Matthew Greenwood-Nimmo: Publications
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Brun-Aguerre, R.X., Fuertes, A.M. and Greenwood-Nimmo, M.J. (2017). "Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices", Journal of the Royal Statistical Society: Series A (Statistics in Society) 180, pp. 587-612.
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Greenwood-Nimmo, M.J., Nguyen, V.H. and Rafferty, B. (2016). "Risk and Return Spillovers among the G10 Currencies", Journal of Financial Markets 31, pp. 43-62.
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Greenwood-Nimmo, M.J. and Tarassow, A. (2016). "Monetary Shocks, Macroprudential Shocks and Financial Stability". Economic Modelling 56, pp. 11-24.
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Greenwood-Nimmo, M.J. (2014). "Inflation Targeting Monetary and Fiscal Policies in a Two-Country Stock-Flow Consistent Model". Cambridge Journal of Economics 38(4), pp. 839-867.
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Shin, Y., Yu, B. and Greenwood-Nimmo, M.J. (2014). "Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework". In William C. Horrace and Robin C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications, pp. 281-314. New York (NY): Springer Science & Business Media.
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Greenwood-Nimmo, M.J. and Shin, Y. (2013). "Taxation and the Asymmetric Adjustment of Selected Retail Energy Prices in the UK". Economics Letters 121(3), pp. 411-416.
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Chaudhuri, K., Greenwood-Nimmo, M.J., Kim, M. and Shin, Y. (2013). "On the Asymmetric U-shaped Relationship between Inflation, Inflation Uncertainty and Relative Price Skewness in the UK". Journal of Money, Credit and Banking 45(7), pp. 1431-1449.
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Greenwood-Nimmo, M.J., Nguyen, V.H., and Shin, Y. (2013). "Using Global VAR Models for Scenario-Based Forecasting and Policy Analysis". In F. di Mauro and M.H. Pesaran (Eds.), The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, pp. 97-113. Oxford: Oxford University Press. ISBN 978-0-19-967008-6.
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Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (2012). "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach". Journal of Market Economy 41(3), pp. 15-64.
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Greenwood-Nimmo, M.J., Nguyen, V.H. and Shin, Y. (2012). "Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework". Journal of Applied Econometrics 27(4), pp. 554-573.
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Greenwood-Nimmo, M.J. (2009). "The Self-Defeating Pursuit of Stability". Ekonomiaz 72(3), pp. 224-242.
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