3802. Econometrics
Title | 3802. Econometrics |
---|---|
Parent | 38. Economics |
Latest research outputs
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A world model and its preliminary application to examining patterns of Australian and New Zealand trade in food, energy and minerals
Mula, Joseph M. and MacRae, Don. 1979. "A world model and its preliminary application to examining patterns of Australian and New Zealand trade in food, energy and minerals." 49th ANZAAS Congress 1979. Auckland, New Zealand 22 - 26 Jan 1979 Canberra, Australia.Paper
Infoterra sources relating to environmental aspects of global modelling
Phung Tran, K. and Mula, J. M.. 1979. Infoterra sources relating to environmental aspects of global modelling. Canberra, Australia. AREA Project, Dept. of Science and the Environment.Project report
The quantification of environmental stress using the SARUM/AREAM global model
Mula, Joseph M. and Parker, Kim T.. 1979. The quantification of environmental stress using the SARUM/AREAM global model. Canberra, Australia. AREA Project, Dept. of Science and the Environment.Project report
A new turning point signalling system using the Markov switching model with application to Japan, the USA and Australia
Layton, Allan P. and Katsuura, Masaki. 2001. "A new turning point signalling system using the Markov switching model with application to Japan, the USA and Australia." Applied Economics. 33 (1), pp. 59-70. https://doi.org/10.1080/00036840121698Article
Quantifying the Effect of the GST on Inflation in Australia's Capital Cities: An Intervention Analysis
Valadkhani, Abbas and Layton, Allan P.. 2004. "Quantifying the Effect of the GST on Inflation in Australia's Capital Cities: An Intervention Analysis ." The Australian Economic Review. 37 (2), pp. 125-138. https://doi.org/10.1111/j.1467-8462.2004.00314.xArticle
What is a recession?: a reprise
Layton, Allan P. and Banerji, Anirvan. 2003. "What is a recession?: a reprise." Applied Economics. 35 (16), pp. 1789-1797. https://doi.org/10.1080/0003684032000152853Article
Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
Layton, Allan P. and Katsuura, Masaki. 2001. "Comparison of regime switching, probit and logit models in dating and forecasting US business cycles." International Journal of Forecasting. 17 (3), pp. 403-417. https://doi.org/10.1016/S0169-2070(01)00096-6Article
The causative factors of Bangladesh's exports: evidence from the Gravity Model Analysis
Rahman, Mohammad Mafizur. 2007. "The causative factors of Bangladesh's exports: evidence from the Gravity Model Analysis." Scrimgeour, Frank (ed.) New Zealand Association of Economists 48th Annual Conference. Christchurch, New Zealand 27 - 29 Jun 2007 Christchurch, New Zealand.Paper
Business cycle dynamics with duration dependence and leading indicators
Layton, Allan P. and Smith, Daniel R.. 2007. "Business cycle dynamics with duration dependence and leading indicators." Journal of Macroeconomics. 29 (4), pp. 855-875. https://doi.org/10.1016/j.jmacro.2006.02.003Article
The economic value of psychology in Australia: 2001
Patrick, Jeff. 2005. "The economic value of psychology in Australia: 2001." Australian Psychologist. 40 (3), pp. 149-158. https://doi.org/10.1080/00050060500243459Article
Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling
Valadkhani, Abbas, Layton, Allan P. and Karunaratne, Neil D.. 2005. "Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling." Global Business and Economics Review. 7 (4), pp. 295-310. https://doi.org/10.1504/GBER.2005.008291Article
Market microstructure study on seven US stock exchanges: panel vs. VAR methodology
Krishnamurti, Chandrasekhar, Sevic, Aleksandar and Sevic, Zeljko. 2005. "Market microstructure study on seven US stock exchanges: panel vs. VAR methodology." Managerial Finance. 31 (12), pp. 79-108. https://doi.org/10.1108/03074350510770035Article
Modeling moneyness volatility in measuring exchange rate volatility
Hoque, Ariful and Krishnamurti, Chandrasekhar. 2011. "Modeling moneyness volatility in measuring exchange rate volatility." CIFEr 2011: IEEE Symposium on Computational Intelligence for Financial Engineering and Economics . Paris, France 11 - 15 Apr 2011 Piscataway, NJ. United States. https://doi.org/10.1109/CIFER.2011.5953555Paper
