Professor Mardi Dungey
Professor of Economics and Finance at University of Tasmania, Senior Research Associate at University of Cambridge
Mardi Dungey is Professor of Economics and Finance at the University of Tasmania, a Senior Research Associate at the Centre for Financial Analysis and Policy at the University of Cambridge and Adjunct Professor at the Centre for Applied Macroeconomic Policy at the Australian National University. Mardi’s research interests combine the empirical sides of finance and economics, particularly in her interests in the effects of financial crises on open economies and policy assessment. She is responsible for developments in modelling frameworks for open economies and for applications to Australian and other economies. Mardi is an expert in contagion effects during financial crises and has a recent book on modelling contagion published by OUP.
Mardi moved to the University of Tasmania in October 2008, from a position as the Deputy Director of the Centre for Financial Analysis and Policy at the University of Cambridge where she had been since early 2005. Prior to that she has held academic positions at the Australian National University and La Trobe University. She has also worked at Econtech Consulting Group and the Reserve Bank of Australia, and held visiting positions at the IMF, University of Cambridge, Princeton University, the Federal Reserve Bank of Atlanta and Australian and New Zealand Treasuries. She speaks regularly to international forums on her research and holds a number of competitive grants. She holds a PhD in Economics from the Australian National University and her undergraduate honours degree from the University of Tasmania.
Mardi is currently a co-editor of the Economic Record and an Associate Editor of the Journal of Applied Econometrics and the Journal of Asian Economics.
Associate Dean Research
Currently not teaching
- Financial Econometrics
- International Finance
- A Structural VAR model of the Australian Economy, Mardi Dungey and Adrian Pagan 2000 * Economic Record 76 321-342
- A Multivariate Latent Factor Decomposition of International Bond Yield Spreads Mardi Dungey, Vance L. Martin and Adrian Pagan 2000 * Journal of Applied Econometrics 15 697-715
- Empirical Modelling of Contagion: A Review of Methodologies Mardi Dungey, Renee Fry, Brenda Gonzalez-Hermosillo and Vance L. Martin 2005 * Quantitative Finance 5(1) 9-24
- Identifying International Financial Contagion: Progress and Challenges Mardi Dungey and D. Tambakis (eds) 2005 * Identifying International Financial Contagion: Progress and Challenges Oxford University Press, New York
- Contagion in International Bond Markets During the Russian and LTCM Crises Mardi Dungey, Renee Fry, Brenda Gonzalez-Hermosillo and Vance L. Martin 2006 * Journal of Financial Stability 2(1) 1-27
- Unravelling Financial Market Linkages During Crises Mardi Dungey and Vance L. Martin 2007 * Journal of Applied Econometrics 22(1) 89-119
- Monetary Policy in Illiquid Markets: Options for a Small Open Economy Mardi Dungey, Edda Claus and Renee Fry 2008 * Open Economies Review 19 (3) 305-336
- After Hours Trading in the Electronic Futures Markets Mardi Dungey, Luba Fakhrutinova and Charles Goodhart 2008 * Journal of Futures Markets 28(8) 1-23
I teach and research empirical macroeconomics and finance with a particular interest in small open economies. I have held positions at La Trobe University, ANU and the University of Cambridge as well as the Reserve Bank of Australia. I am currently a Research Associate of the Centre for Financial Analysis and Policy at the University of Cambridge and the Centre for Applied Macroeconomic Analysis at ANU.