Publications

by members of

Australian School of Business
University of New South Wales
Sydney, Australia

Working papers

2008

1. Kieron J. Meagher & Klaus G. Zauner, 2008. "Uncertainty in Spatial Duopoly with Possibly Asymmetric Distributions: a State Space Approach," Discussion Papers 579, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]

2007

1. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
2. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales. [Downloadable!]
3. Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn, 2007. "Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models," Discussion Papers 2007-13, School of Economics, The University of New South Wales. [Downloadable!]
4. Kieron J. Meagher & Klaus G. Zauner, 2007. "Spacial Equilibrium in a State Space Approach to Demand Uncertainty," Discussion Papers 2007-19, School of Economics, The University of New South Wales. [Downloadable!]
5. Kieron J. Meagher, 2007. "Confidentially is Not Enough: Framing Effects in Student Evaluation of Economics Teaching," Discussion Papers 2007-14, School of Economics, The University of New South Wales. [Downloadable!]

2006

1. Krug, B. & Hendrischke, H., 2006. "Institution Building and Change in China," Research Paper ERS-2006-008-ORG Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
2. Krug, B. & Hendrischke, H., 2006. "Framing China: Transformation and Institutional Change," Research Paper ERS-2006-025-ORG Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
3. Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

2004

1. Krug, B. & Zhu, Z. & Hendrischke, H., 2004. "China’s emerging tax regime: Devolution, fiscal federalism, or tax farming?," Research Paper ERS-2004-113-ORG Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
2. Krug, B. & Hendrischke, H., 2004. "Entrepreneurship in Transition: Searching for governance in China’s new private sector," Research Paper ERS-2004-008-ORG Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
3. A. Pagan & J. Engel & D. Haugh, 2004. "Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting," Econometric Society 2004 Australasian Meetings 284, Econometric Society. [Downloadable!]
4. Kieron Meagher & Arghya Ghosh, 2004. "Political Economy of Infrastructure Investment: A Spatial Approach," Econometric Society 2004 North American Summer Meetings 561, Econometric Society. [Downloadable!]

2002

1. Krug, B. & Hendrischke, H., 2002. "Entrepreneurship in China: empirical results from two provinces," Research Paper ERS-2002-14-ORG Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

2001

1. Peter L. Swan & Joakim Westerholm, 2001. "The Impact Of Transaction Costs On Turnover And Asset Prices; The Cases Of Sweden'S And Finland'S Security Transaction Tax Reductions," Departmental Working Papers 144, Tor Vergata University, CEIS. [Downloadable!]
2. Krug, B. & Hendrischke, H., 2001. "The Emergence of a Private Business Sector in China," Research Paper ERS-2001-03-ORG Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
3. Krug, B. & Hendrischke, H., 2001. "China Incorporated," Research Paper ERS-2001-81-ORG Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
4. Krug, B. & Hendrischke, H., 2001. "The Economics of Sorruption and Cronyism: an institutional approach," Research Paper ERS-2001-83-ORG Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
5. Meagher, Kieron & Orbay, Hakan & Van Zandt, Timothy, 2001. "Hierarchy Size and Environmental Uncertainty," CEPR Discussion Papers 2839, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1999

1. James Engel & Marianne Gizycki, 1999. "Conservatism, Accuracy and Efficiency: Comparing Value-at-Risk Models," Working Papers wp0002, Australian Prudential Regulation Authority. [Downloadable!]
2. James Engel & Marianne Gizycki, 1999. "Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix," RBA Research Discussion Papers rdp1999-04, Reserve Bank of Australia. [Downloadable!]
3. de Fontenay, C. & Meagher, K.J., 1999. "Returns to Scale in One-Shot Information Processing When Hours Count," Papers 99/8, New South Wales - School of Economics.

1998

1. Smith, M. & Kohn, R., 1998. "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers 7/98, Monash University, Department of Econometrics and Business Statistics.
2. Smith, M. & Yau, P. & Shively, T. & Kohn, R., 1998. "Estimating Long-Term Trends in Tropospheric Ozone Levels," Monash Econometrics and Business Statistics Working Papers 2/98, Monash University, Department of Econometrics and Business Statistics.
3. Meagher, K., 1998. "The Impact of Hierarchies on Wages," Papers 98-16, New South Wales - School of Economics.

