Concepedia

Renée Fry-McKibbin

RF

Statistics

Publications

39

Citations

1.9K

H-Index

24

Active since

2002

Affiliations

Australian National University(Current)

The University of Melbourne

University of Cambridge

International Monetary Fund

Massachusetts Institute of Technology

Renée Fry-McKibbin is an author at Australian National University specializing in economics, financial economics, and finance.

Publications per year

2002–2023

39

Publications

39

A New Class of Tests of Contagion With Applications

Renée Fry-McKibbin, Vance L. Martin, Chrismin Tang · Journal of Business and Economic Statistics · 2010 · 195 citations

Business, Economics, Real Estate +17

Contagion in international bond markets during the Russian and the LTCM crises

Mardi Dungey, Renée Fry-McKibbin, Brenda González‐Hermosillo et al. · Journal of Financial Stability · 2006 · 144 citations · Full text

Business, Economics, Finance +14

The identification of fiscal and monetary policy in a structural VAR

Mardi Dungey, Renée Fry-McKibbin · Economic Modelling · 2009 · 141 citations

Social Sciences, Economics, Public Finance +13

Some Issues in Using Sign Restrictions for Identifying Structural VARs

Renée Fry-McKibbin, Adrian Pagan · RePEc: Research Papers in Economics · 2007 · 133 citations

Social Sciences, Finance, Structural Analysis +2

Commodity currencies and currency commodities

Kenneth W. Clements, Renée Fry-McKibbin · Resources Policy · 2008 · 110 citations

Agriculture, Economics, Commodity Markets +13

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