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Lance Fisher Publications

 

Selected Publications

  1. Fisher, L.A., “Consumption, Wealth and Expected Stock Returns in Australia: Some Further Results” Applied Financial Economics Letters, 4, 13-18, 2008.
  2. Fisher L.A., Huh H-S, “Permanent-Transitory Decompositions under Weak Exogeneity” Econometric Theory, 23, 183-189, February 2007.
  3. Fisher L.A., Kingston G.H., “Joint Implications of Consumption and Tax Smoothing” Journal of Money, Credit and Banking, 37, 1101-1119, December 2005.
  4. Fisher L.A., Voss G.M., “Consumption, Wealth and Expected Stock Returns in Australia” Economic Record 80, 359-372, December 2004.
  5. Fisher L.A., Kingston G.H., “Theory of Tax Smoothing in the Small Open Economy” Economics Letters 85, 1-7, October 2004.
  6. Fisher L.A., Huh H-S, Tallman E., “Permanent Income and Transitory Variation in Investment and Output” Journal of Macroeconomics, 25, 149-168, 2003.
  7. Fisher L.A., Huh H-S, “Real Exchange Rates, Trade Balances and Nominal Shocks: Evidence for the G-7” Journal of International Money and Finance 21, 497-518, August  2002.
  8. Fisher L.A., Huh H-S, Summers P., “Structural Identification of Permanent Shocks in VEC Models: A Generalization” Journal of Macroeconomics 22, 53-68, Winter 2000.
  9. Fisher L.A., Huh H-S, “Weak Exogeneity and Long-run and Contemporaneous Identifying Restrictions in Vector-Error Correction Models” Economics Letters 63, 159-165, May 1999.
  10. Fisher L.A., “Sources of Exchange Rate and Price Level Fluctuations in Two Commodity Exporting Countries: Australia and New Zealand” Economic Record 72, 345-358, December 1996.
  11. Fisher, L.A., Otto G., Voss, G.M., “Australian Business Cycle Facts” Australian Economic Papers 35, 300-320, December 1996.
  12. Fisher, L.A., Huh H-S, “Sources of Fluctuations in Australian Imports” Applied Economics Letters 3, 563-566, September 1996.
  13. Fisher, L.A., Fackler P.L., Orden D., “Long-Run Identifying Restrictions for an Error-Correction Model of New Zealand Money, Prices and Output” Journal of International Money and Finance 14, 127-147, February 1995.
  14. Bewley R., Orden D., Yang M., Fisher, L.A., “Comparison of Box-Tiao and Johansen Canonical Estimators of Cointegrating Vectors in VEC(1) Models” Journal of Econometrics 64, 3-27, Sept/Oct 1994.
  15. Orden D., Fisher L.A., “Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia” Journal of Money, Credit and Banking 25, 273-292, May 1993.
  16. Fisher L.A., Richardson P.A., “Stochastic Trends in Consumption and the Term Structure of Interest Rates” Journal of Macroeconomics 14, 289-304, Spring 1992.
  17. Orden D., Fisher L.A., “Macroeconomic Policy and Agricultural Economics Research” American Journal of Agricultural Economics 73, 1348-1354, December 1991.
  18. Fisher L.A., Owen A.D., “An Economic Model of the U.S. Aluminium Market” Resources Policy 7, 150-160, September 1981