1997

1. Smith, M. & Mathur, S.K. & Kohn, R., 1997. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers 13/97, Monash University, Department of Econometrics and Business Statistics.

1996

1. Smith, M. & Wong, C.M. & Kohn, R., 1996. "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers 19/96, Monash University, Department of Econometrics and Business Statistics.
2. Meagher, K.J., 1996. "Efficient Hierarchies: Equivalence Under Differing Employment Regimes," Papers 309, Australian National University - Department of Economics.
3. Kieron J. Meagher, 1996. "Managing Change and the Success of Niche Products," Working Papers 96-08-066, Santa Fe Institute.

Undated

1. Carter, C.K. & Kohn, R., . "Markov Chain Monte Carlo in Conditionally Gaussian State Space Models," Statistics Working Paper _003, Australian Graduate School of Management.
2. Smith, M. & Kohn, R., . "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
3. Barnett, G. & Kohn, R. & Sheather, S., . "Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo," Statistics Working Paper _001, Australian Graduate School of Management.
4. Carter, C.K. & Kohn, R., . "Robust Bayesian nonparametric regression," Statistics Working Paper _004, Australian Graduate School of Management.
5. Smith, M. & Sheather S. & Kohn, R., . "Finite sample performance of robust Bayesian regression," Statistics Working Paper _011, Australian Graduate School of Management.
6. Barnett, G. & Kohn, R. & Sheather, S., . "Robust Bayesian estimation of autoregressive-moving range models," Statistics Working Paper _002, Australian Graduate School of Management.
7. Carter, C.K. & Kohn, R., . "Semiparametric Bayesian inference for time series with mixed spectra," Statistics Working Paper _005, Australian Graduate School of Management.
8. Smith, M. & Chi-Ming Wong & Kohn, R., . "Additive Nonparametric Regression for Time Series," Statistics Working Paper _008, Australian Graduate School of Management.
9. Smith, M. & Mathur, S. & Kohn, R., . "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper _010, Australian Graduate School of Management.

Journal articles

2008

1. Xuan Vinh Vo & Kevin Daly, 2008. "Volatility amongst firms in the Dow Jones Eurostoxx50 Index," Applied Financial Economics, Taylor and Francis Journals, vol. 18(7), pages 569-582. [Downloadable!] (restricted)
2. Kieron Meagher & Ernie Teo & Wen Wang, 2008. "A Duopoly Location Toolkit: Consumer Densities Which Yield Unique Spatial Duopoly Equilibria," Topics in Theoretical Economics, Berkeley Electronic Press, vol. 8(1), pages 1445-1445. [Downloadable!] (restricted)

2007

1. Vo, Xuan Vinh & Daly, Kevin James, 2007. "The determinants of international financial integration," Global Finance Journal, Elsevier, vol. 18(2), pages 228-250. [Downloadable!] (restricted)
2. Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007. "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, vol. 127(1), pages 112-133, March. [Downloadable!] (restricted)

2006

1. Rachel Merhebi & Kerry Pattenden & Peter L. Swan & Xianming Zhou, 2006. "Australian chief executive officer remuneration: pay and performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(3), pages 481-497. [Downloadable!] (restricted)

2005

1. Vinh Vo, Xuan & Daly, Kevin James, 2005. "European equity markets integration--implications for US investors," Research in International Business and Finance, Elsevier, vol. 19(1), pages 155-170, March. [Downloadable!] (restricted)
2. Engel, J. & Haugh, D. & Pagan, A., 2005. "Some methods for assessing the need for non-linear models in business cycle analysis," International Journal of Forecasting, Elsevier, vol. 21(4), pages 651-662. [Downloadable!] (restricted)
3. Kieron Meagher & Klaus Zauner, 2005. "Location-then-price competition with uncertain consumer tastes," Economic Theory, Springer, vol. 25(4), pages 799-818, 06. [Downloadable!] (restricted)
4. Meagher, Kieron & Teo, Ernie G.S., 2005. "Two-part tariffs in the online gaming industry: The role of creative destruction and network externalities," Information Economics and Policy, Elsevier, vol. 17(4), pages 457-470, October. [Downloadable!] (restricted)

