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Assoc. Prof. Ólan Henry

BA (Hons) Economics (Dublin), MA, PhD Economics (Reading)

Email: oth@unimelb.edu.au

 

Biography

Ólan Henry joined the University of Melbourne as a lecturer in the Department of Economics in July 1995. Ólan is now an Associate Professor in the Department. His research interests are in Empirical Macro and Financial Economics. He has published papers on various topics in macroeconomics including fiscal policy, interest rates, inflation, growth, business cycles and the transmission of macroeconomic uncertainty. In financial economics his published work discusses modelling uncertainty in asset markets, dynamic hedging, short selling, FX risk and exchange rate dynamics, and the term structure of interest rates. Ólan has held visiting fellowships at the Institute of Monetary Research at the Hong Kong Monetary Authority, the Deutsche Bundesbank and the ISMA Centre at the University of Reading.

Ólan's curriculum vitae may be accessed here.

Ólan's personal page may be accessed here.

Research Interests

  • Modelling and Forecasting Asset Market Volatility
  • Pricing and Hedging Risk including Empirical VaR Models
  • Non-Linear Time Series Modelling
  • The Term Structure of Interest Rates
  • Exchange Rate Dynamics
  • Empirical Macroeconomics
  • Business Cycle Modelling
  • Inflation

Publications

Working Papers

Teaching/Co-ordinating Responsibilities

SEMESTER 1

  • 316-101 Introductory Macroeconomics

SEMESTER 2

  • 316-201 Intermediate Macroeconomics

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