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from School of Finance and Economics, University of Technology, Sydney PO Box 123, Broadway, NSW 2007, Australia. Contact information at EDIRC . Series data maintained by Duncan Ford ().
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108: Output, Financial Markets and Growth
Carl Chiarella , Peter Flaschel , Reiner Franke and Willi Semmler
107: Trading in the Australian Foreign Exchange Market
Tiffany Hutcheson
106: A Decomposition of the Labour Market Participation of Married Women in Three Countries: Australia, Canada and the United States of America
Vera Brusentsev
105: The Game Academics Play: Editors Versus Authors
Joao Ricardo Faria
104: Integrating Tobin's Q with Goodwin's Nonlinear Accelerator
Joao Ricardo Faria
103: An Examination of the Statistical Discrepancy and Private Investment Expenditure
Chris Bajada
102: Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics
Carl Chiarella and Alexander Khomin
101: An Economic Analysis of the Peter and Dilbert Principles
Joao Ricardo Faria
100: The Research Output of Academic Economists in Brazil
Joao Ricardo Faria
99: Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution
Carl Chiarella , Peter Flaschel , G. Groh , C. Köper and Willi Semmler
98: Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions
Carl Chiarella , Peter Flaschel , G. Groh , C. Köper and Willi Semmler
97: Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation
Carl Chiarella and Peter Flaschel
96: Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model
Carl Chiarella , Peter Flaschel and Peiyuan Zhu
95: Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues
Carl Chiarella and Peter Flaschel
94: Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model
Carl Chiarella and Peter Flaschel
93: Towards Applied Disequilibrium Growth Theory: I The Starting Model
Carl Chiarella and Peter Flaschel
92: Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks
VT Alaganar , Graham Partington and Max Stevenson
91: Confidence Intervals for the Underground Economy in Australia
Chris Bajada
90: The Dynamics of the Cobweb when Producers are Risk Averse Learners
Carl Chiarella and Xuezhong He
89: Is There a General Criterion for Dynamic Efficiency?
M. A. C. Martins and Joao Ricardo Faria
88: Consumer Behaviour, Labour Supply and Diabetes: The Complex Case
Joao Ricardo Faria
87: The Birth of Limit Cycles in Nonlinear Oligipolies with Continuously Distributed Information Lags
Carl Chiarella and Ferenz Szidarovszky
86: The Price of Risk
Craig Ellis
85: Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives
Carl Chiarella and Peter Flaschel
84: An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Parts II and III)
Lori Semaan
83: An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Part I)
Lori Semaan
82: Is Speculative Activity in Asia Pacific Markets Anything New?
Tiffany Hutcheson
81: Zero-Coupon Yield Curve Estimation; A Principal Component, Polynomial Approach
Ben Hunt and Chris Terry
80: Regime Switches in Property Market Risk Premiums: Some International Comparisons
Pat Wilson , John Okunev and Tiffany Hutcheson
79: Modelling the Expected Value of the Classical Rescaled Adjusted Range for Long-Term Dependent Series
Craig Ellis
78: Ownership Structure and Building Society Efficiency
Tiffany Hutcheson and Ian Sharpe
77: The Wallis Inquiry, an Information Brief From the Perspective of a Political Economic Historian
Carolyn Currie
76: Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems
Ram Bhar and Carl Chiarella
75: A Survey of Models for the Pricing of Interest Rate Derivatives
Carl Chiarella and Nadima El-Hassan
74: Individual Share Futures Contracts: The Economic Impact of Their Introduction on the Underlying Equity Market
Maurice Peat and M. McCorry
73: Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies
Graham Newell , Maurice Peat and Max Stevenson
72: Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques
Carl Chiarella and Nadima El-Hassan
71: Ethnic Small Business and Employment Creation in Australia in the 1990s
Jock Collins
70: Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data
Ram Bhar and Carl Chiarella
69: Mis-Specification in the Estimation of the Expected Rescaled Adjusted Range Statistic: The Case Versus Peters
Craig Ellis
68: Cosmopolitan Capitalism: Ethnicity, Gender and Small Business in Australia in the 1990s
Jock Collins
67: Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle
D. Jones , Maurice Peat and Max Stevenson
66: Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model
Ram Bhar and Carl Chiarella
65: Fractional Co-Integration in Domestic and International Real Estate and Stock Markets
John Okunev and Pat Wilson
64: Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates
Carl Chiarella and Alexander Khomin
63: A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates
Carl Chiarella and Nadima El-Hassan
62: Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets
Pat Wilson and John Okunev
61: Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns
Graham Newell , Maurice Peat and Max Stevenson
60: Some Further Theoretical and Empirical Implications Regarding the Relationship between Earnings, Dividends and Returns
R. Chiang , Ian Davidson and John Okunev
59: Modelling the Equity Risk Premium in the Long Term
Ian Davidson , John Okunev and M. Tahir