Details about Jeanette Ngaire Lye

Access statistics for papers by Jeanette Ngaire Lye.

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Short-id: ply19

Working Papers

2019

1. Can loss aversion shed light on the deflation puzzle?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   See also Journal Article Can loss aversion shed light on the deflation puzzle?, Review of Keynesian Economics, Edward Elgar Publishing (2021) View citations (3) (2021)

2018

2. Confidence Intervals for Ratios: Econometric Examples with Stata "Abstract: Ratios of parameter estimates are often used in econometric applications. However, the test of these ratios when estimated can cause difficulties since the ratio of asymptotically normally distributed random variables have a Cauchy distribution for which there are no finite moments. This paper presents a method for the estimation of confidence intervals based on the Fieller approach that has been shown to be preferable to the usual Delta method. Using example applications, we demonstrate that a few extra steps in the examination of the estimate of the ratio may provide a confidence interval with superior coverage."
   Department of Economics - Working Papers Series, The University of Melbourne
3. Grading Journals in Economics: The ABCs of the ABDC
   Department of Economics - Working Papers Series, The University of Melbourne
   See also Journal Article GRADING JOURNALS IN ECONOMICS: THE ABCS OF THE ABDC, Journal of Economic Surveys, Wiley Blackwell (2020) View citations (4) (2020)

2017

4. Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares
   Department of Economics - Working Papers Series, The University of Melbourne

2014

5. The influence of student experiences on post-graduation surveys
   Department of Economics - Working Papers Series, The University of Melbourne

2013

6. Gambling with Stimulus Payments: Feeding Gaming Machines with Federal Dollars
   Department of Economics - Working Papers Series, The University of Melbourne

2012

7. Inverse Test Confidence Intervals for Turning points: A
   Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
8. What is a high school worth?: A model of Australian private secondary school fees
   Department of Economics - Working Papers Series, The University of Melbourne

2011

9. Measuring Student Experience: Relationships between Teaching Quality Instruments (TQI) and Course Experience Questionnaire (CEQ)
   Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
10. Measuring Student Experience: Relationships between Teaching Quality Instruments (TQI) and Course Experience Questionnaire (CEQ). Resource Document
    Department of Economics - Working Papers Series, The University of Melbourne

2010

11. The Indirect Impacts of Smoking Bans in Gaming Venues
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)

2009

12. Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews
    Department of Economics - Working Papers Series, The University of Melbourne
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2009)

2008

13. A Systematic Analysis of Quality of Teaching Surveys
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
14. Confidence Intervals for Estimates of Elasticities
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)

2007

15. A Reinterpretation of Interactions in Regressions
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article A reinterpretation of interactions in regressions, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (4) (2010)
16. An Analysis of the Questions on University Teaching Surveys and the Universities that Use Them: The Australian Experience
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
17. Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews
    Department of Economics - Working Papers Series, The University of Melbourne View citations (5)

2005

18. Alernative Forms for Restricted Regressions
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
19. Interactions in Regressions
    Department of Economics - Working Papers Series, The University of Melbourne
20. Systematic Influences on Teaching Evaluations: The Case for Caution
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article SYSTEMATIC INFLUENCES ON TEACHING EVALUATIONS: THE CASE FOR CAUTION*, Australian Economic Papers, Wiley Blackwell (2007) View citations (20) (2007)

2004

21. Confidence bounds for the extremum determined by a quadratic regression
    Econometric Society 2004 Australasian Meetings, Econometric Society
22. Inferences for the Extremum of Quadratic Regression Models
    Department of Economics - Working Papers Series, The University of Melbourne View citations (7)

2002

23. Tests of Inference for Dummy Variables in Regressions with Logarithmic Transformed Dependent Variables
    Department of Economics - Working Papers Series, The University of Melbourne View citations (4)

2001

24. Clustering in a Data Envelopment Analysis Using Bootstrapped Efficiency Scores
    Department of Economics - Working Papers Series, The University of Melbourne View citations (10)

2000

25. Alcohol Consumption, Smoking and Wages
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
    See also Journal Article Alcohol consumption, smoking and wages, Applied Economics, Taylor & Francis Journals (2004) View citations (17) (2004)

