- Economics - Research Publications
Economics - Research Publications
Permanent URI for this collection
Search Results
Now showing
1 - 10 of 23
-
ItemAnalysis of treatment response data from eligibility designsChib, S ; Jacobi, L (ELSEVIER SCIENCE SA, 2008-06)
-
ItemThe labour supply and savings effects of superannuation tax changesCREEDY, J ; Guest, R ( 2008)
-
ItemNew and robust drift approximations for the LIBOR market modelJoshi, M ; Stacey, A (ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2008)
-
ItemJob Satisfaction and Family Happiness: The Part-time Work PuzzleBooth, A ; VAN OURS, J ( 2008)
-
ItemThe role of portfolio shocks in a structural vector autoregressive model of the Australian economyFry, R ; Hocking, J ; Martin, VL (BLACKWELL PUBLISHING, 2008-03)Domestic and foreign equity shocks on the Australian economy are analysed within a five‐variate structural vector autoregressive model, with identification achieved through long‐run restrictions based on the natural rate hypothesis, monetary neutrality, long‐run portfolio balance and purchasing power parity. The results show that real equity values were undervalued by 19 per cent by June 2005, with the gap narrowing thereafter. Foreign crises are important factors explaining this deterioration. The real wealth effects of equity market shocks impact significantly upon financial and goods market prices, whereas output tends to be immune. The model is also able to address puzzles that exist in the vector autoregression literature.
-
ItemThe Cyclical Dynamics and Volatility of Australian Output and EmploymentSHEPHERD, D. ; DIXON, R. ( 2008)
-
ItemMARKET MAKING OLIGOPOLY*LOERTSCHER, S (Wiley, 2008-06)This paper analyzes price competition between market makers who set costly capacity constraints before they intermediate between producers and consumers. The unique equilibrium outcome with pure strategies at the capacity stage is the Cournot outcome. The paper thus provides a rationale for Cournot‐type competition between market makers. This contrasts with previous findings in the literature, where due to the absence of capacity constraints that are set ex ante the Bertrand result typically obtains.
-
ItemTurning from crime: A dynamic perspectiveSickles, RC ; Williams, J (Elsevier, 2008-07)
-
ItemEndogenous firm heterogeneity and the dynamics of trade liberalizationEderington, J ; McCalman, P (ELSEVIER, 2008-03)
-
ItemComputing the Distributions of Economic Models via SimulationStachurski, J ; Martin, V (Econometric Society, 2008-03-18)We study a Monte Carlo algorithm for computing marginal and stationary densities of stochastic models with the Markov property, establishing global asymptotic normality and OP(n–1/2) convergence. Asymptotic normality is used to derive error bounds in terms of the distribution of the norm deviation.
- «
- 1 (current)
- 2
- 3
- »