Gordon Douglas Menzies

University of Technology Sydney (UTS) - School of Finance and Economics

Haymarket

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

20

DOWNLOADS

1,569

SSRN CITATIONS

5

CROSSREF CITATIONS

7

Scholarly Papers (20)

1.

Rational Expectations

Number of pages: 7 Posted: 12 Jul 2006
Gordon Douglas Menzies and Daniel John Zizzo
University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 345 (163,398)
Citation 1

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expectations, macroeconomics, rationality

Australian Prudential Regulation before and after the Global Financial Crisis

CAMA Working Paper No. 49/2016
Number of pages: 60 Posted: 11 Aug 2016
Peter Docherty, Ron Bird, Timo Henckel and Gordon Douglas Menzies
University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS), Australian National University (Centre for Applied Macroeconomic Analysis) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 122 (426,087)

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Banking, Financial Crises, Prudential Regulation, Macroprudential Supervision

Australian Prudential Regulation Before and After the Global Financial Crisis

CIFR Paper No. 110/2016
Number of pages: 60 Posted: 06 Jun 2016
Peter Docherty, Ron Bird, Timo Henckel and Gordon Douglas Menzies
University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS), Australian National University (Centre for Applied Macroeconomic Analysis) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 108 (467,349)

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banking, financial crises, prudential regulation, macroprudential supervision

3.

Exchange Rate Markets and Conservative Inferential Expectations

Number of pages: 65 Posted: 18 Dec 2006
Gordon Douglas Menzies and Daniel John Zizzo
University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 101 (487,193)
Citation 2

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exchange rates, market experiments, belief conservatism, expectations, uncovered interest parity

4.

Belief Adjustment: A Double Hurdle Model and Experimental Evidence

CAMA Working Paper No. 1/2018
Number of pages: 33 Posted: 09 Jan 2018
Timo Henckel, Gordon Douglas Menzies, Peter G. Moffatt and Daniel John Zizzo
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, University of East Anglia (UEA) - School of Economic and Social Studies and University of Queensland - School of Economics
Downloads 93 (514,292)
Citation 2

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belief revision, double hurdle model, expectations, overreaction, under re-action

5.

Sticky Belief Adjustment: A Double Hurdle Model and Experimental Evidence

Number of pages: 32 Posted: 19 Apr 2017
Timo Henckel, Gordon Douglas Menzies, Peter G. Moffatt and Daniel John Zizzo
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, University of East Anglia (UEA) - School of Economic and Social Studies and University of Queensland - School of Economics
Downloads 87 (536,016)
Citation 1

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belief revision, double hurdle model, expectations, overreaction, underreaction

6.

Inferential Expectations

UTS Quantitative Finance Research Paper No. 159
Number of pages: 40 Posted: 01 Jun 2005
Gordon Douglas Menzies and Daniel John Zizzo
University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 87 (536,016)
Citation 5

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expectations, macroeconomics, rationality, uncovered interest parity, term structure, exchange rate

7.

Regulatory Independence – It's Not Just About Institutions

CIFR Paper No. 050/2015
Number of pages: 21 Posted: 14 Jan 2015 Last Revised: 27 Feb 2015
Gordon Douglas Menzies
University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 82 (555,769)

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Banking, Regulation, Monitoring, Financial Crises

8.

News and Expectations in Financial Markets: An Experimental Study

Number of pages: 38 Posted: 19 Oct 2008
Gordon Douglas Menzies and Daniel John Zizzo
University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 67 (622,052)

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uncertainty, expectations, information, stock market, exchange rate market

9.

Inferential Expectations and the Missing Middle of Price Changes

Univ. of East Anglia, School of Economics Working Paper No. 8/2010
Number of pages: 7 Posted: 05 May 2010
Timo Henckel, Gordon Douglas Menzies and Daniel John Zizzo
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 65 (631,969)
Citation 1

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Inferential Expectations, Prices, Near-rationality

10.

Do Only Economists Rely on Statistical Significance?

