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Publications

by alumni of

Department of Economics
Business School
University of Western Australia
Perth, Australia

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Fiala, Lenka & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & Kjellsson, , 2024. "Mass Reproducibility and Replicability: A New Hope," I4R Discussion Paper Series 107, The Institute for Replication (I4R).

2023

  1. Albrecht, Sabina & Collins, Jason & Gauriot, Romain & Wu, Fannie, 2023. "A Comment on Alesina, Miano and Stancheva (2023)," I4R Discussion Paper Series 40, The Institute for Replication (I4R).

2022

  1. Emiliano A. Carlevaro, 2022. "Exploring network effects during bank failures in Argentina," Economics Discussion / Working Papers 22-01, The University of Western Australia, Department of Economics.
  2. Kenneth W Clements & Yihui Lan & Haiyan Liu & Long Vo, 2022. "The Icp, Ppp And Household Expenditure Patterns," Economics Discussion / Working Papers 22-18, The University of Western Australia, Department of Economics.

2021

  1. Kentaro Iwatsubo & Clinton Watkins, 2021. "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers 2106, Graduate School of Economics, Kobe University.
  2. Long Hai Vo, 2021. "Understanding International Price and Consumption Disparities," Economics Discussion / Working Papers 21-01, The University of Western Australia, Department of Economics.
  3. Qing Li & Long Hai Vo, 2021. "Intangible Capital and Innovation: An Empirical Analysis of Vietnamese Enterprises," Economics Discussion / Working Papers 21-02, The University of Western Australia, Department of Economics.
  4. Kenneth W. Clements & Long Hai Vo, 2021. "Global Consumption Patterns, Quality And Food Demand," Economics Discussion / Working Papers 21-17, The University of Western Australia, Department of Economics.

2020

  1. Martín Leandro Dutto Giolongo & Emiliano A. Carlevaro & Juan Jullier & Marcos Narváez, 2020. "Board-related corporate governance practices and performance of Argentine banks," Asociación Argentina de Economía Política: Working Papers 4340, Asociación Argentina de Economía Política.
  2. Emiliano A. Carlevaro & Leandro M. Magnusson, 2020. "The (in)stability of stock returns and monetary policy interdependence in the US," Economics Discussion / Working Papers 20-27, The University of Western Australia, Department of Economics.
  3. Vo, Long & Clements, Ken & Si, Jiawei, 2020. "The Law of One Food Price," 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia 305235, Australian Agricultural and Resource Economics Society.
  4. Kenneth W. Clements & Long Vo & Marc Jim Mariano, 2020. "Import Penetration And Consumption Of Domestic And Foreign Varieties," Economics Discussion / Working Papers 20-20, The University of Western Australia, Department of Economics.

2019

  1. Felix Chan & Ágoston Reguly & László Mátyás, 2019. "Modelling with Discretized Ordered Choice Covariates," CEU Working Papers 2019_2, Department of Economics, Central European University.
  2. Chan, Felix & Pauwels, Laurent, 2019. "Equivalence of optimal forecast combinations under affine constraints," Working Papers BAWP-2019-02, University of Sydney Business School, Discipline of Business Analytics.
  3. McAleer, M.J. & Nakamura, T. & Watkins, C., 2019. "Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan," Econometric Institute Research Papers EI2019-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2018

  1. Laszlo Balazsi & Felix Chan & Laszlo Matyas, 2018. "Even Count Estimation," CEU Working Papers 2018_2, Department of Economics, Central European University.
  2. McAleer, M.J. & Nakamura, T. & Watkins, C., 2018. "Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan," Econometric Institute Research Papers EI2018-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Kentaro Iwatsubo & Clinton Watkins, 2018. "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers 1830, Graduate School of Economics, Kobe University.
  4. Fogarty, James & Giles, Margaret, 2018. "Recidivism and education revisited: evidence for the USA," Working Papers 275642, University of Western Australia, School of Agricultural and Resource Economics.
  5. Qing Li & Long H. Vo & Yanrui Wu, 2018. "Intangible Capital Distribution in China," Economics Discussion / Working Papers 18-08, The University of Western Australia, Department of Economics.
  6. Long H. Vo, 2018. "Why don’t agricultural prices always adjust towards parity?," Economics Discussion / Working Papers 18-09, The University of Western Australia, Department of Economics.

