Discussion Papers
The Tasmanian School of Business and Economics has an extensive list of discussion papers.
2022
Paper No | Title | Author(s) |
---|---|---|
2022-04 | Forecasting Oil Prices: Can Large BVARs Help? (PDF 672KB) | Bao H. Nguyen, Bo Zhang |
2022-03 | A Proposal for a Decarbonization Tax Discount to Increase Australian Lithium Production to Meet Electric Vehicles and Net Zero Global Targets (PDF 1.41MB) | Russell Smyth, Joaquin Vespignani |
2022-02 | Fish to fight: does catching more fish increase conflicts in Indonesia? (PDF 1.51MB) | Yifan Lu, Satoshi Yamazaki |
2022-01 | Self-Control and Risk Aversion in the Australian Gender Wage Gap (PDF 633KB) | Mustafa Kamal, Paul Blacklow |
2021
Paper No | Title | Author(s) |
---|---|---|
2021-09 | Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization (PDF 1.22MB) | Markus Brueckner, Wensheng Kang, Joaquin Vespignani |
2021-08 | Do We Prefer Praise from Acquaintances or Strangers? An Experiment on Esteem‐Seeking in One-Shot versus Repeated Interactions. (PDF 570KB) | Paul Blacklow, Hugh Sibly, Amy Beth Corman |
2021-07 | Attitudes to Gender and Personality in the Australian Gender Wage Gap (PDF 792KB) | Mustafa Kamal, Paul Blacklow |
2021-06 | A simple linear alternative to Multiplicative Error Models with an application to trading volume (PDF 406KB) | Adam Clements, Stan Hurn, Vladimir Volkov |
2021-05 | Environmental Performance in the West African Economy: MM-Quantile and 2SLS Approach (PDF 1.36MB) | Hammed Musibau, Maria Yanotti, Joaquin Vespignani, Rabindra Nepal |
2021-04 | Oil Prices and Fiscal Policy in an Oil-exporter country: Empirical Evidence from Oman (PDF 0.98MB) | Salwa Aljabri, Mala Raghavan, Joaquin Vespignani |
2021-03 | Dynamic effects of network exposure on equity markets (PDF 2.05MB) | Moses Kangogo, Vladimir Volkov |
2021-02 | Australian Age, Period, Cohort Effects in the Gender Wage Gap - 2001 to 2018 (PDF 1.51MB) | Mustafa Kamal, Paul Blacklow |
2021-01 | Endogenous Product Scope: Market Interlacing and Aggregate Business Cycle Dynamics (PDF 308KB) | Oscar Pavlov, Mark Weder |
2020
Paper No | Title | Author(s) |
---|---|---|
2020-13 | Commodity Price Volatility, External Debt and Exchange Rate Regimes (PDF 540KB) | Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani |
2020-12 | Real-time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs (PDF 493 KB) | Bo Zhang, Bao H. Nguyen |
2020-11 | Realized Volatility, Jump and Beta: Evidence from Canadian Stock Market (PDF 1.00MB) | Dinesh Gajurel, Biplob Chowdhury |
2020-10 | Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries (PDF 1.34MB) | Wensheng Kang, Ronald A Ratti, Joaquin Vespignani |
2020-09 | Calm before the storm: an early warning approach before and during the COVID-19 crisis (PDF 3.30MB) | Raisul Islam, Vladimir Volkov |
2020-08 | Commodity Price Volatility, Fiscal Balance and Real Interest Rate (PDF 1.23MB) | Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani |
2020-07 | COVID-19 and Tasmanian Youth Unemployment: A Policy Recommendation (PDF 643KB) | Joaquin Vespignani, Maria Yanotti |
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 | 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 |
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 (XLS 2.9 MB) | 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 (XLS 163.0 KB) | 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) |
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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) |
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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 |