Details about Chew Lian Chua

Access statistics for papers by Chew Lian Chua.

Last updated 2018-12-12. Update your information in the RePEc Author Service.

Short-id: pch807

Working Papers

2014

1. A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2011

2. Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
3. Regional Indexes of Activity: Combining the Old with the New
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2010

4. Bank and Official Interest Rates: How Do They Interact over Time?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (3)
   See also Journal Article Bank and Official Interest Rates: How Do They Interact over Time?, The Economic Record, The Economic Society of Australia (2013) View citations (6) (2013)

2009

5. A Latent Variable Approach to Forecasting the Unemployment Rate
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article A latent variable approach to forecasting the unemployment rate, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (2) (2012)
6. Hospital Competition, Technical Efficiency, and Quality
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (2)
   See also Journal Article Hospital Competition, Technical Efficiency and Quality, The Economic Record, The Economic Society of Australia (2011) View citations (14) (2011)

2008

7. A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
8. A Two-Stage Estimation of Hospital Performance Using Mortality Outcome Measures: An Application Using Victorian Hospital Data
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (1)
9. Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article Can consumer sentiment and its components forecast Australian GDP and consumption?, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (10) (2009)
10. Forecasting Australian Macroeconomic Variables Using a Large Dataset
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
    See also Journal Article FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET, Australian Economic Papers, Wiley Blackwell (2010) View citations (2) (2010)

2007

11. Permanent Structural Change in the US Short-Term and Long-Term Interest Rates
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
12. What Drives Worker Flows?
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (1)

2006

13. Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2005

14. Is There a Unit Root in East-Asian Short-Term Interest Rates?
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2004

15. Structural Error Correction Model: A Bayesian Perspective
    Econometric Society 2004 Far Eastern Meetings, Econometric Society

2001

16. Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
    Department of Economics - Working Papers Series, The University of Melbourne View citations (6)
    See also Journal Article Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints, Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie (2001) View citations (6) (2001)

Journal Articles

2018

1. A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
   Journal of Business & Economic Statistics, 2018, 36, (2), 267-277 View citations (7)
2. Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective
   The Economic Record, 2018, 94, (S1), 11-32 View citations (5)

2017

3. A re-examination of Libor rigging: a time-varying cointegration perspective
   Quantitative Finance, 2017, 17, (9), 1367-1386 View citations (1)
4. Do petrol prices increase faster than they fall in market disequilibria?
   Energy Economics, 2017, 61, (C), 135-146 View citations (14)
5. THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS
   Contemporary Economic Policy, 2017, 35, (1), 201-215 View citations (16)

2014

6. Review of the Australian Economy 2013–14: The Age of Austerity?
   Australian Economic Review, 2014, 47, (1), 1-12 View citations (2)

2013

7. A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
   Econometric Reviews, 2013, 32, (2), 244-271 View citations (3)
8. Bank and Official Interest Rates: How Do They Interact over Time?
   The Economic Record, 2013, 89, (285), 160-174 View citations (6)
   See also Working Paper Bank and Official Interest Rates: How Do They Interact over Time?, Melbourne Institute Working Paper Series (2010) View citations (3) (2010)
9. Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data
   International Journal of Forecasting, 2013, 29, (3), 442-455 View citations (3)

2012

10. A latent variable approach to forecasting the unemployment rate
    Journal of Forecasting, 2012, 31, (3), 229-244 View citations (2)
    See also Working Paper A Latent Variable Approach to Forecasting the Unemployment Rate, Melbourne Institute Working Paper Series (2009) (2009)
11. An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
    Economics Letters, 2012, 117, (2), 452-454 View citations (5)
12. Review of the Australian Economy 2011–12: A Case of Déjà Vu
    Australian Economic Review, 2012, 45, (1), 1-13 View citations (4)

2011

13. ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE?
    Journal of Economic Surveys, 2011, 25, (4), 801-827 View citations (26)
14. Hospital Competition, Technical Efficiency and Quality
    The Economic Record, 2011, 87, (277), 252-268 View citations (14)
    See also Working Paper Hospital Competition, Technical Efficiency, and Quality, Melbourne Institute Working Paper Series (2009) View citations (2) (2009)
15. Predicting economic contractions and expansions with the aid of professional forecasts
    International Journal of Forecasting, 2011, 27, (2), 438-451 View citations (2)
    Also in International Journal of Forecasting, 2011, 27, (2), 438-451 (2011) View citations (2)
16. Review of the Australian Economy 2010–11: Growth, Jobs and Debt
    Australian Economic Review, 2011, 44, (1), 1-12

2010

17. A two‐stage estimation of hospital quality using mortality outcome measures: an application using hospital administrative data
    Health Economics, 2010, 19, (12), 1404-1424 View citations (11)
18. FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET
    Australian Economic Papers, 2010, 49, (1), 44-59 View citations (2)
    See also Working Paper Forecasting Australian Macroeconomic Variables Using a Large Dataset, Melbourne Institute Working Paper Series (2008) (2008)
19. Review of the Australian Economy 2009–10: On the Road to Recovery
    Australian Economic Review, 2010, 43, (1), 1-11 View citations (1)

2009

20. Can consumer sentiment and its components forecast Australian GDP and consumption?
    Journal of Forecasting, 2009, 28, (8), 698-711 View citations (10)
    See also Working Paper Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?, Melbourne Institute Working Paper Series (2008) (2008)
21. Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks
    Australian Economic Review, 2009, 42, (1), 1-11 View citations (4)

2007

22. Markov‐Switching Mean Reversion in Short‐Term Interest Rates: Evidence from East Asian Economies
    The Economic Record, 2007, 83, (263), 383-397 View citations (5)

2005

23. Airline Code-share Alliances and Costs: Imposing Concavity on Translog Cost Function Estimation
    Review of Industrial Organization, 2005, 26, (4), 461-487 View citations (23)

2001

24. Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2001, 49, (3), 269-291 View citations (6)
    See also Working Paper Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints, Department of Economics - Working Papers Series (2001) View citations (6) (2001)