380205. Time-series analysis
| Title | 380205. Time-series analysis |
|---|---|
| Parent | 3802. Econometrics |
Latest research outputs
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Nexus between the banking sector interest rate spread and interbank borrowing rate: An econometric investigation for Bangladesh
Kashem, Mohammad Abul and Rahman, Mohammad Mafizur. 2018. "Nexus between the banking sector interest rate spread and interbank borrowing rate: An econometric investigation for Bangladesh." Research in International Business and Finance. 43, pp. 34-47. https://doi.org/10.1016/j.ribaf.2017.07.173Article
An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets
Dhillon, U. S., Lasser, D. J. and Watanabe, T.. 1995. "An empirical analysis of volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets." Western Finance Association Meetings (1995). Jackson Hole, United States Jun 1995Paper
Trade-off between CO2 emissions and income: is there any evidence of an Environmental Kuznets Curve in Australia?
Shahiduzzaman, Md and Alam, Khorshed. 2017. "Trade-off between CO2 emissions and income: is there any evidence of an Environmental Kuznets Curve in Australia?" Applied Economics Quarterly. 63 (2), pp. 211-231. https://doi.org/10.3790/aeq.63.2.211Article
Energy use, international trade and economic growth nexus in Australia: new evidence from an extended growth model
Rahman, Mohammad Mafizur and Mamun, Shamsul Arifeen Khan. 2016. "Energy use, international trade and economic growth nexus in Australia: new evidence from an extended growth model." Renewable and Sustainable Energy Reviews. 64, pp. 806-816. https://doi.org/10.1016/j.rser.2016.06.039Article
Saving mobilization and its impact on economic growth: a case study on Bangladesh
Rahman, Mohammad Mafizur and Uddin, Mohammad Taslim. 2012. "Saving mobilization and its impact on economic growth: a case study on Bangladesh." Bonnici, Joseph (ed.) American Canadian Conference for Academic Disciplines 2012. Toronto, Canada 21 - 24 May 2012 Cumberland, RI. United States.Paper
Population age structure and savings rate impacts on economic growth: evidence from Australia
Uddin, Gazi A., Alam, Khorshed and Gow, Jeff. 2016. "Population age structure and savings rate impacts on economic growth: evidence from Australia." Economic Analysis and Policy. 52, pp. 23-33. https://doi.org/10.1016/j.eap.2016.08.002Article
The effects of internet usage, financial development and trade openness on economic growth in South Africa: a time series analysis
Salahuddin, Mohammad and Gow, Jeff. 2016. "The effects of internet usage, financial development and trade openness on economic growth in South Africa: a time series analysis." Telematics and Informatics. 33 (4), pp. 1141-1154. https://doi.org/10.1016/j.tele.2015.11.006Article
Does internet stimulate the accumulation of social capital? A macro-perspective from Australia
Salahuddin, Mohammad, Tisdell, Clem, Burton, Lorelle and Alam, Khorshed. 2016. "Does internet stimulate the accumulation of social capital? A macro-perspective from Australia." Economic Analysis and Policy. 49, pp. 43-55. https://doi.org/10.1016/j.eap.2015.11.011Article
Is rapid growth in internet usage environmentally sustainable for Australia? An empirical investigation
Salahuddin, Mohammad, Alam, Khorshed and Ozturk, Ilhan. 2016. "Is rapid growth in internet usage environmentally sustainable for Australia? An empirical investigation." Environmental Science and Pollution Research. 23 (5), pp. 4700-4713. https://doi.org/10.1007/s11356-015-5689-7Article
Social capital formation, internet usage and economic growth in Australia: evidence from time series data
Salahuddin, Mohammad, Tisdell, Clem, Burton, Lorelle and Alam, Khorshed. 2015. "Social capital formation, internet usage and economic growth in Australia: evidence from time series data." International Journal of Economics and Financial Issues. 5 (4), pp. 942-953.Article
Internet usage, electricity consumption and economic growth in Australia: a time series evidence