2017

  1. Chan, Felix & Petchey, Jeff, 2017. "A note on the relation between fiscal equalization and economic growth," MPRA Paper 79156, University Library of Munich, Germany.
  2. IWATSUBO Kentaro & Clinton WATKINS & XU Tao, 2017. "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers 17120, Research Institute of Economy, Trade and Industry (RIETI).
  3. Ken W. Clements & Jiawei Si & Long H. Vo, 2017. "Food And Agricultural Prices Across Countries And The Law Of One Price," Economics Discussion / Working Papers 17-04, The University of Western Australia, Department of Economics.

2015

  1. Jason Collins & Boris Baer & Ernst Juerg Weber, 2015. "The Evolutionary Foundations of Economics," Economics Discussion / Working Papers 15-09, The University of Western Australia, Department of Economics.

2014

  1. Felix Chan & Mark N. Harris & William Greene & László Kónya, 2014. "Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity," Working Papers 14-08, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Tran, Minh Chau & Gan, Christopher & Hu, Baiding, 2014. "Credit Constraints and Impact on Farm Household Welfare: Evidence from Vietnam’s North Central Coast region," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187495, New Zealand Agricultural and Resource Economics Society.

2013

  1. Michael McAleer & Felix Chan & Les Oxley, 2013. "Modeling and Simulation: An Overview," Working Papers in Economics 13/18, University of Canterbury, Department of Economics and Finance.
  2. Felix Chan, 2013. "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series WP1306, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  3. T.D. Stanley & Hristos Doucouliagos & Margaret Giles & Jost H. Heckemeyer & Robert J. Johnston & Patrice Laroche & Jon P. Nelson & Martin Paldam & Jacques Poot & Geoff Pugh & Randall S. Rosenberger & , 2013. "Meta-analysis of Economics Research Reporting Guidelines," Post-Print hal-01369455, HAL.
  4. Jason Collins & Oliver Richards, 2013. "Evolution, Fertility and the Ageing Population," Economics Discussion / Working Papers 13-02, The University of Western Australia, Department of Economics.
  5. Jason Collins & Boris Baer & Ernst Juerg Weber, 2013. "Population, Technological Progress and the Evolution of Innovative Potential," Economics Discussion / Working Papers 13-21, The University of Western Australia, Department of Economics.

2012

  1. Jason Collins & Boris Baer & Ernst Juerg Weber, 2012. "Sexual Selection, Conspicuous Consumption and Economic Growth," Economics Discussion / Working Papers 12-15, The University of Western Australia, Department of Economics.

2011

  1. Doucouliagos, Hristos & Stanley, T. D. & Giles, Margaret, 2011. "Are estimates of the value of a statistical life exaggerated?," Working Papers eco_2011_2, Deakin University, Department of Economics.
  2. Jason Collins & Boris Baer & Ernst Juerg Weber, 2011. "Economic Growth And Evolution: Parental Preference For Quality And Quantity Of Offspring," Economics Discussion / Working Papers 11-05, The University of Western Australia, Department of Economics.

2010

  1. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010. "Value-at-Risk for Country Risk Ratings," Working Papers in Economics 10/29, University of Canterbury, Department of Economics and Finance.
  2. Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
  3. Chia-Lin Chang & Michael McAleer & Christine Lim, 2010. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Working Papers in Economics 10/40, University of Canterbury, Department of Economics and Finance.
  4. Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics 10/79, University of Canterbury, Department of Economics and Finance.

2009

  1. Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series CARF-F-186, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  2. Chia-Lin Chang & Michael McAleer & Christine Lim, 2009. "Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan," CIRJE F-Series CIRJE-F-647, CIRJE, Faculty of Economics, University of Tokyo.
  3. Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  4. Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series CARF-F-170, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  5. Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CARF F-Series CARF-F-178, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  6. Giles, Margaret & Le, Anh T., 2009. "Investment in Human Capital during Incarceration and Employment Prospects of Prisoners," IZA Discussion Papers 4582, Institute of Labor Economics (IZA).

