School of Finance and Economics, University of Technology, Sydney

For technical questions regarding this series, please contact (Duncan Ford)
Series handle: repec:uts:wpaper

• 158 Follow the Leader: Steady State Analysis of a Dynamic Social Network
  by David Goldbaum [Downloadable!]

• 157 Fostering Educational Enrolment Through Subsidies: The Issue of Timing
  by Mario Fiorini [Downloadable!]
• 156 Stochastic Monotonicity in Intergenerational Mobility Tables
  by Valentino Dardanoni & Mario Fiorini & Antonio Forcina [Downloadable!]
• 155 Follow the Leader: Simulations on a Dynamic Social Network
  by David Goldbaum [Downloadable!]
• 154 Piloting a Peer Feedback Program in the Faculty of Business at UTS
  by Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty [Downloadable!]
• 153 Money and Monetary Policy in a Kaldor-Pasinetti-Sraffa-Keynes Framework
  by Peter Docherty [Downloadable!]
• 152 Improving Student Skills in Essay Writing and Oral Presentations
  by Tiffany Hutcheson [Downloadable!]

• 151 Keynesian AD-AS, Quo Vadis?
  by Toichiro Asada & Carl Chiarella & Peter Flaschel & Christian R. Proaño [Downloadable!]

• 150 Reducing the Expectations Gap: Facilitating Improved Student Writing in an Intermediate Macroeconomics Course
  by Peter Docherty & Harry Tse & Ross Forman & Jo McKenzie [Downloadable!]
• 149 Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System
  by Peter Docherty & G Wang [Downloadable!]
• 148 Endogenous Money, Non-neutrality and Interest-sensitivity in the Theory of Long Period Unemployment
  by Peter Docherty [Downloadable!]
• 147 Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy
  by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
• 146 Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations
  by Pu Chen & Carl Chiarella & Peter Flaschel & Hing Hung [Downloadable!]
• 145 Tutorial Attendance and Grade Achievement
  by Tiffany Hutcheson & Harry Tse [Downloadable!]

• 144 An Empirical Test of a New Theory of Economic Growth ? The Relationship Between External Debt and Economic Development
  by Carolyn Currie [Downloadable!]
• 143 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks
  by Carolyn Currie [Downloadable!]
• 142 Towards a General Theory of Financial Regulation: Predicting, Measuring and Preventing Financial Crises
  by Carolyn Currie [Downloadable!]
• 141 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks
  by Carolyn Currie [Downloadable!]
• 140 An Empirical Test of a New Theory of Economic Growth ? the Relationship Between External Debt and Economic Development
  by Carolyn Currie [Downloadable!]

• 139 Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model
  by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel [Downloadable!]
• 138 Continuous Time Model Estimation
  by Carl Chiarella & Shenhuai Gao [Downloadable!]
• 137 The Potential Effect of the New Basel Operational Risk Capital Requirements
  by Carolyn Currie [Downloadable!]
• 136 Learning by Students at University
  by Tiffany Hutcheson & Harry Tse [Downloadable!]
• 135 Regulatory Failure in Emerging Markets
  by Carolyn Currie [Downloadable!]
• 134 Basel II and Operational Risk - Overview of Key Concerns
  by Carolyn Currie [Downloadable!]
• 133 Partnering with the Private Sector to Introduce New Physical, Human, and Social Capital - Isolating Criteria for Success
  by S. Burd & Carolyn Currie [Downloadable!]

• 132 Towards a General Theory of Financial Regulation: Predicting, Measuring and Preventing Financial Crises
  by Carolyn Currie [Downloadable!]
• 131 The Need for a New Theory of Economic Reform
  by Carolyn Currie [Downloadable!]
• 130 Factors Affecting the Probability of Bankruptcy
  by Maurice Peat [Downloadable!]
• 129 The Structure of Keynesian Macrodynamics: A Framework for Future Research
  by Carl Chiarella & Peter Flaschel & Peiyuan Zhu [Downloadable!]
• 128 Interacting Two-Country Business Fluctuations
  by T. Asada & Carl Chiarella & Peter Flaschel & Reiner Franke [Downloadable!]
• 127 Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation
  by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
• 126 International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature
  by Pat Wilson & Ralf Zurbruegg [Downloadable!]
• 125 Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
• 124 Keynes-Metzler-Goodwin Model Building: The Closed Economy
  by T. Asada & Carl Chiarella & Peter Flaschel [Downloadable!]
• 122 The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets
  by R. M. Eldridge & Maurice Peat & Max Stevenson [Downloadable!]
• 97 Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation
  by Carl Chiarella & Peter Flaschel [Downloadable!]
• 96 Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model
  by Carl Chiarella & Peter Flaschel & Peiyuan Zhu [Downloadable!]

