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Vance Lindsay Martin

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Personal Details

First Name:Vance
Middle Name:Lindsay
Last Name:Martin
Suffix:
RePEc Short-ID:pma552
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Terminal Degree:1990 Department of Econometrics and Business Statistics; Monash Business School; Monash University (from RePEc Genealogy)

Affiliation

Department of Economics
Faculty of Business and Economics
University of Melbourne

Melbourne, Australia
http://www.economics.unimelb.edu.au/
RePEc:edi:demelau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024. "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers 2397, Cowles Foundation for Research in Economics, Yale University.
  2. Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022. "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers acp2022-07, Reserve Bank of Australia, revised Dec 2022.
  3. Duran, Orencio & Johnston, Robert J. & Kirwan, Matthew L. & Leroux, Anke D. & Martin, Vance L., 2019. "Coastal Dynamics and Adaptation to Uncertain Sea Level Rise: Optimal Portfolios for Salt Marsh Migration," 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia 285075, Australian Agricultural and Resource Economics Society (AARES).
  4. Ms. Nan Li & Mr. Vance Martin, 2018. "Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession," IMF Working Papers 2018/100, International Monetary Fund.
  5. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017. "Joint tests of contagion with applications to financial crises," CAMA Working Papers 2017-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Vance Martin & Nan Li, 2014. "Sectoral Contagion: A Dynamic Factor Analysis of the Great Recession," 2014 Meeting Papers 1087, Society for Economic Dynamics.
  8. Leroux, Anke D & Martin, Vance, 2014. "Optimal Portfolio Management of Urban Water," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia 165857, Australian Agricultural and Resource Economics Society.
  9. Anke D Leroux & Vance L Martin, 2014. "Hedging Supply Risks: An Optimal Urban Water Portfolio," Monash Economics Working Papers 05-14, Monash University, Department of Economics.
  10. Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013. "Financial Contagion and Asset Pricing," CAMA Working Papers 2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011. "A Goodness of Fit Test for Ergodic Markov Processes," ANU Working Papers in Economics and Econometrics 2011-557, Australian National University, College of Business and Economics, School of Economics.
  12. Craine, Roger & Martin, Vance L, 2009. "Interest Rate Conundrum," Department of Economics, Working Paper Series qt0409193t, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  13. Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009. "Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?," CAMA Working Papers 2009-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Renee Fry & Vance L. Martin & Chrismin Tang, 2008. "A New Class Of Tests Of Contagion With Applications To Real Estate Markets," CAMA Working Papers 2008-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics.
  17. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  18. Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004. "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings 331, Econometric Society.
  19. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
  20. Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Ms. Renee Fry & Mr. Mardi Dungey, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 2003/084, International Monetary Fund.
  21. David B. Flynn & Simone D. Grose & Gael M. Martin & Vance L. Martin, 2003. "Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms," Monash Econometrics and Business Statistics Working Papers 6/03, Monash University, Department of Econometrics and Business Statistics.
  22. Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Mr. Mardi Dungey & Ms. Renee Fry, 2003. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 2003/251, International Monetary Fund.
  23. Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Mr. Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 2002/074, International Monetary Fund.
  24. G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers 4/02, Monash University, Department of Econometrics and Business Statistics.
  25. G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
  26. Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/00, Monash University, Department of Econometrics and Business Statistics.
  27. Martin, G.M. & Martin, V.L., 1997. "Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries," Monash Econometrics and Business Statistics Working Papers 4/97, Monash University, Department of Econometrics and Business Statistics.
  28. Martin, V.L. & Wilkins, N.P., 1997. "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series 547, The University of Melbourne.
  29. Clarke, H.R. & Martin, V.L., 1995. "Does Capital Chase Labour Internationally," Department of Economics - Working Papers Series 447, The University of Melbourne.
  30. Lim, G.C. & Martin, V.L., 1995. "A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash," Department of Economics - Working Papers Series 483, The University of Melbourne.
  31. Pagan, A.R. & Hall, A.D. & Martin, V., 1995. "Modelling the Term Structure," Papers 284, Australian National University - Department of Economics.
  32. Lim, G.C. & Martin, V.L., 1995. "Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics," Department of Economics - Working Papers Series 482, The University of Melbourne.

