380203. Economic models and forecasting


Title380203. Economic models and forecasting
Parent3802. Econometrics

Latest research outputs

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Realized moments and the cross-sectional stock returns around earnings announcements
Wang, Qingxia, Faff, Robert and Zhu, Min. 2022. "Realized moments and the cross-sectional stock returns around earnings announcements." International Review of Economics and Finance. 79, pp. 408-427. https://doi.org/10.1016/j.iref.2022.02.036

Article

Informational content of options around analyst recommendations
Wang, Qingxia, Faff, Robert and Zhu, Min. 2021. "Informational content of options around analyst recommendations." International Journal of Managerial Finance. https://doi.org/10.1108/IJMF-04-2021-0168

Article

Application of generalized intervention analysis model
Hu, Xiaohua and Zhang, Zhongwei. 2019. "Application of generalized intervention analysis model." Scholars Journal of Economics, Business and Management. 6 (1), pp. 17-23. https://doi.org/10.21276/sjebm.2019.6.1.4

Article

Predicting water allocation trade prices using a hybrid Artificial Neural Network-Bayesian modelling approach
Nguyen-Ky, Tai, Mushtaq, Shahbaz, Loch, Adam, Reardon-Smith, Kate, An-Vo, Duc-Anh, Ngo-Cong, Duc and Tran-Cong, Thanh. 2018. "Predicting water allocation trade prices using a hybrid Artificial Neural Network-Bayesian modelling approach." Journal of Hydrology. 567, pp. 781-791. https://doi.org/10.1016/j.jhydrol.2017.11.049

Article

Critical success factors for regional community portals: a preliminary model
Lawley, Meredith, Summers, Jane, Koronios, Andy and Gardiner, Michael. 2001. "Critical success factors for regional community portals: a preliminary model." Chetty, Sylvie and Collins, Brett (ed.) ANZMAC 2001: Bridging Marketing Theory and Practice. Auckland, New Zealand 01 - 05 Dec 2001 Auckland, New Zealand.

Paper

Population changes and implications for economic growth and the environment in Australia
Uddin, Gazi Ashir. 2016. Population changes and implications for economic growth and the environment in Australia. PhD Thesis Doctor of Philosophy. University of Southern Queensland.

PhD Thesis

A reassessment of energy and GDP relationship: the case of Australia
Shahiduzzaman, Md. and Alam, Khorshed. 2014. "A reassessment of energy and GDP relationship: the case of Australia." Environment, Development and Sustainability: a multidisciplinary approach to the theory and practice of sustainable development. 16 (2), pp. 323-344. https://doi.org/10.1007/s10668-013-9479-4

Article

A new mathematical model to determine loss in interconnected industry systems
Nejad, Seyed Abdelhamid Shobeiri, Tularam, Gurudeo Anand and McBroom, James. 2014. "A new mathematical model to determine loss in interconnected industry systems." European Journal of Business and Social Sciences. 2 (10), pp. 33-62.

Article

Site suitability assessment of spotted gum (Corymbia citriodora subspecies Variegata) forest plantation in south east Queensland for carbon sequestration
Gonzales-Salcedo, Precila. 2014. Site suitability assessment of spotted gum (Corymbia citriodora subspecies Variegata) forest plantation in south east Queensland for carbon sequestration. PhD Thesis Doctor of Philosophy. University of Southern Queensland.

PhD Thesis

Changes in energy efficiency in Australia: a decomposition of aggregate energy intensity using logarithmic mean Divisia approach
Shahiduzzaman, Md and Alam, Khorshed. 2013. "Changes in energy efficiency in Australia: a decomposition of aggregate energy intensity using logarithmic mean Divisia approach." Energy Policy. 56, pp. 341-351. https://doi.org/10.1016/j.enpol.2012.12.069

Article

The impact of foreign exchange volatility on the financial performance of hotel real estate private equity investments in Switzerland
Studer, Casper. 2013. The impact of foreign exchange volatility on the financial performance of hotel real estate private equity investments in Switzerland. Doctorate other than PhD Doctor of Business Administation. University of Southern Queensland.