• 123 Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
• 121 Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
  by Pat Wilson & Ralf Zurbruegg & Richard Gerlach [Downloadable!]
• 120 Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model
  by Carl Chiarella & Peter Flaschel & G. Gong & Willi Semmler [Downloadable!]
• 119 Behavioural Finance and the Decision to Invest in High Tech Stocks
  by Sian Owen [Downloadable!]
• 118 Regulatory Failure in Emerging Markets
  by Carolyn Currie [Downloadable!]
• 117 Integrity and Security in the E-Century
  by Carolyn Currie [Downloadable!]
• 116 Solving the Price-Earnings Puzzle
  by Carl Chiarella & S. Gao [Downloadable!]
• 115 Modelling the Value of the S&P 500 - A System Dynamics Perspective
  by Carl Chiarella & S. Gao [Downloadable!]
• 114 Type I Spurious Regression in Econometrics
  by Carl Chiarella & S. Gao [Downloadable!]

• 113 Failures in B2C Companies; Two Examples and Lessons for New Players
  by Sian Owen [Downloadable!]
• 112 Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
• 111 Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient
  by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
• 110 The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data
  by Chris Bajada [Downloadable!]

• 109 Price Flexibility and Debt Dynamics in a High Order AS-AD Model
  by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
• 108 Output, Financial Markets and Growth
  by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
• 107 Trading in the Australian Foreign Exchange Market
  by Tiffany Hutcheson [Downloadable!]
• 106 A Decomposition of the Labour Market Participation of Married Women in Three Countries: Australia, Canada and the United States of America
  by Vera Brusentsev [Downloadable!]
• 105 The Game Academics Play: Editors Versus Authors
  by Joao Ricardo Faria [Downloadable!]
• 104 Integrating Tobin's Q with Goodwin's Nonlinear Accelerator
  by Joao Ricardo Faria [Downloadable!]
• 103 An Examination of the Statistical Discrepancy and Private Investment Expenditure
  by Chris Bajada [Downloadable!]
• 102 Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics
  by Carl Chiarella & Alexander Khomin [Downloadable!]
• 101 An Economic Analysis of the Peter and Dilbert Principles
  by Joao Ricardo Faria [Downloadable!]
• 100 The Research Output of Academic Economists in Brazil
  by Joao Ricardo Faria [Downloadable!]
• 76 Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems
  by Ram Bhar & Carl Chiarella [Downloadable!]

• 99 Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution
  by Carl Chiarella & Peter Flaschel & G. Groh & C. Köper & Willi Semmler [Downloadable!]
• 98 Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions
  by Carl Chiarella & Peter Flaschel & G. Groh & C. Köper & Willi Semmler [Downloadable!]
• 95 Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues
  by Carl Chiarella & Peter Flaschel
• 94 Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model
  by Carl Chiarella & Peter Flaschel [Downloadable!]
• 93 Towards Applied Disequilibrium Growth Theory: I The Starting Model
  by Carl Chiarella & Peter Flaschel [Downloadable!]
• 92 Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks
  by VT Alaganar & Graham Partington & Max Stevenson [Downloadable!]
• 91 Confidence Intervals for the Underground Economy in Australia
  by Chris Bajada [Downloadable!]
• 90 The Dynamics of the Cobweb when Producers are Risk Averse Learners
  by Carl Chiarella & Xue-Zhong He [Downloadable!]
• 89 Is There a General Criterion for Dynamic Efficiency?
  by M. A. C. Martins & Joao Ricardo Faria
• 88 Consumer Behaviour, Labour Supply and Diabetes: The Complex Case
  by Joao Ricardo Faria [Downloadable!]
• 87 The Birth of Limit Cycles in Nonlinear Oligipolies with Continuously Distributed Information Lags
  by Carl Chiarella & Ferenz Szidarovszky
• 86 The Price of Risk
  by Craig Ellis [Downloadable!]
• 85 Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives
  by Carl Chiarella & Peter Flaschel [Downloadable!]
• 84 An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Parts II and III)
  by Lori Semaan [Downloadable!]
• 83 An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Part I)
  by Lori Semaan [Downloadable!]

• 82 Is Speculative Activity in Asia Pacific Markets Anything New?
  by Tiffany Hutcheson [Downloadable!]
• 81 Zero-Coupon Yield Curve Estimation; A Principal Component, Polynomial Approach
  by Ben Hunt & Chris Terry [Downloadable!]
• 80 Regime Switches in Property Market Risk Premiums: Some International Comparisons
  by Pat Wilson & John Okunev & Tiffany Hutcheson [Downloadable!]
• 79 Modelling the Expected Value of the Classical Rescaled Adjusted Range for Long-Term Dependent Series
  by Craig Ellis [Downloadable!]

