Specialisation: Applied econometrics, Macroeconomics, Financial econometrics
Mardi Dungey is Professor of Economics and Finance at the University of Tasmania and a program co-director at the Centre for Applied Macroeconomics and Analysis at the Australian National University. She was formerly Deputy-Director at the Centre for Financial Analysis and Policy, University of Cambridge. Her research interests include applied time series, empirical finance and empirical macroeconomics. She is co-editor of the Economic Record and Associate Editor at the Journal of Applied Econometrics and Journal of Banking and Finance.
Expertise: applied time series, macroeconomic modelling, empirical finance, particular subjects are financial contagion and crises
University of Tasmania 2008-
Professor of Economics and Finance, Associate Dean of Research
Tasmanian School of Business and Economics, University of Tasmania
University of Cambridge 2004-2008
Senior Research Associate, Centre for Financial Analysis and Policy
University of Cambridge
Australian National University 2000-2004
Adjunct Professor, Centre for Applied Macroeconomic Analysis
Australian National University
Latrobe University 1998-2000
University of Cambridge 2008-
Australian National University 2008 –
Dungey, M., Osborn, D. (2014 TBC) ‘Modelling Large Open Economies with International Linkages: The US and Euro Area’, Journal of Applied Econometrics, Wiley.
Dungey,M., Jacobs, J., Tian, J., van Norden, S., (2014 TBC) ‘Trend in Cycle or Cycle in Trend? New Structural Identifications for Unobserved Component Models of US Real GDP’, Macroeconomic Dynamics.
Dungey, M., Hvozdyk, L. (2012) ‘Cojumping: Evidence from US Treasury Bond and Futures Markets’, Journal of Banking and Finance, 36 (5) pp1563-1575.
Claus, E., Dungey, M. (2012) ‘US Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure’, Journal of Money, Credit and Banking, 44 (7) pp1443-1453
Dungey,M., Fry, R., Gonzalez-Hermosillio, B., Martin, V. (2011) Transmission of Financial Crises and Contagion: A Latent Factor Approach, Oxford University Press, New York.
Dungey, M., Milunovich, G., Thorp, S. (2010) ‘Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH’, Journal of Banking and Finance, 34, 1008-1021.