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Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1036601
Description: As many readers of Public Money & Management know, the New South Wales (NSW) government is planning large amalgamations of councils, especially within metropolitan Sydney, motivated in large part by a ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/350590
Description: We test for price bubbles in 14 national real estate investment trust (REIT) markets, and measure the degree of their convergence towards a common trend. Our methodology consists of the recently devel ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/313819
Description: We explore the relationships among the North American, European and Asian natural gas markets for evidence of convergence and integration for the January 1997 through May 2011 period. The analyses are ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/332072
Description: 17 page(s)
Date: 2014
Subject Keyword: monetary policy | inflation | panel data
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/335207
Description: The question examined in this paper is the following. Assuming that money played a role in the prediction of inflation, which of the nominal money gap or real money gap did the best job in the Europea ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/262758
Description: In order to shed new light on the influence of volume and economic fundamentals on the long-run volatility of the Chinese stock market we follow the methodology introduced by Engle et al. (2009) and E ... More
Reviewed: Reviewed
Date: 2013
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/230775
Description: This article models median house prices in 626 suburbs across Sydney, using three spatial hedonic models, and obtains high overall levels of explanation. Access to the central business district and th ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/156750
Description: We forecast demand for Australian passports using a number of univariate and multivariate forecasting models, and assess their relative predictive ability over a number of forecasting horizons and eva ... More
Reviewed: Reviewed
Date: 2011
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/153358
Description: The direction of the causality between energy consumption and income is an important issue in the fields of energy economics, economic growth, and policies toward energy use. The seminal work on the r ... More
Reviewed: Reviewed
Authors: Joyeux, Roselyne
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/92897
Description: In this paper we consider the generalization of the concept of cointegration to non-stationary processes which are not necessarily I(d). Two cases are of special interest. First the case of non-statio ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/106319
Description: In light of continuing mixed results in the literature, this paper re-examines the German Dominance Hypothesis (GDH) and considers whether the UK should join the Eurozone. For this purpose, short-term ... More
Reviewed: Reviewed
Date: 2010
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/89773
Description: This paper examines the hypothesis that there is a single economic market for the international steam coal industry and investigates the degree of steam coal market integration over time. A regression ... More
Reviewed: Reviewed
Authors: Joyeux, Roselyne
Date: 2010
Subject Keyword: 140300 Econometrics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/89769
Description: In late 1978 Clive Granger was asked by Maurice Priestley to contribute a paper to the firstissue of the Journal of Time Series Analysis. In Granger’s usual style he was determined to provide achallen ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/92902
Description: We use the cost-of-carry model to investigate the extent of market efficiency in the EU futures market for carbon dioxide allowances over the period of June 2005 to December 2007. We reject the cost-o ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/1224643