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Business Cycle Asymmetry and the Stock Market
Silvapulle, Param; Silvapulle, Mervyn J - Department of Economics and Finance, La Trobe Business … - 1997
stock market. We consider threshold models to capture the asymmetric relationship between quarterly US unemployment rate and …
Persistent link: https://www.econbiz.de/10010541523
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The P-Star Model in Australia and New Zealand
Hewarathna, Ramya - Department of Economics and Finance, La Trobe Business … - 2000
This paper studies the usefulness of the P-star model in the analysis of the behaviour of prices in Australia and New Zealand. The P-star model is based on the quantity theory of money and the belief that the price level tends to move towards the equilibrium price level. The main contribution of...
Persistent link: https://www.econbiz.de/10010541570
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Testing for ARCH in ARCH-in-Mean Model
Silvapulle, Param; Silvapulle, Mervyn J; Beg, A B M … - Department of Economics and Finance, La Trobe Business … - 1997
An issue that arises in applications involving the ARCH-in-Mean (ARCH-M) model is whether or not the error variance is constant over time. A proper statistical formulation of this as a test of hypothesis presents two difficulties. First, the model does not satisfy the standard regularity...
Persistent link: https://www.econbiz.de/10010541584
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A Comparison of Australian Inflation Forecasts
Silvapulle, Param; Hewarathna, Ramya - Department of Economics and Finance, La Trobe Business … - 1997
This paper considers various models including univariate time series and the ones emerging from the Fisher effect and …
Persistent link: https://www.econbiz.de/10010541728
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The P-Star Model in Australia and New Zealand
Hewarathna, Ramya - Department of Economics and Finance, La Trobe Business … - 2000
This paper studies the usefulness of the P-star model in the analysis of the behaviour of prices in Australia and New Zealand. The P-star model is based on the quantity theory of money and the belief that the price level tends to move towards the equilibrium price level. The main contribution of...
Persistent link: https://www.econbiz.de/10008867227
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A Comparison of Australian Inflation Forecasts
Silvapulle, Param; Hewarathna, Ramya - Department of Economics and Finance, La Trobe Business … - 1997
This paper considers various models including univariate time series and the ones emerging from the Fisher effect and …
Persistent link: https://www.econbiz.de/10008867745
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Testing for ARCH in ARCH-in-Mean Model
Silvapulle, Param; Silvapulle, Mervyn J; Beg, A B M … - Department of Economics and Finance, La Trobe Business … - 1997
An issue that arises in applications involving the ARCH-in-Mean (ARCH-M) model is whether or not the error variance is constant over time. A proper statistical formulation of this as a test of hypothesis presents two difficulties. First, the model does not satisfy the standard regularity...
Persistent link: https://www.econbiz.de/10008867964