2006

  1. 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.
  2. Anh Tram Le & Margaret Giles, 2006. "Prisoners' Labour Market History and Aspirations: A Focus on Western Australia," Economics Discussion / Working Papers 06-12, The University of Western Australia, Department of Economics.
  3. Sawami Matsushita & Abu Siddique & Margaret Giles, 2006. "Education and Economic Growth: A Case Study of Australia," Economics Discussion / Working Papers 06-15, The University of Western Australia, Department of Economics.

2005

  1. McAleer, Michael & Shareef, Riaz & da Veiga, Bernardo, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Natural Resources Management Working Papers 12128, Fondazione Eni Enrico Mattei (FEEM).
  2. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives," DEA Working Papers 11, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  3. Marcelo Cunha Medeiros & Felix Chan & Michael McAller, 2005. "Structure and asymptotic theory for STAR(1)-GARCH(1,1) models," Textos para discussão 506, Department of Economics PUC-Rio (Brazil).
  4. Jocelyn Horne & Baiding Hu, 2005. "Estimation of Cost Efficiency of Australian Universities," Research Papers 0502, Macquarie University, Department of Economics.

2003

  1. Christine Lim & Michael McAleer, 2003. "Ecologically Sustainable Tourism Management," CIRJE F-Series CIRJE-F-206, CIRJE, Faculty of Economics, University of Tokyo.
  2. Christine Lim & Michael McAleer, 2003. "Modelling International Travel Demand from Singapore to Australia," CIRJE F-Series CIRJE-F-214, CIRJE, Faculty of Economics, University of Tokyo.
  3. Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo.
  4. Felix Chan & Dora Marinova & Michael McAleer, 2003. "Modelling the Asymmetric Volatility of Electronics Patents in the USA," CIRJE F-Series CIRJE-F-208, CIRJE, Faculty of Economics, University of Tokyo.
  5. Felix Chan & Michael McAleer, 2003. "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models," CIRJE F-Series CIRJE-F-216, CIRJE, Faculty of Economics, University of Tokyo.
  6. Baiding Hu & Michael McAleer, 2003. "Input-output Structure and Growth in China," CIRJE F-Series CIRJE-F-209, CIRJE, Faculty of Economics, University of Tokyo.
  7. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.

2002

  1. Clinton WATKINS & Michael McALEER, 2002. "Volatility of a Market Index and its Components: An Application to Commodity Markets," Computing in Economics and Finance 2002 18, Society for Computational Economics.

2001

  1. Christine Lim & Michael McAleer, 2001. "Modelling the Determinants of International Tourism Demand to Australia," ISER Discussion Paper 0532, Institute of Social and Economic Research, Osaka University.
  2. Christine Lim & Michael McAleer, 2001. "Time Series Forecasts of International Tourism Demand for Australia," ISER Discussion Paper 0533, Institute of Social and Economic Research, Osaka University.
  3. Felix Chan & Michael McAleer, 2001. "Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers," ISER Discussion Paper 0539, Institute of Social and Economic Research, Osaka University.

Journal articles

2023

  1. Felix Chan & Les Oxley, 2023. "A pulse check on recent developments in time series econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 3-6, February.
  2. Sylvia J. Soltyk & Felix Chan, 2023. "Modeling time‐varying higher‐order conditional moments: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 33-57, February.

2022

  1. Laszlo Balazsi & Felix Chan & Laszlo Matyas, 2022. "Event count estimation," Econometric Reviews, Taylor & Francis Journals, vol. 41(2), pages 147-176, February.
  2. Hiroki, Takashi & Iwatsubo, Kentaro & Watkins, Clinton, 2022. "Does firm-level productivity predict stock returns?," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  3. Kentaro Iwatsubo & Clinton Watkins, 2022. "Causality between Arbitrage and Liquidity in Platinum Futures," JRFM, MDPI, vol. 15(12), pages 1-17, December.
  4. Long Hai Vo & Thai‐Ha Le, 2022. "COVID‐19 test‐kit trade and trade policy: Implications for developing countries," The World Economy, Wiley Blackwell, vol. 45(10), pages 3246-3268, October.

