Details about Abbas Valadkhani

Access statistics for papers by Abbas Valadkhani.

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Short-id: pva542

Working Papers

2012

1. How to capture the full extent of price stickiness in credit card interest rates?
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
2. Modelling Australia's Retail Mortgage Rate
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia

2010

3. An Analysis of Productivity Changes in the Iranian banking Industry: a Bootstrapped Malmquist Approach
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
4. An Empirical Analysis of International Stock Market Volatility Transmission
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
5. Banks’ Efficiency and Productivity Analysis Using the Hicks-Moorsteen Approach: A Case Study of Iran
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia

2009

6. Community Valuations of Environmental Qality in Coastal Lakes: Lake Illawarra Case Study
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
   See also Journal Article in Economic Papers (2009)
7. Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities?
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (1)
8. How can Iran’s black market exchange rate be managed?
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
   See also Journal Article in Journal of Economic Studies (2011)
9. Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
   Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia

2008

10. Identifying productivity change in Botswana’s financial institutions: an application of Malmquist productivity indices
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
11. Identifying the Most Research Intensive Faculties of Business in Australia: A Multidimensional Approach
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
12. Technical efficiency in Botswana’s financial institutions: a DEA approach
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
13. The Australian Labour Market in 2007
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia

2007

14. A DISCIPLINARY ANALYSIS OF THE PHD COMPLETIONS IN AUSTRALIAN UNIVERSITIES
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
15. An Empirical Analysis of the Thai and Major International Stock Markets
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
16. BNew Developments in the Australian Labour Market in 2006
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
17. MACROECONOMETRIC MODELLING IN AN OIL EXPORTING COUNTRY: THE CASE OF IRAN
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
18. Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia

2006

19. Labour Productivity in Iran
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
20. Modelling the Research Output of Australian Universities by Discipline
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
21. The Interplay Between the Thai and Several Other International Stock Markets
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (1)
22. Unemployment Conundrum in Iran
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (3)
23. What Determines the Demand for Money in the Asian-Pacific Countries? An Empirical Panel Investigation
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (2)

2005

24. An Analysis of the Output and Conversion Matrices of Australia's Economy
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
25. Catastrophic Shocks and Capital markets: A Comparative Analysis by Disaster and Sector
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (1)
    See also Journal Article in Global Economic Review (2005)
26. Export Price Volatility in Australia: An Application of ARCH and GARCH Models
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
27. Macroeconometric Modelling: Approaches and Experiences in Developing Countries
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
28. Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (1)
    See also Journal Article in International Journal of Applied Econometrics and Quantitative Studies (2005)
29. Pre- and Post-Dynamic GST Effects on Goods and Services Included in the CPI Basket
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
30. Ranking and Clustering Australian University Research Performance, 1998-2002
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (2)
31. Ranking of Australian Economics Departments Based on Their Total and Per Academic Staff Research Output
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
32. Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (2)
33. Testing for Structural Breaks in Australia's Monetary Aggregates and Interest Rates: An Application of the Innovational Outlier and Additive Outlier Models
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
34. The Distribution of Research Performance Across Australian Universities, 1992-2003, and Its Implications for Higher Education Funding Models
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia
35. Which Industries Create More Employment? A Cross-Country Analysis
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia

2004

36. An Analysis of the Rising Cost of Education in Australia
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology
37. Measures of National Export Price Volatility Based on the Capital Asset Pricing Model
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (1)

2003

38. AN EMPIRICAL ANALYSIS OF THE BLACK MARKET EXCHANGE RATE IN IRAN
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (3)
39. DOES THE TERM STRUCTURE PREDICT AUSTRALIA’S FUTURE OUTPUT GROWTH?
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology
    See also Journal Article in Economic Analysis and Policy (EAP) (2004)
40. Demand for M2 in Developing Countries: An Empirical Panel Investigation
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (1)
    Also in School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology (2003) View citations (5)
41. History Of Macroeconometric Modelling: Lessons From Past Experience
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology
    See also Journal Article in Journal of Policy Modeling (2004)
42. How Many Jobs Were Lost With the Collapse of Ansett?
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (1)
43. Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (1)
44. Measuring the impact of natural disasters on capital markets: An empirical application using intervention analysis
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology
    See also Journal Article in Applied Economics (2004)
45. Quantifying the Effect of GST on Inflation in Australia’s Capital Cities: An Intervention Analysis
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (1)

2002

46. An Empirical Analysis of Australian Labour Productivity
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (2)
    See also Journal Article in Australian Economic Papers (2003)
47. Identifying Australia’s High Employment Generating Industries
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (3)
48. Modelling Demand for Broad Money in Australia
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology
    See also Journal Article in Australian Economic Papers (2005)
49. Public Finance and The Size of Government: A Literature Review and Econometric Results for Fiji
    School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology View citations (1)

Journal Articles

2013

1. Global output growth and volatility spillovers
   Applied Economics, 2013, 45, (5), 637-649

2012

2. An empirical analysis of Iran's banking performance
   Studies in Economics and Finance, 2012, 29, (4), 287-300
3. Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate
   The Economic Record, 2012, 88, (282), 341-350
4. Macroeconomic consequences of increased productivity in less developed economies
   Economic Modelling, 2012, 29, (3), 621-631

2011

5. Asymmetric Dynamics in Stock Market Volatility
   Economic Papers, 2011, 30, (2), 279-287
6. Efficiency of Botswana's financial institutions: a data envelopment analysis
   Applied Economics Letters, 2011, 18, (7), 697-702
7. How can Iran's black market exchange rate be managed?
   Journal of Economic Studies, 2011, 38, (2), 186-202
   See also Working Paper (2009)