• 78 Ownership Structure and Building Society Efficiency
  by Tiffany Hutcheson & Ian Sharpe [Downloadable!]
• 77 The Wallis Inquiry, an Information Brief From the Perspective of a Political Economic Historian
  by Carolyn Currie [Downloadable!]
• 75 A Survey of Models for the Pricing of Interest Rate Derivatives
  by Carl Chiarella & Nadima El-Hassan
• 74 Individual Share Futures Contracts: The Economic Impact of Their Introduction on the Underlying Equity Market
  by Maurice Peat & M. McCorry [Downloadable!]
• 73 Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies
  by Graham Newell & Maurice Peat & Max Stevenson [Downloadable!]
• 72 Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques
  by Carl Chiarella & Nadima El-Hassan [Downloadable!]

• 71 Ethnic Small Business and Employment Creation in Australia in the 1990s
  by Jock Collins [Downloadable!]
• 70 Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data
  by Ram Bhar & Carl Chiarella [Downloadable!]
• 69 Mis-Specification in the Estimation of the Expected Rescaled Adjusted Range Statistic: The Case Versus Peters
  by Craig Ellis [Downloadable!]
• 68 Cosmopolitan Capitalism: Ethnicity, Gender and Small Business in Australia in the 1990s
  by Jock Collins [Downloadable!]
• 67 Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle
  by D. Jones & Maurice Peat & Max Stevenson [Downloadable!]
• 66 Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model
  by Ram Bhar & Carl Chiarella [Downloadable!]
• 65 Fractional Co-Integration in Domestic and International Real Estate and Stock Markets
  by John Okunev & Pat Wilson [Downloadable!]
• 64 Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates
  by Carl Chiarella & Alexander Khomin [Downloadable!]
• 63 A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates
  by Carl Chiarella & Nadima El-Hassan [Downloadable!]
• 62 Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets
  by Pat Wilson & John Okunev [Downloadable!]
• 61 Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns
  by Graham Newell & Maurice Peat & Max Stevenson [Downloadable!]
• 60 Some Further Theoretical and Empirical Implications Regarding the Relationship between Earnings, Dividends and Returns
  by R. Chiang & Ian Davidson & John Okunev [Downloadable!]
• 59 Modelling the Equity Risk Premium in the Long Term
  by Ian Davidson & John Okunev & M. Tahir [Downloadable!]
• 58 Stochastic Interest Rates, Transaction Costs and Immunizing Foreign Currency Risk
  by R. Chiang & John Okunev & M. Tippett [Downloadable!]
• 57 Some Further Evidence in Relation to Short Termism of Stock Prices
  by Ian Davidson & John Okunev & M. Tippett [Downloadable!]

• 56 Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach
  by Ram Bhar & Carl Chiarella [Downloadable!]
• 55 Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework
  by Ram Bhar & Carl Chiarella [Downloadable!]
• 54 The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
  by Ram Bhar & Carl Chiarella [Downloadable!]
• 53 Transformation of Heath-Jarrow-Morton Models to Markovian Systems
  by Ram Bhar & Carl Chiarella [Downloadable!]
• 52 Keynesian Monetary Growth Dynamics: The Missing Prototype
  by Carl Chiarella & Peter Flaschel [Downloadable!]
• 51 Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data
  by Ben Hunt [Downloadable!]
• 50 Modelling the Yields on Australian Coupon Paying Bonds
  by Ben Hunt [Downloadable!]
• 49 Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets
  by Pat Wilson & John Okunev & Guy Ta [Downloadable!]
• 48 Testing for Nonlinearities in Economic and Financial Time Series
  by Maurice Peat & Max Stevenson [Downloadable!]
• 47 Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets
  by John Okunev & Pat Wilson [Downloadable!]
• 46 Comparing and Contrasting Native Property Title Claims in South Africa and Australia
  by Pat Wilson & P. DuPlessis [Downloadable!]
• 45 Immigration and Labor Government in Australia: 1983-95
  by Jock Collins [Downloadable!]
• 44 Chinese in Australia 1945-1994: Changing Patterns of Migration, Racialisation and Opportunity
  by Jock Collins & C. Reid [Downloadable!]
• 43 A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets
  by Carl Chiarella & Koji Okuguchi [Downloadable!]

