Discussion Papers
The Tasmanian School of Business and Economics 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 Adobe Reader.
2020
| Paper No | Title | Author(s) |
|---|---|---|
| 2020-06 | Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia (PDF 406KB) | Markus Brueckner, Joaquin Vespignani |
| 2020-05 | Contagion or interdependence? Comparing signed and unsigned spillovers (PDF 1.11MB) | Raisul Islam, Vladimir Volkov |
| 2020-04 | Non-Gravity Trade (PDF 834KB) | Markus Brueckner, Ngo Van Long, Joaquin Vespignani |
| 2020-03 | The moderating role of green energy and energy-innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis (PDF 736KB) | Hammed Oluwaseyi Musibau, Maria Yanotti, Joaquin Vespignani, Rabindra Nepal |
| 2020-02 | The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil (PDF 790KB) | Jamie L. Cross, Bao H. Nguyen, Trung Duc Tran |
| 2020-01 | Forecasting natural gas prices using highly flexible time-varying parameter models (PDF 416KB) | Shen Gao, Chenghan Hou, Bao H. Nguyen |
2019
| Paper No | Title | Author(s) |
|---|---|---|
| 2019-09 | Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach (PDF 516KB) | Davide Ferrari, Francesco Ravazzolo, Joaquin Vespignani |
| 2019-08 | The Industrial Impact of Economic Uncertainty Shocks in Australia (PDF 1.6MB) | Hamish Burrell, Joaquin Vespignani |
| 2019-07 | Crisis transmission: visualizing vulnerability (PDF 3.0MB) | Mardi Dungey, Raisul Islam, Vladimir Volkov |
| 2019-06 | Oil Curse, Economic Growth and Trade Openness (PDF 1.0MB) | Joaquin Vespignani, Mala Raghavan, Monoj Kumar Majumder |
| 2019-05 | Multi-product firms and increasing marginal costs (PDF 1.6MB) | Oscar Pavlov |
| 2019-04 | How Resilient is ASEAN-5 to Trade Shocks? Regional and Global Shocks Compared (PDF 436KB) | Mala Raghavan, Evelyn Devadason |
| 2019-03 | Profit and equity trade-offs in the management of small pelagic fisheries: the case of the Japanese sardine fishery (PDF 1.4MB) | Ho Geun Jang, Satoshi Yamazaki, Eriko Hoshino |
| 2019-02 | An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence (PDF 1.4MB) | Biplob Chowdhury, Nagaratnam Jeyasreedharan |
| 2019-01 | An analysis of the global oil market using SVARMA models (PDF 768KB) | Mala Raghavan |
2018
| Paper No | Title | Author(s) |
|---|---|---|
| 2018-10 | Tourist Arrivals, Energy Consumption and Pollutant Emissions in a Developing Economy–Implications for Sustainable Tourism (PDF 474KB) | Rabindra Nepal, M. Indra al Irsyad, Sanjay Kumar Nepal |
| 2018-09 | Estimating the Impacts of Financing Support Policies towards Photovoltaic Market in Indonesia: A Social-Energy-Economy-Environment (SE3) Model Simulation (PDF 481KB) | M. Indra al Irsyad, Anthony Halog, Rabindra Nepal |
| 2018-08 | Annual Report "Graphicity" and Stock Returns (PDF 1.1MB) | Xiaohu Deng, Lei Gao |
| 2018-07 | Financial and Non-Financial Global Stock Market Volatility Shocks (PDF 386KB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
| 2018-06 | Home Advantage: The preference for local residential real estate (PDF 492KB) | Danika Wright, Maria Yanotti |
| 2018-05 | The Changing Network of Financial Market Linkages: The Asian Experience (PDF 2.8MB) |
Biplob Chowdhury, Mardi Dungey, Moses Kangogo, Mohammad Abu Sayeed, Vladimir Volkov |
| 2018-04 | An Unobserved Component Modeling Approach to Evaluate Multi-horizon Forecasts (PDF 586KB) | Jing Tian, Thomas Goodwin |
| 2018-03 | The Demand and Supply for Esteem: An experimental analysis (PDF 535KB) | Paul Blacklow, Amy Beth Corman, Hugh Sibly |
| 2018-02 | Analysis of shock transmissions to a small open emerging economy using a SVARMA model (PDF 768KB) | Mala Raghavan, George Athanasopoulos |
| 2018-01 | Who, What, Where? Residential Property Investment in Australia (PDF 1.6MB) | Mardi Dungey, Danika Wright, Maria Yanotti |
2017
| Paper No | Title | Author(s) |
|---|---|---|
| 2017-15 | A State Space Approach to Evaluate Multi-horizon Forecasts (PDF 628KB) | Thomas Goodwin, Jing Tian |
| 2017-14 | Short Selling and Politically Motivated Negative Information Hoarding (PDF 938KB) | Xiaohu Deng, Christine Jiang, Danqing Young |