2004

1. Meagher, Kieron & Rogers, Mark, 2004. "Network density and R&D spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 53(2), pages 237-260, February. [Downloadable!] (restricted)
2. Meagher, Kieron J. & Wilson, Hugh, 2004. "Different firm size effects on wages for supervisors and workers," Economics Letters, Elsevier, vol. 84(2), pages 225-230, August. [Downloadable!] (restricted)
3. Meagher, Kieron J. & Zauner, Klaus G., 2004. "Product differentiation and location decisions under demand uncertainty," Journal of Economic Theory, Elsevier, vol. 117(2), pages 201-216, August. [Downloadable!] (restricted)

2003

1. Xianming Zhou & Peter L. Swan, 2003. "Performance Thresholds in Managerial Incentive Contracts," Journal of Business, University of Chicago Press, vol. 76(4), pages 665-696, October. [Downloadable!]
2. Meagher, Kieron J., 2003. "Generalizing incentives and loss of control in an optimal hierarchy: the role of information technology," Economics Letters, Elsevier, vol. 78(2), pages 273-280, February. [Downloadable!] (restricted)

2002

1. Sally Wood & Robert Kohn & Tom Shively & Wenxin Jiang, 2002. "Model selection in spline nonparametric regression," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 119-139. [Downloadable!] (restricted)
2. Smith M. & Kohn R., 2002. "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1141-1153, December. [Downloadable!] (restricted)

2001

1. Nott D. J. & Dunsmuir W. T. M. & Kohn R. & Woodcock F., 2001. "Statistical Correction of a Deterministic Numerical Weather Prediction Model," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 794-804, September. [Downloadable!] (restricted)
2. Catherine de Fontenay & Kieron J. Meagher, 2001. "original papers : Returns to scale in one-shot information processing when hours count," Review of Economic Design, Springer, vol. 6(1), pages 113-124. [Downloadable!] (restricted)
3. Meagher, Kieron J., 2001. "The impact of hierarchies on wages," Journal of Economic Behavior & Organization, Elsevier, vol. 45(4), pages 441-458, August. [Downloadable!] (restricted)

2000

1. Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, vol. 49(3), pages 229-244, September. [Downloadable!] (restricted)
2. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October. [Downloadable!] (restricted)

1998

1. Michael J. Aitken & Alex Frino & Michael S. McCorry & Peter L. Swan, 1998. "Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange," Journal of Finance, American Finance Association, vol. 53(6), pages 2205-2223, December. [Downloadable!] (restricted)
2. Kieron Meagher & Timothy Van Zandt, 1998. "Managerial costs for one-shot decentralized information processing," Review of Economic Design, Springer, vol. 3(4), pages 329-345. [Downloadable!] (restricted)

1997

1. Shively, Thomas S. & Kohn, Robert, 1997. "A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 39-52. [Downloadable!] (restricted)

1996

1. Wong, Chi-ming & Kohn, Robert, 1996. "A Bayesian approach to additive semiparametric regression," Journal of Econometrics, Elsevier, vol. 74(2), pages 209-235, October. [Downloadable!] (restricted)
2. Barnett, Glen & Kohn, Robert & Sheather, Simon, 1996. "Bayesian estimation of an autoregressive model using Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 74(2), pages 237-254, October. [Downloadable!] (restricted)
3. Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December. [Downloadable!] (restricted)

1995

1. Garvey, Gerald T & Swan, Peter L, 1995. "Shareholder Activism, "Voluntary" Restructuring, and Internal Labor Markets," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 4(4), pages 591-621, Winter.
2. Aitken, Michael J & Garvey, Gerald T & Swan, Peter L, 1995. "How Brokers Facilitate Trade for Long-Term Clients in Competitive Securities Markets," Journal of Business, University of Chicago Press, vol. 68(1), pages 1-33, January. [Downloadable!] (restricted)

