Relevant bibliographies by topics / Investment analysis Australia Econometric models

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Academic literature on the topic 'Investment analysis Australia Econometric models'

Author: Grafiati
Published: 4 June 2021
Last updated: 19 February 2022

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Journal articles on the topic "Investment analysis Australia Econometric models"

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Sherris, M., L. Tedesco, and B. Zehnwirth. "Investment Returns and Inflation Models: Some Australian Evidence." British Actuarial Journal 5, no. 1 (April 1, 1999): 237–67. http://dx.doi.org/10.1017/s135732170000043x.

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ABSTRACTThe development of stochastic investment models for actuarial and investment applications has become an important area of interest to actuaries. This paper reports the application of some techniques of modern time series and econometric analysis to Australian inflation, share market and interest rate data. It considers unit roots, cointegration and state space models. Some of the results from this analysis are not reflected in the published stochastic investment models.
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Reddy, Wejendra, David Higgins, and Ron Wakefield. "An investigation of property-related decision practice of Australian fund managers." Journal of Property Investment & Finance 32, no. 3 (April 1, 2014): 282–305. http://dx.doi.org/10.1108/jpif-02-2014-0014.

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Purpose – In Australia, the A$2.2 trillion managed funds industry including the large pension funds (known locally as superannuation funds) are the dominant institutional property investors. While statistical information on the level of Australian managed fund investments in property assets is widely available, comprehensive practical evidence on property asset allocation decision-making process is underdeveloped. The purpose of this research is to identify Australian fund manager's property asset allocation strategies and decision-making frameworks at strategic level. Design/methodology/appro
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Gabe, Jeremy, Spenser Robinson, Andrew Sanderford, and Robert A. Simons. "Lease structures and occupancy costs in eco-labeled buildings." Journal of Property Investment & Finance 38, no. 1 (October 4, 2019): 31–46. http://dx.doi.org/10.1108/jpif-07-2019-0098.

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Purpose The purpose of this paper is to investigate whether energy-efficient green buildings tend to provide net lease structures over gross lease ones. It then considers whether owners benefit by trading away operational savings in a net lease structure. Design/methodology/approach Empirical models of office leasing transactions in Sydney, Australia, with wider transferability supported by analysis of office rent data in the USA. Findings Labeled green buildings are approximately four to five times more likely than non-labeled buildings to use a net lease structure. However, despite receiving
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Perera, Treshani, David Higgins, and Woon-Weng Wong. "The evaluation of the Australian office market forecast accuracy." Journal of Property Investment & Finance 36, no. 3 (April 3, 2018): 259–72. http://dx.doi.org/10.1108/jpif-04-2017-0029.

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Purpose Property market models have the overriding aim of predicting reasonable estimates of key dependent variables (demand, supply, rent, yield, vacancy and net absorption rate). These can be based on independent drivers of core property and economic activities. Accurate predictions can only be conducted when ample quantitative data are available with fewer uncertainties. However, a broad-fronted social, technical and ecological evolution can throw up sudden, unexpected shocks that result in the econometric outputs sceptical to unknown risk factors. Therefore, the purpose of this paper is to
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Masouman, Ashkan, and Charles Harvie. "Forecasting, impact analysis and uncertainty propagation in regional integrated models: A case study of Australia." Environment and Planning B: Urban Analytics and City Science 47, no. 1 (April 16, 2018): 65–83. http://dx.doi.org/10.1177/2399808318767128.

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The integration of input–output and econometric models at regional level has gained popularity for its superior performance in forecasting employment and examining the impacts of policies. There are a number of approaches to integrate the two models. This paper examines the integration of input–output with econometric modelling using two merging methodologies, namely coupling and holistic embedding. Each methodology is analysed with respect to the accuracy of its results of total and sectoral employment forecasting. Both methodologies are applied to a regional economy in Australia. The methodo
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Stavytskyy, Andriy, and Daria Martynovych. "THE ECONOMETRIC MODELING OF UKRAINIAN MACROECONOMIC TENDENCIES." Ekonomika 91, no. 1 (January 1, 2012): 79–92. http://dx.doi.org/10.15388/ekon.2012.0.906.