Articles

  1. Cardak, Buly A. & Martin, Vance L., 2023. "Household willingness to take financial risk: Stockmarket movements and life‐cycle effects," Journal of Banking & Finance, Elsevier, vol. 149(C).
  2. Stan Hurn & Vance Martin & Jing Tian, 2023. "Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach," The Energy Journal, , vol. 44(3), pages 251-266, May.
  3. Stan Hurn & Vance L. Martin & Lina Xu, 2022. "Specification tests for univariate diffusions," Econometric Reviews, Taylor & Francis Journals, vol. 41(6), pages 607-632, July.
  4. Philip Chindamo & Vance L. Martin, 2022. "The Dynamics of Structural Transformation in Australia, 1960–2020," The Economic Record, The Economic Society of Australia, vol. 98(322), pages 296-315, September.
  5. Anke D. Leroux & Vance L. Martin & Kathryn A. St. John, 2022. "Modeling time varying risk of natural resource assets: Implications of climate change," Quantitative Economics, Econometric Society, vol. 13(1), pages 225-257, January.
  6. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021. "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, vol. 122(C).
  7. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2021. "Forecasting the volatility of asset returns: The informational gains from option prices," International Journal of Forecasting, Elsevier, vol. 37(2), pages 862-880.
  8. Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew, 2020. "A threshold mixed count time series model: estimation and application," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-18, April.
  9. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2019. "Joint tests of contagion with applications," Quantitative Finance, Taylor & Francis Journals, vol. 19(3), pages 473-490, March.
  10. Vinent, Orencio Duran & Johnston, Robert J. & Kirwan, Matthew L. & Leroux, Anke D. & Martin, Vance L., 2019. "Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration," Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
  11. Buly A. Cardak & Vance L. Martin, 2019. "Once in a Lifetime? The Effects of the Global Financial Crisis on Household Willingness to Take Financial Risk," The Economic Record, The Economic Society of Australia, vol. 95(311), pages 442-461, December.
  12. Li, Nan & Martin, Vance L., 2019. "Real sectoral spillovers: A dynamic factor analysis of the great recession," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 77-95.
  13. Cardak, Buly A. & Martin, Vance L. & McAllister, Richard, 2019. "The effects of the Global Financial Crisis on the stock holding decisions of Australian households," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  14. Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019. "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-44, February.
  15. Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018. "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, vol. 57(C), pages 36-52.
  16. Leroux, Anke D. & Martin, Vance L. & Zheng, Hao, 2018. "Addressing water shortages by force of habit," Resource and Energy Economics, Elsevier, vol. 53(C), pages 42-61.
  17. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2018. "Global and regional financial integration in East Asia and the ASEAN," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 202-221.
  18. Anke D. Leroux & Vance L. Martin, 2016. "Hedging Supply Risks: An Optimal Water Portfolio," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 98(1), pages 276-296.
  19. Martin Vance L. & Sarkar Saikat & Kanto Antti Jaakko, 2014. "Modelling nonlinearities in equity returns: the mean impact curve analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 51-72, February.
  20. Vance L. Martin & Andrew R. Tremayne & Robert C. Jung, 2014. "Efficient Method Of Moments Estimators For Integer Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 491-516, November.
  21. Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014. "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
  22. Cardak, Buly A. & Johnston, David W. & Martin, Vance L., 2013. "Intergenerational earnings mobility: A new decomposition of investment and endowment effects," Labour Economics, Elsevier, vol. 24(C), pages 39-47.
  23. Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010. "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 465-485, December.
  24. Fry, Renée & Martin, Vance L. & Tang, Chrismin, 2010. "A New Class of Tests of Contagion With Applications," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 423-437.
  25. Leroux, Anke D. & Martin, Vance L. & Goeschl, Timo, 2009. "Optimal conservation, extinction debt, and the augmented quasi-option value," Journal of Environmental Economics and Management, Elsevier, vol. 58(1), pages 43-57, July.
  26. Craine Roger & Martin Vance L, 2009. "Interest Rate Conundrum," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-29, March.
  27. John Stachurski & Vance Martin, 2008. "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, vol. 76(2), pages 443-450, March.
  28. Craine, Roger & Martin, Vance L., 2008. "International monetary policy surprise spillovers," Journal of International Economics, Elsevier, vol. 75(1), pages 180-196, May.
  29. Renée Fry & James Hocking & Vance L. Martin, 2008. "The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 17-33, March.
