BEc(Hons), PhD (ANU)

Professor and Deputy Head

Career Summary

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.

Research Interests

My research interests concern measuring the effects international shocks on small open economies. In this stream I have research interests in the transmission of financial crises and contagion across asset types and geographical borders, in the financial market microstructure and in the construction of models of small open economies. My work is almost entirely empirical.

Teaching

• Macroeconomics


• Financial Econometrics


• International Finance

Units

• BEA320 - Macroeconomic Theory and Policy
  
• BEA321 - Banking and Financial Institutions
  

Selected Publications:

• Mardi Dungey, Edda Claus and Renee Fry, 2008, 'Monetary Policy in Illiquid Markets: Options for a Small Open Economy ', Open Economies Review, 19 (3), pgs. 305-336
• Mardi Dungey, Luba Fakhrutinova and Charles Goodhart, 2008, 'After Hours Trading in the Electronic Futures Markets', Journal of Futures Markets, 28(8), pgs. 1-23
• Mardi Dungey and Vance L. Martin, 2007, 'Unravelling Financial Market Linkages During Crises', Journal of Applied Econometrics, 22(1), pgs. 89-119
• Mardi Dungey and D. Tambakis (eds), 2005, 'Identifying International Financial Contagion: Progress and Challenges', Identifying International Financial Contagion: Progress and Challenges, Oxford University Press, New York
• Mardi Dungey, Renee Fry, Brenda Gonzalez-Hermosillo and Vance L. Martin, 2005, 'Empirical Modelling of Contagion: A Review of Methodologies', Quantitative Finance, 5(1), pgs. 9-24
• Mardi Dungey and Adrian Pagan, 2000, 'A Structural VAR model of the Australian Economy, ', Economic Record, 76, pgs. 321-342
• Mardi Dungey, Vance L. Martin and Adrian Pagan, 2000, 'A Multivariate Latent Factor Decomposition of International Bond Yield Spreads', Journal of Applied Econometrics, 15, pgs. 697-715