University of Tasmania, Australia

UTAS Home | UTAS Staff | UTAS Contacts

Discussion Papers Archive

UTAS Home › Faculty of Business › School of Economics and Finance › Research › Discussion Papers  › Discussion Papers Archive

The School of Economics and Finance has an extensive list of discussion papers. All papers are in PDF format. You will need Acrobat Reader to be able to view them. You can download a free copy of Acrobat Reader from the Adobe's homepage.

Select the year to view the Discussion Paper Series.

2013

Paper No Title Author(s)
2013-01 Why crude oil prices are high when global activity is weak? PDF 478.4 KB Ronald Ratti and Joaquin Vespignani
2013-02 The impact of jumps and thin trading on realized hedge ratios? PDF 244.4 KB Mardi Dungey, Olan T. Henry, Lyudmyla Hvozdyk
2013-03 International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China PDF 338.4 KB Joaquin Vespignani and Ronald Ratti

2012

Paper No Title Author(s)
2012-01 On the correspondence between data revision and trend-cycle decomposition PDF 273.8 KB Mardi Dungey, Jan Jacobs, and Jing Tian
2012-02 Testing for Partial Exogeneity with Weak Identification PDF 508.3 KB Firmin Doko Tchatoka
2012-03 Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH PDF 4MB Mardi Dungey, George Milunovich, Susan Thorp and Minxian Yang
2012-04 On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments PDF 154.8 KB Firmin Doko Tchatoka
2012-05 Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011 PDF 687.5 KB Ronald Ratti and Joaquin Vespignani
2012-06 Specification Tests with Weak and Invalid Instruments PDF 293.5 KB Firmin Doko Tchatoka
2012-07 Identification-robust inference for endogeneity parameters in linear structural models PDF 290.7 KB Firmin Doko Tchatoka and Jean-Marie Dufour
2012-08 Ranking Systemically Important Financial Institutions PDF 889.6 KB Mardi Dungey, Matteo Luciani and David Veredas
2012-09 Exchange Rate Risk Exposure and the Value of European FirmsPDF 916.2 KB Fabio Parlapiano and Vitali Alexeev
2012-11 Crude Oil Prices and Liquidity, the BRIC and G3 countriesPDF 835.7 KB Ronald Ratti and Joaquin Vespignani
2012-12 The Industrial Impact of Monetary Shocks during the Inflation Targeting Era in AustraliaPDF 432 KB Joaquin Vespignani

2011

2010

Paper No Title Author(s)
2010-01 Economic Assessment of the Gunns Pulp Mill 2004-2008 (PDF 113.1KB) Graeme Wells
2010-02 From Trade-to-Trade in US Treasuries (PDF 524.3KB) Mardi Dungey, Olan Henry and Michael McKenzie
2010-03 Detecting Contagion with Correlation: Volatility and Timing Matter (PDF 175.5KB) Mardi Dungey and Abdullah Yalama
2010-04 Non-Linear Pricing with Homogeneous Customers and Limited Unbundling (PDF 212.9KB) Hugh Sibly
2010-05 Assessing the Impact of Worker Compensation Premiums on Employment in Tasmania (PDF 219.7KB) Paul Blacklow
2010-06 Cojumping: Evidence from the US Treasury Bond and Futures Markets (PDF 253.9KB) Mardi Dungey and Lyudmyla Hvozdyk
2010-07 Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market (PDF 190.0KB) Mardi Dungey, Nagaratnam Jeyasreedharan and Tuo Li
2010-08 Decomposing the Price Effects on the Cost of Living for Australian Households (PDF 245.3KB) Paul Blacklow
2010-09 Menus of Linear Contracts in Procurement with Type-Dependent Reservation Utility (PDF 604.7KB) Shane B. Evans
2010-10 Franchise Contracts with Ex Post Limited Liability (PDF 412.8KB) Shane B. Evans
2010-11 Innovation Contracts with Leakage Through Licensing (PDF 360.7KB) Shane B. Evans
2010-12 Financial Crises in Asia: Concordance by Asset Market or Country? (PDF 311.7KB) Mardi Dungey, Jan P.A.M. Jacobs and Lestano

