Economics

Books and Chapters

Clements, K.W. and Manzur, M. Notes on Exchange Rates and Commodity Prices, Exchange Rates, Interest Rates and Commodity Prices, ed Manzur, M., Cheltenham, UK, Edward Elgar Publishing Ltd, pp 145-156 (2002)

Clements, K.W., Qiang, Y. and Greig, R.A. The Great Energy Debate: Energy Costs, Minerals and the Future of the Western Australian Economy, Western Australia, University of Western Australia Press (2002)

Crompton, P.L. Developments in World Mineral and Energy Markets, Agricultural and Mineral Commodities Year Book, ed Lea, D., London, Europa Publications Ltd, pp 15-22 (2002)

McAleer, M.J. and Oxley, L. Contributions to Financial Econometrics, Oxford, UK, Blackwell Publishing (2002)

Ong, L.L., Clements, K.W. and Izan, H.Y. The World Real Interest Rate, Exchange Rates, Interest Rates and Commodity Prices, ed Manzur, M., Cheltenham, UK, Edward Elgar Publishing Ltd, pp 97-125 (2002)

Pilgram, B., Verhoeven, P., Mees, A. and McAleer, M.J. Canonical Variate Analysis and Its Applications to Financial Data, Modelling and Forecasting Financial Data: Techniques of Non-linear Dynamics, ed Soofi, A. Cao, L., Massachusetts, USA, Kluwer Academic Publishers, pp 467-481 (2002)

Turkington, D.A. Matrix Calculus and Zero-One Matrices, Cambridge, UK, Cambridge University Press (2002)

Wu, Y. The Macroeconomics of East Asian Growth, Cheltenham, UK, Edward Elgar Publishing Ltd (2002)

Wu, Y. Productivity Growth, Catch-up and Convergence in China's Reforming Economy, China and its Regions: Economic Growth and Reform in Chinese Provinces, ed Renard, M.F., Cheltenham, UK, Edward Elgar Publishing Ltd, pp 102-120 (2002)

Wu, Y. The Determinants of Economic Growth: Evidence from a Panel of Chinese Provinces, Dilemmas of China's Growth in the Twenty-First Century, ed Song, L., Canberra, Australia, Asia Pacific Press, pp 271-285 (2002)

Journal Articles

Ahammad, H.U., Clements, K.W. and Qiang, Y. The Regional Economic Impact of Reducing Greenhouse Gas Emissions: Western Australia, Resources Policy, 27: pp 225-233 (2002)

Chan, F.M.F. and McAleer, M.J. Maximum Likelihood Estimation of Star and Star-Garch Models: Theory and Monte Carlo Evidence, Journal of Applied Econometrics, 17: pp 509-534 (2002)

Chiswick, B.R. and Miller, P.W. Immigrant Earnings: Language Skills, Linguistic Concentrations and the Business Cycle, Journal of Population Economics, 15:1, pp 31-57 (2002)

Clements, K.W. Hans Theil: Producer, Marketer, and Consumer Extraordinaires, Journal of Agricultural and Applied Economics, 34:3, pp 19-20 (2002)

Clements, K.W. and Qiang, Y. The Economics of Global Consumption Patterns, Journal of Agricultural and Applied Economics, 34:3, pp 21-37 (2002)

Davies, M.J. Copper Connections - Burra Routes and Transport: A Matter of Economics, Journal of the Historical Society of South Australia, Number 30, 2002: pp 52-66 (2002)

Frances, P.H.B. and McAleer, M.J. Financial Volatility: An Introduction, Journal of Applied Econometrics, 17: pp 419-424 (2002)

Groenewold, N. and Fraser, P. Violation of the iid-normal Assumption: Effects on Tests of Asset-pricing Models using Australian Data, International Review of Financial Analysis, 11: pp 491-510 (2002)

Le, A.T. and Miller, P.W. The Rising Education Levels of Females in Australia, Education Economics, 10:1, pp 1-24 (2002)

Lee, Y.L. and Miller, P.W. Imputing Income using Occupational Attainment, Australian Journal of Labour Economics, 5:3, pp 335-349 (2002)

Li, W.K., Ling, S. and McAleer, M.J. Recent Theoretical Results for Time Series Models with Garch Errors, Journal of Economic Surveys, 16: pp 245-269 (2002)

Lim, C.M. and McAleer, M.J. Time Series Forecasts of International Travel Demand for Australia, Tourism Management, 23: pp 389-396 (2002)

Lim, C.M. and McAleer, M.J. A Cointegration Analysis of Annual Tourism Demand by Malaysia for Australia, Mathematics and Computers in Simulation, 59: pp 197-205 (2002)

