Relevant bibliographies by topics / Investments Australia Econometric models

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  2. Dissertations / Theses
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Academic literature on the topic 'Investments Australia Econometric models'

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

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Journal articles on the topic "Investments Australia Econometric models"

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Ma, Le, Richard Reed, and Jian Liang. "Separating owner-occupier and investor demands for housing in the Australian states." Journal of Property Investment & Finance 37, no. 2 (March 4, 2019): 215–32. http://dx.doi.org/10.1108/jpif-07-2018-0045.

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PurposeThere has been declining home ownership and increased acceptance of long-term renting in many western countries including Australia; this has created a problem when examining housing markets as there are dual demand and include both owner-occupiers and investors. The purpose of this paper is to examine the long-run relationship between house prices, housing supply and demand, and to estimate the effects of the two types of demand (i.e. owner-occupier and investor) on house prices.Design/methodology/approachThe econometric techniques for cointegration with vector error correction models
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2

Yong, Jaime, and Anh Khoi Pham. "The long-term linkages between direct and indirect property in Australia." Journal of Property Investment & Finance 33, no. 4 (July 6, 2015): 374–92. http://dx.doi.org/10.1108/jpif-01-2015-0005.

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Purpose– Investment in Australia’s property market, whether directly or indirectly through Australian real estate investment trusts (A-REITs), grew remarkably since the 1990s. The degree of segregation between the property market and other financial assets, such as shares and bonds, can influence the diversification benefits within multi-asset portfolios. This raises the question of whether direct and indirect property investments are substitutable. Establishing how information transmits between asset classes and impacts the predictability of returns is of interest to investors. The paper aims
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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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West, Tracey, and Andrew Worthington. "The impact of major life events on household asset portfolio rebalancing." Studies in Economics and Finance 36, no. 3 (July 26, 2019): 334–47. http://dx.doi.org/10.1108/sef-11-2017-0318.

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Purpose This paper aims to model the asset portfolio rebalancing decisions of Australian households experiencing a severe life event shock. Design/methodology/approach The paper uses household longitudinal data from the Household, Income, and Labour Dynamics in Australia (HILDA) survey since 2001. The major life events are serious illness or injury, death of a spouse, job dismissal or redundancy and separation from a spouse. The asset classes are bank accounts, cash investments, equities, superannuation (private pensions), life insurance, trust funds, owner-occupied housing, investor housing,
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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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Muravieva, Marina. "State support of the village social infrastructure systems." Przegląd Wschodnioeuropejski 8, no. 2 (November 1, 2018): 107–21. http://dx.doi.org/10.31648/pw.3574.

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The paper presents an analysis of the existing system of state support for rural social infrastructure for the first time. To address this goal the author studied the state information resources and data base of research of the models of state support for the sustainable development of rural areas. The researcher reveals the limitations of research on this subject (the analysis of Web of science, Scopus, Science Direct, Springer Link, Agris, Russian research data base), formulates the descriptive models of various countries in Europe and North America, and groups them into two basic systems. T
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Kliber, Paweł, and Artur Stefański. "Econometric Models in Resident Value of Investment." Oeconomia Copernicana 4, no. 3 (September 30, 2013): 49–63. http://dx.doi.org/10.12775/oec.2013.022.

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The aim of the study is to analyze what is the impact of: analyze period, resident value estimation method, discount rate and economic sector of the investor on the level of resident value to initial value of investment ratio. In the article, basing on 43 investments made by investors form MSP sector whose purpose was to purchase truck car of capacity to 3,5t, four econometric models were prepared: logit, probit, tobit, and logit-tobit to explain the dependence described in the aim of the study. All models are statistically important. In all models only one independent variable is always stati
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Tursunbaevich, Baykhonov Bakhodirjon, and Bustonov Mansurjon Mardonakulovich. "Econometric models of sectoral distribution of investments in the economy of Uzbekistan." South Asian Journal of Marketing & Management Research 9, no. 8 (2019): 89. http://dx.doi.org/10.5958/2249-877x.2019.00039.0.

