Economics - Research Publications

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End date: 2004 × Author: Olekalns, Nilss ×

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    Time Variation and Asymmetry in the World Price of Covariance Risk: The Implications for International Diversification
    Henry, Olan T. ; OLEKALNS, NILSS ; Shields, Kalvinder ( 2004-06)
    The International Capital Asset Pricing Model measures countryrisk in terms of the conditional covariance of national returns withthe world return. Using impulse responses from a multivariate nonlinearmodel we provide evidence of time variation and asymmetry inthe measure of country risk. and the implied benefit to internationaldiversification. The evidence implies that the price of risk and the benefitsfrom diversification may differ in a statistically and economicallymeaningful fashion across bull and bear markets.
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    The Displacement Hypothesis and Government Spending in the United Kingdom: Some New Long-Run Evidence
    Henry, Olan ; OLEKALNS, NILSS ( 2000-06)
    This paper presents new evidence on the ability of Peacock and Wiseman'sdisplacement hypothesis to explain temporal increases in the ratio ofgovernment expenditure to GDP in the United Kingdom. Using univariatemodelling techniques that are robust to structural changes in the underlyingdata generating process and a data set extending back to 1836, we find fourinstances where displacement may be said to have occurred.
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    Enriching the learning experience: a CALM approach
    JOHNSTON, CAROL ; OLEKALNS, NILSS ( 2000-12)
    This paper outlines and evaluates a new learning strategy implemented in the Faculty of Economics and Commerce at the University of Melbourne. The strategy is an Internet based assignment delivery and assessment system designed to (i) equip students to make the link between macroeconomic theory and important real-world issues, (ii) develop positive attitudes to the subject iii) develop deep approaches to learning (iv) develop a facility for critical analysis and problem solving and v) develop effective study habits. Using a multi-dimensional evaluation strategy, the indications are that the new approach has succeeded in its aim.
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    The teaching of first year economics in Australian universities
    OLEKALNS, N (Department of Economics, The University of Melbourne, 2002)
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    The asymmetric effects of uncertainty on inflation and output growth
    Grier, KB ; Henry, OT ; Olekalns, N ; Shields, K (WILEY, 2004-09-01)