| 2017-13 | The information content of short selling and put option trading: When are they substitutes? (PDF 707KB) | Xiaohu Deng, Lei Gao, David Kemme |
| 2017-12 | R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks (PDF 520KB) | Mardi Dungey, Vladimir Volkov |
| 2017-11 | Signed spillover effects building on historical decompositions (PDF 1.5MB) | Mardi Dungey, John Harvery, Pierre Siklos, Vladimir Volkov |
| 2017-10 | Quantile relationships between standard, diffusion and jump betas across Japanese banks (PDF 611KB) | Biplob Chowdhury, Nagaratnam Jeyasreedharan, Mardi Dungey |
| 2017-09 | Divergence of Opinion and Long-Run Performance of Private Placements: Evidence from the Auction Market (PDF 651KB) | Jianlei Han, Zheyao Pan, Guangli Zhang |
| 2017-08 | World Steel Production: A New Monthly Indicator of Global Real Economic Activity (PDF 876KB) | Francesco Ravazzolo and Joaquin Vespignani |
| 2017-07 | Macro-Financial Effects of Portfolio Flows: Malaysia’s Experience (PDF 607KB) | Tng Boon Hwa, Mala Raghavan, Teh Tian Huey |
| 2017-06 | A semi-parametric point process model of the interactions between equity markets (PDF 483KB) | Adam Clements, Stan Hurn, Kenneth Lindsay, Vladimir Volkov |
| 2017-05 | Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries (PDF 961KB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
| 2017-04 | The Changing International Network of Sovereign Debt and Financial Institutions (PDF 534KB) | Mardi Dungey, John Harvery, Vladimir Volkov |
| 2017-03 | Trade Uncertainty and Income Inequality (PDF 728KB) | Markus Brueckner and Joaquin Vespignani |
| 2017-02 | Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production (PDF 2.6MB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
| 2017-01 | The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies (PDF 3.0MB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
2016
| Paper No | Title | Author(s) |
|---|---|---|
| 2016-01 | Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks (PDF 1.4MB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
| 2016-02 | The Implications of Liquidity Expansion in china for the US Dollar (PDF 984KB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
| 2016-03 | The Impact of Oil Price Shocks on the US Stock Market: A Note on the Roles of US and non-US Oil Production (PDF 464KB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
| 2016-04 |
Forecasting Output Gaps in the G‐7 Countries: The Role of Correlated Innovations and Structural Breaks (PDF 593KB) | Mardi Dungey, Jan P.A.M. Jacobs, Jing Tian |
2015
| Paper No | Title | Author(s) |
|---|---|---|
| 2015-01 | Surfing through the GFC: Systemic risk in Australia (PDF 1.0MB) | Mardi Dungey, Matteo Luciani, Marius Matei, David Veredas |
| 2015-02 | Intra and inter‐village conflict in rural coastal communities in Indonesia: The case of the Kei islands (PDF 364.2KB) | Satoshi Yamazaki, Budy Resosudarmo, Wardis Girsang, Eriko Hoshino |
| 2015-03 | Turn‐Taking in Finitely Repeated Symmetric Games: Experimental Evidence (PDF 4.1MB) | Hugh Sibly, John Tisdell and Shaun Evans |
| 2015-04 | High Frequency Characterization of Indian Banking Stocks (PDF 472.9KB) | Mohammad Abu Sayeed, Mardi Dungey and Wenying Yao |
| 2015-05 | The role of intra-day volatility pattern in jump detection: Empirical evidence on how financial markets respond to macroeconomic news announcements (PDF 755.2KB) | Wenying Yao and Jing Tian |
| 2015-06 | Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia (PDF 1.1MB) | Kerry Hudsona and Joaquin Vespignani |
| 2015-07 | A New Monthly Indicator of Global Real Economic Activity (PDF 1.2MB) | Francesco Ravazzolo and Joaquin Vespignani |
| 2015-08 | Oil Prices and Global Factor Macroeconomic Variables (PDF 1009.6KB) | Ronald Ratti and Joaquin Vespignani |
| 2015-09 | What Drives the Global Official/Policy Interest Rate? (PDF 768KB) | Ronald Ratti and Joaquin Vespignani |
| 2015-10 | The Macroeconomic Effects of Oil Price Shocks on ASEAN-5 Economies (PDF 1.7MB) | Mala Raghavan |
2014
| Paper No | Title | Author(s) |
|---|---|---|
| 2014-01 | A Review of the Australian Mortgage Market (PDF 1.5MB) | Maria Yanotti |