Lim, L.K. and McAleer, M.J. Economic Growth and Technological Catching up by Singapore to the USA, Mathematics and Computers in Simulation, 59: pp 133-141 (2002)

Ling, S. and McAleer, M.J. Necessary and Sufficient Moment Conditions for the GARCH (r,s) and Asymmetric Power GARCH (r,s) Models, Econometric Theory, 18: pp 722-729 (2002)

Ling, S. and McAleer, M.J. Stationary and the Existence of Moments of a Family of GARCH Processes, Journal of Econometrics, 106: pp 109-117 (2002)

Marinova, D.V. and McAleer, M.J. Trends and Volatility in Japanese Patenting in the USA: An Analysis of the Electronics and Transport Industries, Scientometrics, 55:2, pp 171-187 (2002)

McAleer, M.J. and Oxley, L. The Econometrics of Financial Time Series, Journal of Economic Surveys, 16:3, pp 237-243 (2002)

McAleer, M.J. and Oxley, L. Preface, Mathematics and Computers in Simulation, 59:Special Issue, pp 1-2 (2002)

McAleer, M.J. and Oxley, L. The Ten Commandments for Presenting a Conference Paper, Journal of Economic Surveys, 16:2, pp 215-218 (2002)

McAleer, M.J. and McKenzie, C. The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 (Conference Review), Journal of Economic Surveys, 16:1, pp 111-121 (2002)

McKenzie, C.R. and McAleer, M.J. Comprising Tests of Autoregressive Versus Moving Average Errors in Regression. Models using Bahadur's Asymptotic Relative Efficiency, Communications in Statistics - Theory and Methods, 31:8, pp 1349-1371 (2002)

Siddique, M.A. and Selvanathan, E.A. Export Performance and Economic Development in Thailand, Empirical Economics Letters, 1:1, pp 31-40 (2002)

Verhoeven, P., Pilgram, B., McAleer, M.J. and Mees, A. Non-Linear Modelling and Forecasting of S&P 500 Volatility, Mathematics and Computers in Simulation, 59: pp 233-241 (2002)

Watkins, C.D. and McAleer, M.J. Cointegration Analysis of Metals Futures, Mathematics and Computers in Simulation, 59: pp 207-221 (2002)

Conference Publications

Chan, F.M.F., Marinova, D.V. and McAleer, M.J. STAR-GARCH Models of Ecological Patents in the USA, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 526-531 (2002)

Chan, F.M.F. and McAleer, M.J. An Empirical Evaluation of STAR-GARCH Models in the Presence of Aberrant Observations, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 603-608 (2002)

Chan, F.M.F., Marinova, D.V. and McAleer, M.J. Modelling the Asymmetric Volatility of Electronics Patents in the USA, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 538-543 (2002)

Hu, B. and McAleer, M.J. Sectoral Productivity Growth in China, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 520-525 (2002)

Lim, C.M. and McAleer, M.J. Use of Wetlands for Sustainable Tourism Management, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 490-495 (2002)

Marinova, D.V. and McAleer, M.J. Nano-Technology Patenting in the USA, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 574-579 (2002)

McAleer, M.J., Chan, F.M.F. and Marinova, D.V. An International Comparison of Foreign Patents Registered in the USA, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 3: pp 61-72 (2002)

McAleer, M.J. and Oxley, L. Selected papers of the MSSANZ/IMACS 13th Biennial Conference, MSSANZ/IMACS 13th Biennial Conference on Modelling and Simulation, Amsterdam, Netherlands, IMACS/Elsevier Science, 59: p 277 (2002)

Watkins, C.D. and McAleer, M.J. Modelling Time-Varying Volatility in Non-Ferrous Metal Markets, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 550-555 (2002)

Zhang, Z., Sato, K. and McAleer, M.J. Is East Asia an Optimum Currency Area?, Integrated Assessment and Decision Support, Manno, Switzerland, International Environmental Modelling and Software Society, 2: pp 568-573 (2002)

Others

Davies, M.J. Cornish, The Wakefield Companion to South Australian History, pp 127-128, South Australia (2002)

Davies, M.J. Bibliography of the Mining History of Australia, New Zealand and Papua New Guinea, Western Australia (2002)

Frances, P.H.B. and McAleer, M.J. Journal of Applied Econometrics: Special Issue: Modelling and Forecasting Financial Volatility, Chichester, UK (2002)

Islam, N. and Johnson, P. Agriculture and the Western Australian Economy: Revised Industry Multipliers, Western Australia (2002)

Islam, N. and Johnson, P. Agriculture and the Western Australian Economy: Updated Industry Multipliers, Western Australia (2002)

Le, A.T. and Miller, P.W. Educational Attainment in Australia: A Cohort Analysis, Longitudinal Surveys of Australian Youth, Victoria, Australia (2002)