Doctorate other than PhD

Modeling moneyness volatility in measuring exchange rate volatility
Hoque, Ariful and Krishnamurti, Chandrasekhar. 2012. "Modeling moneyness volatility in measuring exchange rate volatility ." International Journal of Managerial Finance. 8 (4), pp. 365-380. https://doi.org/10.1108/17439131211261279

Article

Board structure and survival of new economy IPO firms
Chancharat, Nongnit, Krishnamurti, Chandrasekhar and Tian, Gary. 2012. "Board structure and survival of new economy IPO firms." Corporate Governance (Oxford): an international review. 20 (2), pp. 144-163. https://doi.org/10.1111/j.1467-8683.2011.00906.x

Article

Beyond regulatory compliance! An opportunity to reduce carbon emissions, generate savings and benefit local communities
Blake, Martin. 2011. "Beyond regulatory compliance! An opportunity to reduce carbon emissions, generate savings and benefit local communities." Cifal Findhorn: Revitalising Local Economies (2011). Forres, Scotland 08 Feb 2011 Geneva, Switzerland.

Presentation

Carbon and energy price increases - how can companies prepare themselves for rising energy costs?
Nissen, Ulrich. 2011. "Carbon and energy price increases - how can companies prepare themselves for rising energy costs? " 2011 Annual Energy Users Association of Australia Queensland Energy Forum (QEF 2011) . Brisbane, Australia 25 May 2011 Melbourne, Australia.

Paper

Dating the 'world business cycle'
Banerji, Anirvan, Layton, Allan P. and Achuthan, Lakshman. 2012. "Dating the 'world business cycle'." Applied Economics. 44 (16), pp. 2051-2063. https://doi.org/10.1080/00036846.2011.558479

Article

Matching economic and environmental futures
Mula, Joseph M. and MacRae, Don. 1980. "Matching economic and environmental futures." Jubilee ANZAAS Congress 1980. Adelaide, Australia 12 - 16 May 1980 Canberra, Australia.

Paper

Assessing the impact of Pacific economic communities on Australia and New Zealand using AREAM
Mula, J. M., MacRae, D. and Parker, K. T.. 1979. "Assessing the impact of Pacific economic communities on Australia and New Zealand using AREAM." 7th Global Modelling Conference. Laxenburg, Austria 02 - 05 Oct 1979 Canberra, Australia.

Paper

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/10.1080/00036840121698

Article

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/10.1080/0003684032000152853

Article

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)00096-6

Article

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.2006.02.003

Article

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.2005.008291

Article

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.2011.5953555

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

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

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.535

Article

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.x

Article

Are benchmark asset allocations for Australian private investors optimal?
Santacruz, Lujer and Phillips, Peter J.. 2009. "Are benchmark asset allocations for Australian private investors optimal?" The Journal of Wealth Management. 12 (2), pp. 60-70. https://doi.org/10.3905/JWM.2009.12.2.060

Article

Solar Australia: Australia at the crossroads: a report on a project for the Foundation for Australian Resources evaluating Australia's solar energy policy alternatives
Mula, J. M., Ward, R. A., Thornton, B. S. and Malanos, C.. 1977. Solar Australia: Australia at the crossroads: a report on a project for the Foundation for Australian Resources evaluating Australia's solar energy policy alternatives. Sydney, Australia. Foundation for Australian Resources.

Project report

Global economic modelling: some Australian and New Zealand perspectives
Mula, Joseph M. and MacRae, Don. 1979. "Global economic modelling: some Australian and New Zealand perspectives." 4th Australia and New Zealand Regional Science Association Conference 1979 . Albury-Wodonga, Australia 02 - 05 Dec 1979 Canberra, Australia.

Paper

Modelling Australian international relationships: an approach through dynamic simulation
Mula, Joseph M. and MacRae, Don. 1979. "Modelling Australian international relationships: an approach through dynamic simulation." Symposium on Methodologies for Social Forecasting 1979: Futurology. Melbourne, Australia 21 - 23 Nov 1979 Canberra, Australia.

Paper

World-Australia modelling: a basis for Australian resources and environmental assessment
MacRae, Don. 1977. "World-Australia modelling: a basis for Australian resources and environmental assessment." 48th ANZAAS Congress 1977. Melbourne, Australia 29 Aug - 02 Sep 1977 Canberra, Australia.

Paper

Aspects of a world model for Australian resources and environmental assessment
MacRae, Don and Mula, Joseph M.. 1978. "Aspects of a world model for Australian resources and environmental assessment." A Survey of Recent Developments in Economics 1978. Canberra, Australia 15 Feb 1978 Canberra, Australia.

Paper

A bibliographical survey of books, journals and bibliographies on world modelling and future studies
Phung Tran, K. and Mula, Joseph M.. 1979. A bibliographical survey of books, journals and bibliographies on world modelling and future studies. Canberra, Australia. AREA Project, Dept. of Science and the Environment.

Project report

A survey of world and Australian models
Mula, Joseph M.. 1979. A survey of world and Australian models. Canberra, Australia. AREA Project, Dept. of Science and the Environment.

Project report

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