Foreign direct investment-economic growth link: the role of domestic financial sector development in Bangladesh
Rahman, Mohammad Mafizur and Shahbaz, Muhammad. 2011. "Foreign direct investment-economic growth link: the role of domestic financial sector development in Bangladesh." Academy of Taiwan Business Management Review. 7 (2), pp. 104-112.Article
Private label marketing performance: An analysis of historical trends using theories of cumulative change and punctuated equilibrium
Chimhundu, Ranga. 2011. "Private label marketing performance: An analysis of historical trends using theories of cumulative change and punctuated equilibrium." International Journal of Business and Management. 6 (8), pp. 58-65. https://doi.org/10.5539/ijbm.v6n8p58Article
Through the lens of culture: Chinese consumers' intentions to purchase imported products
Liu, Shuang, Smith, Joanne R., Liesch, Peter W., Gallois, Cindy, Ren, Yi and Daly, Stephanie. 2011. "Through the lens of culture: Chinese consumers' intentions to purchase imported products." Journal of Cross-Cultural Psychology. 42 (7), pp. 1237-1250. https://doi.org/10.1177/0022022110383315Article
The linkage between energy consumption and income in six emerging economies of Asia: an empirical analysis
Rafiq, Shuddhasattwa and Salim, Ruhul A.. 2011. "The linkage between energy consumption and income in six emerging economies of Asia: an empirical analysis." International Journal of Emerging Markets. 6 (1), pp. 50-73. https://doi.org/10.1108/17468801111104377Article
Government outcomes: are residents and the community better off?
Hampson, Veronica M.-M. and Kavanagh, Marie. 2010. "Government outcomes: are residents and the community better off?" Giner, Begona (ed.) 33rd Annual Congress of the European Accounting Association. Istanbul, Turkey 19 - 21 May 2010 Brussels, Belgium.Paper
The effect of customers' trust on e-commerce: a survey of Indonesian customer B to C transactions
Rofiq, Ainur and Mula, Joseph M.. 2010. "The effect of customers' trust on e-commerce: a survey of Indonesian customer B to C transactions." iCAST 2010: International Conference on Arts, Social Sciences and Technology. Penang, Malaysia 24 - 25 Feb 2010 Kedah, Malaysia.Paper
Energy and economic efficiency analysis of rice and cotton production in China
Khan, Mohammad Azam, Khan, Shahbaz and Mushtaq, Shahbaz. 2009. "Energy and economic efficiency analysis of rice and cotton production in China." Sarhad Journal of Agriculture. 25 (2), pp. 291-300.Article
Identifying the determinants of renewable energy consumption in leading renewable energy investor emerging countries
Rafiq, Shuddhasattwa and Alam, Khorshed. 2010. "Identifying the determinants of renewable energy consumption in leading renewable energy investor emerging countries." Fisher, Lance (ed.) 39th Australian Conference of Economists (ACE 2010). Sydney, Australia 27 - 29 Sep 2010 Sydney, Australia.Paper
CO2 emissions and income trajectory in Australia: the role of multifactor productivity
Shahiduzzaman, Md. and Alam, Khorshed. 2010. "CO2 emissions and income trajectory in Australia: the role of multifactor productivity." 39th Australian Conference of Economists (ACE 2010). Sydney, Australia 27 - 29 Sep 2010 Sydney, Australia.Paper
Doing more with less: toward a parsimonious approach to examining brand luxury
Miller, Karen W. and Mills, Michael K.. 2010. "Doing more with less: toward a parsimonious approach to examining brand luxury." Ballantine, Paul and Finsterwalder, Jörg (ed.) ANZMAC 2010: Doing More With Less. Christchurch, New Zealand 29 Nov - 01 Dec 2010 Christchurch, New Zealand.Paper
Nexus between electricity generation and economic growth in Bangladesh
Sarker, Abdur Rashid and Alam, Khorshed. 2010. "Nexus between electricity generation and economic growth in Bangladesh." Asian Social Science. 6 (12), pp. 16-22.Article
Foreign capital inflows-growth nexus and role of domestic financial sector: an ARDL cointegration approach for Pakistan
Shahbaz, Muhammad and Rahman, Mohammad Mafizur. 2010. "Foreign capital inflows-growth nexus and role of domestic financial sector: an ARDL cointegration approach for Pakistan." Journal of Economic Research. 15 (3), pp. 207-231.Article
The determinants of economic growth in Pakistan: does stock market development play a major role?