1994

1. Garvey, Gerald T. & Swan, Peter L., 1994. "The economics of corporate governance: Beyond the Marshallian firm," Journal of Corporate Finance, Elsevier, vol. 1(2), pages 139-174, August. [Downloadable!] (restricted)
2. Shively, Thomas S. & Kohn, Robert & Ansley, Craig F., 1994. "Testing for linearity in a semiparametric regression model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 77-96. [Downloadable!] (restricted)

1993

1. Marks, Robert E. & Swan, Peter L., 1993. "Exhaustibility and the reserves/production ratio," Economics Letters, Elsevier, vol. 42(1), pages 117-119. [Downloadable!] (restricted)

1992

1. Garvey, Gerald T & Swan, Peter L, 1992. "Managerial Objectives, Capital Structure, and the Provision of Worker Incentives," Journal of Labor Economics, University of Chicago Press, vol. 10(4), pages 357-79, October. [Downloadable!] (restricted)
2. Garvey, Gerald & Swan, Peter L., 1992. "Optimal capital structure for a hierarchical firm," Journal of Financial Intermediation, Elsevier, vol. 2(4), pages 376-400, December. [Downloadable!] (restricted)
3. Garvey, Gerald T. & Swan, Peter L., 1992. "The interaction between financial and employment contracts: A formal model of Japanese Corporate Governance," Journal of the Japanese and International Economies, Elsevier, vol. 6(3), pages 247-274, September. [Downloadable!] (restricted)
4. Ansley, Craig F. & Kohn, Robert & Shively, Thomas S., 1992. "Computing p-values for the generalized Durbin-Watson and other invariant test statistics," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 277-300. [Downloadable!] (restricted)

1990

1. Swan, Peter L, 1990. "Real Rates of Return in Electricity Supply: New South Wales, Tasmania and Victoria," The Economic Record, The Economic Society of Australia, vol. 66(193), pages 93-109, June.
2. Swan, Peter L, 1990. " Inflation Drag or Taxation in Drag: Responsible for the Rising Share of Government in Australian GDP?," Public Choice, Springer, vol. 65(2), pages 143-56, May.

1989

1. Bateson, Jeff & Swan, Peter L, 1989. "Economies of Scale and Utilization: An Analysis of the Multi-plant Generation Costs of the Electricity Commission of New South Wales, 1970/71-1984/85," The Economic Record, The Economic Society of Australia, vol. 65(191), pages 329-44, December.

1983

1. Swan, Peter L, 1983. "The Marginal Cost of Base-Load Power: An Application to Alcoa's Portland Smelter," The Economic Record, The Economic Society of Australia, vol. 59(167), pages 332-44, December.
2. Hillman, Arye L. & Swan, Peter L., 1983. "Participation rules for Pareto-optimal clubs," Journal of Public Economics, Elsevier, vol. 20(1), pages 55-76, February. [Downloadable!] (restricted)
3. Kohn, Robert, 1983. "Consistent Estimation of Minimal Subset Dimension," Econometrica, Econometric Society, vol. 51(2), pages 367-76, March. [Downloadable!] (restricted)

1982

1. Kohn, Robert, 1982. "When is an aggregate of a time series efficiently forecast by its past?," Journal of Econometrics, Elsevier, vol. 18(3), pages 337-349, April. [Downloadable!] (restricted)

1981

1. Swan, Peter L, 1981. "Durability and Taxes: Market Structure and Quasi-Capital Market Distortion," Econometrica, Econometric Society, vol. 49(2), pages 425-35, March. [Downloadable!] (restricted)
2. Kohn, R., 1981. "A note on an alternative derivation of the likelihood of an autoregressive moving average process," Economics Letters, Elsevier, vol. 7(3), pages 233-236. [Downloadable!] (restricted)

