Lance Fisher
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Formal Name: Lance Fisher Personal Title: Professor Position: Professor of Economics Organisational Unit: Department of Economics Qualifications: BA(Hons, Class1) Macquarie, MCom(Hons) UNSW, PhD (Minnesota) Telephone: (+61-2) 9850-8480 Fax: (+61-2) 9850-8324 Email: lfisher@efs.mq.edu.au Location: E4A 435 |
Profile
On completion of his PhD in 1988, Lance Fisher joined the School of Economics at the University of New South Wales (UNSW), Sydney, as a lecturer. He was with the School of Economics at UNSW for almost twenty years where he was promoted to senior lecturer and to Associate Professor. He was appointed Professor of Economics at Macquarie University in February, 2008. He has held several visiting appointments including at Virginia Tech, the Australian National University, the University of Melbourne and the Reserve Bank of Australia. His research has been in the area of macroeconometrics and, more recently, on evaluating theory based models of asset return predictability. He has been a co-chief investigator on three Australian Research Council Discovery Grants.
Research Areas
- Macroeconomics
- Applied Econometrics
- Financial Economics
Publications
Selected Publications
- Fisher, L.A., “Consumption, Wealth and Expected Stock Returns in Australia: Some Further Results” Applied Financial Economics Letters, 4, 13-18, 2008.
- Fisher L.A., Huh H-S, “Permanent-Transitory Decompositions under Weak Exogeneity” Econometric Theory, 23, 183-189, February 2007.
- Fisher L.A., Kingston G.H., “Joint Implications of Consumption and Tax Smoothing” Journal of Money, Credit and Banking, 37, 1101-1119, December 2005.
- Fisher L.A., Voss G.M., “Consumption, Wealth and Expected Stock Returns in Australia” Economic Record 80, 359-372, December 2004.
- Fisher L.A., Kingston G.H., “Theory of Tax Smoothing in the Small Open Economy” Economics Letters 85, 1-7, October 2004.
- Fisher L.A., Huh H-S, Tallman E., “Permanent Income and Transitory Variation in Investment and Output” Journal of Macroeconomics, 25, 149-168, 2003.
- Fisher L.A., Huh H-S, “Real Exchange Rates, Trade Balances and Nominal Shocks: Evidence for the G-7” Journal of International Money and Finance 21, 497-518, August 2002.
- Fisher L.A., Huh H-S, Summers P., “Structural Identification of Permanent Shocks in VEC Models: A Generalization” Journal of Macroeconomics 22, 53-68, Winter 2000.
- Fisher L.A., Huh H-S, “Weak Exogeneity and Long-run and Contemporaneous Identifying Restrictions in Vector-Error Correction Models” Economics Letters 63, 159-165, May 1999.
- Fisher L.A., “Sources of Exchange Rate and Price Level Fluctuations in Two Commodity Exporting Countries: Australia and New Zealand” Economic Record 72, 345-358, December 1996.
- Fisher, L.A., Otto G., Voss, G.M., “Australian Business Cycle Facts” Australian Economic Papers 35, 300-320, December 1996.
- Fisher, L.A., Huh H-S, “Sources of Fluctuations in Australian Imports” Applied Economics Letters 3, 563-566, September 1996.
- Fisher, L.A., Fackler P.L., Orden D., “Long-Run Identifying Restrictions for an Error-Correction Model of New Zealand Money, Prices and Output” Journal of International Money and Finance 14, 127-147, February 1995.
- Bewley R., Orden D., Yang M., Fisher, L.A., “Comparison of Box-Tiao and Johansen Canonical Estimators of Cointegrating Vectors in VEC(1) Models” Journal of Econometrics 64, 3-27, Sept/Oct 1994.
- Orden D., Fisher L.A., “Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia” Journal of Money, Credit and Banking 25, 273-292, May 1993.
- Fisher L.A., Richardson P.A., “Stochastic Trends in Consumption and the Term Structure of Interest Rates” Journal of Macroeconomics 14, 289-304, Spring 1992.
- Orden D., Fisher L.A., “Macroeconomic Policy and Agricultural Economics Research” American Journal of Agricultural Economics 73, 1348-1354, December 1991.
- Fisher L.A., Owen A.D., “An Economic Model of the U.S. Aluminium Market” Resources Policy 7, 150-160, September 1981