2021

  1. Jayita Chakraborty & Debapratim Pandit & Felix Chan & Jianhong (Cecilia) Xia, 2021. "A review of Ride-Matching strategies for Ridesourcing and other similar services," Transport Reviews, Taylor & Francis Journals, vol. 41(5), pages 578-599, September.
  2. Iwatsubo, Kentaro & Watkins, Clinton, 2021. "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  3. Martín Dutto & Marcos Narvaez & Emiliano Carlevaro & Juan Jullier, 2021. "Dispersión accionaria y desempeño de los bancos argentinos," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 59(1), pages 125-150, Diciembre.
  4. Clements, Kenneth W. & Vo, Long Hai & Mariano, Marc Jim, 2021. "Modelling import penetration," Economic Modelling, Elsevier, vol. 102(C).
  5. Vo, Long Hai & Le, Thai-Ha, 2021. "Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample," Energy Economics, Elsevier, vol. 100(C).

2020

  1. Iwatsubo, Kentaro & Watkins, Clinton, 2020. "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, vol. 67(C).
  2. Hai Vo, Long & Hong Vo, Duc, 2020. "Long-run dynamics of exchange rates: A multi-frequency investigation," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  3. Long Hai Vo & Duc Hong Vo, 2020. "Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data," Risks, MDPI, vol. 8(3), pages 1-16, August.

2019

  1. Agus Widarjono & Abdul Hakim, 2019. "Asymmetric Oil Price Pass-Through to Disaggregate Consumer Prices in Emerging Market: Evidence from Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 310-317.
  2. Michael McAleer & Tamotsu Nakamura & Clinton Watkins, 2019. "Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan," Sustainability, MDPI, vol. 11(5), pages 1-12, March.
  3. Martín Leandro Dutto Giolongo & Emiliano A. Carlevaro, 2019. "Liquidity Provision on Demand in the Argentine Banking System," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(3), pages 634-654, February.
  4. Li, Qing & Vo, Long Hai & Wu, Yanrui, 2019. "Intangible capital distribution in China," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
  5. Long Hai Vo & Duc Hong Vo, 2019. "Application of Wavelet-Based Maximum Likelihood Estimator in Measuring Market Risk for Fossil Fuel," Sustainability, MDPI, vol. 11(10), pages 1-19, May.

2018

  1. Chan, Felix & Pauwels, Laurent L., 2018. "Some theoretical results on forecast combinations," International Journal of Forecasting, Elsevier, vol. 34(1), pages 64-74.
  2. Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018. "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 59-71.
  3. Vy Ngoc Tra Nguyen, Long Hai Vo, 2018. "Bank Lending Decision under Uncertainty: The Case of Borrowers From European Peripheral Countries in the Sovereign Debt Crisis," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 3-22, March.

2017

  1. Felix Chan & Robert B. Durand & Joyce Khuu & Lee A. Smales, 2017. "The Validity of Investor Sentiment Proxies," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 473-477, September.
  2. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
  3. Jaka Sriyana & Abdul Hakim, 2017. "Balance Sheet Approach for Fiscal Sustainability in Indonesia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 68-72.
  4. Liu, H. & Hu, B. & Zhang, L. & Zhao, X.J. & Shang, K.Z. & Wang, Y.S. & Wang, J., 2017. "Ultraviolet radiation over China: Spatial distribution and trends," Renewable and Sustainable Energy Reviews, Elsevier, vol. 76(C), pages 1371-1383.
  5. Qing Yang & Baiding Hu, 2017. "An Analysis of Macro Mechanisms in the Development of Chinese Outward Foreign Direct Investment," Canadian Public Policy, University of Toronto Press, vol. 43(s2), pages 88-98, April.
  6. Long H. Vo, 2017. "Estimating Financial Volatility with High-Frequency Returns," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(2), pages 84-114, October.