Salahuddin, Mohammad and Alam, Khorshed. 2015. "Internet usage, electricity consumption and economic growth in Australia: a time series evidence." Telematics and Informatics. 32 (4), pp. 862-878. https://doi.org/10.1016/j.tele.2015.04.011Article
Financial development, international trade, and economic growth in Australia: new evidence from multivariate framework analysis
Rahman, Mohammad Mafizur, Shahbaz, Muhammad and Farooq, Abdul. 2015. "Financial development, international trade, and economic growth in Australia: new evidence from multivariate framework analysis." Journal of Asia Pacific Business. 16 (1), pp. 21-43. https://doi.org/10.1080/10599231.2015.997625Article
Estimating the relationship between grain crop consumption in Australia and environmental sustainability
Uddin, Gazi A., Alam, Khorshed and Gow, Jeff. 2015. "Estimating the relationship between grain crop consumption in Australia and environmental sustainability." Journal of Developing Areas. 49 (6), pp. 49-60. https://doi.org/10.1353/jda.2015.0089Article
A qualitative study into the innovation and technology transfer experience of a micro-manufacturer within a university-industry collaboration context in regional Australia
Goh, Steven Chingnam. 2013. "A qualitative study into the innovation and technology transfer experience of a micro-manufacturer within a university-industry collaboration context in regional Australia." 120th American Society for Engineering Education Annual Conference and Exposition (ASEE 2013): Engineering Education: Frankly, We Do Give a D*mn. Atlanta, GA. United States 23 - 26 Jun 2013 United States.Paper
The factors affecting housing price in Hangzhou: an empirical analysis
Rahman, Mohammad Mafizur, Khanam, Rasheda and Xu, Suichen. 2012. "The factors affecting housing price in Hangzhou: an empirical analysis." International Journal of Economic Perspectives. 6 (4), pp. 57-66.Article
Assessing the determinants of rice farmers' adaptation strategies to climate change in Bangladesh
Sarker, Md. Abdur Rashid, Alam, Khorshed and Gow, Jeff. 2013. "Assessing the determinants of rice farmers' adaptation strategies to climate change in Bangladesh." International Journal of Climate Change Strategies and Management. 5 (4), pp. 382-403. https://doi.org/10.1108/IJCCSM-06-2012-0033Article
Financial development, international trade and economic growth in Australia: new evidence from multivariate framework analysis
Rahman, Mohammad Mafizur, Shahbaz, Muhammad and Farooq, Abdul. 2013. "Financial development, international trade and economic growth in Australia: new evidence from multivariate framework analysis." Kim, Nak Nyeon, Roh, Taek Son and Park, Kijoo (ed.) Asia-Pacific Economic and Business History Conference (APEBH 2013): Markets, Institutions and People in Economic Crisis and Recovery. Seoul, Korea 14 - 16 Feb 2013 Adelaide, Australia.Paper
CO2 emissions and income trajectory in Australia: the role of technological change
Shahiduzzaman, Md and Alam, Khorshed. 2012. "CO2 emissions and income trajectory in Australia: the role of technological change." International Journal of Business Research. 12 (5), pp. 102-117.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.2012.12.069Article
Exploring the relationship between climate change and rice yield in Bangladesh: An analysis of time series data
Sarker, Md. Abdur Rashid, Alam, Khorshed and Gow, Jeff. 2012. "Exploring the relationship between climate change and rice yield in Bangladesh: An analysis of time series data." Agricultural Systems. 112, pp. 11-16. https://doi.org/10.1016/j.agsy.2012.06.004Article
Saving mobilization and its impact on economic growth: a case study on Bangladesh
Rahman, Mohammad Mafizur and Uddin, Mohammad Taslim. 2012. "Saving mobilization and its impact on economic growth: a case study on Bangladesh." The International Journal of Business and Management Studies. 1 (3), pp. 239-253.Article
Trade Openness, Financial Development Energy Use and Economic Growth in Australia:Evidence on Long Run Relation with Structural Breaks
