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  • Assessing the variability of inflation 
    Pagan Adrian; Hall Anthony; Trivedi Pk (Review Of Economic Studies Ltd, 1983)
    NA
  • Asset price and wealth dynamics in a financial market with heterogeneous agents 
    Dieci Roberto; Chiarella Carl; Gardini Laura (Elsevier Science, 2006)
    This paper considers a discrete-time model of a financial market with one risky asset and one risk-free asset, where the asset price and wealth dynamics are determined by the interaction of two groups of agents, ...
  • Asset price dynamics among heterogeneous interacting agents 
    Gallegati Mauro; Chiarella Carl; Palestrini Antonio; Leombruni Roberto (Springer, 2003)
    In this paper, we investigate the presence of rational herding on asset price dynamics during the intra-day trading with heterogeneous interacting agents, whose infonnation set is not complete. In the model, individual ...
  • The association between venous structural alterations and biomechanical weakness in patients with abdominal aortic aneurysms 
    Goodall Stephen; Crowther Mat; Bell Peter; Thompson Matt (Mosby, Inc., 2002)
    Objective: Abdominal aortic aneurysms (AAAs) are associated with generalized arterial dilation, torturosity, and altered matrix composition, which suggests a generalized systemic weakness throughout the entire vasculature. ...
  • Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets 
    Wilson Patrick; Michayluk David; Zurbruegg Ralf (Blackwell Publishing Asia, 2004)
    We construct synchronously priced indices of securitized property listed on the New York Stock Exchange and London Stock Exchange. The indices are then utilized to examine dynamic information flows between the two markets. ...
  • Attribute causality in environmental choice modelling 
    Bennett Jeff; Blamey Russell; Morrison Mark; Louviere Jordan; Rolfe J (Springer, 2007)
    When selecting attributes in environmental Choice Modelling studies, preference should be given to those attributes that are demand-relevant, policy-relevant, and measurable. The use of these criteria will often result ...
  • Auctions with a buy price 
    Reynolds S S; Wooders John (Springer, 2009)
    eBay and Yahoo allow sellers to list their auctions with a buy price at which a bidder may purchase the item immediately. On eBay, the buy-now option disappears once a bid is placed, while on Yahoo the buy-now option remains ...
  • Auctions with heterogeneous entry costs 
    Moreno D; Wooders John (Wiley-Blackwell, 2011)
    If bidders have independent private values and homogeneous entry costs, a first- or second-price auction with a reserve price equal to the seller's value maximizes social surplus and seller revenue. We show that if entry ...
  • Australia's medium-run exchange rate: A macroeconomic balance approach 
    Kohler Marion; Dvornak N; Menzies Gordon (Future Drugs Ltd, 2003)
    The determinants of Australia's exchange rate based on the internal-external balance approach introduced hy Williamson (1983) were analaysed. Internal balance implies that the economy is operating at supply potential ...
  • Basel II and the Political Economy of Banking 
    Docherty Peter (M. E. Sharpe, 2008)
    In January 2008, institutions across the G-lO countries responsible for regulating banks within their jurisdictions implemented the new Basel Capital Accord, now commonly known as Basel II. This new standard for bank ...
  • Bayesian Econometrics and Forecasting 
    Geweke John (Elsevier Science Publishers B.V., 2001)
    Abstract: Contemporary Bayesian forecasting methods draw on foundations in subjective probability and preferences laid down in the mid-twentieth century, and utilize numerical methods developed since that time in their ...
  • Bayesian estimation of a random effects heteroscedastic probit model 
    Gu Yuanyuan; Fiebig Denzil; Cripps E; Kohn Robert (Wiley-Blackwell Publishing Ltd., 2009)
    Bayesian analysis is given of a random effects binary probit model that allows for heteroscedasticity. Real and simulated examples illustrate the approach and show that ignoring heteroscedasticity when it exists may lead ...
  • Bayesian inference and posterior simulators 
    Geweke John (Blackwell Publishing, 2001)
    Abstract: Recent advances in simulation methods have made possible the systematic application of Bayesian methods to support decision making with econometric models. This paper outlines the key elements of Bayesian ...
  • Bayesian Inference for Hospital Quality in a Selection Model 
    Geweke John; Gowrisankaran G.; Town R.J. (Blackwell Publishing, 2003)
    This paper develops new econometric methods to infer hospital quality in a model with discrete dependent variables and nonrandom selection. Mortality rates in patient discharge records are widely used to infer hospital ...
  • Bayesian model comparison and validation 
    Geweke John (American Economic Association, 2007)
    Bayesian econometrics provides a tidy theory and practical methods of comparing and combining several alternative, completely specified models for a common data set. It is always possible that none of the specified models ...
  • Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm 
    Keane Michael; Houser Daniel; Mccabe Kevin (Blackwell Science Asia Pty Ltd, 2001)
    Different people may use different strategies, or decision rules, when solving complex decision problems. We provide a new Bayesian procedure for drawing inferences about the nature and number of decision rules present ...
  • Benchmarking and fair pricing applied to two marker models 
    Hulley Hardy; Miller Shane; Platen Eckhard (Graduate School of Economics, Kyoto University, 2005)
    This paper considers a market containing both continuous and discrete noise. Modest assumptions ensure the existence of a growth optimal portfolio. Non-negative self financing trading strategies, when benchmarked by this ...
  • The Best-Worst Scaling Approach: An Alternative to Schwartz's Values Survey 
    Lee Julie; Soutar Geoffrey; Louviere Jordan (Routledge, 2008)
    Traditional self-report ratings have some measurement problems that a relatively new method, best-worst scaling (BWS; Finn & Louviere, 1992), may overcome. This alternative method, based on Louviere's BWS, can be used to ...
  • Best-worst scaling: What it can do for health care research and how to do it 
    Louviere Jordan; Flynn Terry; Coast Joanna; Peters Tim (Elsevier Science, 2002)
    Statements like “quality of care is more highly valued than waiting time” can neither be supported nor refuted by comparisons of utility parameters from a traditional discrete choice experiment (DCE). Best–worst scaling ...
  • Breaking up is hard to do: why disinvestment in medical technology is harder than investment 
    Haas Marion; Hall Jane; Viney Rosalie; Gallego Gisselle (Australian Healthcare Association, 2012)
    disinvestment, health technology assessment