| 2014-02 | Concurrent Momentum and Contrarian Strategies in the Australian Stock Market (PDF 6.3MB) | Minh Phuong Doan, Vitali Alexeev and Robert Brooks |
| 2014-03 | Mortgage Choice Determinants: the Role of Risk and Bank Regulation (PDF 1.1MB) | Mardi Dungey, Firmin Doko Tchatoka, Graeme Wells and Maria Yanotti |
| 2014-04 | Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? (PDF 1.8MB) | Mala Raghavan and Mardi Dungey |
| 2014-05 | The Sectorial Impact of Commodity Price Shocks in Australia (PDF 2.7MB) | Stephen Knop and Joaquin Vespignani |
| 2014-06 | Canadian Monetary Policy Analysis using a Structural VARMA Model (PDF 1.6MB) | Mala Raghavan, George Athanasopoulos and Param Silvapulle |
| 2014-07 | Forecasting with EC-VARMA Models (PDF 1.0MB) | George Athanasopoulos, Don Poskitt, Farshid Vahid and Wenying Yao |
| 2014-08 | How Many Stocks are Enough for Diversifying Canadian Institutional Portfolios? (PDF 1.3MB) | Vitali Alexeev and Francis Tapon |
| 2014-09 | VAR Modelling in the Presence of China's Rise: An Application to the Taiwanese Economy (PDF 794.5KB) | Mardi Dungey, Tugrul Vehbi and Charlton Martin |
| 2014-10 | Contagion and Banking Crisis - International Evidence for 2007-2009 (PDF 707.8KB) | Mardi Dungey and Dinesh Gajurel |
| 2014-11 | The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms (PDF 1020.7KB) | Biplob Chowdhury, Mardi Dungey and Thu Phuong Pham |
| 2014-12 | Identifying Periods of Financial Stress in Asian Currencies: The Role of High Frequency Financial Market Data (PDF 1.7MB) | Mardi Dungey, Marius Matei and Sirimon Treepongkaruna |
| 2014-13 | OPEC and non-OPEC oil production and the global economy (PDF 1.0MB) | Ronald Ratti and Joaquin Vespignani |
| 2014-14 | VAR(MA), What is it Good For? More Bad News for Reduced-form Estimation and Inference (PDF 1.2MB) | Wenying Yao, Timothy Kam and Farshid Vahid |
2013
| Paper No | Title | Author(s) |
|---|---|---|
| 2013-01 | Why crude oil prices are high when global activity is weak? (PDF 478.4KB) | Ronald Ratti and Joaquin Vespignani |
| 2013-02 | The impact of jumps and thin trading on realized hedge ratios? (PDF 244.4KB) | Mardi Dungey, Olan T. Henry, Lyudmyla Hvozdyk |
| 2013-03 | International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China (PDF 338.4KB) | Joaquin Vespignani and Ronald Ratti |
| 2013-04 | Chinese Monetary Expansion and the US Economy (PDF 669.1KB) | Joaquin Vespignani and Ronald Ratti |
| 2013-05 | On Bootstrap Validity for Specification Tests with Weak Instruments (PDF 276.2KB) | Firmin Doko Tchatoka |
| 2013-06 | Not All International Monetary Shocks are alike for the Japanese Economy (PDF 928.2KB) | Joaquin Vespignani and Ronald Ratti |
| 2013-07 | Chinese Resource Demand and the Natural Resource Supplier (PDF 411.4KB) | Mardi Dungey, Renée Fry-McKibbin and Verity Linehan |
| 2013-08 | Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach (PDF 824.0KB) | Ronald Ratti and Joaquin Vespignani |
| 2013-09 | Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks (PDF 288.9KB) | Satoshi Yamazaki, Jing Tian and Firmin Doko Tchatoka |
| 2013-10 | International Transmissions to Australia: The Roles of the US and Euro Area (PDF 898.2KB) | Mardi Dungey, Denise Osborn and Mala Raghavan |
| 2013-11 | On the Impact of the Global Financial Crisis on the Euro Area. (PDF 407.8KB) | Xiaoli He, Jan P.A.M. Jacobs, Gerard H. Kuper and Jenny E. Ligthart |
| 2013-12 | An international trend in market design: Endogenous effects of limit order book transparency on volatility,spreads, depth and volume (PDF 428.3KB) | Thu Phuong Pham and P. Joakim Westerholm |
| 2013-13 | Broker ID Transparency and Price Impact of Trades:Evidence from the Korean Exchange | Thu Phuong Pham |
| 2013-14 | A survey of research into broker identity and limit order book (PDF 209.7KB) | Thu Phuong Pham and P. Joakim Westerholm |
| 2013-15 | Equity Market Contagion during the Global Financial Crisis: Evidence from the World's Eight Largest Economies (PDF 731.9KB) | Mardi Dungey and Dinesh Gajurel |
| 2013-16 | Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets (PDF 1.7MB) | Vitali Alexeev and Francis Tapon |