Islam, Faridul, Shahbaz, Muhammad and Rahman, Mohammad Mafizur. 2013. Trade Openness, Financial Development Energy Use and Economic Growth in Australia:Evidence on Long Run Relation with Structural Breaks . Germany. Munich University Library.Working paper
Cointegration and causal relationships between energy consumption and output: assessing the evidence from Australia
Shahiduzzaman, Md and Alam, Khorshed. 2012. "Cointegration and causal relationships between energy consumption and output: assessing the evidence from Australia." Energy Economics. 34 (6), pp. 2182-2188. https://doi.org/10.1016/j.eneco.2012.03.006Article
The dynamic of financial development, imports, foreign direct investment and economic growth: cointegration and causality analysis in Pakistan
Shahbaz, Muhammad and Rahman, Mohammad Mafizur. 2012. "The dynamic of financial development, imports, foreign direct investment and economic growth: cointegration and causality analysis in Pakistan." Global Business Review. 13 (2), pp. 201-219. https://doi.org/10.1177/097215091201300202Article
Forecasting daily gas load with OIHF-Elman neural network
Zhou, Hong, Su, Gang and Li, Guofang. 2011. "Forecasting daily gas load with OIHF-Elman neural network." Procedia Computer Science. 5, pp. 754-758. https://doi.org/10.1016/j.procs.2011.07.100Article
Energy-output linkages in Australia: Implications for emissions reduction policies
Shahiduzzaman, Md. and Alam, Khorshed. 2011. "Energy-output linkages in Australia: Implications for emissions reduction policies." Journal of Applied Business and Economics. 12 (3), pp. 48-60.Article
Consistency, value relevance and sufficiency of book for market values in five Japanese conglomerates over the period 1950-2004
Cooke, Terence, Omura, Teruyo and Willett, Roger. 2009. "Consistency, value relevance and sufficiency of book for market values in five Japanese conglomerates over the period 1950-2004." Abacus: a journal of accounting, finance and business studies. 45 (1), pp. 88-123. https://doi.org/10.1111/j.1467-6281.2009.00279.xArticle
Macro-economic and trade link models of SAARC countries: an investigation for regional trade expansion
Rahman, Mohammad Mafizur. 2008. "Macro-economic and trade link models of SAARC countries: an investigation for regional trade expansion." Journal of the Asia Pacific Economy. 13 (1), pp. 46-57. https://doi.org/10.1080/13547860701731853Article
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
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
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
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
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
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
The determinants of economic growth in Pakistan: does stock market development play a major role?
Rahman, Mohammad Mafizur and Salahuddin, Mohammad. 2009. "The determinants of economic growth in Pakistan: does stock market development play a major role?" 38th Australian Conference of Economists (ACE 2009). Adelaide, Australia 28 - 30 Sep 2009 Adelaide, Australia.Paper
Possibilities of trade expansion among the SAARC countries: evidence from the macro-economic and regional trade link models
Rahman, Mohammad Mafizur. 2005. Possibilities of trade expansion among the SAARC countries: evidence from the macro-economic and regional trade link models. Sydney, Australia. University of Sydney.Working paper
Optimality of financial planning clients' strategic asset allocation
Santacruz, Lujer and Phillips, Peter J.. 2007. "Optimality of financial planning clients' strategic asset allocation." Moshirian, Fariborz (ed.) 20th Annual Australasian Finance and Banking Conference (AFBC 2007). Sydney, Australia 12 - 14 Dec 2007 Sydney, Australia.Paper
Multiple structural breaks in Australia's macroeconomic data: an application of the Lumsdaine and Papell Test
Layton, Allan P., Valadkhani, Abbas and Pahlavani, Mosayeb. 2005. "Multiple structural breaks in Australia's macroeconomic data: an application of the Lumsdaine and Papell Test." International Journal of Applied Econometrics and Quantitative Studies. 2 (3), pp. 19-32.Article