  30. Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
  31. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2007. "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 155-174, August.
  32. Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
  33. Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August.
  34. Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
  35. Lim, G.C. & Martin, G.M. & Martin, V.L., 2006. "Pricing currency options in the presence of time-varying volatility and non-normalities," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 291-314, July.
  36. V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
  37. Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 9-24.
  38. Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
  39. Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004. "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002," Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.
  40. Mardi Dungey & Vance L. Martin, 2004. "A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(3), pages 305-330, December.
  41. Mardi Dungey & Renée Fry & Vance L. Martin, 2004. "Currency Market Contagion In The Asia‐Pacific Region," Australian Economic Papers, Wiley Blackwell, vol. 43(4), pages 379-395, December.
  42. A. S. Hurn & K. A. Lindsay & V. L. Martin, 2003. "On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 45-63, January.
  43. Mardi Dungey & Renee Fry & Vance L. Martin, 2003. "Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 157-182, September.
  44. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  45. Martin, Vance L. & Wilkins, Nigel P., 1999. "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, vol. 93(1), pages 149-175, November.
  46. Lim, G. C. & Lye, J. N. & Martin, G. M. & Martin*, V. L., 1998. "The distribution of exchange rate returns and the pricing of currency options," Journal of International Economics, Elsevier, vol. 45(2), pages 351-368, August.
  47. Lim, G. C. & Martin, Vance L. & Teo, Leslie E., 1998. "Endogenous Jumping And Asset Price Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 2(2), pages 213-237, June.
  48. Creedy, John & Martin, Vance L, 1998. "Nonlinear Modelling Using the Generalized Exponential Family of Distributions," Bulletin of Economic Research, Wiley Blackwell, vol. 50(3), pages 229-255, July.
  49. Creedy, John & Lye, Jenny & Martin, Vance L, 1996. "A Non-linear Model of the Real US-UK Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 669-686, Nov.-Dec..
  50. Bowden, Roger J & Martin, Vance L, 1995. "International Business Cycles and Financial Integration," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 305-320, May.
  51. G.C. Lim & Vance L. Martin, 1995. "Regression‐based cointegration estimators with applications," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 22(1), pages 3-22, February.
  52. Jenny N. Lye & Vance L. Martin, 1994. "Non‐Linear Time Series Modelling And Distributional Flexibility," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(1), pages 65-84, January.
  53. Creedy, John & Martin, Vance L, 1994. "A Model of the Distribution of Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 67-76, February.
  54. Lim, G C & Martin, Vance L, 1994. "A Spectral-Temporal Index with an Application to U.S. Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 81-93, January.
  55. Lim, G C & Martin, Vance L, 1994. "Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991," Australian Economic Papers, Wiley Blackwell, vol. 33(62), pages 75-95, June.
  56. Creedy, John & Martin, Vance, 1993. "Multiple equilibria and hysteresis in simple exchange models," Economic Modelling, Elsevier, vol. 10(4), pages 339-347, October.
  57. Vance L. Martin, 1992. "Threshold Time Series Models As Multimodal Distribution Jump Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(1), pages 79-94, January.
  58. Bowden, Roger J & Martin, Vance L, 1992. "No, Business Cycles Are Not All Alike: The United States and Australia Compared," Australian Economic Papers, Wiley Blackwell, vol. 31(59), pages 385-398, December.
  59. Martin, Vance L, 1992. "Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model," Australian Economic Papers, Wiley Blackwell, vol. 31(58), pages 1-19, June.
  60. Martin, Vance L, 1990. "Derivation of a Leading Index for the United States Using Kalman Filters," The Review of Economics and Statistics, MIT Press, vol. 72(4), pages 657-663, November.
  61. Horne, Jocelyn & Martin, Vance L, 1989. "Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987," Australian Economic Papers, Wiley Blackwell, vol. 28(53), pages 181-200, December.
  62. Ernst A. Boehm & Vance L. Martin, 1989. "An Investigation into the Major Causes 01 Australia's Recent Inflation and Some Policy Implications," The Economic Record, The Economic Society of Australia, vol. 65(1), pages 1-15, March.
  63. Martin, Vance L, 1987. "Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain," Australian Economic Papers, Wiley Blackwell, vol. 26(49), pages 188-196, December.
  64. Jocelyn Horne & Vance Martin & Shane Bonetti, 1986. "Asset Substitution and Aggregate Liquidity in Australia: 1969–1983," The Economic Record, The Economic Society of Australia, vol. 62(1), pages 22-36, March.

