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  • Parameterizing unconditional skewness in models for Financial Time Series 
    He Changli; Silvennoinen Annastiina; Terasvirta Timo (Oxford University Press, 2008)
    In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to ...
  • Patents, research exemption, and the incentive for sequential innovation 
    Moschini Giancarlo; Yerokhin Oleg (Blackwell, 2008)
    We develop a quality ladder model to study the R&D incentive impacts of intellectual property rights with a ¿research exemption¿ or ¿experimental use¿ provision. The innovation process is sequential and cumulative and takes ...
  • Patient preferences for managing asthma: results from a discrete choice experiment 
    Hall Jane; King Madeleine; Jenkins Christine; Reddel H.K.; Fiebig Denzil; Lanscar Emily; Louviere Jordan; Hossain Ishrat (American Association of Immunologists, 2002)
    Effective control of asthma requires regular preventive medication. Poor medication adherence suggests that patient preferences for medications may differ from the concerns of the prescribing clinicians. This study ...
  • Pension funds in a highly politicised environment: The case of the Philippines 
    Dela Rama Marie (Palgrave Macmillan, 2009)
    This article seeks to contribute to greater understanding of the challenges faced by pension funds in developing countries. This paper reviews the investment decisions and strategies of two government owned pension funds ...
  • Perfect foresight models and the dynamic instability problem from a higher viewpoint 
    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 ...
  • The permanent need for political economy 
    O'Donnell Rod (ANU College of Business & Economics, 2009)
    My purpose here is to offer, in hindsight, an assessment of the significance of the dispute in terms of its two underlying issues ¿ the nature of economics and the role of university ideals. I write as someone who was a ...
  • A Political Economy Model of Congressional Careers 
    Keane, M. P; Diermeier, D.; Merlo, A. (American Physical Society, 2007)
    Our main goal is to quantify the returns to a career in the United States Congress. We specify a dynamic model of career decisions of a member of Congress and estimate this model using a newly collected dataset. Given ...
  • Potential diversification benefits in the presence of unknown structural breaks: an Australian case study 
    Gerlach Richard; Wilson Patrick; Zurbruegg Ralf (Blackwell Publishing, 2003)
    It is reasonable to suggest that a portfolio manager with direct property diversified by sector or region is more interested in strategic than in tactical asset allocation.However,even with strategic allocations of ...
  • Power-Law Behaviour, Heterogeneity, and Trend Chasing 
    Li You Wei; He Xuezhong (Elsevier, 2007)
    Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of ...
  • Power Law Scaling in World Income Distribution 
    Di Guilmi Corrado; Gaffeo Edoardo; Gallegati Mauro (Vanberbilt University, 2003)
    We show that over the period 1960-1997, the range comprised between the 30th and the 85th percentiles of the world income distribution expressed in terms of GDP per capita invariably scales down as a Pareto distribution. ...
  • Preferences for cancer treatments: an overview of methods and applications in oncology 
    Blinman Prunella; King Madeleine; Norman Richard; Viney Rosalie; Stockler Martin (Oxford University Press, 2012)
    This review provides cancer clinicians and researchers with an overview of methods for assessing preferences, with examples and recommendations for their application in oncology. Decisions about cancer treatments involve ...
  • Preferences for new and existing contraceptive products 
    Fiebig Denzil; Knox Stephanie; Viney Rosalie; Haas Marion; Street Deborah (John Wiley & Sons Ltd, 2011)
    New contraceptive methods provide greater choice in terms of effectiveness, management of side-effects, convenience and frequency of administration and flexibility, but make the decisions about contraception more complex. ...
  • Preferences for support services among adolescents and young adults with cancer or a blood disorder: A discrete choice experiment 
    Goodall Stephen; King Madeleine; Ewing Jane; Smith Narelle; Kenny Patricia (Elsevier, 2012)
    Life-threatening illnesses in young people are traumatic for patients and their families. Support services can help patients and families deal with various non-medical impacts of diagnosis, disease and treatment. The aim ...
  • The price consideration model of brand choice 
    Ching Andrew; Erdem Tulin; Keane Michael (John Wiley and Sons, 2009)
    The workhorse brand choice models in marketing are the multinomial logit (MNL) and nested multinomial logit (NMNL). These models place strong restrictions on how brand share and purchase incidence price elasticities are ...
  • Price Discovery in the Australian Dollar Foreign Exchange Market 
    Batten Jonathan; Hogan Warren (Elsevier, 2003)
  • Prices, delay, and the dynamics of trade 
    Moreno D; Wooders John (Academic Press Inc Elsevier Science, 2002)
    We characterize the dynamics of trading patterns and market composition when trade is bilateral, finding a trading pat trier is costly, prices arc determined by bargaining, and preferences are private information. We show ...
  • Pricing Accuracy, Liquidity And Trader Behavior With Closing Price Manipulation 
    Comerton-Forde C; Putnins Talis (Springer, 2011)
    We study the effects of closing price manipulation in an experimental market to evaluate the social harm caused by manipulation. We find that manipulators, given incentives similar to many actual manipulation cases, decrease ...
  • The Private Value of Public Pensions 
    Petrichev Konstantin; Thorp Susan (Elsevier, 2008)
    As individual retirement savings accounts replace public pensions and defined benefit schemes, more retirees will decumulate using commercial income streams rather than public or corporate annuities. Here we use an ...
  • The Probability and Timing of Price Revesals in the Propert Market 
    Stevenson, M. J; Partington, G. (Marcel Dekker Inc, 2003)
    In this paper, we develop models for estimating the time varying probability that there will be a price reversal in the property market. Knowledge of such price reversals may be helpful in forming property trading ...
  • Productivity and industrial disputes: a note on the Cole Royal Commission 
    Perry Leonard (Elsevier, 2004)
    The Cole Royal Commission into the building and construction sector recommended radical 'reforms' in that sector's labour market. The Commission based its recommended changes on evidence of lacklustre productivity for ...