Comparative Analysis of Australian Residential Mortgage (Home Loan) Interest Rates
Author
Abstract
Suggested Citation
DOI: 10.1177/097380101100500302
Download full text from publisher
References listed on IDEAS
- Harvey,Andrew C., 1991.
"Forecasting, Structural Time Series Models and the Kalman Filter,"
Cambridge Books,
Cambridge University Press, number 9780521405737, January.
- Harvey,Andrew C., 1990. "Forecasting, Structural Time Series Models and the Kalman Filter," Cambridge Books, Cambridge University Press, number 9780521321969, January.
- Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July.
- Luci Ellis & Laura Berger-Thomson, 2004.
"Housing Construction Cycles and Interest Rates,"
Econometric Society 2004 Australasian Meetings
335, Econometric Society.
- Laura Berger-Thomson & Luci Ellis, 2004. "Housing Construction Cycles and Interest Rates," RBA Research Discussion Papers rdp2004-08, Reserve Bank of Australia.
- Harvey, Andrew & Scott, Andrew, 1994.
"Seasonality in Dynamic Regression Models,"
Economic Journal, Royal Economic Society, vol. 104(427), pages 1324-1345, November.
- Andrew C Harvey & Andrew Scott, 1994. "Seasonality in Dynamic Regression Models," CEP Discussion Papers dp0184, Centre for Economic Performance, LSE.
- Frank Campbell & Eleanor Lewis, 1998. "What Moves Yields in Australia?," RBA Research Discussion Papers rdp9808, Reserve Bank of Australia.
- Harvey, A C, 1985. "Trends and Cycles in Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(3), pages 216-227, June.
- Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 299-307, October.
- Khalid Al-Saad & Imad Moosa, 2005. "Seasonality in stock returns: evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 63-71.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Abdullah Al-Awadhi & Ahmad Bash & Fouad Jamaani, 2021. "Ramadan Effect: A Structural Time-Series Test," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 260-269, January.
- Avanzi, Benjamin & Taylor, Greg & Vu, Phuong Anh & Wong, Bernard, 2020. "A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 50-71.
- Ying Shu & Chengfu Ding & Lingbing Tao & Chentao Hu & Zhixin Tie, 2023. "Air Pollution Prediction Based on Discrete Wavelets and Deep Learning," Sustainability, MDPI, vol. 15(9), pages 1-19, April.
- Azumah Karim & Ananda Omotukoh Kube & Bashiru Imoro Ibn Saeed, 2020. "Modeling of Monthly Meteorological Time Series," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-8.
- Yossi Aviv, 2003. "A Time-Series Framework for Supply-Chain Inventory Management," Operations Research, INFORMS, vol. 51(2), pages 210-227, April.
- Syntetos, A.A. & Teunter, R.H., 2014. "On the calculation of safety stocks," Research Report 14003-OPERA, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Kohns, David & Bhattacharjee, Arnab, 2023.
"Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model,"
International Journal of Forecasting, Elsevier, vol. 39(3), pages 1384-1412.
- David Kohns & Arnab Bhattacharjee, 2020. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers 2011.00938, arXiv.org, revised May 2022.
- Bhattacharjee, Arnab & Kohns, David, 2022. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 538, National Institute of Economic and Social Research.
- Riezebos, Jan & Zhu, Stuart X., 2020. "Inventory control with seasonality of lead times," Omega, Elsevier, vol. 92(C).
- Pavel Vidal & Gilberto Ramírez & Lya Paola Sierra, 2018. "¿Por qué el Valle del Cauca ha crecido más que el promedio nacional? Un análisis regional de los ciclos y los choques económicos," Working Papers 33, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
- Cartea, Álvaro & Karyampas, Dimitrios, 2011.
"Volatility and covariation of financial assets: A high-frequency analysis,"
Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3319-3334.
- Álvaro Cartea & Dimitrios Karyampas, 2009. "Volatility and Covariation of Financial Assets: A High-Frequency Analysis," Birkbeck Working Papers in Economics and Finance 0913, Birkbeck, Department of Economics, Mathematics & Statistics.
- Cartea, Álvaro & Karyampas, Dimitrios, 2009. "Volatility and covariation of financial assets: a high-frequency analysis," DEE - Working Papers. Business Economics. WB wb097609, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Porras-Arena, M. Sylvina & Martín-Román, Ángel L., 2023.
"The heterogeneity of Okun's law: A metaregression analysis,"
Economic Modelling, Elsevier, vol. 128(C).
- Porras-Arena, M. Sylvina & Martín-Román, Ángel L., 2022. "The heterogeneity of Okun's law: A metaregression analysis," GLO Discussion Paper Series 1069, Global Labor Organization (GLO).
- Porras, María Sylvina & Martín-Román, Ángel L., 2022. "The heterogeneity of Okun’s law: A metaregression analysis," MPRA Paper 112442, University Library of Munich, Germany.
- Agnieszka Gehringer & Thomas Mayer, 2021. "Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 71-89, April.
- Gianluca Cubadda, 2007.
"A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 271-292, April.
- Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Department of Economics.
- Mark Hon & Soo-Keong Yong, 2004. "The price of owning a car: an analysis of auction quota premium in Singapore," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 739-751.
- Aldubyan, Mohammad & Gasim, Anwar, 2021.
"Energy price reform in Saudi Arabia: Modeling the economic and environmental impacts and understanding the demand response,"
Energy Policy, Elsevier, vol. 148(PB).
- Mohammad Al Dubyan & Anwar Gasim, 2020. "Energy Price Reform in Saudi Arabia: Modeling the Economic and Environmental Impact and Understanding the Demand Response," Discussion Papers ks--2020-dp12, King Abdullah Petroleum Studies and Research Center.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021.
"Estimating DSGE Models: Recent Advances and Future Challenges,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers 27715, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers 15164, C.E.P.R. Discussion Papers.
- Park, Gonyung, 1996. "The role of detrending methods in a model of real business cycles," Journal of Macroeconomics, Elsevier, vol. 18(3), pages 479-501.
- Vegard H. Larsen & Leif Anders Thorsrud, 2018.
"Business cycle narratives,"
Working Paper
2018/3, Norges Bank.
- Vegard H ghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo.
- Basellini, Ugofilippo & Camarda, Carlo Giovanni & Booth, Heather, 2022. "Thirty years on: A review of the Lee-Carter method for forecasting mortality," SocArXiv 8u34d_v1, Center for Open Science.
- Talla Al-Deehani, 2006. "Seasonality as an unobservable component: the case of Kuwait stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(6), pages 471-478.
More about this item
Keywords
Cyclicality; Seasonality; Structural Time Series Modelling; Home Loan Interest Rates; Home Loan Pricing Strategies; JEL Classification: G - Financial Economics; JEL Classification: G21 - Banks; ; JEL Classification: Other Depository Institutions; JEL Classification: Micro Finance Institutions; JEL Classification: Mortgages;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:mareco:v:5:y:2011:i:3:p:311-341. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: http://www.ncaer.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.