1980

1. Swan, Peter L, 1980. "The Mathews Report on Business Taxation: Rejoinder," The Economic Record, The Economic Society of Australia, vol. 56(154), pages 270-77, September.
2. Swan, Peter L, 1980. "Alcoa: The Influence of Recycling on Monopoly Power," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 76-99, February. [Downloadable!] (restricted)
3. R. Kohn, 1980. "Local identification of ARMAX structures subject to nonlinear constraints," Metrika, Springer, vol. 27(1), pages 35-41, December. [Downloadable!] (restricted)

1979

1. Hillman, A. L. & Swan, P. L., 1979. "Club participation under uncertainty," Economics Letters, Elsevier, vol. 4(4), pages 307-312. [Downloadable!] (restricted)
2. Kohn, R, 1979. "Identification Results for ARMAX Structures," Econometrica, Econometric Society, vol. 47(5), pages 1295-1304, September. [Downloadable!] (restricted)
3. Kohn, R, 1979. "On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 237-52, February. [Downloadable!] (restricted)
4. Kohn, R, 1979. "Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models," Econometrica, Econometric Society, vol. 47(4), pages 1005-30, July. [Downloadable!] (restricted)

1978

1. Swan, Peter L, 1978. "The Mathews Report on Business Taxation," The Economic Record, The Economic Society of Australia, vol. 54(145), pages 1-16, April.
2. Kohn, R., 1978. "Local and global identification and strong consistency in time series models," Journal of Econometrics, Elsevier, vol. 8(3), pages 269-293, December. [Downloadable!] (restricted)

1977

1. Swan, Peter L, 1977. "Product Durability under Monopoly and Competition: Comment," Econometrica, Econometric Society, vol. 45(1), pages 229-35, January. [Downloadable!] (restricted)

1976

1. Swan, Peter L, 1976. "Income Taxes, Profit Taxes and Neutrality of Optimizing Decisions," The Economic Record, The Economic Society of Australia, vol. 52(138), pages 166-81, June.
2. Swan, Peter L, 1976. "Optimum Replacement of Capital Goods with Labor-saving Technical Progress: A Comparison of the Early New England and British Textile Firm," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1293-1303, December. [Downloadable!] (restricted)

1975

1. Swan, Peter L, 1975. "The Coase Theorem and 'Sequential' Pareto Optimality," The Economic Record, The Economic Society of Australia, vol. 51(134), pages 268-71, June.

1973

1. Sieper, E & Swan, P L, 1973. "Monopoly and Competition in the Market for Durable Goods," Review of Economic Studies, Blackwell Publishing, vol. 40(3), pages 333-51, July. [Downloadable!] (restricted)

1972

1. Swan, Peter L, 1972. "Monopoly and Product Innovation: Rejoinder," The Quarterly Journal of Economics, MIT Press, vol. 86(2), pages 346-49, May. [Downloadable!] (restricted)
2. Swan, Peter L, 1972. "Optimum Durability, Second-Hand Markets, and Planned Obsolescence," Journal of Political Economy, University of Chicago Press, vol. 80(3), pages 575-85, May-June. [Downloadable!] (restricted)

1971

1. Peter L. Swan, 1971. "The Durability of Goods and Regulation of Monopoly," Bell Journal of Economics, The RAND Corporation, vol. 2(1), pages 347-357, Spring. [Downloadable!] (restricted)

1970

1. Swan, Peter L, 1970. "Durability of Consumption Goods," American Economic Review, American Economic Association, vol. 60(5), pages 884-94, December. [Downloadable!] (restricted)
2. Swan, Peter L, 1970. "Market Structure and Technological Progress: The Influence of Monopoly on Product Innovation," The Quarterly Journal of Economics, MIT Press, vol. 84(4), pages 627-38, November. [Downloadable!] (restricted)

Software components

1999

1. James Engel, 1999. "Value at Risk Model Estimation Software," Programs and Software cd0001, Australian Prudential Regulation Authority. [Downloadable!]

This page was last updated on 2008-7-1.