380203. Economic models and forecasting


Title380203. Economic models and forecasting
Parent3802. Econometrics

Latest research outputs

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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 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

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

A preliminary account of Australian agriculture in a global economic context
Mula, Joseph M. and MacRae, Don. 1979. "A preliminary account of Australian agriculture in a global economic context." 1979 Australian Agricultural Economics Society Conference. Canberra, Australia 16 Aug 1979 Canberra, Australia.

Paper

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 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

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

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

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

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

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

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

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

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

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

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

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

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

Comparing probability forecasts in Markov regime switching business cycle methods
Smith, Daniel R. and Layton, Allan P.. 2007. "Comparing probability forecasts in Markov regime switching business cycle methods." Journal of Business Cycle Measurement and Analysis. 3 (1), pp. 79-98. https://doi.org/10.1787/jbcma-v2007-art4-en

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

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

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

Do the phases of the business cycle die of old age?
Di Venuto, Nicholas and Layton, Allan P.. 2005. "Do the phases of the business cycle die of old age?" Australian Economic Papers. 44 (3), pp. 290-305. https://doi.org/10.1111/j.1467-8454.2005.00266.x

Article

Expectations management and beatable targets: how do analysts react to explicit earnings guidance?
Cotter, Julie, Tuna, Irem and Wysocki, Peter D.. 2006. "Expectations management and beatable targets: how do analysts react to explicit earnings guidance? " Contemporary Accounting Research. 23 (3), pp. 593-624. https://doi.org/10.1506/FJ4D-04UN-68T7-R8CA

Article

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

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

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

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

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

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

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

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

On risk-return relationship: an application of GARCH (p,q)-M model to Asia _ Pacific region
Yakob, Noor Azuddin and Delpachitra, Sarath. 2007. "On risk-return relationship: an application of GARCH (p,q)-M model to Asia _ Pacific region." International Journal of Science and Research. 2 (1), pp. 33-39.

Article

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

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

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

Prospect 2000: Australia in a world context
Mula, Joseph M. and MacRae, Don. 1979. "Prospect 2000: Australia in a world context ." 50th Anniversary ANZAAS Conference (ANZAAS 1979): Prospect 2000. Perth, Western Australia 14 - 18 May 1979 Canberra, Australia.

Paper

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

Risk-return relationship from the Asia Pacific perspective
Yakob, Noor Azuddin, Beal, Diana and Delpachitra, Sarath. 2005. "Risk-return relationship from the Asia Pacific perspective." Daly, Kevin (ed.) 3rd Financial Markets Asia-Pacific Conference. Sydney, Australia 26 - 27 May 2005 Sydney, Australia.

Paper

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

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