2008

Paper No Title Author(s)
2008-01 Calorie Intake in Female-Headed and Male-Headed Households in Vietnam (PDF kb) Elkana Ngwenya
2008-02
Determinants of Calorie Intake in Widowhood in Vietnam (PDF 105.2KB) Elkana Ngwenya
2008-03 Quality Versus Quantity in Vertically Differentiated Products Under Non-Linear Pricing (PDF 246.7KB) Hugh Sibly
2008-04 A Taxonomy of Monopolistic Pricing (PDF 350.1KB) Ann Marsden and Hugh Sibly
2008-05 Vertical Product Differentiation with Linear Pricing (PDF 250.1KB) Hugh Sibly
2008-06 Software for Teaching Aggregate Demand and Supply Models (Excel 163.0KB) Graeme Wells
2008-07 Demographic Demand Systems with Application to Equivalence Scales Estimation and Inequality Analysis: The Australian Evidence (PDF 458.5KB) Paul Blacklow, Aaron Nicholas and Ranjan Ray
2008-08 Yet Another Autoregressive Duration Model: The ACDD Model (PDF 1.4MB) Nagaratnam Jeyasreedharan, David E Allen and Joey Wenling Yang
2008-09 Substitution Between Public and Private Consumption in Australian States (PDF 121.3KB) Anna Brown and Graeme Wells

2007

Paper No Title Author(s)
2007-01 Dietary Changes, Calorie Intake and Undernourishment: A Comparative Study of India and Vietnam (PDF 150.5KB) Ranjan Ray
2007-02 A Re-examination of the Real Interest Parity Condition Using Threshold Cointegration (PDF 58.9KB) Arusha Cooray
2007-03 Teaching Aggregate Demand and Supply Models (PDF 169.9KB) Graeme Wells
2007-04 Markets, Institutions and Sustainability (PDF 132.7KB) Ella Reeks
2007-05 Bringing Competition to Urban Water Supply (PDF 109.0KB) Hugh Sibly and Richard Tooth
2007-06 Changes in Indonesian Food Consumption Patterns and their Nutritional Implications (PDF 125.2KB) Elkana Ngwenya and Ranjan Ray
2007-07 The Term Spread and GDP Growth in Australia (PDF 219.4KB) Jacob Poke and Graeme Wells
2007-08 Moving Towards the USDA Food Guide Pyramid Food: Evidence from Household Food Group Choice in Vietnam (PDF 205.5KB) Elkana Ngwenya
2007-09 The Determinants of the Quantity-Quality Balance in Monopoly (PDF 149.5KB) Hugh Sibly
2007-10 Rationing Recreational Access to Wilderness and other Natural Areas (PDF 175.0KB) Hugh Sibly
2007-11 Yet Another Trading Simulation: The Nonimmediacy Model (PDF 419.9KB) Nagaratnam Jeyasreedharan

2006

Paper No Title Author(s)
2006-01 Estimates of Technology and Convergence: Simulation Results (PDF 184.3KB) Graeme Wells and Thanasis Stengos
2006-02 Dietary Pattern, Calorie Intake and Undernourishment: The Vietnamese Experience (PDF 108.6KB) Vinod Mishra and Ranjan Ray
2006-03 Early Retirement Biases in the Funding of Australian Retirement (PDF 135.5KB) Bruce Felmingham, Yong Hong Yan, Natalie Jackson and Maggie Walter
2006-04 The Cyclical and Trend Behaviour of Australian Investment and Savings (PDF 120.0KB) Bruce Felmingham and Arusha Cooray
2006-05 Education and Child Labour: A Global Perspective (PDF 82.3KB) Ranjan Ray
2006-06 A Regular Demand System with Commodity-Specific Demographic Effects (PDF 115.8KB) Paul Blacklow, Russell Cooper, Roger Ham and Keith McLaren
2006-07 Fertility Choices of Australian Couples (PDF 303.0KB) Paul Blacklow
2006-08 Is there Gender Bias in the Household's Time Allocation in a Developing Country? The Indian Experience (PDF 215.8KB) Pushkar Maitra and Ranjan Ray
2006-09 Examining Quality Distortion (PDF 137.5KB) Hugh Sibly
2006-10 The Day-of-the-Week (DOW) Efficiency of the S&P/ASX20 Index and it's Component Stocks (PDF 412.7KB) Nagaratnam Jeyasreedharan
2006-11 Convergence to the Law of One Price: Evidence from Cross-Listed Chinese Stocks (PDF 132.8KB) Yong Hong Yan, Graeme Wells and Bruce Felmingham

2005

Paper No Title Author(s)
2005-01 Investment and Savings Cycles and Tests for Capital Market Integration (PDF 62.9KB) Arusha Cooray and Bruce Felmingham
2005-02 The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region (PDF 195.8KB) Arusha Cooray and Guneratne Wickremasinghe
2005-03 Error-Correction Relationships Between High, Low and Consensus Prices (PDF 637.3KB) Nagaratnam Jeyasreedharan

