• 230 Citations
  • 8 h-Index
1984 …2020
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Fingerprint Dive into the research topics where Jeffrey Sheen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Monetary policy Business & Economics
Unemployment Business & Economics
Inflation Business & Economics
Exchange rates Business & Economics
Labour market Business & Economics
Bank reserves Business & Economics
News Business & Economics
Central bank Business & Economics

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Projects 2012 2020

Uncertainty and Monetary Policy

Sheen, J., Wang, Z., Xu, D., Ying, S., Tillmann, P., Finck, D. & Hafemann, L.

2/01/1931/12/20

Project: Other

Measuring Commodity Market Uncertainty

Wang, Z., Sheen, J. & Lahiri, K.

1/01/1931/12/20

Project: Other

Risk Management with Real-Time Financial and Business Conditions Indicators

Sheen, J., Trueck, S., Haerdle, W., MQRES 3 (International), M. 3. & PhD Contribution (ARC), P. C. (.

1/01/1230/06/15

Project: Research

Research Outputs 1984 2019

Does monetary policy respond to uncertainty? Evidence from Australia

Ponomareva, N., Sheen, J. & Wang, B. Z., 1 Sep 2019, In : Australian Economic Review. 52, 3, p. 336-343 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Uncertainty
Monetary policy
Cash
Bank reserves

Forecasting exchange rates using principal components

Ponomareva, N., Sheen, J. & Wang, B. Z., Nov 2019, In : Journal of International Financial Markets, Institutions and Money. 63, p. 1-12 12 p., 101131.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate forecasting
Exchange rates
Principal components
Bilateral
Currency

The common component of bilateral US exchange rates: to what is it related?

Ponomareva, N., Sheen, J. & Wang, B. Z., Apr 2019, In : Empirical Economics. 56, 4, p. 1251-1268 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate
financial market
dollar
macroeconomics
commodity

A note on the impact of news on US household inflation expectations

Wang, B. Z., Sheen, J., Trück, S., Chao, S. K. & Härdle, W. K., 14 Nov 2018, In : Macroeconomic Dynamics.

Research output: Contribution to journalArticleResearchpeer-review

Inflation expectations
Monetary policy
News
Household
Inflation

Interventions in the Yen-Dollar spot market: A story of price, volatility and volume

Kim, S. J. & Sheen, J., Jan 2018, Information spillovers and market integration in international finance: empirical analyses. Kim, S-J. (ed.). Singapore: World Scientific Publishing, p. 73-106 34 p. (World scientific studies in international economics; vol. 64).

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Price volatility
Spot market
Bank of Japan
Monetary policy
Exchange rates