Browsing 14 Economics by Issue Date

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Browsing 14 Economics by Issue Date

Sort by: Order: Results:

  • Pagan Adrian; Hall Anthony; Trivedi Pk (Review Of Economic Studies Ltd, 1983)
    NA
  • Hall Anthony (Elsevier Science Sa Lausanne, 1983)
    In this note we use the concept of implicit null hypotheses introduced by Mizon and Richard (1982) to clarify the relationship between the two test procedures discussed by Pesaran (1974) for testing non-nested regression ...
  • Mcaleer Michael; Pagan Adrian; Volker P. (American Economic Association, 1985)
    Economists Thomas Cooley and Stephen LeRoy are concerned with money demand as an application of econometrics. That applied econometrics is not currently in the most robust of health is hard to deny, and it would be difficult ...
  • Chiarella Carl (Butterworth-heinemann Ltd, 1986)
    Dynamic macroeconomic models incorporating perfect foresight expectations can display a dynamic instability of the saddle point type. So that unless the initial values happen to place the system on the stable arm of the ...
  • Chiarella Carl; Shannon Anthony (Pergamon-Elsevier Science Ltd, 1986)
    A general biomedical two-compartment model is described and analyzed. An application in diabetes research is then illustrated by reference to a study which is comparing subcutaneous and intravenous insulin kinetcs.
  • Bird Ronald; Mccrae M; Beggs J (Australian Economic Papers, 1987)
    This paper examines the attitudes of gamblers to risk as displayed by their betting behaviour on horse races. Although traditional economic theory assumes that individuals are averse to risk, numerous authors (e.g. Ali ...
  • Geweke John (Elsevier Science Publishers B.V., 1988)
    It is proposed to sample antithetically rather than randomly from the posterior density in Bayesian inference using Monte Carlo integration. Conditions are established under which the number of replications required with ...
  • Trevor R.; Thorp Susan (Wiley-Blackwell Publishing Asia, 1988)
    Investigates whether extremely cheap and relatively simple vector autoregressive (VAR) models produce sensible forecasts of major Australian macroeconomic variables. Accuracy of ex-ante forecast produced by some representative ...
  • Keane Michael; Runkle D (Federal Reserve Bank of Minneapolis, 1989)
    his paper discusses at an undergraduate level how forecast rationality can be tested. It explains that forecasters should correctly use any relevant information they knew in making their predictions. It shows that forecast ...
  • Chiarella Carl; Kemp Mc; Vanlong N (Butterworth-heinemann Ltd, 1989)
    There have been few attempts to model the interaction of R and D, the leakage of industrial technology and product pricing. In the present paper we develop a simple leader¿follower model of process innovation with leakage. ...
  • Mooney Gavin; Hall Jane; Donaldson C; Gerard Karen (Elsevier Science Bv, 1991)
    NA
  • Hall Anthony; Anderson Heather; Granger Cwj (Mit Press, 1992)
    This paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically targeted short-term interest rates, the spreads between yields of different ...
  • Keane Michael (Econometric Society, 1994)
    In this paper I develop a practical extension of McFaddens method of simulated moments estimator for limited dependent variable models to the panel data case. The method is based on a factorization of the MSM first order ...
  • Geweke John; Keane Michael; Runkle D (Mit Press, 1994)
    This research compares several approaches to inference in the multinomial probit model, based on two Monte Carlo experiments for a seven choice model. The methods compared are the simulated maximum likelihood estimator ...
  • Savage Elizabeth; Hart A (Economic Society of Australia, 1995)
    Over the past two decades there has been growing interest in environmental policy. Lobbying by conservationists and growing community concern over pollution and the degradation of the natural environment have stimulated ...
  • Keane Michael (Federal Reserve Bank of Minneapolis, 1995)
    This article analyzes several proposals to build work incentives into the U.S. welfare system. It concludes that the most cost effective way to do that is to offer a work subsidy to all low-income single parents¿in other ...
  • Geweke John; Runkle D (Federal Reserve Bank of Minneapolis, 1995)
    Almost everyone would agree--even we in the Federal Reserve System--that monetary policy can be improved. But improving it requires accurate empirical descriptions of the current policy and the relationship between that ...
  • Hall Jane (Elsevier Science Bv, 1996)
    In a recent issue of this journal, Tabarrok provided an economic analysis of genetic testing (Tabarrok, 1994). As genetic research progresses, the identification of individuals at risk of particular diseases, early treatment ...
  • Chiarella Carl; Flaschel Peter (Elsevier Science Bv, 1996)
    We formulate a descriptive dynamic macroeconomic model of the Keynes-Wicksell type which incorporates goods, labour and financial markets. The model has well specified budget constraints with respect to the economic agents ...