• 42 Are Real Estate and Securities Markets Integrated? Some Australian Evidence
  by Pat Wilson & John Okunev & Guy Ta [Downloadable!]
• 41 The Changing Political Economy of Australian Racism
  by Jock Collins [Downloadable!]
• 40 A Survey of Expectations of Bankers on the Factors Business Firms Use in Selecting a Bank
  by Rowan Trayler & J. Nielsen & B. Brown [Downloadable!]
• 39 Modelling Yen Futures Return Using Daily Data From IMM and Simex
  by Ram Bhar [Downloadable!]
• 38 Earnings, Dividends and Returns: A Theoretical Model
  by Garry Hobbes & Graham Partington & Max Stevenson [Downloadable!]
• 37 Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets
  by Maurice Peat & Max Stevenson [Downloadable!]
• 36 Takeover Bids, Share Prices, and the Expected Value Hypothesis
  by Elaine Hutson [Downloadable!]
• 35 Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities
  by Ram Bhar [Downloadable!]

• 34 A Limited Stock Arbitrage of the Sydney Futures Exchange SPI Contract
  by Ben Hunt [Downloadable!]
• 33 Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price
  by Pat Wilson [Downloadable!]
• 32 The Sources of Unemployment: A Simple Econometric Analysis
  by Tom Valentine [Downloadable!]
• 31 Bank Share Prices and Profitability
  by Daniel Daugaard [Downloadable!]
• 30 Will We Survive the Debt Crisis?
  by Tom Valentine [Downloadable!]
• 29 Miller Modigliani and Ohlson: A Note on an Old Model in New Clothes
  by Graham Partington [Downloadable!]
• 28 Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia
  by Jock Collins [Downloadable!]
• 27 The Impact of the Closer Economic Relations Agreement on the Cultural Industries in Australia and New Zealand
  by Ross Jones [Downloadable!]
• 26 An Economic Analysis of Genetic Improvement Within a Commercial Livestock Population
  by Max Stevenson [Downloadable!]
• 25 Racism, Ethnicity and Immigration in Canada and Australia
  by Jock Collins & F. Henry [Downloadable!]
• 24 In Shared Information Services is Size Important?
  by Pat Wilson & Wayne Dwyer [Downloadable!]
• 23 Shared Information - Comparing Multilist and Franchise Operations
  by Pat Wilson [Downloadable!]

• 22 Bank Interest Rate Margins
  by Tom Valentine [Downloadable!]
• 21 Lessons From Australia's Lending Experience in the Eighties
  by Tom Valentine [Downloadable!]
• 20 Share Prices: A Comparison of Fundamental Models
  by Daniel Daugaard & Tom Valentine [Downloadable!]
• 19 Performance Differences Within the Market for Housing
  by Garry de Jager & Joseph Winsen [Downloadable!]
• 18 Performance Differences Within the Market for Housing
  by Pat Wilson [Downloadable!]
• 17 Asset Allocation and Diversification by Real Estate Sector Within a Portfolio: Two Australian Case Studies
  by Mike Wallace [Downloadable!]
• 16 Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study
  by Keith Chan & D McColough & Michael Skully [Downloadable!]
• 14 Developments in Nonlinear Economic Dynamics: Past, Present and Future
  by Carl Chiarella [Downloadable!]
• 13 The Dynamics of Speculative Behaviour
  by Carl Chiarella [Downloadable!]
• 12 Immigrant Families in Australia
  by Jock Collins [Downloadable!]

• 15 The Strategic Importance of the Rural Sector
  by Carolyn Currie [Downloadable!]
• 11 The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays
  by Carl Chiarella [Downloadable!]
• 10 A Forecasting Model of Option Pricing Volatility
  by Ben Hunt [Downloadable!]
• 9 The Need for Reform of the Australian Financial Regulatory System
  by Carolyn Currie [Downloadable!]
• 8 Exploiting Volatility Movements in the Sydney Futures Exchange's Bank Bill Contract
  by Ben Hunt & Ram Bhar [Downloadable!]
• 7 Multiculturalism in Australia: The Challenges Ahead
  by Jock Collins [Downloadable!]
• 6 Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics
  by Carl Chiarella [Downloadable!]
• 5 The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context
  by Simon Loria & Toan Pham & Ah Boon Sim [Downloadable!]
• 4 The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context
  by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan [Downloadable!]
• 3 Determinants of Corporate Capital Structure: Australian Evidence
  by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan [Downloadable!]
• 2 A Note on Parameters in Binomial Option Pricing
  by Garry de Jager [Downloadable!]
• 1 Costly Information, Informed Investors and the Use of Sophisticated Capital Budgeting Techniques
  by Mark Freeman & Garry Hobbes [Downloadable!]

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This page was last updated on 2009-6-21.