Log in

Relevant bibliographies by topics / Inflation (Finance) Australia Econometric models / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Inflation (Finance) Australia Econometric models.

Dissertations / Theses on the topic 'Inflation (Finance) Australia Econometric models'

Author: Grafiati

Published: 10 December 2022

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 22 dissertations / theses for your research on the topic 'Inflation (Finance) Australia Econometric models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Lee, Chui-yan, and 李翠恩. "Inflation in Hong Kong: a structuralist interpretation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B4389382X.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.

Full text

Abstract:

[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research employs Australian equity data over the period 1980-2001, with the major analyses covering the more recent period 1990-2001. The study first documents that existing asset-pricing models namely the capital asset pricing model (CAPM) and domestic Fama-French three-factor model fail to meet the widely applied Merton?s zero-intercept criterion for a well-specified pricing model. This study instead documents th

APA, Harvard, Vancouver, ISO, and other styles

4

Geissler, Johannes. "Lower inflation : ways and incentives for central banks." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1719.

Full text

Abstract:

This thesis is a technical inquiry into remedies for high inflation. In its center there is the usual tradeoff between inflation aversion on the one hand and some benefit from inflation via Phillips curve effects on the other hand. Most remarkable and pioneering work for us is the famous Barro-Gordon model - see (Barro & Gordon 1983a) respectively (Barro & Gordon 1983b). Parts of this model form the basis of our work here. Though being well known the discretionary equilibrium is suboptimal the question arises how to overcome this. We will introduce four different models, each of them giving a

APA, Harvard, Vancouver, ISO, and other styles

5

Yang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.

Full text

Abstract:

This study deals with the estimation of the optimal hedge ratios using various econometric models. Most of the recent papers have demonstrated that the conventional ordinary least squares (OLS) method of estimating constant hedge ratios is inappropriate, other more complicated models however seem to produce no more efficient hedge ratios. Using daily AOIs and SPI futures on the Australian market, optimal hedge ratios are calculated from four different models: the OLS regression model, the bivariate vector autoaggressive model (BVAR), the error-correction model (ECM) and the multivariate diagon

APA, Harvard, Vancouver, ISO, and other styles

6

O'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.

Full text

Abstract:

This research questions whether technical trading rules can help predict stock price movements for a sample of stocks selected from four equity markets from the Asia-Pacific region: Australia, Malaysia, Hong Kong and Thailand for the period 1989-2008. The research is split into two stages. Stage-1 of the research tests the predictability of technical trading rules against a buyand- hold strategy. The variable moving average (VMA), fixed moving average (FMA) and the trading range break (TRB) trading rules are applied to this research. Economic predictability of these rules is examined by compar

APA, Harvard, Vancouver, ISO, and other styles

7

Lenza, Michèle. "Essays on monetary policy, saving and investment." Doctoral thesis, Universite Libre de Bruxelles, 2007. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210659.

Full text

Abstract:

This thesis addresses three relevant macroeconomic issues: (i) why<p>Central Banks behave so cautiously compared to optimal theoretical<p>benchmarks, (ii) do monetary variables add information about<p>future Euro Area inflation to a large amount of non monetary<p>variables and (iii) why national saving and investment are so<p>correlated in OECD countries in spite of the high degree of<p>integration of international financial markets.<p><p>The process of innovation in the elaboration of economic theory<p>and statistical analysis of the data witnessed in the last thirty<p>years has greatly enric

APA, Harvard, Vancouver, ISO, and other styles

8

Mnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.

Full text

Abstract:

In 1993, Kenya liberalised its trade policy and allowed the Kenyan Shillings to freely float. This openness has left Kenya's domestic prices vulnerable to the effects of exchange rate fluctuations. One of the objectives of the Central Bank of Kenya is to maintain inflation levels at sustainable levels. Thus it has become necessary to determine the influence that exchange rate changes have on domestic prices given that one of the major determinants of inflation is exchange rate movements. For this reason, this thesis examines the magnitude and speed of exchange rate pass-through (ERPT) to domes

APA, Harvard, Vancouver, ISO, and other styles

9

Padungrat, Teardchart. "Capacity utilization and inflation : international evidence." Thesis, 1995. http://hdl.handle.net/1957/35192.

