Gordon Douglas Menzies

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

Haymarket

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

22

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993

SSRN CITATIONS
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SSRN RANKINGS

Top 46,695

in Total Papers Citations

3

CROSSREF CITATIONS

8

Scholarly Papers (22)

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
Downloads 292 (108,189)
Citation 1

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expectations, macroeconomics, rationality

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 65 (360,295)

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banking, financial crises, prudential regulation, macroprudential supervision

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 43 (437,489)

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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
Downloads 84 (307,837)
Citation 2

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

4.

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
Downloads 73 (334,203)
Citation 5

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

5.

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 67 (350,220)

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Banking, Regulation, Monitoring, Financial Crises

6.

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
Downloads 53 (392,977)

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

7.

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
Downloads 46 (417,528)

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

8.

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
Downloads 43 (428,942)
Citation 2

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

9.

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
Downloads 43 (428,942)
Citation 1

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statistical significance, expectations, belief conservatism, experiment

10.

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
Downloads 30 (485,552)
Citation 1

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Inferential Expectations, Prices, Near-rationality

11.

Australia's Medium-Run Exchange Rate: A Macroeconomic Balance Approach

Economic Record, Vol. 81, pp. 101-112, June 2005
Number of pages: 12 Posted: 19 May 2005
Nikola Dvornak, Marion Kohler and Gordon Douglas Menzies
Commonwealth Bank of Australia - Commonwealth Securities Ltd., Bank for International Settlements (BIS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 30 (485,552)
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12.

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 25 (512,312)

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13.

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
Downloads 24 (518,163)

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credibility, time inconsistency, reputation, inferential expectations

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
Downloads 21 (535,920)

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Price stickiness, expectations, monetary policy, inflation

15.

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
Downloads 21 (535,920)

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uncertainty, expectations, information, framing

16.

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
Downloads 20 (541,995)
Citation 1

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

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
Downloads 3 (654,228)

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Inference, switching cost, inferential expectations, hypothesis test.

18.

Asset Price Regulators, Unite: You Have the Macroeconomy to Win and the Microeconomic Losses are Small

Economic Record, Vol. 87, Issue 278, pp. 449-464, 2011
Number of pages: 16 Posted: 22 Aug 2011
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - School of Finance and Economics, Monash University - Centre of Policy Studies and Monash University - Centre of Policy Studies
Downloads 3 (654,228)
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C50, G01, F41

19.

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, University of Technology Sydney (UTS) - School of Finance and Economics and University of Oxford - Balliol College - Department of Economics
Downloads 3 (654,228)
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debt overhang, financial crisis, fiscal adjustment

20.

In Praise of (Some) Red Tape: A New Approach to Regulation

Economic Record, Vol. 92, Issue 299, pp. 631-647, 2016
Number of pages: 17 Posted: 05 Dec 2016
Gordon Douglas Menzies, Peter Dixon and Maureen T. Rimmer
University of Technology Sydney (UTS) - School of Finance and Economics, Victoria University - Centre for Global Studies and Monash University - Centre of Policy Studies
Downloads 2 (663,721)
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21.

The Transfer Problem and Real Exchange Rate Overshooting in Financial Crises: The Role of the Debt Servicing Multiplier

Review of International Economics, Vol. 16, Issue 4, pp. 709-727, September 2008
Number of pages: 19 Posted: 20 Aug 2008
Gordon Douglas Menzies and David Vines
University of Technology Sydney (UTS) - School of Finance and Economics and University of Oxford - Balliol College - Department of Economics
Downloads 2 (663,721)
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22.

Self and Neighbours

Economic Record, Vol. 88, pp. 137-148, 2012
Number of pages: 12 Posted: 28 Jun 2012
Gordon Douglas Menzies and Donald Hay
University of Technology Sydney (UTS) - School of Finance and Economics and University of Oxford - Department of Economics
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