest rates, monetary policy, nonlinear VAR, housing affordability, bubbles
File name: ecor12030.
Bayesian model averaging, short-term interest rates, out-of-sample forecasts
multivariate GARCH, spillovers, latent factors, impulse re-
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