Renée Fry-McKibbin

Professor Renée Fry-McKibbin is the Director of the Centre for Applied Macroeconomic Analysis (CAMA) at Crawford School of Public Policy at The Australian National University.

She is the Co-Director of the Finance and Macroeconomy Program and the Commodities and the Macroeconomy within CAMA, a fellow of the Research School of Asia and the Pacific (RSAP). in the College of Asia and the Pacific at the ANU, a research associate of the Research Project in Forecasting at George Washington University, a research associate of the National Centre for Econometric Research (NCER) and a research associate of the Norwegian Centre for Macroeconomic and Petroleum Analysis (CAMP). She was formerly a research associate of the Cambridge Finance and Policy (CFAP) at the University of Cambridge from 2008-2012. In 2012 she was appointed to the advisory board of the Australian Defence College (ADC) which oversees the educational activities of the defence force including the Australian Defence Force Academy (ADFA) and higher level officer training. She is an associate editor for the Journal of Banking and Finance. She has been a visiting scholar or consultant to the European Central Bank, the Federal Reserve Bank of Atlanta, the International Monetary Fund, the Bank of England, the Department of Prime Minister and Cabinet, the Federal Treasury, AUSAID the New Zealand Treasury and the Reserve Bank of New Zealand. She completed her PhD in Economics at the University of Melbourne in 2002.

Renée has published widely in the area of econometrics, mainly focusing on developing statistical frameworks or tests to model the transmission of financial market crises, and to improve macroeconomic modeling using structural vector auto-regression models. In this area she has worked extensively on developing the sign restrictions literature, and has also developed new techniques to examine the effects of fiscal policy shocks on the macroeconomy and particularly their interaction with monetary policy responses and other key variables. She also examines methods to parsimoniously model cross border financial market and macroeconomic linkages. Her key publications can be found in the Journal of Business and Economic Statistics and the Journal of Economic Literature.