Chapters

  1. Vance L. Martin & Chris J. Paterson & Heikki Nikali & Qiubang Li, 2013. "Dynamic letter volume models: how does an economic downturn affect substitution propensities?," Chapters, in: Michael A. Crew & Paul R. Kleindorfer (ed.), Reforming the Postal Sector in the Face of Electronic Competition, chapter 12, pages 163-178, Edward Elgar Publishing.
  2. Vance L. Martin & Chris Paterson & Jessie Xiaokang Wang, 2012. "Forecasting Letter Volumes: Augmenting Econometric Baseline Projections," Chapters, in: Michael A. Crew & Paul R. Kleindorfer (ed.), Multi-Modal Competition and the Future of Mail, chapter 5, Edward Elgar Publishing.
  3. G. C. Lim & Vance L. Martin, 2000. "Weighted Monetary Aggregates: Empirical Evidence for Australia," Palgrave Macmillan Books, in: Michael T. Belongia & Jane M. Binner (ed.), Divisia Monetary Aggregates, chapter 11, pages 249-262, Palgrave Macmillan.

Books

  1. Martin,Vance & Hurn,Stan & Harris,David, 2013. "Econometric Modelling with Time Series," Cambridge Books, Cambridge University Press, number 9780521139816, October.
  2. Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2011. "Transmission of Financial Crises and Contagion: A Latent Factor Approach," OUP Catalogue, Oxford University Press, number 9780199739837.
  3. John Creedy & Vance L. Martin (ed.), 1997. "Nonlinear Economic Models," Books, Edward Elgar Publishing, number 1314.
  4. John Creedy & Vance L. Martin (ed.), 1994. "Chaos and Non-Linear Models in Economics," Books, Edward Elgar Publishing, number 116.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. h-index
  4. Number of Registered Citing Authors
  5. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  6. Number of Journal Pages
  7. Number of Journal Pages, Weighted by Simple Impact Factor
  8. Number of Journal Pages, Weighted by Number of Authors
  9. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2002-08-10 2003-02-26 2011-10-22 2017-11-12 2018-02-05. Author is listed
  2. NEP-FIN: Finance (5) 2002-08-08 2003-02-24 2003-02-24 2003-06-04 2004-10-30. Author is listed
  3. NEP-FMK: Financial Markets (5) 2002-04-25 2002-04-25 2003-02-24 2003-02-24 2007-01-13. Author is listed
  4. NEP-IFN: International Finance (5) 2002-08-08 2004-04-18 2004-10-30 2004-10-30 2008-07-20. Author is listed
  5. NEP-ETS: Econometric Time Series (4) 2002-04-25 2002-08-08 2017-04-09 2017-11-12
  6. NEP-CBA: Central Banking (3) 2008-02-02 2008-07-20 2023-01-16
  7. NEP-URE: Urban and Real Estate Economics (3) 2008-02-02 2008-07-20 2014-04-18
  8. NEP-CIS: Confederation of Independent States (2) 2011-10-22 2011-10-22
  9. NEP-ENV: Environmental Economics (2) 2014-05-24 2019-04-01
  10. NEP-MAC: Macroeconomics (2) 2009-06-10 2024-08-19
  11. NEP-RMG: Risk Management (2) 2003-02-24 2003-02-24
  12. NEP-CFN: Corporate Finance (1) 2004-10-30
  13. NEP-EEC: European Economics (1) 2023-01-16
  14. NEP-MON: Monetary Economics (1) 2023-01-16
  15. NEP-PKE: Post Keynesian Economics (1) 2004-10-30

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