1999

26. Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
27. The Interpretation of Multiple Dummy Variable Coefficients: An Application to Industry Effects in Wage Equations
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article The interpretation of multiple dummy variable coefficients: an application to industry effects in wage equations, Applied Economics Letters, Taylor & Francis Journals (2001) View citations (9) (2001)
28. Wages and Alcohol Consumption, Smoking, Weight Gain and Exercising: Evidence on Australian Men and Women
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)

1998

29. Data Reduction of Discrete Responses: An Application of Cluster Analysis
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
    See also Journal Article Data reduction of discrete responses: an application of cluster analysis, Applied Economics Letters, Taylor & Francis Journals (2001) View citations (4) (2001)
30. Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates
    IMF Working Papers, International Monetary Fund View citations (4)
31. The Fiscal Consequences of Privatisation: Australian Evidence
    Department of Economics - Working Papers Series, The University of Melbourne

1997

32. Computer Knowledge and Earnings: Evidence for Australia
    Department of Economics - Working Papers Series, The University of Melbourne View citations (4)
    See also Journal Article Computer knowledge and earnings: evidence for Australia, Applied Economics, Taylor & Francis Journals (2004) View citations (5) (2004)

1996

33. Insiders, Non-Market Activity and Unemployment
    Department of Economics - Working Papers Series, The University of Melbourne

1995

34. Trade Unions and the Equilibrium Rate of Unemployment
    Department of Economics - Working Papers Series, The University of Melbourne

Journal Articles

2022

1. The Incomes of Visual Artists: Which Artists, What Income?
   Australian Economic Review, 2022, 55, (4), 558-567

2021

2. Can loss aversion shed light on the deflation puzzle?
   Review of Keynesian Economics, 2021, 9, (1), 11-42 View citations (3)
   See also Working Paper Can loss aversion shed light on the deflation puzzle?, CAMA Working Papers (2019) View citations (1) (2019)
3. Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility
   Environment Systems and Decisions, 2021, 41, (3), 455-467 View citations (2)

2020

4. GRADING JOURNALS IN ECONOMICS: THE ABCS OF THE ABDC
   Journal of Economic Surveys, 2020, 34, (4), 876-921 View citations (4)
   See also Working Paper Grading Journals in Economics: The ABCs of the ABDC, Department of Economics - Working Papers Series (2018) (2018)
5. Visualising Time: A Compendium of Time Series Plots
   Australian Economic Review, 2020, 53, (2), 270-291

2018

6. Ratios of Parameters: Some Econometric Examples
   Australian Economic Review, 2018, 51, (4), 578-602 View citations (1)

2017

7. Inverting the indirect—The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares
   Journal of Econometrics, 2017, 199, (2), 173-183 View citations (2)
8. Secondary school fee inflation: an analysis of private high schools in Victoria, Australia
   Education Economics, 2017, 25, (5), 482-500 View citations (2)

2010

9. A Geometric Comparison of the Delta and Fieller Confidence Intervals
   The American Statistician, 2010, 64, (3), 234-241 View citations (15)
10. A reinterpretation of interactions in regressions
    Applied Economics Letters, 2010, 17, (5), 427-430 View citations (4)
    See also Working Paper A Reinterpretation of Interactions in Regressions, Department of Economics - Working Papers Series (2007) (2007)
11. ALCOHOL CONSUMPTION AND HUMAN CAPITAL: A RETROSPECTIVE STUDY OF THE LITERATURE
    Journal of Economic Surveys, 2010, 24, (2), 309-338 View citations (10)
12. Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: An application to the NAIRU
    Economics Letters, 2010, 108, (1), 73-76 View citations (3)

2008

13. Inferential methods for elasticity estimates
    Journal of Econometrics, 2008, 147, (2), 299-315 View citations (7)
14. The Eisner Puzzle, the Unemployment Threshold and the Range of Equilibria
    International Advances in Economic Research, 2008, 14, (2), 125-141 View citations (4)

2007

15. SYSTEMATIC INFLUENCES ON TEACHING EVALUATIONS: THE CASE FOR CAUTION*
    Australian Economic Papers, 2007, 46, (1), 18-38 View citations (20)
    See also Working Paper Systematic Influences on Teaching Evaluations: The Case for Caution, Department of Economics - Working Papers Series (2005) (2005)