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Econometric models are widely used in economic policies of many states. They help to build a great variety of econometric systems for every country and take into account the specifics of each economy.In this article, the structural macroeconomic models that describe the main aspects of the economic policy were applied. The interdependence between the level of inflation, the value of investment, savings, consumption, export and import transactions, taxes on the foreign trade were defined based on the analysis of the key macroeconomic parameters of Ukraine. After investigating all economic indic
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ZEUG-ŻEBRO, Katarzyna. "Spatial modeling of investment activity of enterprises in service sector." Scientific Papers of Silesian University of Technology. Organization and Management Series 2021, no. 150 (2021): 357–68. http://dx.doi.org/10.29119/1641-3466.2021.150.27.

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Purpose: Due to the visible disproportions, the problem of innovation is increasingly often perceived regionally. These inequalities result from the concentration of knowledge, resources and the amount of expenditure on innovation in a few regions. The aim of the paper is to study the spatial dependence between Polish voivodships in terms of expenditure on innovative activities in enterprises in the service sector. Design/methodology/approach: For the selected variable conditioning the innovative activity of the enterprise, a classical econometric model will be built and the necessity to inclu
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Vidales, María, and Carmelo García-Pérez. "Financing sources and social development: an empirical analysis." Social Responsibility Journal 15, no. 5 (August 5, 2019): 640–57. http://dx.doi.org/10.1108/srj-06-2018-0149.

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PurposeThe purpose of this paper is to analyse, from an empirical point of view, the importance of each of the main sources of funding in developing countries (foreign direct investment, official development assistance, external debt and remittances) in achieving sustainable, social and inclusive development.Design/methodology/approachThe methodology followed to achieve this purpose is the construction of three econometric models. The general model incorporates as a dependent variable the Human Development Index (HDI) and, as explanatory variables, the four sources of funding indicated above,
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Balash, Vladimir, Olga Balash, Alexey Faizliev, and Elena Chistopolskaya. "Economic Growth Patterns: Spatial Econometric Analysis for Russian Regions." Information 11, no. 6 (May 29, 2020): 289. http://dx.doi.org/10.3390/info11060289.

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In this article, we analyze the σ - and β -convergence, using the data of the socio-economic development of Russian areas, and discover the role of spatial autocorrelation in regional economic development. We are considering 80 areas of the Russian Federation for the period of 2010–2017. Moran coefficients were used to estimate spatial autocorrelation. We compare the Moran scatterplots for GDP per capita and GDP growth rates per capita in 2017 and in 2014. We study the impact on raising investment in leading capital and the costs of technological innovation. We evaluate a wide range of specifi
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Mahmoudi, Saeid, Nasser Nasiri, and Saeid Hajihassaniasl. "Investigating the Factors Affecting Foreign Direct Investment in Selected Muslim Countries: A Panel Data Approach." Turkish Journal of Islamic Economics 8, no. 1 (February 15, 2021): 153–75. http://dx.doi.org/10.26414/a132.

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This paper attempts to test the effects of foreign direct investment on selected Islamic countries by using spatial econometric analysis. For this purpose, foreign direct participation and investment data from selected countries were used as panel data between 2000-2013 years period. The foreign direct investment equation is estimated using static (fixed and random effects) and dynamic (Generalized Method of Moments) methods as panel data in both conventional and spatial econometric models. The results of the estimated model show the existence of spatial correlations between selected countries
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Dissertations / Theses on the topic "Investment analysis Australia Econometric models"

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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.

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Enzinger, Sharn Emma 1973. "The economic impact of greenhouse policy upon the Australian electricity industry : an applied general equilibrium analysis." Monash University, Centre of Policy Studies, 2001. http://arrow.monash.edu.au/hdl/1959.1/8383.

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Galagedera, Don U. A. "Investment performance appraisal and asset pricing models." Monash University, Dept. of Econometrics and Business Statistics, 2003. http://arrow.monash.edu.au/hdl/1959.1/5780.

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Chen, Hongqing. "An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model." PDXScholar, 1996. https://pdxscholar.library.pdx.edu/open_access_etds/1325.

