Renee A. Fry-McKibbin
Names
| first: |
Renee |
| middle: |
A. |
| last: |
Fry-McKibbin |
Identifer
Contact
Affiliations
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Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA)
Research profile
author of:
- Sign Restrictions in Structural Vector Autoregressions: A Critical Review (repec:aea:jeclit:v:49:y:2011:i:4:p:938-60)
by Renée Fry & Adrian Pagan - A New Class of Tests of Contagion With Applications (repec:bes:jnlbes:v:28:i:3:y:2010:p:423-437)
by Fry, Renée & Martin, Vance L. & Tang, Chrismin - Comments on "Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines" (repec:bis:bisbpc:111-14)
by Renée Fry-McKibbin - International Shocks on Australia – The Japanese Effect (repec:bla:ausecp:v:42:y:2003:i:2:p:158-182)
by Mardi Dungey & Renée Fry - Currency Market Contagion In The Asia‐Pacific Region (repec:bla:ausecp:v:43:y:2004:i:4:p:379-395)
by Mardi Dungey & Renée Fry & Vance L. Martin - Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? (repec:bla:ecorec:v:86:y:2010:i:275:p:465-485)
by Renée A. Fry & Vance L. Martin & Nicholas Voukelatos - News and Notices (repec:bla:ecorec:v:95:y:2019:i:310:p:401-405)
by Renee Fry‐McKibbin & Denise Osborn - Transmission of a Resource Boom: The Case of Australia (repec:bla:obuest:v:82:y:2020:i:3:p:503-525)
by Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov - A regime switching skew-normal model of contagion (repec:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3)
by Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling - Empirical Modelling of Contagion: A Review of Methodologies (repec:ecm:ausm04:243)
by Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry - Empirical Modelling of Contagion: A Review of Methodologies (repec:ecm:feam04:574)
by Martin, V. & Dungey & M. - Multivariate contagion and interdependence (repec:eee:asieco:v:20:y:2009:i:4:p:353-366)
by Baur, Dirk G. & Fry, Renée A. - A three-sector structural VAR model for Australia (repec:eee:dyncon:v:170:y:2025:i:c:s0165188924002215)
by Fry-Mckibbin, Renée & Greenwood-Nimmo, Matthew & Kima, Richard & Volkov, Vladimir - The identification of fiscal and monetary policy in a structural VAR (repec:eee:ecmode:v:26:y:2009:i:6:p:1147-1160)
by Dungey, Mardi & Fry, Renée - Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises (repec:eee:ecofin:v:18:y:2007:i:2:p:155-174)
by Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L. - Global and regional financial integration in East Asia and the ASEAN (repec:eee:ecofin:v:46:y:2018:i:c:p:202-221)
by Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L. - Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic (repec:eee:finlet:v:45:y:2022:i:c:s1544612321002312)
by Fry-McKibbin, Renée & Greenwood-Nimmo, Matthew & Hsiao, Cody Yu-Ling & Qi, Lin - Contagion in international bond markets during the Russian and the LTCM crises (repec:eee:finsta:v:2:y:2006:i:1:p:1-27)
by Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance - Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 (repec:eee:glofin:v:15:y:2004:i:1:p:81-102)
by Dungey, Mardi & Fry, Renee & Martin, Vance L. - Measuring financial interdependence in asset markets with an application to eurozone equities (repec:eee:jbfina:v:122:y:2021:i:c:s0378426620302478)
by Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L. - Financial contagion and asset pricing (repec:eee:jbfina:v:47:y:2014:i:c:p:296-308)
by Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin - Currency intervention: A case study of an emerging market (repec:eee:jimfin:v:37:y:2013:i:c:p:25-47)
by Fry-McKibbin, Renée A. & Wanaguru, Sumila - The evolution of commodity market financialization: Implications for portfolio diversification (repec:eee:jocoma:v:32:y:2023:i:c:s2405851323000508)
by Fry-McKibbin, Renée & McKinnon, Kate - More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets (repec:eee:joecas:v:6:y:2009:i:3:p:41-70)
by Dungey, Mardi & Fry, Renée - Commodity currencies and currency commodities (repec:eee:jrpoli:v:33:y:2008:i:2:p:55-73)
by Clements, Kenneth W. & Fry, Renée - Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market (repec:eee:reveco:v:76:y:2021:i:c:p:781-800)
