Gordon Douglas Menzies

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

Haymarket

Sydney, NSW 2007

Australia

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

SCHOLARLY PAPERS

23

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9

Scholarly Papers (23)

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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 - School of Economics
Downloads 299 (121,289)
Citation 1

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expectations, macroeconomics, rationality

2.

Australian Prudential Regulation Before and After the Global Financial Crisis

Downloads 121 (273,575)

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 73 (382,102)

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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 48 (471,215)

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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 - School of Economics
Downloads 86 (343,641)
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 - School of Economics
Downloads 75 (372,213)
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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 69 (389,715)

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Banking, Regulation, Monitoring, Financial Crises

6.

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 - School of Economics
Downloads 66 (398,958)
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belief revision, double hurdle model, expectations, overreaction, under re-action

7.

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 - School of Economics
Downloads 54 (439,929)

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

8.

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 - School of Economics
Downloads 53 (443,593)
Citation 1

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

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 - School of Economics
Downloads 45 (475,350)
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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 - School of Economics
Downloads 30 (547,000)
Citation 1

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Inferential Expectations, Prices, Near-rationality

11.

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

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 (547,000)
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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 27 (564,233)

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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 - School of Economics
Downloads 25 (576,776)

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credibility, time inconsistency, reputation, inferential expectations

14.

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 - School of Economics
Downloads 22 (596,167)

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uncertainty, expectations, information, framing

15.

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 - School of Economics
Downloads 21 (602,858)

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Price stickiness, expectations, monetary policy, inflation

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 - School of Economics
Downloads 20 (609,482)
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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
Samuel N. Cohen, Timo Henckel, Gordon Douglas Menzies, Johannes Muhle-Karbe and Daniel John Zizzo
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 - School of Economics
Downloads 5 (717,787)

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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
Gordon Douglas Menzies, Ronald Geoffrey Bird, Peter B. Dixon and Maureen T. Rimmer
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 (733,932)
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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 (733,932)
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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 (743,969)
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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 (743,969)
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22.

Restoring Trust in Finance: From Principal–Agent to Principled Agent

Economic Record, Vol. 95, Issue 311, pp. 497-509, 2019
Number of pages: 13 Posted: 17 May 2020
Gordon Douglas Menzies, Donald Hay, Thomas Simpson and David Vines
University of Technology Sydney (UTS) - School of Finance and Economics, University of Oxford - Department of Economics, University of Oxford - Blavatnik School of Government and affiliation not provided to SSRN
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23.

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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