Denny Lie

Email

denny.lie@sydney.edu.au

Phone

+61 2 9036 9104

Address

Room 344
H04 - Merewether
The University of Sydney
NSW 2006 Australia

BA (Hons) Wesleyan.; MA Boston University; PhD Boston University
Lecturer
Email:
Room 344
H04 Merewether Building
The University of Sydney
NSW 2006 Australia

Phone: +61 2 9036 9104
Fax: +61 2 9351 4341
Website: http://www.dennylie-buecon.com/

Research Expertise

  • Monetary Economics
  • Macroeconomics
  • Monetary Policy and Business Cycles
  • International Finance

Working Papers


“State-Dependent Pricing and Optimal Monetary Policy” Federal Reserve Bank of Boston working paper 09-22, December 2009

“Closed-Form Estimates of the New Keynesian Phillips Curve with Time-Varying Trend Inflation” (with Michelle Barnes, Fabià Gumbau-Brisa, and Giovanni Olivei) Federal Reserve Bank of Boston working paper 09-15, December 2009

“Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve” (with Michelle Barnes, Fabià Gumbau-Brisa, and Giovanni Olivei) Federal Reserve Bank of Boston working paper, May 2011 (forthcoming)

Conference Papers

2011

Lie, D., “State-Dependent Pricing and Optimal Monetary Policy,” 2011 Asian Meeting of the Econometric Society, Seoul, South Korea, August 11-13, 2011

Barnes, M., Gumbau-Brisa, F., Lie, D., and Olivei, G., “Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve,” 16th Australasian Macroeconomic Workshop”, Hobart, Tasmania, Australia, April 28-29, 2011

Barnes, M., Gumbau-Brisa, F., Lie, D., and Olivei, G., “Estimation of Forward-Looking Relationships in Closed Form: An Application to the New Keynesian Phillips Curve,” 2011 North American Summer Meeting of the Econometric Society, St. Louis, MO, United States, June 9-12, 2011

2008

Johnston, M., King, R., and Lie, D., “Recursive Optimal Policy Design: Second-Order Approximation Decision Rules and Welfare,” Workshop on Optimal Monetary Policy, Norges Bank, Norway, November 21-22, 2008

Johnston, M., King, R., and Lie, D., “Recursive Optimal Policy Design: Second-Order Approximation Decision Rules and Welfare,” The 4th Dynare Conference, Boston, MA, United States, September 4-5, 2008

Johnston, M., King, R., and Lie, D., “Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models,” The 4th Dynare Conference, Boston, MA, United States, September 4-5, 2008

Denny's personal research website