Luke Hartigan
Names
| first: | Luke |
| last: | Hartigan |
Identifer
| RePEc Short-ID: | pha1277 |
Contact
| homepage: | https://sites.google.com/view/luke-hartigan |
Affiliations
-
University of Sydney
/ Faculty of Arts and Social Sciences
/ School of Economics (weight: 50%)
- EDIRC entry
- location:
-
Reserve Bank of Australia (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting (RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293)
by Luke Hartigan & James Morley - Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia (RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287)
by Luke Hartigan & Michelle Wright - An intuitive skewness-based symmetry test applicable to stationary time series data (RePEc:bpj:sndecm:v:23:y:2019:i:5:p:17:n:1)
by Hartigan Luke - Alternative HAC covariance matrix estimators with improved finite sample properties (RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73)
by Hartigan, Luke - Is the assumption of constant factor loadings too strong in practice? (RePEc:eee:ecmode:v:98:y:2021:i:c:p:100-108)
by Aslanidis, Nektarios & Hartigan, Luke - Unknown item RePEc:eme:jpif00:14635780910993159 (article)
- Unknown item RePEc:eme:jpifpp:14635780910993159 (article)
- The impact of changing risk characteristics in the A‐REIT sector (RePEc:eme:jpifpp:v:27:y:2009:i:6:p:543-562)
by Anthony J. De Francesco & Luke R Hartigan - A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy (RePEc:rba:rbaacv:acv2018-07)
by Luke Hartigan & James Morley - Financial Conditions and Downside Risk to Economic Activity in Australia (RePEc:rba:rbardp:rdp2021-03)
by Luke Hartigan & Michelle Wright - Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes? (RePEc:swe:wpaper:2015-17)
by Luke Hartigan - Is the Assumption of Linearity in Factor Models too Strong in Practice? (RePEc:swe:wpaper:2016-03)
by Nektarios Aslanidis & Luke Hartigan - Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties (RePEc:swe:wpaper:2016-06)
by Luke Hartigan - Testing for Symmetry in Weakly Dependent Time Series (RePEc:swe:wpaper:2016-18)
by Luke Hartigan - A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting (RePEc:syd:wpaper:2019-10)
by Hartigan, Luke & Morley, James - Constructing an investment return series for the UK unlisted infrastructure market: estimation and application (RePEc:taf:jpropr:v:28:y:2010:i:1:p:35-58)
by Luke R. Hartigan & Ritesh Prasad & Anthony J. De Francesco - Is the Assumption of Linearity in Factor Models too Strong in Practice? (RePEc:urv:wpaper:2072/261531)
by Aslanidis, Nektarios & Hartigan, Luke