Publications
by members of
Discipline of Operations Management and Econometrics
Business School
University of Sydney
Sydney, Australia
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2011
- Laurent Pauwels & Andrey Vasnev, 2011. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Working Papers 11/2011, University of Sydney Business School, Discipline of Business Analytics, revised Jun 2011.
2009
- John Watkins & Andrey Vasnev & Richard Gerlach, 2009. "Survival Analysis for Credit Scoring: Incidence and Latency," Working Papers 03/2009, University of Sydney Business School, Discipline of Business Analytics, revised Nov 2009.
2008
- Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008.
"Do External Political Pressures Affect the Renminbi Exchange Rate?,"
Working Papers
0805, Hong Kong Monetary Authority.
- Liu, Li-Gang & Pauwels, Laurent L., 2012. "Do external political pressures affect the Renminbi exchange rate?," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
- Laurent Pauwels & Li-Gang Liu, 2011. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 10/2011, University of Sydney Business School, Discipline of Business Analytics, revised Jul 2011.
- Dong He & Laurent Pauwels, 2008.
"What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model,"
Working Papers
0806, Hong Kong Monetary Authority.
- Dong He & Laurent L. Pauwels, 2008. "What Prompts the People's Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 1-21.
2007
- Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority.
- Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.
- Jennifer Chan & Boris Choy & Udi Makov, 2007. "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series 196, Quantitative Finance Research Centre, University of Technology, Sydney.
2006
- Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," IHEID Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
- Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006.
"Stability Tests for Heterogeneous Panel Data,"
IHEID Working Papers
24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006.
- Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers halshs-00589114, HAL.
- Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2008. "Stability Tests for Heterogeneous Panel Data," Working Papers 092008, Hong Kong Institute for Monetary Research.
- Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," Working Papers halshs-00589114, HAL.
- Vasnev, A.L., 2006. "Local Sensitivity in Econometrics," Open Access publications from Tilburg University urn:nbn:nl:ui:12-189751, Tilburg University.
2004
- Hans Genberg & Laurent L. Pauwels, 2004.
"Wage-Price Dynamics and Deflation in Hong Kong,"
IHEID Working Papers
06-2004, Economics Section, The Graduate Institute of International Studies.
- Hans Genberg & LaurentL. Pauwels, 2005. "Wage-Price Dynamics And Deflation In Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 10(2), pages 191-216, 06.
- Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," IHEID Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies.
- Magnus, J.R. & Vasnev, A.L., 2004.
"Local Sensitivity and Diagnostic Tests,"
Discussion Paper
2004-105, Tilburg University, Center for Economic Research.
- Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, 03.
2003
- Hans Genberg & Laurent L. Pauwels, 2003.
"An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong,"
IHEID Working Papers
03-2003, Economics Section, The Graduate Institute of International Studies.
- Hans Genberg & LaurentL. Pauwels, 2005. "An Open-Economy New Keynesian Phillips Curve: Evidence From Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 10(2), pages 261-277, 06.
- Hans Genberg & Laurent Pauwels, 2003. "Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism," Working Papers 012003, Hong Kong Institute for Monetary Research.
Journal articles
2012
- Laurent L. Pauwels & Felix Chan & Tommaso Mancini Griffoli, 2012. "Testing for Structural Change in Heterogeneous Panels with an Application to the Euro’s Trade Effect," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 3.
- Liu, Li-Gang & Pauwels, Laurent L., 2012.
"Do external political pressures affect the Renminbi exchange rate?,"
Journal of International Money and Finance,
Elsevier, vol. 31(6), pages 1800-1818.
- Laurent Pauwels & Li-Gang Liu, 2011. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 10/2011, University of Sydney Business School, Discipline of Business Analytics, revised Jul 2011.
- Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 0805, Hong Kong Monetary Authority.
2011
- Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris, 2011. "Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 852-862, January.
2010
- Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
2009
- Chan, Jennifer S.K. & Leung, Doris Y.P. & Boris Choy, S.T. & Wan, Wai Y., 2009. "Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4530-4545, October.
2008
- Dong He & Laurent L. Pauwels, 2008.
"What Prompts the People's Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model,"
China & World Economy,
Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 1-21.
- Dong He & Laurent Pauwels, 2008. "What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model," Working Papers 0806, Hong Kong Monetary Authority.
- Magnus, Jan R. & Vasnev, Andrey L., 2008. "Using Macro Data To Obtain Better Micro Forecasts," Econometric Theory, Cambridge University Press, vol. 24(02), pages 553-579, April.
2007
- Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2007. "Measuring Risk In Environmental Finance," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 970-998, December.
- Jan R. Magnus & Andrey L. Vasnev, 2007.
"Local sensitivity and diagnostic tests,"
Econometrics Journal,
Royal Economic Society, vol. 10(1), pages 166-192, 03.
- Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
2005
- Hans Genberg & LaurentL. Pauwels, 2005.
"Wage-Price Dynamics And Deflation In Hong Kong,"
Pacific Economic Review,
Wiley Blackwell, vol. 10(2), pages 191-216, 06.
- Hans Genberg & Laurent L. Pauwels, 2004. "Wage-Price Dynamics and Deflation in Hong Kong," IHEID Working Papers 06-2004, Economics Section, The Graduate Institute of International Studies.
- Hans Genberg & LaurentL. Pauwels, 2005.
"An Open-Economy New Keynesian Phillips Curve: Evidence From Hong Kong,"
Pacific Economic Review,
Wiley Blackwell, vol. 10(2), pages 261-277, 06.
- Hans Genberg & Laurent L. Pauwels, 2003. "An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong," IHEID Working Papers 03-2003, Economics Section, The Graduate Institute of International Studies.
2003
- Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.
2002
- Stanislav Anatolyev & Andrey Vasnev, 2002. "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-8.
1997
- S. Choy & A. Smith, 1997. "Hierarchical models with scale mixtures of normal distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 6(1), pages 205-221, June.

