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Mardi has authored more than 50 peer-reviewed publications, including in the Journal of Banking and Finance, Journal of Applied Econometrics and Journal of Money, Credit and Banking and held 10 Australian Research Funded competitive grants.
She was elected as a Fellow of the Academy of Social Sciences in Australia in 2013.
Economic modeling reveals the interconnectedness of extremely diverse subjects'It’s about looking at big data and finding where things are a bit odd,' says Professor Mardi Dungey from the Tasmanian School of Business & Economics.
As one of the world’s leading experts in tracking how unexpected ‘shocks’ in local economies go global, Professor Dungey knows all too well how incomplete or misleading data can not only prevent the average investor from seeing the whole picture – it can create major problems for the analysts who are trying to forecast the next big financial crisis.
Her work features novel solutions to detecting and measuring the effects of financial market shocks transmitted across the globe and the risks inherent in the financial sector for the rest of the economy.
She is interested in monetary policy, banking regulation, open economy macroeconomics, financial contagion, household finance with an emphasis on mortgage markets, and economic and financial history.
Mardi's research aligns with the University's research theme of Data, Knowledge and Decisions.
Her interests in economics and finance is firmly in finding solutions to big problems which face society; such as growth, stable financial systems and a better understanding of the global economy in which we live.
She is responsible for developments in modelling frameworks for open economies and for applications to Australian and other economies.
She works in applied empirical economics and finance with a particular emphasis on the interaction between financial markets and the economy.
Her work features novel solutions to measuring the effects of financial market shocks during crises transmitting across the globe via contagion, and the risks inherent in the financial sector for the rest of the economy.
If the Global Financial Crisis (GFC) of 20 taught us anything, understanding the transmission of financial crises from one country to the next – a phenomenon known as contagion – is the key to mitigating the risks.
And that involves unravelling the incredibly complex global networks hidden within the data.“I'm interested in how the fragility of those networks affects how we design our markets,” says Professor Dungey.“For example, if we design them so our banks are large and interconnected, is that a good or a bad thing?