2006

16. JOHN MAYNARD KEYNES MEETS MILTON FRIEDMAN AND EDMOND PHELPS: THE RANGE VERSUS THE NATURAL RATE IN AUSTRALIA, 1965:4 TO 2003:3
    Australian Economic Papers, 2006, 45, (3), 227-240 View citations (6)
17. Union Power and Australia’s inflation Barrier, 1965:4 to 2004:3
    Australian Journal of Labour Economics (AJLE), 2006, 9, (3), 287-304 View citations (1)

2004

18. Alcohol consumption, smoking and wages
    Applied Economics, 2004, 36, (16), 1807-1817 View citations (17)
    See also Working Paper Alcohol Consumption, Smoking and Wages, Department of Economics - Working Papers Series (2000) View citations (3) (2000)
19. Computer knowledge and earnings: evidence for Australia
    Applied Economics, 2004, 36, (17), 1979-1993 View citations (5)
    See also Working Paper Computer Knowledge and Earnings: Evidence for Australia, Department of Economics - Working Papers Series (1997) View citations (4) (1997)
20. The Effectiveness of Incomes Policies, in Australia Bargaining and Inflation Targetting Enterprise
    Australian Economic Papers, 2004, 43, (1), 21-38 View citations (3)

2001

21. An Estimate of the Range of Equilibrium Rates of Unemployment for Australia
    The Economic Record, 2001, 77, (236), 35-50 View citations (23)
22. Cycle and Trend in Models of the Range of Equilibria
    Australian Economic Papers, 2001, 40, (3), 387-404
23. Data reduction of discrete responses: an application of cluster analysis
    Applied Economics Letters, 2001, 8, (3), 149-153 View citations (4)
    See also Working Paper Data Reduction of Discrete Responses: An Application of Cluster Analysis, Department of Economics - Working Papers Series (1998) View citations (1) (1998)
24. The Fiscal Consequences of Privatisation: Australian evidence on privatisation by public share float
    International Review of Applied Economics, 2001, 15, (3), 305-321
25. The interpretation of multiple dummy variable coefficients: an application to industry effects in wage equations
    Applied Economics Letters, 2001, 8, (11), 701-707 View citations (9)
    See also Working Paper The Interpretation of Multiple Dummy Variable Coefficients: An Application to Industry Effects in Wage Equations, Department of Economics - Working Papers Series (1999) (1999)

2000

26. An Evaluation of Collaborative Problem Solving for Learning Economics
    The Journal of Economic Education, 2000, 31, (1), 13-29 View citations (11)

1998

27. Earnings of Public Sector and Private Sector Employees in Australia: Is There a Difference?
    The Economic Record, 1998, 74, (224), 36-53 View citations (23)
28. The distribution of exchange rate returns and the pricing of currency options
    Journal of International Economics, 1998, 45, (2), 351-368 View citations (9)

1997

29. A Labor Market Equilibrium Model of the Personal Distribution of Earnings
    Journal of Income Distribution, 1997, 06, (1), 7-7

1996

30. A Non-linear Model of the Real US-UK Exchange Rate
    Journal of Applied Econometrics, 1996, 11, (6), 669-86 View citations (10)
31. Matching and Mobility in the Market for Australian Rules Football Coaches
    ILR Review, 1996, 50, (1), 143-158 View citations (23)

1994

32. NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY
    Journal of Time Series Analysis, 1994, 15, (1), 65-84 View citations (3)
33. Testing for Pricing Asymmetries in Customer Markets
    Australian Economic Papers, 1994, 33, (63), 239-52 View citations (4)

Chapters

2012

1. Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials
   A chapter in 30th Anniversary Edition, 2012, pp 59-95

2010

2. Chapter 11 The Indirect Impacts of Smoking Bans in Gaming Venues
   A chapter in Current Issues in Health Economics, 2010, pp 243-259

2009

3. Chapter 14 The Use of Restricted Regressions in Estimating Demand Systems
   A chapter in Quantifying Consumer Preferences, 2009, pp 363-381