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Lim, G. C. (Guay C.)

Overview
Works: 120 works in 265 publications in 1 language and 2,386 library holdings
Roles: Author, Editor
Classifications: HB141, 330.015195
Publication Timeline
Key
Publications about G. C Lim
Publications by G. C Lim
Most widely held works by G. C Lim
Principles of econometrics by R. Carter Hill( Book )
31 editions published between 2008 and 2012 in English and Undetermined and held by 465 libraries worldwide
This text emphasises motivation, understanding, and implementation. By using an intuitive approach, readers are shown how economic data is used with economic and statistical models as a basis
Computational macroeconomics for the open economy by G. C Lim( Book )
8 editions published in 2008 in English and held by 316 libraries worldwide
Introduction to dynamic economic models by Brian S Ferguson( Book )
6 editions published in 1998 in English and held by 235 libraries worldwide
Focusing on economic analysis rather than mathematics (unlike other books in the field), this text offers an introduction to economic dynamics - how the economy adjusts over time
Using EViews : for Principles of econometrics, third edition by William E Griffiths( Book )
25 editions published between 1976 and 2012 in English and held by 203 libraries worldwide
Dynamic economic models in discrete time : theory and empirical applications by Brian S Ferguson( Book )
11 editions published between 2003 and 2016 in English and held by 178 libraries worldwide
Economic behaviour is inherently dynamic. While things change continuously over time, much of economic analysis is based on discrete time, such as a month, quarter or a year reflecting the periodic nature of data-collecting and decision-making. The book introduces and develops the techniques of discrete time modelling starting with first order difference equation models and building up to systems of different equations, along the way covering such topics as: Non-linear difference equation models Random walks and chaotic processes Optimisation in discrete time models This well-written and easy to follow book will be primarily of interest to upper level students carrying out economic modelling. The nature of the book - bridging a gap between economics and econometric literature - will mean that it is also of interest to all academics with an interest in econometrics and mathematical economics
Misalignment and managed exchange rates : an application to the Thai baht by G. C Lim( Book )
6 editions published in 2000 in English and held by 19 libraries worldwide
Misalignment - the deviation of the actual real exchange rate from its equilibrium value - has been a topic of research that has occupied exchange rate analysts for many years. While the desirability of a policy which keeps the exchange rate on its equilibrium path has broad consensus (especially when the costs,2 as evident in the recent Asian currency crisis, are considered) there remains a number of issues to be confronted. There is the conceptual issue of the definition of the equilibrium real exchange rate, the empirical issue of the estimation of the determinants of the rate and the policy issue of the evaluation of the misalignment
Asian crises : theory, evidence, warning-signals by Jerome L Stein( Book )
5 editions published in 2004 in English and held by 16 libraries worldwide
In July 1997, the economies of East Asia became embroiled in one of the worst financial crises of the postwar period. Yet, prior to the crisis, these economies were seen as models of economic growth experiencing sustained growth rates that exceeded those earlier thought unattainable. Why did the market not anticipate the crises? To this end, we review the Asian financial crisis from two related perspectives - whether the crisis was precipitated by a failure of the real exchange rate to be aligned with its fundamental determinants and/or whether the crisis was precipitated by a divergence of the foreign debt from its optimal path. The first perspective is based on a coherent theory of the equilibrium real exchange rate - the NATREX model - that shows how misalignments lead to currency crises. The second perspective is based on a model of optimal foreign debt ratio - derived from stochastic optimal control - which shows why divergences lead to debt crises. The important point here is that these models suggest important variables which may serve as warning signals to predict crises
The effect of shocks to labour market flows on unemployment and participation rates by Rob Dixon( file )
9 editions published in 2014 in English and held by 13 libraries worldwide
This paper presents an analysis of labour market dynamics, in particular of flows in the labour market and how they interact and affect the evolution of unemployment rates and participation rates, the two main indicators of labour market performance. Our analysis has two special features. First, apart from the two labour market states - employment and unemployment - we consider a third state - out of the labour force. Second, we study net rather than gross flows, where net refers to the balance of flows between any two labour market states. Distinguishing a third state is important because the labour market flows to and from that state are quantitatively important. Focussing on net flows simplifies the complexity of interactions between the flows and allows us to perform a dynamic analysis in a structural vector-autoregression framework. We find that a shock to the net flow from unemployment to employment drive the unemployment rate and the participation rate in opposite directions while a shock to the net flow from not in the labour force to unemployment drives the rates in the same direction
