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Information about:
James Andrew Engel

Personal Details | Affiliation | Works

This is information that was supplied by James Engel in registering through RePEc. If you are James Andrew Engel , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: James
Middle Name: Andrew
Last Name: Engel
Suffix:

RePEc Short-ID: pen24

Email: [This author has chosen not to make the email address public]
Homepage: http://members.iinet.net.au/~james.engel/
Postal Address:
Phone:

Affiliation

(in no particular order)

Australian School of Business
University of New South Wales
Location: Sydney, Australia
Homepage: http://www.business.unsw.EDU.AU/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:fcnswau (registered authors at this institution)
School of Economics
Australian School of Business
University of New South Wales
Location: Sydney, Australia
Homepage: http://www.economics.unsw.edu.au/
Email:
Phone: (+61)-2-9385-3380
Fax: +61)-2- 9313- 6337
Postal: Australian School of Business Building, Sydney 2052
Handle: RePEc:edi:senswau (registered authors at this institution)

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

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!]
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!]
James Engel & Marianne Gizycki, 1999. "Conservatism, Accuracy and Efficiency: Comparing Value-at-Risk Models," Working Papers wp0002, Australian Prudential Regulation Authority. [Downloadable!]
James Engel & Geoffrey Shuetrim, 1998. "A Research Agenda For Prudential Supervision," Banking & Finance Conference Papers 9902, Centre for Australian Financial Institutions. [Downloadable!]

Articles

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)

Software components

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

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2000-10-31 Author is listed
NEP-ETS: Econometric Time Series (2) 2000-10-31 2004-10-30 Author is listed
NEP-FIN: Finance (1) 2000-10-31 Author is listed
NEP-FMK: Financial Markets (1) 2000-10-31 Author is listed
NEP-MAC: Macroeconomics (1) 2004-10-30 Author is listed

Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2009-11-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.