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PROF GUAY LIM



Contact Details

Organization: Economics, Melbourne Institute of Applied Economic and Social Research
Position: Honorary (Adjunct Professor), PROFESSORIAL FELLOW
Email:
Homepage: http://www.melbourneinstitute.com/people/glim/home.html
Work: 61 3 8344 2146
Fax: 61 3 8344 2111
Room: 725
Level: 07
Building: Alan Gilbert Building
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Key Words Country of Expertise
Quantitative Macroeconomic Analysis, Financial Econometrics Quantitative Macroeconomic Analysis, Financial Econometrics Australia

International Linkages

Country Establishment Collaboration
United States Fordham University Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Bachelor of Economics (Honours) Adelaide University 31-Dec-1974
Master of Economics Adelaide University 31-Dec-1978
Doctor of Philosophy The Australian National University 31-Dec-1982

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Grants and Contracts

Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.

Grants

Title Role Funding Source Scheme Award Date
Worker flows and Labour market policy in Australia Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2004
Consumption, Financial Wealth and Housing Wealth over the Long Run Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2007
State & territory economic performance and national economic policy Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2009

Contracts

Title Role Funding Source Award Date
TD SECURITIES INFLATION GAUGE Chief Investigator TD SECURITIES PTY LTD 01/09/2002
WESTPAC-MELB INSTITUTE ECONOMIC INDICATORS Chief Investigator WESTPAC BANKING CORPORATION 01/01/2004
RBA - CONSUMER INFLATIONARY EXPECTATIONS/WAGES REPORT Chief Investigator RESERVE BANK OF AUSTRALIA 01/01/2004
WESTPAC-MELB INSTITUTE ECONOMIC INDICATORS Chief Investigator WESTPAC BANKING CORPORATION 01/01/2004
MONTHLY FORECASTS OF EMPLOYMENT FOR AUSTRALIA AND THE STATES Chief Investigator MANPOWER AUST 01/11/2006
SPECIALIST ECONOMIST ADVICE Chief Investigator AUDITOR GENERAL OF VIC 11/12/2008

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2009

Journal Articles

  • Review of the Australian Economy 2008–09: Recessions,
    Retrenchments and Risks
    Year: 2009
    Journal: Australian Economic Review
    Volume: 42
    Issue: 1
    Page numbers: 1-11
    Author(s):
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Publications in 2008

Books

  • Computational Macroeconomics for the Open Economy
    Year: 2008
    Publisher: MIT Press(Cambridge)
    Authors(s):
  • Instructor's Manual for Principles of Econometrics
    Year: 2008
    Publisher: John Wiley & Sons(New York)
    Authors(s):
  • Principles of Econometrics
    Year: 2008
    Publisher: John Wiley & Sons(New York)
    Authors(s):
  • Using EViews for Principles of Econometrics
    Year: 2008
    Publisher: John Wiley & Sons(New York)
    Authors(s):

Book Chapters

  • Asian Crises: Theory, Evidence and Warning Signals
    Year: 2008
    Book: Debt, Risk and Liquidity in Futures Markets
    Publisher: Routledge(New York)
    Authors(s):

Reports

  • A univariate model of aggregate labour productivity

     


    Year: 2008
    Report No:: 9
    Publisher: Melbourne Institute of Applied Economic and Social Research(Melbourne)
    Authors:
  • A Bayesian Simulation Approach to inference on a Multi-State Latent Factor Intensity Model
    Year: 2008
    Report No:: 16/08
    Publisher: Melbourne Institute of Applied Economic and Social Research(Melbourne)
    Authors:
    URL - open access http://www.melbourneinstitute.com/publications/working/wp2008.cfm
  • Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies
    Year: 2008
    Authors:
  • Phillips curve and the equilibrium rate of unemployment
    Year: 2008
    Report No:: 21
    Publisher: Melbourne Institute of Applied Economic and Social Research(Parkville)
    Authors:

Publications in 2007

Journal Articles

Reports

  • What Drives Worker Flows?
    Year: 2007
    Report No:: 34/07
    Publisher: Melbourne Institute of Applied Economic and Social Research(Parkville)
    Authors:

Publications in 2006

Journal Articles

  • A re-examination of the equity premium puzzle: a robust non-parametric approach


    Year: 2006
    Journal: North American Journal of Economics and Finance
    Volume: 17
    Issue: 2
    Page numbers: 173-189
    Author(s):
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  • Pricing currency options in the presence of time-varying volatility and non-normalities


    Year: 2006
    Journal: Journal of Multinational Financial Management
    Volume: 16
    Issue: 3
    Page numbers: 291-314
    Author(s):
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  • Central Bank Learning and Taylor Rules with Sticky Import Prices
    Year: 2006
    Journal: Computational Economics
    Volume: 28
    Page numbers: 155-175
    Author(s):
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  • Deviations from uncovered interest rate parity in Malaysia
    Year: 2006
    Journal: Applied Financial Economics
    Volume: 16
    Page numbers: 745-759
    Author(s):
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Conference Publications/Papers

  • Inflation Targeting, Learning and Q Volatility in Small Open Economies


    Year: 2006
    Event name: ESAM06
    Conference Publication: ESAM06 Australiasian Econometrics Society Meetings
    Page numbers: 1-29
    Publisher: Econometric Society(New York University)
    Author(s):