Full text

Abstract:

The relevance of domestic and foreign capacity utilization rates in forecasting future inflation rate has been investigated empirically, using five industrialized countries for which the comparable data are available. It has been found that capacity utilization rates, both domestic and foreign, have a long run stable relationship with domestic inflation rate and a positive shock in the capacity utilization rate results in a significant, although a little bit delayed, acceleration in the domestic inflation rate. Various econometric techniques have been used and led to consistent empirical findi

APA, Harvard, Vancouver, ISO, and other styles

10

"Inflation and relative price variability in China: theory and evidence." 2009. http://library.cuhk.edu.hk/record=b5894031.

Full text

Abstract:

Yuan, Jiang.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2009.<br>Includes bibliographical references (leaves 48-51).<br>Abstract also in Chinese.<br>Chapter Chapter 1 --- Introduction --- p.1<br>Chapter Chapter 2 --- Literature Review --- p.5<br>Chapter 2.1 --- Theoretical Literature --- p.5<br>Chapter 2.1.1 --- Menu Cost Model --- p.5<br>Chapter 2.1.2 --- Signal Extraction Model --- p.6<br>Chapter 2.1.3 --- Monetary Search Model --- p.7<br>Chapter 2.2 --- Empirical Literature --- p.8<br>Chapter Chapter 3 --- Inflation and Relative Price Variability in a Transitional Economy

APA, Harvard, Vancouver, ISO, and other styles

11

Machmud, Teuku Mohammad Arief Sjakur. "Determinants of inflation in Indonesia : an econometric analysis." Phd thesis, 2008. http://hdl.handle.net/1885/151195.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Rodriguez, Arnulfo. "Essays on inflation forecast based rules, robust policies and sovereign debt." Thesis, 2004. http://hdl.handle.net/2152/2174.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Cotton, Christopher David. "Low Inflation: Potential Causes, Effects and Solutions." Thesis, 2019. https://doi.org/10.7916/d8-tg4q-7n86.

Full text

Abstract:

My dissertation focuses upon low inflation. Many developed countries, especially Japan and the Eurozone, have recently experienced prolonged periods of below-target inflation. This has been blamed for many economic ills including worsening the Great Recession and generating a slow recovery, making monetary policy ineffective and leading to lower labor market flexibility. I study what has caused low inflation, its potential effects and how it could be prevented. In Chapter 1, I look at how effective raising the inflation target would be in mitigating the problems of low inflation. Many ec

APA, Harvard, Vancouver, ISO, and other styles

14

Shilongo, Fillemon. "An econometric analysis of the impact of imports on inflation in Namibia." Diss., 2019. http://hdl.handle.net/10500/26869.

Full text

Abstract:

This study investigated the impact of import prices on inflation in Namibia, using quarterly time series data over the period 1998Q2-2017Q4. The variables used in the study are inflation rate, M2, real GDP and import prices. The study found that all the variables are integrated of order one (1), and upon testing for cointegration using Johansen test, there was no cointegration. Therefore, the model was analysed using ordinary least squares (OLS) techniques of vector autoregression (VAR) approach, granger causality test and the impulse response function. The results of the study revealed that i

APA, Harvard, Vancouver, ISO, and other styles

15

Evans, Richard William 1975. "Three essays on openness, international pricing, and optimal monetary policy." Thesis, 2008. http://hdl.handle.net/2152/3962.

Full text

APA, Harvard, Vancouver, ISO, and other styles

16

Kobo, Sylvester Bokganetswe. "The yield curve as a predictor of real output and inflation: evidence from emerging markets." Thesis, 2017. http://hdl.handle.net/10539/23099.