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This dissertation focuses on testing and exploring the usage of the jump-diffusion two-beta asset pricing model. Daily and monthly security returns from both NYSE and AMEX are employed to form various samples for the empirical study. The maximum likelihood estimation is employed to estimate parameters of the jump-diffusion processes. A thorough study on the existence of jump-diffusion processes is carried out with the likelihood ratio test. The probability of existence of the jump process is introduced as an indicator of "switching" between the diffusion process and the jump process. This new
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Wong, Siu-kei, and 黃紹基. "The performance of property companies in Hong Kong: a style analysis approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B26720401.

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"Study on forward premium puzzle." Thesis, 2007. http://library.cuhk.edu.hk/record=b6074212.

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Existing literature reports a puzzle about the forward foreign exchange rate premium over the spot foreign exchange rate. The premium is often negatively correlated with subsequent changes in the spot rate, which is considered to defy economic intuition and possibly violate market efficiency. Rational explanations include non-stationary risk premia and econometric misspecifications, and the puzzle as a guide to profitable trading. Actually, the puzzle consists of three aspects of anomalies: volatility, persistence, and unbiasedness. The puzzle has not yet solved fully thus far.<br>In the latte
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Mahembe, Edmore. "Foreign direct investment inflows and economic growth in SADC countries : a panel data approach." Diss., 2014. http://hdl.handle.net/10500/14232.

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This dissertation examines the causal relationship between inward foreign direct investment (FDI) and economic growth (GDP) in SADC countries. The study investigates, within a panel data context, whether causation is short-term, long-term or both; and explores whether the causal relationship between the two variables differs according to income level. The study covered a panel of 15 SADC countries over the period 1980-2012. In order to assess whether the causal relationship between FDI inflows and economic growth is dependent on the level of income, the study divided the SADC countries i
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Books on the topic "Investment analysis Australia Econometric models"

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Humavindu, Michael. An econometric analysis of fixed investment in Namibia. Windhoek, Namibia: Directorate of Environmental Affairs, Ministry of Environment and Tourism, 2002.

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Carlstrom, Charles T. Investment and interest rate policy: A discrete time analysis. [Cleveland, Ohio]: Federal Reserve Bank of Cleveland, 2004.

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Milopoulos, Christos. Investment behaviour under uncertainty: An econometric analysis of Swedish panel data. Gothenburg: Nationalekonomiska institutionen, Handelshögskolan vid Göteborgs universitet, 1993.

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Clark, Francis Jack, and Francis Jack Clark, eds. Portfolio analysis. 3rd ed. Englewood Cliffs, N.J: Prentice-Hall, 1986.

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Gilchrist, Simon. Putty-clay and investment: A business cycle analysis. Cambridge, MA: National Bureau of Economic Research, 1998.

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Gilchrist, Simon. Investment during the Korean financial crisis: A structural econometric analysis. Cambridge, MA: National Bureau of Economic Research, 2007.

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Gilchrist, Simon. Investment during the Korean financial crisis: A structural econometric analysis. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Odada, J. E. O. Demand for investment in Namibia: An empirical analysis. Windhoek, Namibia: University of Namibia, Multi-Disciplinary Research and Consultancy Centre, Social Sciences Division, 2000.

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Krishna, Kala. Trade, investment, and growth: Nexus, analysis, and prognosis. Cambridge, MA: National Bureau of Economic Research, 1998.

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Stambaugh, Robert F. Analyzing investments whose histories differ in length. Cambridge, MA: National Bureau of Economic Research, 1997.

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Book chapters on the topic "Investment analysis Australia Econometric models"

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Bhowmik, Debesh. "Econometric Analysis of India's Foreign Direct Investment Inflows." In Foreign Direct Investments (FDIs) and Opportunities for Developing Economies in the World Market, 248–75. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-3026-8.ch012.

