Level 5, 111 Barry Street
Parkville, Victoria 3010
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
House prices, interest rates, monetary policy, nonlinear VAR, housing affordability, bubbles
Bayesian model averaging, short-term interest rates, out-of-sample forecasts
multivariate GARCH, spillovers, latent factors, impulse re-
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