2005-04 Tests for RIP Among the G7 When Structural Breaks are Accommodated (PDF 142.1KB) Bruce Felmingham and Arusha Cooray
2005-05 Alternative Approaches to Measuring Temporal Changes in Poverty with Application to India (PDF 199.1KB) Dipankor Coondoo, Amita Majumder, Geoffrey Lancaster andRanjan Ray

2005-06 Intertemporal Household Demographic Models for Cross Sectional Data (PDF 183.8KB) Paul Blacklow

2005-07 Some Recent Evidences about the Global Integration of Chinese Share Markets (PDF 820.2KB) Yong Hong Yan and Bruce Felmingham

2005-08 Managerial Objectives and Use Limits on Resource-Based Recreations (PDF 130.1KB) Hugh Sibly

2005-09 The Feldstein-Horioka Model Re-Visited for African Countries (PDF 163.5KB) Arusha Cooray and Dipendra Sinha

2005-10 Analysis of Changes in Food Consumption and their Implications for Food Security and Undernourishment: The Indian Experience in the 1900s (PDF 123.6KB) Ranjan Ray

2005-11 An Extended Feldstein-Horioka Test for the Degree of Capital Mobility (PDF 158.0KB) Alexis Wadlsey, Bruce Felmingham and Arusha Cooray

2005-12 Extreme-Valued Distributional Relationships in Asset Prices (PDf 2.0MB) Nagaratnam Jeyasreedharan

2004

Paper No Title Author(s)
2004-01 Parametric and Non Parametric Tests for RIP Among the G7 Nations (PDF 110.6KB) Bruce Felmingham and Arusha Cooray
2004-02 Population Neutralism: A Test for Australia and its Regions (PDF 88.1KB) Bruce Felmingham, Natalie Jackson and Kate Weidmann
2004-03 Child Labour in Asia: A Survey of the Principal Empirical Evidence in Selected Asian Countries with a Focus on Policy (PDF 131.7KB) Ranjan Ray
2004-04 Endogenous Intra Household Balance of Power and its Impact on Expenditure Patters: Evidence from India (PDF 201.6KB) Geoffrey Lancaster, Pushkar Maitra and Ranjan Ray
2004-05 Gender Bias in Nutrient Intake: Evidence from Selected Indian States (PDF 220.1KB) Geoffrey Lancaster, Pushkar Maitra and Ranjan Ray
2004-06 A Vector Error Correction Model (VECM) of Stockmarket Returns (PDF 435.0KB) Nagaratnam J Sreedharan
2004-07 Ramsey Prices and Qualities (PDF 126.0KB) Hugh Sibly
2004-08 First and Second Order Instability of the Shanghai and Shenzhen Share Price Indices (PDF 182.2KB) Yan, Yong Hong
2004-09 On Setting the Poverty Line Based on Estimated Nutrient Prices With Application to the Socially Disadvantaged Groups in India During the Reforms Period (PDF 190.6KB) Ranjan Ray and Geoffrey Lancaster
2004-10 Derivation of Nutrient Prices from Household Level Food Expenditure Data: Methodology and Applications (PDf 192.1KB) Dipankor Coondoo, Amita Majumder, Geoffrey Lancaster and Ranjan Ray

2003

Paper No Title Author(s)
2003-01 On a New Test of the Collective Household Model: Evidence from Australia (PDF 265.1KB) Pushkar Maitra and Ranjan Ray
2003-02 Parity Conditions and the Efficiency of the Australian 90 and 180 Day Forward Markets (PDF 269.6KB) Bruce Felmingham and SuSan Leong
2003-03 The Demographic Gift in Australia (PDF 253.8KB) Natalie Jackson and Bruce Felmingham
2003-04 Does Child Labour Affect School Attendance and School Performance? Multi Country Evidence on SIMPOC Data (PDF 468.7KB) Ranjan Ray and Geoffrey Lancaster
2003-05 The Random Walk Behaviour of Stock Prices: A Comparative Study (PDF 207.3KB) Arusha Cooray
2003-06 Population Change and Australian Living Standards (PDF 172.3KB) Bruce Felmingham and Natalie Jackson
2003-07 Quality, Market Structure and Externalities (PDF 261.1KB) Hugh Sibly
2003-08 Quality, Monopoly and Efficiency: Some Refinements (PDF 229.8KB) Hugh Sibly