Manufactured exports and the 1985 devaluation : survey results by G. C Lim( Book )
2 editions published in 1986 in English and held by 9 libraries worldwide
Portfolio behaviour, asset market equilibrium, and the flow of funds by G. C Lim( Book )
2 editions published in 1988 in English and held by 9 libraries worldwide
The real exchange rate and the balance of trade in a small open economy : the case of Australia by G. C Lim( Book )
3 editions published in 1991 in English and held by 9 libraries worldwide
An aggregate social accounting matrix for the Australian economy : data sources and methods by G. C Lim( Book )
2 editions published in 1988 in English and held by 8 libraries worldwide
Parametric pricing of higher order moments in S & P500 options by G. C Lim( Book )
2 editions published in 2002 in English and held by 8 libraries worldwide
What drives worker flows? by Chew Lian Chua( Book )
2 editions published in 2007 in English and held by 8 libraries worldwide
Modelling financial flows by G. C Lim( Book )
2 editions published in 1988 in English and held by 8 libraries worldwide
Bank and official interest rates : how do they interact over time? by G. C Lim( Book )
3 editions published in 2010 in English and held by 6 libraries worldwide
"This paper implements a procedure to evaluate time-varying bank interest rate adjustments over a sample period which includes changes in industry structure, market and credit conditions and varying episodes of monetary policy. The model draws attention to the pivotal role of official rates and provides estimates of the equilibrium policy rate. The misalignment of actual official rates and their changing sensitivity to banking conditions is identified. Results are also provided for the variation in intermediation margins and pass-throughs as well as the interactions between lending and borrowing behaviour over the years, including behaviour before, during and after the global financial crisis. The case studies are the US and Australian banking systems."
Economic forces underlying urban decentralization trends : a structural model for density gradients applied to Korea by James R Follain( Book )
2 editions published in 1979 in English and held by 6 libraries worldwide
Regional beveridge curves : a latent variable approach by Robert Dixon( Book )
4 editions published in 2010 in English and held by 6 libraries worldwide
It is important to understand how labour markets in different regions are affected by 'common' or 'national' shocks including national macroeconomic, monetary and fiscal policies. This paper applies a new econometric approach - involving an unobserved components model - to identify the direction and timing of the shifts in regional Beveridge Curves. The method allows for the presence of common national factor(s) and region specific factor(s) in the determination of activity in labour markets including regional specific loadings on the common factor. The method is applied to Australian data. The results show that equilibrium unemployment rate vary by region and over time. In terms of implications for policies to reduce unemployment, these results suggest a key potential role for regional policies
Regional indexes of activity : combining the old with the new by Edda Claus( Book )
3 editions published in 2011 in English and held by 5 libraries worldwide
This paper proposes a framework to construct indexes of activity which links two strands of the index literature - the traditional business cycle analysis and the latent variable approach. To illustrate the method, we apply the framework to Australian regional data, namely to two resource-rich and two service-based states. The results reveal differences in the evolution and drivers of economic activity across the four states. We also demonstrate the value of the Index in a broader context by using a structural vector autoregression (SVAR) approach to analyse the effects of shocks from the US and from China. This Index-SVAR approach facilitates a richer analysis because the unique feature of the index method proposed here allows impulse responses to be traced back to the components
Discrete time dynamic economic models : theory and empirical applications by Brian S Ferguson( Book )
6 editions published between 2003 and 2014 in English and held by 1 library worldwide
This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, chaos theory and random walks are recognisable if not yet fully understood
 
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Alternative Names
Cheng Lim, Guay
Cheng Lim, Guay 1951-
Guay-Cheng Lim.
Lim, G.
Lim, G. 1951-
Lim, G.C.
Lim, G. C. 1951-
Lim, G. Cheng
Lim, Guay
Lim, Guay 1951-
Lim, Guay C.
Lim, Guay-Cheng.
Lim, Guay-Cheng 1951-
Languages
English (133)
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