2016

  1. Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling, 2016. "Liquidation discount—a novel application of ARFIMA–GARCH," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 151-161.
  2. Zhai, H.J. & Hu, B. & Luo, X.Y. & Qiu, L. & Tang, W.J. & Jiang, M., 2016. "Spatial and temporal changes in runoff and sediment loads of the Lancang River over the last 50 years," Agricultural Water Management, Elsevier, vol. 174(C), pages 74-81.
  3. Minh Chau Tran & Christopher E.C. Gan & Baiding Hu, 2016. "Credit constraints and their impact on farm household welfare," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 43(8), pages 782-803, August.
  4. Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2016. "Competition in the banking industry: Empirical evidence from Ghana," Journal of Banking Regulation, Palgrave Macmillan, vol. 17(3), pages 159-175, July.
  5. Chao Bian & Christopher Gan & Zhaohua Li & Baiding Hu, 2016. "Corporate social responsibility engagement, corporate financial performance and CEO characteristics," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 11(3), pages 243-265.
  6. Long H. Vo, 2016. "Critical review of Yasheng Huang's," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(1), pages 15-22, March.
  7. Jason Collins & Boris Baer & Ernst Juerg Weber, 2016. "Evolutionary Biology in Economics: A Review," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 291-312, June.

2015

  1. Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2015. "Structure and asymptotic theory for nonlinear models with GARCH erros," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(1), pages 1-21.
  2. F. Chan & G. MacDonald, 2015. "Permanent and transitory shocks in the presence of asymmetric error correction," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2642-2648, May.
  3. Jiyun Xu (Janet) & Christopher Gan & Baiding Hu, 2015. "An empirical analysis of China’s Big four state-owned banks’ performance: A data envelopment analysis," Journal of Banking Regulation, Palgrave Macmillan, vol. 16(1), pages 1-21, January.
  4. Jason Collins & Boris Baer & Ernst Weber, 2015. "Sexual selection, conspicuous consumption and economic growth," Journal of Bioeconomics, Springer, vol. 17(2), pages 189-206, July.

2014

  1. Anup M. Nandialath & Bernardo da Veiga & Madan Annavarjula & Ramesh Mohan, 2014. "The effect of heteroskedasticity on factors affecting stock repurchases," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 16(2), pages 142-156.
  2. Hu, Baiding, 2014. "Measuring plant level energy efficiency in China's energy sector in the presence of allocative inefficiency," China Economic Review, Elsevier, vol. 31(C), pages 130-144.
  3. Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2014. "Cost Efficiency of Ghana's Banking Industry: A Panel Data Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(2), pages 69-86.
  4. Long H. Vo, 2014. "Application of Kalman Filter on modelling interest rates," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(1), pages 1-15, March.
  5. Collins, Jason & Baer, Boris & Weber, Ernst Juerg, 2014. "Economic Growth And Evolution: Parental Preference For Quality And Quantity Of Offspring," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1773-1796, December.

2013

  1. Chan, Felix & Pauwels, Laurent L. & Wongsosaputro, Johnathan, 2013. "The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 175-189.
  2. Kofi Adjei-Frimpong & Christopher Gan & Baiding Hu, 2013. "Efficiency And Competition In The Ghanaian Banking Industry: A Panel Granger Causality Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-16.
  3. Fardous Alom & Bert D. Ward & Baiding Hu, 2013. "Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(3), pages 327-372, September.
  4. Gilbert Nartea & Bo Hu & Baiding Hu, 2013. "Are there rational speculative bubbles in the Philippine stock market?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 50(1), pages 45-56, June.
  5. T.D. Stanley & Hristos Doucouliagos & Margaret Giles & Jost H. Heckemeyer & Robert J. Johnston & Patrice Laroche & Jon P. Nelson & Martin Paldam & Jacques Poot & Geoff Pugh & Randall S. Rosenberger & , 2013. "Meta-Analysis Of Economics Research Reporting Guidelines," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 390-394, April.

