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A/PROF K SHIELDS



Contact Details

Organization: Economics
Position: ASSOCIATE PROFESSOR
Email:
Homepage: http://www.economics.unimelb.edu.au/who/profile.cfm?sid=23
Work: 8344 5289
Fax: 8344 6899
Room: 432
Level: 04
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Country of Expertise
Macroeconomic Modelling United Kingdom

International Linkages

Country Establishment Collaboration
United Kingdom University of Leicester Research
New Zealand University of Otago Research
United Kingdom Birkbeck College Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Bachelor of Arts The University of Reading 15-Sep-1992
Master of Arts The University of Reading 15-Sep-1993
Doctor of Philosophy University of Leicester 15-Sep-1999

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
Growth & inflation dynamics: measuring steady-state growth, output gaps & inflationary pressures using survey data in Australia & other ... etc Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2003
Measuring the Effects of Interest Rate Volatility Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2006
Australian Real Time Data: Construction, Analysis and Implications for Real Time Policy Making Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2009

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 2008

Journal Articles

  • Real Time Representations of the Output Gap
    Year: 2008
    Journal: Review of Economics and Statistics
    Volume: 90
    Issue: 4
    Page numbers: 792 - 804
    Author(s):
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Reports

  • Economic Activity and the Stock Market: the Asymmetric Impact of Fundamental and Non-Fundamental News
    Year: 2008
    Report No:: 1039
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Nowcasting, Business Cycle Dating and the Interpretation of New Information when RealTime Data are Available
    Year: 2008
    Report No:: 1040
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2007

Journal Articles

  • Overcoming Measurement Error Problems in the use of Survey Data on Expectations
    Year: 2007
    Journal: The Economic Record
    Volume: 83
    Issue: 262
    Page numbers: 303-316
    Author(s):
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Publications in 2006

Journal Articles

  • Regional asymmetries in monetary transmission: the case of South Africa
    Year: 2006
    Journal: Journal of Policy Modeling
    Volume: 28
    Issue: 9
    Page numbers: 965 - 979
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Publications in 2005

Book Chapters

  • The characteristics of macroeconomic shocks in the Franc zone
    Year: 2005
    Book: Macroeconomic policy in the Franc zone
    Publisher: Palgrave Macmillan(Basingstoke)
    Authors(s):

Journal Articles

  • Do currency unions deliver more economic integration than fixed exchange rates? Evidence from the Franc zone and the ECCU
    Year: 2005
    Journal: Journal of Development Studies
    Volume: 41
    Issue: 6
    Page numbers: 1051-1070
    Publisher: Routledge
    Author(s):
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  • Measuring the response of macroeconomic uncertainty to shocks
    Year: 2005
    Journal: Review of Economics and Statistics
    Volume: 87
    Issue: 2
    Page numbers: 362-370
    Publisher: MIT Press(Cambridge)
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  • The impact of monetary union on macroeconomic integration: evidence from West Africa
    Year: 2005
    Journal: Economica
    Volume: 72
    Issue: 288
    Page numbers: 683-704
    Publisher: Blackwell Publishers(Oxford)
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Conference Publications/Papers

  • Real time representations of the output gap
    Year: 2005
    Event name: Australian conference of economists 2005
    Conference Publication: Australian conference of economists
    Page numbers: 1-35
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Author(s):

Publications in 2004

Journal Articles

  • Is there a unit root in inflation?
    Year: 2004
    Journal: Journal of Macroeconomics
    Volume: 26
    Issue: 3
    Page numbers: 481-500
    Publisher: Elsevier Science, North Holland(Amsterdam)
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  • Predictability of stock markets with disequilibrium trading
    Year: 2004
    Journal: European Journal of Finance
    Volume: 10
    Page numbers: 329-344
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  • The Charactersitics of Macroeconomic Shocks in the CFA Franc Zone
    Year: 2004
    Journal: Journal of African Economies
    Volume: 13
    Page numbers: 488-517
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  • The asymmetric effects of uncertainty on inflation and output growth
    Year: 2004
    Journal: Journal of Applied Econometrics
    Volume: 19
    Issue: 5
    Page numbers: 551-565
    Publisher: John Wiley & Sons(West Sussex)
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Reports

Publications in 2003

Journal Articles

  • A nation divided? Price and output dynamics in English regions
    Year: 2003
    Journal: Economic Modelling
    Volume: 20
    Issue: 3
    Page numbers: 651-677
    Publisher: Elsevier Science(Amsterdam)
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Reports

  • Measuring the response of macroeconomic uncertainty to shocks
    Year: 2003
    Report No:: 870
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2002

Journal Articles

  • Economic growth in Australia
    Year: 2002
    Journal: Econochat
    Volume: July 2002
    Issue: 18
    Page numbers: 14-17
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
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Reports

  • Non-linear co-movements in output growth: Evidence from the United States and Australia
    Year: 2002
    Customer:
    Report No:: 857
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2001

Journal Articles

  • Is the Franc Zone an optimal currency area
    Year: 2001
    Journal: Journal of Development Economics
    Volume: 66
    Page numbers: 199-223
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