by Souza, Rodrigo da Silva & Fry-McKibbin, Renée - A web of shocks: Crises across Asian real estate market (repec:een:camaaa:2004-02)
by Shaun A. Bond & Mardi Dungey & Renee Fry - Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998 (repec:een:camaaa:2005-15)
by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin - Some Issues In Using Vars For Macroeconometric Research (repec:een:camaaa:2005-19)
by Renee Fry & Adrian Pagan - Endogenous Contagion - A Panel Data Analysis (repec:een:camaaa:2006-09)
by Dirk Baur & Renee Fry - Monetary Policy In Illiquid Markets: Options For A Small Open Economy (repec:een:camaaa:2006-17)
by Edda Claus & Mardi Dungey & Renee Fry - Commodity Currencies And Currency Commodities (repec:een:camaaa:2006-19)
by Kenneth W. Clements & Renee Fry - The Identification Of Fiscal And Monetary Policy In A Structural Var (repec:een:camaaa:2007-29)
by Mardi Dungey & Renee Fry - A New Class Of Tests Of Contagion With Applications To Real Estate Markets (repec:een:camaaa:2008-01)
by Renee Fry & Vance L. Martin & Chrismin Tang - Are Financial Crises Alike? (repec:een:camaaa:2008-15)
by MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang - Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? (repec:een:camaaa:2009-10)
by Renee A. Fry & Vance L. Martin & Nicholas Voukelatos - Sign Restrictions in Structural Vector Autoregressions: A Critical Review (repec:een:camaaa:2010-22)
by Renee Fry & Adrian Pagan - Actually This Time Is Different (repec:een:camaaa:2011-12)
by Renée Fry & Cody Yu-Ling Hsiao & Chrismin Tang - Currency Intervention: A Case Study of an Emerging Market (repec:een:camaaa:2012-32)
by Renee Fry-McKibbin & Sumila Wanaguru - A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion (repec:een:camaaa:2013-15)
by Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin - Chinese Resource Demand and the Natural Resource Supplier (repec:een:camaaa:2013-54)
by Mardi Dungey & Renée Fry-McKibbin & Verity Linehan - Financial Contagion and Asset Pricing (repec:een:camaaa:2013-61)
by Renée Fry-McKibbin & Vance Martin & Chrismin Tang - Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis (repec:een:camaaa:2014-18)
by Patrick Carvalho & Renee A. Fry-McKibbin - Extremal Dependence and Contagion (repec:een:camaaa:2014-38)
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao - Does Inflation Targeting Outperform Alternative Policies during Global Downturns? (repec:een:camaaa:2014-64)
by Renee A. Fry-McKibbin & Chen Wang - Extremal dependence tests for contagion (repec:een:camaaa:2015-40)
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao - Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach (repec:een:camaaa:2016-25)
by Renee Fry-McKibbin & Jasmine Zheng - Joint Tests of Contagion with Applications to Financial Crises (repec:een:camaaa:2017-23)
by Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin - Joint Tests of Contagion with Applications to Financial Crises (repec:een:camaaa:2017-65)
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin - Recovery from Dutch Disease (repec:een:camaaa:2017-69)
by Mardi Dungey & Renée Fry-McKibbin & Verity Todoroski & Vladimir Volkov - Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities (repec:een:camaaa:2018-05)
by Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin - Chinese Resource Demand or Commodity Price Shocks: Macroeconomic Effects for an Emerging Market Economy (repec:een:camaaa:2018-45)
by Renée Fry-McKibbin & Rodrigo da Silva Souza - Transmission of a Resource Boom: The Case of Australia (repec:een:camaaa:2019-63)
by Mardi Dungey & Renee Fry-McKibbin & Vladimir Volkov - Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market (repec:een:camaaa:2020-18)
by Renee Fry-McKibbin & Rodrigo da Silva Souza - Capital Market Liberalization and Equity Market Interdependence (repec:een:camaaa:2020-55)
by Renée Fry-McKibbin & Ziyu Yan - How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility (repec:een:camaaa:2021-13)
by Renée Fry-McKibbin & Beili Zhu - Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic (repec:een:camaaa:2021-36)
by Renée Fry-McKibbin & Matthew Greenwood-Nimmo & Cody Yu-Ling Hsiao & Lin Qi - Rapid Productivity Growth in Asia: Internal and External Financing (repec:een:camaaa:2025-49)