2012

  1. Bernardo da Veiga & Felix Chan & Michael McAleer, 2012. "It pays to violate: how effective are the Basel accord penalties in encouraging risk management?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 95-116, March.
  2. Pauwels Laurent L. & Chan Felix & Mancini Griffoli Tommaso, 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 1-35, November.
  3. Fardous Alom & Bert D. Ward & Baiding Hu, 2012. "Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 36(1), pages 1-24, March.
  4. Bahn, Susanne & Giles, Margaret, 2012. "Evaluation of the Neurodegenerative Conditions Coordinated Care Program (NCCCP) in Western Australia: Barriers to better service provision," Evaluation and Program Planning, Elsevier, vol. 35(1), pages 40-46.
  5. Doucouliagos, Chris & Stanley, T.D. & Giles, Margaret, 2012. "Are estimates of the value of a statistical life exaggerated?," Journal of Health Economics, Elsevier, vol. 31(1), pages 197-206.

2011

  1. McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla, 2011. "Value-at-Risk for country risk ratings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1454-1463.
  2. Chan, Felix & Pauwels, Laurent, 2011. "Model specification in panel data unit root tests with an unknown break," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1299-1309.
  3. Chan, Felix & Theoharakis, Billy, 2011. "Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1385-1396.
  4. Chan, Felix & Lim, Christine, 2011. "Spectral analysis of seasonality in tourism demand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1409-1418.
  5. Christine Lim & Felix Chan, 2011. "An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality," International Journal of Revenue Management, Inderscience Enterprises Ltd, vol. 5(1), pages 63-83.
  6. Li, Xia & Gan, Christopher & Hu, Baiding, 2011. "Accessibility to microcredit by Chinese rural households," Journal of Asian Economics, Elsevier, vol. 22(3), pages 235-246, June.
  7. Xia Li & Christopher Gan & Baiding Hu, 2011. "The impact of microcredit on women's empowerment: evidence from China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 9(3), pages 239-261.
  8. Qing Yang & Baiding Hu, 2011. "Analysis of Macro Mechanisms influencing Chinese Transnational Corporations," Transnational Corporations Review, Ottawa United Learning Academy, vol. 3(1), pages 63-74, March.
  9. Fardous Alom & Bert D Ward & Baiding Hu, 2011. "Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis," Economics Bulletin, AccessEcon, vol. 31(2), pages 1439-1450.
  10. Li, Xia & Gan, Christopher & Hu, Baiding, 2011. "The welfare impact of microcredit on rural households in China," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(4), pages 404-411, August.

2010

  1. Abdul Hakim & Michael McAleer, 2010. "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 825-850.
  2. Shuzhang Sun & Christopher Gan & Baiding Hu, 2010. "The Effects Of Short-Term Interest Rates On Output, Price And Exchange Rates: Recent Evidence From China," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(1), pages 173-191.

2009

  1. Chan, Felix, 2009. "Modelling time-varying higher moments with maximum entropy density," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2767-2778.
  2. Ariful Hoque & Felix Chan & Meher Manzur, 2009. "Modeling Volatility in Foreign Currency Option Pricing," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 189-208, September.
  3. Michael McAleer & Suhejla Hoti & Felix Chan, 2009. "Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 422-440.
  4. Hakim, Abdul & McAleer, Michael, 2009. "Forecasting conditional correlations in stock, bond and foreign exchange markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2830-2846.

2008

  1. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 155-171.
  2. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September.
  3. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
  4. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
  5. McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer, 2008. "Generalized Autoregressive Conditional Correlation," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1554-1583, December.
  6. Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton, 2008. "Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks," Journal of Econometrics, Elsevier, vol. 147(1), pages 163-185, November.
  7. Hoque, Ariful & Chan, Felix & Manzur, Meher, 2008. "Efficiency of the foreign currency options market," Global Finance Journal, Elsevier, vol. 19(2), pages 157-170.
  8. Horne, Jocelyn & Hu, Baiding, 2008. "Estimation of cost efficiency of Australian universities," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 266-275.
  9. L. Zhang & G. Tang & Z. Xun & K. Han & H. Chen & B. Hu, 2008. "Dynamic renormalization-group analysis of the d+1 dimensional Kuramoto-Sivashinsky equation with both conservative and nonconservative noises," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 63(2), pages 227-234, May.
  10. Watkins, Clinton & McAleer, Michael, 2008. "How has volatility in metals markets changed?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 237-249.
  11. Colegrave, Andrew D. & Giles, Margaret J., 2008. "School cost functions: A meta-regression analysis," Economics of Education Review, Elsevier, vol. 27(6), pages 688-696, December.