Rahman, Mohammad Mafizur and Salahuddin, Mohammad. 2010. "The determinants of economic growth in Pakistan: does stock market development play a major role?" Economic Issues. 15 (2), pp. 69-86.Article
Exploring Australia's global trade potential: a gravity approach with panel data
Rahman, Mohammad Mafizur. 2010. "Exploring Australia's global trade potential: a gravity approach with panel data." 6th International Conference of Global Academy of Business & Economic Research. New York, United States 17 - 19 Oct 2010 New York, USA.Paper
Cause-and-effect between implied volatility and options price
Hoque, Ariful. 2010. "Cause-and-effect between implied volatility and options price." Academy of Taiwan Business Management Review. 6 (3), pp. 111-117.Article
Econometric modeling for transaction cost-adjusted put-call parity: evidence from the currency options market
Hoque, Ariful. 2010. "Econometric modeling for transaction cost-adjusted put-call parity: evidence from the currency options market." International Research Journal of Finance and Economics.Article
Measuring inflationary pressure in Bangladesh: the P-star approach
Mujeri, Mustafa K., Shahiduzzaman, Md. and Islam, Md. Ezazul. 2009. Measuring inflationary pressure in Bangladesh: the P-star approach. Dhaka, Bangladesh. Bangladesh Bank.Working paper
Predicting water allocations and trading prices to assist water markets
Khan, Shahbaz, Dassanayake, Dharma, Mushtaq, Shahbaz and Hanjra, Munir A.. 2010. "Predicting water allocations and trading prices to assist water markets." Irrigation and Drainage. 59 (4), pp. 388-403. https://doi.org/10.1002/ird.535Article
Australia's global trade potential: evidence from the gravity model analysis
Rahman, Mohammad Mafizur. 2010. "Australia's global trade potential: evidence from the gravity model analysis." International Journal of Business Research. 10 (2), pp. 242-253.Article
A panel data analysis of Bangladesh’s trade: the gravity model approach
Rahman, Mohammad Mafizur. 2003. "A panel data analysis of Bangladesh’s trade: the gravity model approach." 5th Annual Conference of the European Trade Study Group (ETSG2003). Madrid, Spain 11 - 13 Sep 2003Paper
The determinants of Bangladesh’s trade: evidences from the generalized gravity model
Rahman, Mohammad Mafizur. 2004. "The determinants of Bangladesh’s trade: evidences from the generalized gravity model." 33rd Australian Conference of Economists (ACE 2004). Sydney, Australia 27 - 30 Sep 2004Paper
Economic accountablity in the context of local governance in the Philippines: a structural equation modelling approach
Roxas, Hernan Banjo, Lindsay, Valerie, Ashill, Nicholas and Victorio, Antong. 2009. "Economic accountablity in the context of local governance in the Philippines: a structural equation modelling approach." Asia Pacific Journal of Public Administration. 31 (1), pp. 17-37.Article
The competitive nature of the Chinese textile and apparel industry
Chadee, Doren and Ging, Jerry. 2003. "The competitive nature of the Chinese textile and apparel industry." Alon, Ilan (ed.) Chinese economic transition and international marketing strategy. Abingdon, UK. Praeger Publishers. pp. 222-234Edited book (chapter)
Research on foreign direct investment: introduction to the special issue
Chadee, Doren and Rose, Elizabeth L.. 2003. "Research on foreign direct investment: introduction to the special issue ." Journal of Business Research. 56 (10), pp. 777-778. https://doi.org/10.1016/S0148-2963(02)00465-4Article
Energy and economic efficiency of wheat production using different irrigation supply methods
Khan, Mohammad Azam, Khan, Shahbaz and Mushtaq, Shahbaz. 2007. "Energy and economic efficiency of wheat production using different irrigation supply methods." Soil and Environment. 26 (2), pp. 20-28.Article
An assessment of the role of ponds in the adoption of water-saving irrigation practices in the Zhanghe Irrigation System, China
Mushtaq, Shahbaz, Dawe, David, Lin, Hong and Moya, Piedad. 2006. "An assessment of the role of ponds in the adoption of water-saving irrigation practices in the Zhanghe Irrigation System, China." Agricultural Water Management. 83 (1-2), pp. 100-110. https://doi.org/10.1016/j.agwat.2005.10.004Article
Audit committees and earnings quality
Baxter, Peter and Cotter, Julie. 2009. "Audit committees and earnings quality." Accounting and Finance. 49 (2), pp. 267-290. https://doi.org/10.1111/j.1467-629X.2008.00290.xArticle