BEc, BEc Hons (UTas), PhD (ANU)
(Deceased), 2019-12-01

Mardi Dungey was 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 included applied time series, empirical finance and empirical macroeconomics. She was 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 2008-2019

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

Adjunct positions:

University of Cambridge 2008-2019

Australian National University 2008-2019

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.