2010

8. FINANCIAL CRISES AND INTERNATIONAL STOCK MARKET VOLATILITY TRANSMISSION
   Australian Economic Papers, 2010, 49, (3), 209-221
9. MODELLING THE ASYMMETRIC EFFECTS OF INFLATION ON REAL INVESTMENT IN IRAN, 1959-2008
   Applied Econometrics and International Development, 2010, 10, (1)
10. Ranking and clustering of the faculties of commerce research performance in Australia
    Applied Economics, 2010, 42, (22), 2881-2895

2009

11. Community Valuations of Environmental Quality in Coastal Lakes: Lake Illawarra Case Study*
    Economic Papers, 2009, 28, (2), 155-168
    See also Working Paper (2009)
12. Discipline-specific forecasting of research output in Australian universities
    Applied Economics Letters, 2009, 16, (18), 1875-1880 View citations (2)
13. Malmquist indices of productivity change in Botswana's financial institutions
    Global Business and Economics Review, 2009, 11, (1), 28-43

2008

14. A factor analysis of international portfolio diversification
    Studies in Economics and Finance, 2008, 25, (3), 165-174 View citations (2)
15. Dynamic linkages between Thai and international stock markets
    Journal of Economic Studies, 2008, 35, (5), 425-441 View citations (3)
16. Long- and Short-Run Determinants of the Demand for Money in the Asian-Pacific Countries: An Empirical Panel Investigation
    Annals of Economics and Finance, 2008, 9, (1), 77-90 View citations (2)

2007

17. Structural Changes in Australia’s Monetary Aggregates and Interest Rates
    The IUP Journal of Monetary Economics, 2007, V, (1), 19-29 View citations (1)
18. THE INFLUENCE OF INTERNATIONAL STOCK MARKETS AND MACROECONOMIC VARIABLES ON THE THAI STOCK MARKET
    Applied Econometrics and International Development, 2007, 7, (1)

2006

19. A CROSS-COUNTRY ANALYSIS OF EXPORT PRICES IN OECD COUNTRIES
    Economic Papers, 2006, 25, (4), 331-346
20. A Multidimensional Ranking of Australian Economics Departments
    The Economic Record, 2006, 82, (256), 30-43 View citations (4)
21. THE DISTRIBUTION OF RESEARCH PERFORMANCE ACROSS AUSTRALIAN UNIVERSITIES, 1992-2003, AND ITS IMPLICATIONS FOR 'BUILDING DIVERSITY'
    Australian Economic Papers, 2006, 45, (4), 343-361

2005

22. A NOTE ON THE RISING COST OF EDUCATION IN AUSTRALIA
    Economic Papers, 2005, 24, (2), 97-106
23. Catastrophic Shocks and Capital Markets: A Comparative Analysis by Disaster and Sector
    Global Economic Review, 2005, 34, (3), 331-344 View citations (1)
    See also Working Paper (2005)
24. Cross-country analysis of high employment-generating industries
    Applied Economics Letters, 2005, 12, (14), 865-869 View citations (1)
25. Goods and Services Tax Effects on Goods and Services Included in the Consumer Price Index Basket
    The Economic Record, 2005, 81, (s1), S104-S114 View citations (3)
26. MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA *
    Australian Economic Papers, 2005, 44, (1), 47-64 View citations (3)
    See also Working Paper (2002)
27. MULTIPLE STRUCTURAL BREAKS IN AUSTRALIA’S MACROECONOMIC DATA: AN APPLICATION OF THE LUMSDAINE AND PAPELL TEST
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (3), 31-44
    See also Working Paper (2005)
28. Macroeconomic Modelling: Approaches and Experiences in Development Countries
    Applied Econometrics and International Development, 2005, 5, (1) View citations (1)
29. Sources of Iranian Labour Productivity
    Review of Middle East Economics and Finance, 2005, 3, (3), 3
30. Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling
    Global Business and Economics Review, 2005, 7, (4), 295-310
31. The impact of financial deregulation on monetary aggregates and interest rates in Australia
    Applied Financial Economics Letters, 2005, 1, (3), 157-163 View citations (5)

2004

32. Does the Term Structure Predict Australia's Future Output Growth?
    Economic Analysis and Policy (EAP), 2004, 34, (2), 121-44
    See also Working Paper (2003)
33. History of macroeconometric modelling: lessons from past experience
    Journal of Policy Modeling, 2004, 26, (2), 265-281 View citations (5)
    See also Working Paper (2003)
34. Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis
    Applied Economics, 2004, 36, (19), 2177-2186 View citations (4)
    See also Working Paper (2003)
35. Quantifying the Effect of the GST on Inflation in Australia's Capital Cities: An Intervention Analysis
    Australian Economic Review, 2004, 37, (2), 125-138 View citations (2)
36. What determines private investment in Iran?
    International Journal of Social Economics, 2004, 31, (5/6), 457-468

2003

37. An Empirical Analysis of Australian Labour Productivity
    Australian Economic Papers, 2003, 42, (3), 273-291 View citations (1)
    See also Working Paper (2002)

2002

38. Assessing the Impact of Changes in Petroleum Prices on Inflation and Household Expenditures in Australia
    Australian Economic Review, 2002, 35, (2), 122-132 View citations (10)
39. Long- and short-run determinants of the demand for money in New Zealand: A cointegration analysis
    New Zealand Economic Papers, 2002, 36, (2), 235-250 View citations (1)

1998

40. Effect of government capital expenditure on GDP in the Iranian economy using superexogeneity testing
    Applied Economics Letters, 1998, 5, (6), 361-364