Viet Hoang Nguyen

University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Research Fellow

Level 5, FBE Building, 111 Barry Street

Parkville, Victoria 3010

Australia

  • University of Melbourne - Melbourne Institute: Applied Economic & Social Research

SCHOLARLY PAPERS

13

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6

CROSSREF CITATIONS

24

Scholarly Papers (13)

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1.

Using Global VAR Models for Scenario-Based Forecasting and Policy Analysis

The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (F. di Mauro and M.H. Pesaran eds.), Forthcoming.
Number of pages: 14 Posted: 23 Mar 2012 Last Revised: 14 Jul 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 537 (61,190)
Citation 3

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Global VAR, Scenario-Based Forecasting and Analysis, Global Imbalances

2.

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach

Downloads 239 (152,131)
Citation 3

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach

Journal of Market Economy 41(3), pp. 15-64.
Number of pages: 40 Posted: 28 Aug 2012 Last Revised: 17 Dec 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 170 (208,230)

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Global VAR, impulse response analysis, forecast error variance decomposition, Korean macroeconomic international linkages

International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach

Melbourne Institute Working Paper No. 18
Number of pages: 79 Posted: 15 Sep 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 69 (393,834)
Citation 4

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Global VAR, impulse response analysis, forecast error variance decomposition

3.

Measuring the Connectedness of the Global Economy

Melbourne Institute Working Paper No. 7/15
Number of pages: 57 Posted: 30 Mar 2015
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 193 (186,021)
Citation 12

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Generalised Connectedness Measures (GCMs), international linkages, network analysis, macroeconomic connectedness

4.

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Downloads 168 (210,127)
Citation 3

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Number of pages: 45 Posted: 29 May 2014 Last Revised: 15 Feb 2015
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 128 (262,770)
Citation 2

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Quantifying Informational Linkages in a Global Model of Currency Spot Markets

Melbourne Institute Working Paper No. 17/14
Number of pages: 35 Posted: 09 Aug 2014
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of York (UK) - Department of Economics and Related Studies
Downloads 40 (507,097)
Citation 1

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Exchange rates, order flows, global VAR, connectedness and spillovers, safe haven currency

5.

Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics

Melbourne Institute Working Paper No. 14/11
Number of pages: 40 Posted: 22 Jun 2011
Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 127 (263,383)
Citation 3

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Exchange rate, order flow, under- and overreaction, asymmetric pricing impacts, asymmetric cointegrating relationship and dynamic multipliers

6.

Risk and Return Spillovers Among the G10 Currencies

Melbourne Institute Working Paper No. 4/16
Number of pages: 51 Posted: 12 Feb 2016
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Barry Rafferty
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne
Downloads 73 (377,323)
Citation 7

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Foreign exchange markets, risk-neutral volatility, risk-neutral skewness, spillovers, coordinated crash risk

7.

What's Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis

Melbourne Institute Working Paper No. 17/17
Number of pages: 45 Posted: 14 Jul 2017
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent
Downloads 72 (380,226)
Citation 2

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Sovereign Credit Risk, Credit Default Swaps (CDS), Network Models and Connectedness, Spillover Density, Divergence Criteria

8.

On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks

Melbourne Institute Working Paper No. 22/20
Number of pages: 41 Posted: 07 Jan 2021
Matthew Greenwood‐Nimmo, Viet Hoang Nguyen and Eliza Wu
University of Melbourne - Department of Economics, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and The University of Sydney - Business School
Downloads 8 (694,248)

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Financial sector bailouts; sovereign risk shocks; international spillovers; structural shocks; sign restrictions

9.

The Australian Economy in 2018–2019: Convergence in Economic Activity Across Australia

Australian Economic Review, Vol. 52, Issue 1, pp. 5-18, 2019
Number of pages: 14 Posted: 06 Mar 2019
Viet Hoang Nguyen and Jiao Wang
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 1 (755,250)
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10.

The Downside of Being Upbeat: Consumer Cognitive Biases Can Affect Real Economic Activity

Melbourne Institute Working Paper No. 11/20
Posted: 11 Sep 2020
Edda Claus and Viet Hoang Nguyen
Wilfrid Laurier University and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

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Cognitive Bias, Saving, Borrowing, Consumption, Expectations Survey Data

11.

Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis

Melbourne Institute Working Paper No. 17
Posted: 09 Jan 2020
Matthew Greenwood‐Nimmo, Evžen Kočenda and Viet Hoang Nguyen
University of Melbourne - Department of Economics, Charles University in Prague - Institute of Economic Studies and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

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Spillover index; systemic events; bootstrap-after-bootstrap procedure

12.

Alternative Weighting Approaches to Computing Indexes of Economic Activity

Journal of Economic Surveys, Vol. 29, Issue 2, pp. 287-300, 2015
Number of pages: 14 Posted: 20 Mar 2015
G.C. LIM and Viet Hoang Nguyen
University of Melbourne and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
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Indexes of economic activity, Latent factor, Weighting scheme

13.

Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework

Journal of Applied Econometrics, Forthcoming
Posted: 21 Mar 2012
Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Independent

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GVAR modelling, structural breaks, probability event forecasting and evaluation, global imbalances