Showing 451 - 460 of 490
This paper employs all quarterly time series currently available to determine endogenously the time of structural breaks for three monetary aggregates—the long- and short-term interest rates as well as the consumer price index—in Australia using the ZA (Zivot and Andrews, 1992) test and the...
Persistent link: https://www.econbiz.de/10005398788
This paper employs all quarterly time series currently available to endogenously determine the timing of structural breaks for various monetary aggregates and interest rates in Australia over the last thirty years. The Innovational Outlier model (IO) and the Additive Outlier model (AO) are then...
Persistent link: https://www.econbiz.de/10005515397
This paper examines whether stock prices for 16 countries are trend stationary or follow a random walk process using the (Zivot and Andrews, 1992) and (Lumsdaine and Papell, 1997) tests and monthly data (1987:12-2005:12). With one structural break, the ZA test results provide evidence in favour...
Persistent link: https://www.econbiz.de/10005515407
This paper employs annual time series data (1960-2003) and the ZA (Zivot and Andrews, 1992) and the LP (Lumsdaine and Papell, 1997) approaches to determine endogenously the more likely time of major structural breaks in various macroeconomic variables of the Iranian economy. We have considered...
Persistent link: https://www.econbiz.de/10005515450
This paper identifies the major areas of research strengths and concentration across all Australian universities, as demonstrated by the number of PhDs and academic staff members (S) in ten broad fields of education using the average audited data (2001-2003). The ratio of PhD completions to S is...
Persistent link: https://www.econbiz.de/10005515451
This paper clusters and ranks the research performance of thirty-seven Australian universities over the period 1998-2002. Research performance is measured according to audited numbers of PhD completions, publications and grants (in accordance with rules established by the Department of...
Persistent link: https://www.econbiz.de/10005515453
This paper examines technical and pure technical efficiencies of ten major financial institutions in Botswana for each year during the period 2001-2006 using data envelopment analysis. In order to obtain more robust and reliable results, the sensitivity of our efficiency indices were put into...
Persistent link: https://www.econbiz.de/10005515455
This paper quantifies the magnitude and duration of the goods and services tax (GST) effect on the quarterly growth rate of the 11 groups of the consumer price index (CPI) in Australia using the Box and Tiao intervention analysis. It was found that prices did not increase significantly before or...
Persistent link: https://www.econbiz.de/10005267562
This study uses cluster analysis to classify Australian economics departments into groups that have similar quantities of research output, measured by two publication counts, and similar quality of research output, measured by a citation count. Three groups of departments are identified and...
Persistent link: https://www.econbiz.de/10005267607
The objective of this paper is to identify high employment industries in Australia, Japan and the USA using input-output (IO) analysis. It is found that (1) the high and low employment-generating industries in 1980 and/or 1990 are almost the same as those in 1997. Thus on a relative basis, there...
Persistent link: https://www.econbiz.de/10005629428