by Renee Fry-McKibbin & Weifeng Larry Liu & Warwick J. McKibbin - Financial Crises Propagation (repec:eme:csefzz:s1569-3759(2011)0000093018)
by Elvira Sojli & Renée Fry - International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse (repec:imf:imfwpa:2002/074)
by Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Mr. Mardi Dungey - Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 (repec:imf:imfwpa:2003/084)
by Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Ms. Renee Fry & Mr. Mardi Dungey - Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises (repec:imf:imfwpa:2003/251)
by Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Mr. Mardi Dungey & Ms. Renee Fry - Empirical Modeling of Contagion: A Review of Methodologies (repec:imf:imfwpa:2004/078)
by Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo - Are Financial Crises Alike? (repec:imf:imfwpa:2010/014)
by Chrismin Tang & Mr. Mardi Dungey & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Ms. Renee Fry - A Web Of Shocks: Crises Across Asian Real Estate Markets (repec:kap:jrefec:v:32:y:2006:i:3:p:253-274)
by Shaun Bond & Mardi Dungey & Renée Fry - Monetary Policy in Illiquid Markets: Options for a Small Open Economy (repec:kap:openec:v:19:y:2008:i:3:p:305-336)
by Edda Claus & Mardi Dungey & Renée Fry - Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes (repec:kap:openec:v:25:y:2014:i:3:p:521-570)
by Renée Fry-McKibbin & Cody Hsiao & Chrismin Tang - Transmission of Financial Crises and Contagion: A Latent Factor Approach (repec:oxp:obooks:9780199739837)
by Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L. - A Multi-Country Structural VAR Model (repec:pas:papers:2001-04)
by Dungey, Mardi & Fry, Renee - Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 (repec:pas:papers:2003-18)
by Mardi Dungey & Renee Fry - Some Issues in Using Sign Restrictions for Identifying Structural VARs (repec:qut:auncer:2007-8)
by Renee Fry & Adrian Pagan - Sign Restrictions in Structural Vector Autoregressions: A Critical Review (repec:qut:auncer:2010_04)
by Renee Fry & Adrian Pagan - Unknown
- Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence (repec:rba:rbaacp:acp2022-07)
by Renée Fry-McKibbin & Kate McKinnon & Vance L Martin - Introduction to Inflation in an Era of Relative Price Shocks (repec:rba:rbaacv:acv2009-01)
by Renée Fry & Callum Jones & Christopher Kent - Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? (repec:sae:ausman:v:28:y:2003:i:2:p:157-182)
by Mardi Dungey & Renee Fry & Vance L. Martin - International demand and liquidity shocks in a SVAR model of the Australian economy (repec:taf:applec:v:36:y:2004:i:8:p:849-863)
by Renee Fry - Chinese resource demand and the natural resource supplier (repec:taf:applec:v:46:y:2014:i:2:p:167-178)
by Mardi Dungey & Renee Fry-McKibbin & Verity Linehan - Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach (repec:taf:applec:v:48:y:2016:i:59:p:5802-5823)
by Renée Fry-Mckibbin & Jasmine Zheng - Extremal dependence tests for contagion (repec:taf:emetrv:v:37:y:2018:i:6:p:626-649)
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao - Joint tests of contagion with applications (repec:taf:quantf:v:19:y:2019:i:3:p:473-490)
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin - Empirical modelling of contagion: a review of methodologies (repec:taf:quantf:v:5:y:2005:i:1:p:9-24)
by Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin - Chinese resource demand and the natural resource supplier (repec:tas:wpaper:17027)
by Dungey, Mardi & Fry-McKibbin, Renée & Linehan, Verity - Correlation, Contagion, and Asian Evidence (repec:tpr:asiaec:v:5:y:2006:i:2:p:32-72)
by Mardi Dungey & Rene Fry & Vance L. Martin - Commodity Currencies and Currency Commodities (repec:uwa:wpaper:06-17)
by Kenneth W. Clements & Renee Fry - Sovereign Wealth:The Role of State Capital in the New Financial Order (repec:wsi:wsbook:p658)
by Renée A Fry & Warwick J McKibbin & Justin O'Brien (ed.) - Sovereign Wealth Funds in an Evolving Global Financial System (repec:wsi:wschap:9781848164321_0001)
by Renée Fry & Warwick McKibbin & Justin O'Brien