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Researcher: Vespignani, J (Associate Professor Joaquin Vespignani)

Fields of Research

Financial economics
Macroeconomics (incl. monetary and fiscal theory)
International economics
Agricultural economics
Economic development policy
Applied economics
Applied mathematics

Research Objectives

Monetary policy
Macroeconomics
International trade policy
Balance of payments
Taxation
Expanding knowledge in economics
Agricultural and environmental standards and calibrations
Economic growth
Defence and security policy
Trade policy

Career Best Publications

Research Publications

Chinese liquidity increases and the U.S. economy; Economic Modelling
Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach; Journal of Banking and Finance
COVID-19 Infections and the performance of the stock market: an empirical analysis for Australia; Economic Papers
Crude oil prices and liquidity, the BRIC and G3 countries; Energy Economics
Financial and nonfinancial global stock market volatility shocks; Economic Modelling
Forecasting energy commodity prices: A large global dataset sparse approach; Energy Economics
Global commodity prices and global stock market volatility shocks: Effects across countries; Journal of Asian Economics
Impact of commodity price volatility on external debt: the role of exchange rate regimes; Applied Economics
Impact of global uncertainty on the global economy and large developed and developing economies; Applied Economics
International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China’; Economic Modelling
Liquidity and crude oil prices: China's influence over 1996-2011; Economic Modelling
Not all international monetary shocks are alike for the Japanese economy; Economic Modelling
Oil curse, economic growth and trade openness; Energy Economics
Oil price shocks and policy uncertainty: new evidence on the effects of US and non-US oil production; Energy Economics
Oil prices and global factor macroeconomic variables; Energy Economics
On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy; Journal of International Financial Markets, Institutions and Money
OPEC and non-OPEC oil production and the global economy; Energy Economics
The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non‐U.S. oil production; Economics Letters
The implications of monetary expansion in China for the US dollar; Journal of Asian Economics
The industrial impact of economic uncertainty shocks in Australia; Economic Papers
The Industrial Impact of Monetary Shocks During the Inflation-Targeting Era in Australia; Australian Economic History Review
The sectorial impact of commodity price shocks in Australia; Economic Modelling
Understanding the deviation of Australian policy rate from the Taylor rule; Applied Economics
What drives the global official/policy interest rate?; Applied Economics
Why are crude oil prices high when global activity is weak?; Economics Letters
World steel production: A new monthly indicator of global real economic activity; Canadian Journal of Economics

Research Projects

The impact of unconventional monetary policy on commodity prices; University of Tasmania (UTAS)

Research Candidate Supervision