Publications in 2005

Journal Articles

  • A fall in the US dollar - hard or soft landing for Australia? A scenario analysis
    Year: 2005
    Journal: Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends
    Volume: 05
    Issue: 1
    Page numbers: 4
    Publisher: Melbourne Institute of Applied Economic and Social Research(Melbourne)
    Author(s):
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  • An employment equation for Australia
    Year: 2005
    Journal: The Economic Record
    Volume: 81
    Issue: 254
    Page numbers: 204-214
    Publisher: Economic Society of Australia(Burwood)
    Author(s):
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  • An examination of net flows in the Australian labour market
    Year: 2005
    Journal: Australian Journal of Labour Economics
    Volume: 8
    Issue: 1
    Page numbers: 25-42
    Publisher: Murdoch University(Perth)
    Author(s):
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  • Bounded dividends, earnings and fundamental stock values
    Year: 2005
    Journal: Empirical Economics
    Volume: 30
    Issue: 2
    Page numbers: 411-426
    Publisher: Physica-Verlag
    Author(s):
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  • Currency risk in excess equity returns: a multi time-varying beta approach
    Year: 2005
    Journal: Journal of International Financial Markets, Institutions and Money
    Volume: 15
    Issue: 3
    Page numbers: 189-207
    Publisher: Elsevier Science
    Author(s):
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  • Parametric pricing of higher order moments in S&P500 options
    Year: 2005
    Journal: Journal of Applied Econometrics
    Volume: 20
    Issue: 3
    Page numbers: 377-404
    Publisher: John Wiley & Sons(West Sussex)
    Author(s):
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  • Treasury and Melbourne Institute forecasts and implications for the budget bottom line
    Year: 2005
    Journal: Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends
    Volume: 2005
    Issue: 2.05
    Page numbers: 16-18
    Author(s):
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  • Why are recessions as deep as they are?
    Year: 2005
    Journal: Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends
    Volume: 1
    Issue: 5
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Reports

  • Forecasts for the States and Territories
    Year: 2005
    Report No:: 2005
    Publisher: Melbourne Institute of Applied Economic and Social Research(Parkville)
    Authors:

Publications in 2004

Journal Articles

  • Asian financial crises: theory, evidence and warning signals
    Year: 2004
    Journal: Singapore Economic Review
    Volume: 49
    Issue: 2
    Page numbers: 135-162
    Publisher: World Scientific Publishing Co
    Author(s):
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  • Learning and the monetary policy strategy of the European Central Bank
    Year: 2004
    Journal: Journal of International Money and Finance
    Volume: 23
    Issue: 7/8
    Page numbers: 997-1010
    Publisher: Pergamon
    Author(s):
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  • Oil prices and the economic outlook for Australia - scenario analysis
    Year: 2004
    Journal: Mercer - Melbourne Institute Quarterly Bulletin of Economic Trends
    Volume: 2004
    Issue: 4.04
    Page numbers: 19
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  • The incidence of long-term unemployment in Australia - 1978-2003
    Year: 2004
    Journal: Australian Journal of Labour Economics
    Volume: 7
    Issue: 4
    Page numbers: 499-511
    Publisher: Murdoch University(Perth)
    Author(s):
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  • Underlying inflation in Australia: are the existing measures satisfactory?
    Year: 2004
    Journal: The Economic Record
    Volume: 80
    Issue: 251
    Page numbers: 373-386
    Publisher: Economic Society of Australia(Burwood)
    Author(s):
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Reports

Publications in 2003

Books

  • Dynamic economic models in discrete time: theory and empirical applications
    Year: 2003
    Publisher: Routledge(London)
    Authors(s):

Journal Articles

  • Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective
    Year: 2003
    Journal: Australian Journal of Labour Economics
    Volume: 6
    Issue: 1
    Page numbers: 37-64
    Publisher: Murdoch University(Perth)
    Author(s):
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Reports

  • Underlying inflation in Australia: are the existing measures satisfactory?
    Year: 2003
    Report No:: 878
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2002

Journal Articles

  • Australian gross flows data: The labour force survey and the size of the population represented by the matched sample
    Year: 2002
    Journal: Australian Journal of Labour Economics
    Volume: 5
    Issue: 1
    Page numbers: 1-21
    Publisher: Murdoch University(Perth)
    Author(s):
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  • Introduction to exchange rates in Europe and Australasia: Fundamental determinants, adjustments and policy implications
    Year: 2002
    Journal: Australian Economic Papers
    Volume: 41
    Issue: 4
    Page numbers: 329-341
    Publisher: Blackwell Publishers
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  • Modelling the interaction of fundamental and portfolio exchange rate behaviour: An application to Australia and the ASEAN3
    Year: 2002
    Journal: Australian Economic Papers
    Volume: 41
    Issue: 4
    Page numbers: 557-576
    Publisher: Blackwell Publishers
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Reports

  • Central bank learning, terms of trade shocks & currency risks: should only inflation matter for monetary policy?
    Year: 2002
    Customer:
    Report No:: 831
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective
    Year: 2002
    Customer:
    Report No:: 842
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2001

Journal Articles

  • Bank interest rate adjustments: are they asymmetric?
    Year: 2001
    Journal: The Economic Record
    Volume: 77
    Issue: 237
    Page numbers: 135-147
    Publisher: Economic Society of Australia(Burwood)
    Author(s):
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Conference Publications/Papers

  • Exchange rate volatility: causes, consequences and management.
    Year: 2001
    Event name: Melbourne Money and Finance Conference
    Conference Publication: Economic Papers Special Edition
    Volume: 20
    Page numbers: 1-5
    Publisher: Economic Society of Australia(Burwood)
    Author(s):

Reports

  • Australian gross flows data: the labour force survey and the size of the population represented by the matched sample.
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 810
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Interest rate smoothing and inflation-output variability in a small open economy.
    Year: 2001
    Customer: Department of Economics, The University of Melbourne.
    Report No:: 817
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
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