| 2013-17 | What Australian Investors Need to Know to Diversify their Portfolios (PDF 649.5KB) | Vitali Alexeev and Francis Tapon |
| 2013-18 | Measuring the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks (PDF 499.6KB) | Marco Wilkens, Juan Yao, Nagaratnam Jayasreedharan and Patrick Oehler |
| 2013-19 | Equity Portfolio Diversification with High Frequency Data (PDF 1.8MB) | Vitali Alexeev and Mardi Dungey |
| 2013-20 | Towards a Diagnostic Approach to Climate Adaptation for Fisheries (PDF 982.7KB) | Peat Leith, Emily Oguer, Gretta Pecl, Eriko Hoshino, Julie Davidson and Marcus Haward |
2012
| Paper No | Title | Author(s) |
|---|---|---|
| 2012-01 | On the correspondence between data revision and trend-cycle decomposition (PDF 273.8KB) | Mardi Dungey, Jan Jacobs, and Jing Tian |
| 2012-02 | Testing for Partial Exogeneity with Weak Identification (PDF 508.3KB) | 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 154.8KB) | Firmin Doko Tchatoka |
| 2012-05 | Liquidity and Crude Oil Prices: China's Influence Over 1996-2011 (PDF 687.5KB) | Ronald Ratti and Joaquin Vespignani |
| 2012-06 | Specification Tests with Weak and Invalid Instruments (PDF 293.5KB) | Firmin Doko Tchatoka |
| 2012-07 | Identification-robust inference for endogeneity parameters in linear structural models (PDF 290.7KB) | Firmin Doko Tchatoka and Jean-Marie Dufour |
| 2012-08 | Ranking Systemically Important Financial Institutions (PDF 889.6KB) | Mardi Dungey, Matteo Luciani and David Veredas |
| 2012-09 | Exchange Rate Risk Exposure and the Value of European Firms (PDF 916.2KB) | Fabio Parlapiano and Vitali Alexeev |
| 2012-11 | Crude Oil Prices and Liquidity, the BRIC and G3 countries (PDF 835.7KB) | Ronald Ratti and Joaquin Vespignani |
| 2012-12 | The Industrial Impact of Monetary Shocks during the Inflation Targeting Era in Australia (PDF 432KB) | Joaquin Vespignani |
2011
| Paper No | Title | Author(s) |
|---|---|---|
| 2011-01 | First Home Buyers' Support Schemes in Australia (PDF 392.0KB) | Mardi Dungey, Graeme Wells and Sam Thompson |
| 2011-02 | First Home Buyers' Support Schemes in Australia - Results Spreadsheet (Excel 2.9MB) | Mardi Dungey, Graeme Wells and Sam Thompson |
| 2011-03 | Subset Hypotheses Test in and Instrument Exclusion in the Linear IV Regression (PDF 391.5KB) | Firmin Doko Tchatoka |
| 2011-04 | Do Contacts Matter in the Process of Getting a Job in Cameroon? (PDF 138.4KB) | Firmin Doko Tchatoka and Urbain Thierry Yogo |
| 2011-05 | A SVECM Model of the UK Economy and the Term Premium (PDF 312.6KB) | Mardi Dungey and M. Tugrul Vehbi |
| 2011-06 | Systematic and Liquidity Risk in Subprime Mortgage Backed Securities (PDF 1.6MB) | Mardi Dungey, Gerald P. Dwyer and Thomas Flavin |
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 93KB) | 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 and Ranjan 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 Stock Market 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 Labour 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 Specification (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 Theories 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 Child 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
| Paper No | Title | Author(s) |
|---|---|---|
| 1999-01 | Poverty, Household Size and Child Welfare in India (PDF 127.5KB) | Ranjan Ray |
| 1999-02 | The Stability of Real Interest Rates in Australia: 1975-1997 (PDF 56.6KB) | Bruce Felmingham and Peter Mansfield |
| 1999-03 | Immigrant Assimilation in a Regulated Labour Market: Unemployment of Immigrant Men in Australia (PDF 87.8KB) | James Ted McDonald and Christopher Worswick |
| 1999-04 | The Strange "Laissez-Faire" of Alfred Russel Wallace: The Connection Between Natural Selection and Political Economy Reconsidered (PDF 59.2KB) | William Coleman |
| 1999-05 | A Comparison of Income and Expenditure Inequality Estimates: The Australian Evidence: 1975/76 to 1993/94 (PDF 73.2KB) | Paul Blacklow and Ranjan Ray |
| 1999-06 | The Efficient Recreational Use of a Natural Resource (PDF 87.0KB) | Hugh Sibly |