Number of pages: 9 Posted: 03 Aug 2008
Gordon Douglas Menzies and Daniel John Zizzo
University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 65 (631,969)
Citation 1

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statistical significance, expectations, belief conservatism, experiment

A Generalized Principal-Agent Model with Lying Costs

Number of pages: 24 Posted: 28 Nov 2022
Isa Hafalir and Gordon Douglas Menzies
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 26 (926,134)

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Incentive contracts, Moral Hazard, Lying Costs, Optimal Mechanisms

A Generalized Principal-Agent Model with Lying Costs

Number of pages: 31 Posted: 27 Mar 2023
Isa Hafalir and Gordon Douglas Menzies
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 18 (1,009,825)

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Incentive contracts, MoralHazard, LyingCosts, OptimalMechanisms

A Generalized Principal-Agent Model with Lying Costs

Number of pages: 32 Posted: 05 Sep 2023
Isa Hafalir and Gordon Douglas Menzies
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 10 (1,097,740)

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Incentive contracts, Moral Hazard, Lying Costs, Optimal Mechanisms

12.

Barro-Gordon Revisited: Reputational Equilibria with Inferential Expectations

Centre for Applied Microeconomic Analysis (CAMA) Working Paper No. 29/2010
Number of pages: 10 Posted: 09 Oct 2010
Timo Henckel, Gordon Douglas Menzies, Nick Prokhovnik and Daniel John Zizzo
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) and University of Queensland - School of Economics
Downloads 47 (734,761)

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credibility, time inconsistency, reputation, inferential expectations

13.

Removing ‘Red Tape’ Regulation in an Uncertain Environment

CIFR Paper No. 067/2015
Number of pages: 20 Posted: 17 Oct 2015
Peter B. Dixon, Gordon Douglas Menzies and Maureen T. Rimmer
Monash University - Centre of Policy Studies, University of Technology Sydney (UTS) - School of Finance and Economics and Monash University - Centre of Policy Studies
Downloads 40 (783,415)

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14.

Threshold Pricing in a Noisy World

CAMA Working Paper No. 1/2010
Number of pages: 28 Posted: 31 Aug 2010
Timo Henckel, Gordon Douglas Menzies and Daniel John Zizzo
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 40 (783,415)

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Price stickiness, expectations, monetary policy, inflation

15.

The Great Recession and the Two Dimensions of European Central Bank Credibility

CAMA Working Paper Series Paper 55/2013
Number of pages: 29 Posted: 22 Aug 2013
Timo Henckel, Gordon Douglas Menzies and Daniel John Zizzo
Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 37 (805,752)
Citation 1

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central bank credibility, excess volatility, euro, inferential expectations, inflation

16.

Uncertainty, Choices and Prices in a Market for Lotteries

Number of pages: 18 Posted: 28 Sep 2009
Gordon Douglas Menzies and Daniel John Zizzo
University of Technology Sydney (UTS) - School of Finance and Economics and University of Queensland - School of Economics
Downloads 36 (813,456)

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uncertainty, expectations, information, framing

17.

Switching Cost Models as Hypothesis Tests

CAMA Working Paper No. 40/2018
Number of pages: 14 Posted: 14 Sep 2018
University of Oxford - Mathematical Institute, Australian National University (Centre for Applied Macroeconomic Analysis), University of Technology Sydney (UTS) - School of Finance and Economics, Imperial College London - Department of Mathematics and University of Queensland - School of Economics
Downloads 35 (821,257)
Citation 1

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Inference, switching cost, inferential expectations, hypothesis test.

18.

The Beginning and Ends of Neoclassical Economic Growth

Number of pages: 29 Posted: 18 Jan 2024 Last Revised: 21 Apr 2024
Robert C. Tatum and Gordon Douglas Menzies
University of North Carolina (UNC) at Asheville - Department of Economics and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 32 (845,831)

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Neoclassical Economics, Economic Growth, John Stuart Mill, John Maynard Keynes, Christian Theology, Creation and Eschatology

19.

Incentive Contracts with Lying Costs

Number of pages: 21 Posted: 13 Jun 2022
Isa Emin Hafalir and Gordon Douglas Menzies
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 23 (927,019)

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Incentive contracts, Moral Hazard, Lying Costs, Optimal Mechanisms

20.

Stiglitz versus the IMF on the Asian Debt Crisis: An Intertemporal Model with Real Exchange Rate Overshooting

CEPR Discussion Paper No. DP6318
Number of pages: 30 Posted: 23 May 2008
Tatiana Kirsanova, Gordon Douglas Menzies and David Vines
University of Glasgow - Adam Smith Business School, University of Technology Sydney (UTS) - School of Finance and Economics and University of Oxford - Balliol College - Department of Economics
Downloads 3 (1,118,880)
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debt overhang, financial crisis, fiscal adjustment