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Sipos, Tibor, Anteneh Afework Mekonnen, and Zsombor Szabó. "Spatial Econometric Analysis of Road Traffic Crashes." Sustainability 13, no. 5 (February 25, 2021): 2492. http://dx.doi.org/10.3390/su13052492.

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Keeping the basic principles of sustainable development, it must be highlighted that decisions about transport safety projects must be made following expert preparation, using reliable, professional methods. A prerequisite for the cost–benefit analysis of investments is to constantly monitor the efficiency of accident forecasting models and to update these continuously. This paper presents an accident forecasting model for urban areas, which handles both the properties of the public road infrastructure and spatial dependency relations. As the aim was to model the urban environment, we focused
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Salem, Mohamed, and Andrew Baum. "Determinants of foreign direct real estate investment in selected MENA countries." Journal of Property Investment & Finance 34, no. 2 (March 7, 2016): 116–42. http://dx.doi.org/10.1108/jpif-06-2015-0042.

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Purpose – The purpose of this paper is to identify the main determinants of foreign direct real estate investments (foreign direct investment (FDI)) in selected Middle Eastern and North African (MENA) countries. Design/methodology/approach – The empirical work of this study is an econometric analysis of FDI in the commercial real estate sector for eight MENA markets, namely Algeria, Egypt, Morocco, Qatar, Saudi Arabia, Turkey, Tunisia and the UAE during the period 2003-2009. The econometric analysis is carried out using the pooled Tobit model technique for panel data. Findings – The paper find
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Dissertations / Theses on the topic "Investments 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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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.

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[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
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Liu, Siyang, and 劉巳洋. "Essays on spillover effects from foreign direct investment in China and internal promotions in the government of Qing China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39321368.

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Marshall, Peter John 1960. "Rational versus anchored traders : exchange rate behaviour in macro models." Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9048.

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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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顔紅曉 and Hongxiao Yan. ""Indirect" investment across the Taiwan strait: determinants, characteristics and trends." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31220174.

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Spurway, Kayleigh Fay Nanette. "A study of the Consumption Capital Asset Pricing Model's appilcability across four countries." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013016.

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Historically, the Consumption Capital Asset Pricing Method (C-CAPM) has performed poorly in that estimated parameters are implausible, model restrictions are often rejected and inferences appear to be very sensitive to the choice of economic agents' preferences. In this study, we estimate and test the C-CAPM with Constant Relative Risk Aversion (CRRA) using time series data from Germany, South Africa, Britain and America during relatively short time periods with the latest available data sets. Hansen's GMM approach is applied to estimate the parameters arising from this model. In general, esti
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Trainor, William John. "Redefining risk: an investigation into the role of sequencing." Diss., Virginia Tech, 1994. http://hdl.handle.net/10919/37257.

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Glazyrina, Anna. "Contribution of Public Investments and Innovations to Total Factor Productivity." Thesis, North Dakota State University, 2011. https://hdl.handle.net/10365/29848.

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This study examines the importance of public research and development (R&D) expenditures and innovations (prices) to U S agricultural productivity employing panel vector error correction econometric technique Specifically, time-series and panel unit root tests, panel cointegration procedures, panel causality tests, and vector error correction model are used in the analysis. Empirical application to U S state-level data for 1960-2004 suggests positive and statistically significant influence of both supply-side drivers, in the form of public R&D expenditures, and demand-side drivers, in the for
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Forrester, David Edward Economics Australian School of Business UNSW. "Market probability density functions and investor risk aversion for the australia-us dollar exchange rate." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.