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In this chapter, the author explains the trend lines, random walk, stationary, structural breaks, and volatility of FDI inflows in India during 1971-2015. Both log linear and exponential trends are significant. FDI inflows are stationary and showed four structural breaks in 1985, 1994, 2000, and 2006. The author found the relation among FDI inflows, growth rate, interest rate, inflation rate, exchange rate, fiscal deficit, external debt, and trade openness with the help of Granger causality, Johansen cointegration test, and vector error correction models. Trace statistic has four cointegrating equations, and Max Eigen statistic has three cointegrating equations. The speed of the vector error correction process is more or less slow except for change in interest rate and change in inflation rate, which are significant where VECM is stable and diverging. Limitations and future scope of research is added. Policy recommendations are also included.
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Muet, Pierre-Alain. "Econometric models of investment: a comparative study on annual data* *Originally published as “Modèles économetriques de l'investissement: une étude comparative sur données annuelles,” Annates de l'INSEE 35:85–133, 1979." In Contributions to Economic Analysis, 43–90. Elsevier, 1990. http://dx.doi.org/10.1016/b978-0-444-88105-2.50008-4.

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"Model and Model-Driven Methodology." In Post-Keynesian Empirical Research and the Debate on Financial Market Development, 115–57. IGI Global, 2014. http://dx.doi.org/10.4018/978-1-4666-6018-2.ch006.

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This chapter specifies the empirical model used in the study, which is a Kaleckian post-Keynesian model, as an alternative to mainstream neoclassical theory. Having discussed the theory of financial intermediation in chapter two and commonality between post-Keynesian models of growth and endogenous growth theory in chapter three, this chapter postulates that financial development influences economic growth through different channels including investment, savings, and productivity growth. Later in the chapter, data characteristics, including stationarity, cointegration, and causality are reviewed. The chapter closes with a discussion about the main econometric modelling implemented in this research, including structural autoregressive modelling, impulse response analysis, and the variance decomposition method.
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McDaid, David, Brendan Kennelly, Susan Ahern, and Brendan McElroy. "An economic perspective on suicide across the five continents." In Oxford Textbook of Suicidology and Suicide Prevention, edited by Danuta Wasserman and Camilla Wasserman, 409–20. Oxford University Press, 2021. http://dx.doi.org/10.1093/med/9780198834441.003.0049.

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In considering suicide prevention measures, it is important to consider potential economic risk factors, and the costs and consequences of suicide. We provide an overview of some areas where economics has played a role in the analysis of suicide and prevention strategies. Evidence on the wide-ranging socioeconomic costs and consequences of suicide is provided, including a reflection on the development of economic theories on individual motivations for suicide. Evidence from econometric models at cross-country and single country levels on the links between suicide and socioeconomic risk factors is reviewed. Cost-effectiveness is used as part of decision-making processes in health and other sectors. In respect to suicide prevention there is growing evidence of cost-effective measures. Incorporating economic analyses into future effectiveness studies is likely to help strengthen the case for investment in suicide prevention. There is also scope to look at the economic implications of interventions already shown to be effective.
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Conference papers on the topic "Investment analysis Australia Econometric models"

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Koşan, Naime İrem, and Sudi Apak. "Trade Openness and Macroeconomic Policy in OECD Countries." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01373.

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Trade openness has been subject to an important issue many studies in literature. It allows us to analyze potential trade as a percentage of gross domestic product. Total value of international trade in goods and services shows the countries’ integration into the world economy. Generally, small countries are more integrated because of their dependency on imports. On the other hand, there many variables which effects trade integration. Our study focuses on to analyze the effects on trade openness and make inferences for OECD countries.&#x0D; In this paper we aim to examine the relationship betw
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Reports on the topic "Investment analysis Australia Econometric models"

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de Caritat, Patrice, Brent McInnes, and Stephen Rowins. Towards a heavy mineral map of the Australian continent: a feasibility study. Geoscience Australia, 2020. http://dx.doi.org/10.11636/record.2020.031.

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Heavy minerals (HMs) are minerals with a specific gravity greater than 2.9 g/cm3. They are commonly highly resistant to physical and chemical weathering, and therefore persist in sediments as lasting indicators of the (former) presence of the rocks they formed in. The presence/absence of certain HMs, their associations with other HMs, their concentration levels, and the geochemical patterns they form in maps or 3D models can be indicative of geological processes that contributed to their formation. Furthermore trace element and isotopic analyses of HMs have been used to vector to mineralisatio
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