Full text

Abstract:

Thesis submitted in partial fulfilment of the requirements for the degree of Master of Management in Finance and Investments in the Faculty of Commerce, Law and Management Wits Business School at the University of the Witwatersrand February 2017<br>For developed economies, it has been shown that the slope of the yield curve is a good indicator of the future path of real output and inflation. This paper investigates the predictive abilities of the yield curve slope for domestic growth and inflation in emerging market economies. Given the sovereign risk premia in these economies, it also asses

APA, Harvard, Vancouver, ISO, and other styles

17

Mokoka, Tshepo. "Competing theories of the wage-price spiral and their forecast ability." Thesis, 2017. https://hdl.handle.net/10539/24147.

Full text

Abstract:

A thesis submitted to the Faculty of Commerce, Law and Management, University of the Witwatersrand, Johannesburg, in fullment of the requirements for the Doctor of Philosophy in Economics Degree, June 2017<br>This thesis contains three main chapters. The rst chapter employs wageprice spirals to generate ination forecasts for Australia, Canada, France, South Korea, South Africa, United Kingdom and the United States. We use three competing specications of the wage-price spirals, and test which specication provides the best forecasts of price ination. For each specication we provide one quarter,

APA, Harvard, Vancouver, ISO, and other styles

18

Morris, Alan Geoffrey. "An economic analysis of industrial disputation in Australia." Thesis, 1996. https://vuir.vu.edu.au/15259/.

Full text

Abstract:

Australia may present a special case in the analysis of strikes because, for most of the Twentieth Century, the Australian Industrial Relations Commission has acted as an industrial "umpire" charged with keeping the industrial peace. We begin with a review of major contributions to the theory of strikes, and reestimations and evaluations of the time-series models of previous Australian researchers. We then develop theoretical models of strikes and non-strike industrial action, stemming from Marshall's (1920) contribution to the theory of wages. If higher real wages lead to lower levels of empl

APA, Harvard, Vancouver, ISO, and other styles

19

Pipatchaipoom, Onsurang Norrbin Stefan C. "The robustness of real interest rate parity tests to alternative measures of real interest rates." Diss., 2005. http://etd.lib.fsu.edu/theses/available/etd-05262005-140851.

Full text

Abstract:

Thesis (Ph. D.)--Florida State University, 2005.<br>Advisor: Dr. Stefan Norrbin, Florida State University, College of Social Sciences, Dept. of Economics. Title and description from dissertation home page (viewed Sept. 21, 2005). Document formatted into pages; contains xii,163 pages. Includes bibliographical references.

APA, Harvard, Vancouver, ISO, and other styles

20

Tahir, Mohammad Iqbal. "Measurement of inflation gains and losses on monetary items : application of stochastic calculus." Phd thesis, 2001. http://hdl.handle.net/1885/148144.

Full text

APA, Harvard, Vancouver, ISO, and other styles

21

Belicka, Samuel. "Trade patterns and determinants in selected trade deficit categories in Australia: 1990-2006." Thesis, 2010. https://vuir.vu.edu.au/16005/.

Full text

Abstract:

The Australian Trade Deficit (TD) has been increasing in the past 50 years, and this deficit has become more significant in the last few decades. This rising TD level in Australia has brought the national debt level to a new height, making this country one of the world‟s highest debt-ridden countries. The most alarming fact associated with these trends is that Australia‟s ability to service the increasing debt levels in the future has been diminishing since the increasing debt levels in Australia have been predominantly used for Consumption (C) rather than for gross capital formation. The dimi

APA, Harvard, Vancouver, ISO, and other styles

22

Nyasha, Sheilla. "Financial development and economic growth : new evidence from six countries." Thesis, 2014. http://hdl.handle.net/10500/18576.

Full text

Abstract:

Using 1980 - 2012 annual data, the study empirically investigates the dynamic relationship between financial development and economic growth in three developing countries (South Africa, Brazil and Kenya) and three developed countries (United States of America, United Kingdom and Australia). The study was motivated by the current debate regarding the role of financial development in the economic growth process, and their causal relationship. The debate centres on whether financial development impacts positively or negatively on economic growth and whether it Granger-causes economic growt

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!