2002

Paper No Title Author(s)
2002-01 The Impact of Price Movements on Real Welfare through the PS-QAIDS Cost of Living Index for Australia and Canada (PDF 60.6KB) Paul Blacklow
2002-02 The Simple Macroeconomics of a Monopolised Laobur Market (PDF 78.9KB) William Coleman
2002-03 How Have the Disadvantaged Fared in India? An Analysis of Poverty and Inequality in the 1990s (PDF 66.4KB) JV Meenakshi and Ranjan Ray
2002-04 Globalisation: A Theory of the Controversy (PDF 73.6KB) William Coleman
2002-05 Intertemporal Equivalence Scales: Measuring the Life-Cycle Costs of Children (PDF 56.2KB) Paul Blacklow
2002-06 Innovation and Investment in Capitalist Economies 1870-2000: Kaleckian Dynamics and Evolutionary Life Cycles (PDF 400.3KB) Jerry Courvisanos
2002-07 An Analysis of Input-Output Interindustry Linkages in the PRC Economy (PDF 143.8KB) Quing Zhang and Bruce Felmingham
2002-08 The Technical Efficiency of Australian Irrigation Schemes (PDF 198.8KB) Liu Gang and Bruce Felmingham
2002-09 Loss Aversion, Price and Quality (PDF 213.2KB) Hugh Sibly
2002-10 Expenditure and Income Inequality in Australia 1975-76 to 1998-99 (PDF 338.2KB) Paul Blacklow
2002-11 Intra Household Resource Allocation, Consumer Preferences and Commodity Tax Reforms: The Australian Evidence (PDF 207.8KB) Paul Blacklow and Ranjan Ray

2001

Paper No Title Author(s)
2001-01 Optimal Commodity Taxes in Australia and their Sensitivity to Consumer Preference and Demographic Specificaiton (PDF 81.1KB) Paul Blacklow and Ranjan Ray
2001-02 Tests of Income Pooling on Household Budget Data: The Australian Evidence (PDF 98.3KB) Geoffrey Lancaster and Ranjan Ray
2001-03 Neighborhood Effects, Preference Heterogeneity and Immigrant Educational Attainment (PDF 72.2KB) Buly A Cardak and James Ted McDonald
2001-04 Simultaneous Analysis of Child Labour and Child Schooling: Comparative Evidence from Nepal and Pakistan (PDF 60.0KB) Ranjan Ray
2001-05 The Impact of Resource Inflows on Child Health: Evidence from South Africa (PDF 77.4KB) Pushkar Maitra and Ranjan Ray
2001-06 Traverse Analysis: Progenitors and Pioneers (PDF 63.3KB) Colin Richardson
2001-07 Profitability Gap Tehories of Investment (PDF 76.6KB) Colin Richardson
2001-08 Michal Kalecki as a Behavioural Economist: Implications for Modern Evolutionary Economic Analysis (PDF 65.4KB) Jerry Courvisanos
2001-09 On a Method of Calculating Regional Price Differentials with Illustrative Evidence from India (PDF 197.9KB) D Coondoo, A Majumder and R Ray
2001-10 The Interdependence of Share Markets in the Developed Economies of East Asia (PDF 184.6KB) Su Chan Leong and Bruce Felmingham
2001-11 The Range of Equilibria, Inflation Targeting and the Non-inflationary Expansion. (PDF 80.6KB) IM McDonald and H Sibly
2001-12 Running Economics Down: Perceptions and Reality in the Presentation of Economists in the Media (PDF 52.4KB) William Coleman

2000

Paper No Title Author(s)
2000-01 International Poverty Comparisons on Unit Record Data of Developing and Developed Countries (PDF 81.6KB) Geoffrey Lancaster and Ranjan Ray
2000-02 Ecotourism in Costa Rica: An Economic Framework of Analysis (PDF 62.0KB) Jerry Courvisanos and Ameeta Jain
2000-03 Post-School Experience and its Impact on Youth Unemployment: An Australian Perspective (PDF 52.1KB) Geoffrey V Crockett
2000-04 Can We Explain Australian Labour Productivity Growth? Some Evidence from AWIRS (PDF 187.1KB) Geoffrey V Crockett
2000-05 The Determinants of Chil Labour and Child Schooling in Ghana (PDF 60.7KB) Ranjan Ray
2000-06 Weak Links in the Theory of Weakest-Link Public Goods (PDF 52.5KB) Michael Brooks
2000-07 The Long Run Demand for Broad Money in Australia Subject to Regime Shifts (PDF 57.7KB) Bruce Felmingham and Qing Zhang
2000-08 The Joint Estimation of Child Participation in Schooling and Employment: Comparative Evidence from South Africa and Pakistan (PDF 164.6KB) Pushkar Maitra and Ranjan Ray
2000-09 Intra Household Resource Allocation and Their Impact on Expenditure Patterns: Comparative Evidence from South Africa and Pakistan (PDF 380.8KB) Pushkar Maitra and Ranjan Ray
2000-10 Displaced Workers in Australia 1984-1996: Macroeconomic Conditions and Structural Change (PDF 142.6KB) Jeff Borland and James Ted McDonald

1999