2007

  1. McAleer, Michael & Chan, Felix & Marinova, Dora, 2007. "An econometric analysis of asymmetric volatility: Theory and application to patents," Journal of Econometrics, Elsevier, vol. 139(2), pages 259-284, August.
  2. Margaret Giles & Anh T. Le, 2007. "Prisoners’ Labour Market History and Aspirations: A Focus on Western Australia," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 31-45, March.

2005

  1. Hoti, Suhejla & McAleer, Michael & Chan, Felix, 2005. "Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 46-56.
  2. Hu, Baiding & McAleer, Michael, 2005. "Estimation of Chinese agricultural production efficiencies with panel data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 474-483.
  3. Watkins, Clinton & McAleer, Michael, 2005. "Related commodity markets and conditional correlations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 567-579.

2004

  1. Chan, Felix & Marinova, Dora & McAleer, Michael, 2004. "Modelling the asymmetric volatility of electronics patents in the USA," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 169-184.
  2. Felix Chan & Dora Marinova & Michael McAleer, 2004. "Modelling the asymmetric volatility of anti-pollution patents in the USA," Scientometrics, Springer;Akadémiai Kiadó, vol. 59(2), pages 179-197, February.
  3. Felix Chan & Dora Marinova & Michael McAleer, 2004. "Trends and volatilities in foreign patents registered in the USA," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 585-592.
  4. Hu, Baiding & McAleer, Michael, 2004. "Input–output structure and growth in China," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 193-202.
  5. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
  6. Giles, Margaret J., 2004. "Driver speed compliance in Western Australia: a multivariate analysis," Transport Policy, Elsevier, vol. 11(3), pages 227-235, July.

2003

  1. Austen, S & Giles, M, 2003. "The Likely Effects of Ageing on Women's Involvement in the Paid Workforce," Australian Bulletin of Labour, National Institute of Labour Studies.
  2. Margaret Giles, 2003. "Correcting for selectivity bias in the estimation of road crash costs," Applied Economics, Taylor & Francis Journals, vol. 35(11), pages 1291-1301.
  3. Margaret Giles, 2003. "The Cost of Road Crashes," Journal of Transport Economics and Policy, University of Bath, vol. 37(1), pages 95-110, January.

2002

  1. Felix Chan & Michael McAleer, 2002. "Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 509-534.
  2. Watkins, Clinton & McAleer, Michael, 2002. "Cointegration analysis of metals futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 207-221.

1997

  1. Hu, Baiding & McAleer, Michael, 1997. "A probit analysis of consumer behaviour in rural China," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 527-534.
  2. Watkins, Clinton, 1997. "The term structure of interest rates and economic activity: An empirical critique," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 487-493.

1995

  1. Hu, Baiding, 1995. "A note on calculating the Gini index," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 353-358.

1981

  1. Hu, B., 1981. "Quantum projection renormalization group study of a spin 1 Ising model: Universality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 109(1), pages 352-356.

Books

2022

  1. Felix Chan & László Mátyás (ed.), 2022. "Econometrics with Machine Learning," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-031-15149-1, July-Dece.

Chapters

2022

  1. Felix Chan & László Mátyás, 2022. "Linear Econometric Models with Machine Learning," Advanced Studies in Theoretical and Applied Econometrics, in: Felix Chan & László Mátyás (ed.), Econometrics with Machine Learning, chapter 0, pages 1-39, Springer.
  2. Felix Chan & Mark N. Harris & Ranjodh B. Singh & Wei (Ben) Ern Yeo, 2022. "Nonlinear Econometric Models with Machine Learning," Advanced Studies in Theoretical and Applied Econometrics, in: Felix Chan & László Mátyás (ed.), Econometrics with Machine Learning, chapter 0, pages 41-78, Springer.

2008

  1. Clinton Watkins, 2008. "Using financial market information in monetary policy: some examples from New Zealand," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market developments and their implications for monetary policy, volume 39, pages 142-166, Bank for International Settlements.

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