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This thesis models the Australian-US Dollar (AUD/USD) exchange rate with particular attention being paid to investor risk aversion. Accounting for investor risk aversion in AUD/USD exchange rate modelling is novel, so too is the method used to measure risk aversion in this thesis. Investor risk aversion is measured using a technique developed in Bliss and Panigirtzoglou (2004), which makes use of Probability Density Functions (PDFs) extracted from option markets. More conventional approaches use forward-market pricing or Uncovered Interest Parity. Several methods of estimating PDFs from option
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Books on the topic "Investments Australia Econometric models"

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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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Martín, Rama. Empirical investment equations in developing countries. Washington, DC: Macroeconomic Adjustment and Growth, Country Economics Dept., World Bank, 1990.

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Chien, YiLi. A multiplier approach to understanding the macro implications of household finance. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Bachmann, Ruediger. Lumpy investment in dynamic general equilibrium. Cambridge, MA: National Bureau of Economic Research, 2006.

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Kelly, Morgan. Quarterly model of investment in Ireland. Dublin, Ireland: Research Dept., Central Bank of Ireland, 1986.

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Rusibane, Gaëtan. Le comportement de l'investissement privé au Burundi et au Rwanda. Addis-Ababa, Ethiopia: United Nations Economic Commission for Africa, Socio-Economic Research and Planning Division, 1993.

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Angeletos, Marios. Uninsured idiosyncratic investment risk and aggregate saving. Cambridge, Mass: Massachusetts Institute of Technology, Dept. of Economics, 2005.

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Torello, Mariella. Incertidumbre macroeconómica e inversión en Uruguay. [Montevideo, Uruguay]: Comisión Económica para América Latina y el Caribe, Oficina de Montevideo, 1993.

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Bachmann, Ruediger. Lumpy investment in dynamic general equilibrium. Cambridge, MA: Massachusetts Institute of Technology, Dept. of Economics, 2006.

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Röller, Lars-Hendrik. Preemptive investment with resalable capacity. Fontainbleau: INSEAD, 1992.

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Book chapters on the topic "Investments Australia Econometric models"

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Jin, Ying. "Spatial Economics, Urban Informatics, and Transport Accessibility." In Urban Informatics, 115–32. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-8983-6_8.

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AbstractOne central pillar in the development of urban science which is key to the development of simulation of models of urban structure is spatial econometrics. In this chapter, we outline the way in which ideas pertaining to accessibility which we define conventionally, as in transport economics, as the relative nearness and size of locations to one another, can be embedded in a wider econometric framework. We are thus able to explore how GDP (gross domestic product) of different locations is influenced by different spatial investments. To illustrate this, we first outline the intellectual context, followed by a review of the most relevant econometric models. We examine the data required for such models and look at various quantifications in terms of elasticities of business productivity with respect to transport accessibility, using ordinary least squares, time-series fixed effects, and a range of dynamic panel-data models which narrow down the valid range of estimates. We then show how the model is applied to Guangdong province (with its connections to Hong Kong and Macau), which is one of the three major mega-city regions and a leading adopter of new technologies in China.
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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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Bennani, Az-Eddine. "Reconsidering IT Impact Assessment in E-Collaboration." In E-Collaboration, 1210–17. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-60566-652-5.ch091.

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The literature review shows two main research groups using various models making it possible to explore this impact. The first falls under the economic production theory and the information and decision theory, often referring to econometric models (Alpar & Kim, 1990; Due, 1994; Brynjolofson & Hitt, 1993). It raises the question of ICT contribution in terms of efficiency and tries to show the existence of a relation between the investments made in this technology and the operational and financial performance of companies. The second group can be divided into three subgroups. The first subgroup examines performance as a dependent variable centered on ICT success perception (DeLone & McLean, 1992, 2002, 2003; Seddon, 1997). The second considers ICT effects on operational and managerial processes (Crowston & Treacy, 1986; Bakos 1987; Mooney, Gurbaxani, & Kraemer, 1995). Finally, the third bases its research works on contingency models (Henderson & Venkatraman, 1993; Iivari 1992).
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