Items where Subject is "14 ECONOMICS > 1403 Econometrics > 140305 Time-Series Analysis"
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Beg, A.B.M. Rabiul Alam, and Anwar, Sajid (2014) Detecting volatility persistence in GARCH models in the presence of the leverage effect. Quantitative Finance, 14 (12). pp. 2205-2213.
Beg, A.B.M. Rabiul Alam, and Anwar, Sajid (2012) Sources of volatility persistence: a case study of the U.K. pound/U.S. dollar exchange rate returns. North American Journal of Economics and Finance, 23 (2). pp. 165-184.
Beg, Rabi (2004) Modeling & testing for volatility of the monthly rate of return on the US($)/AUS($) exchange rate. In: Proceedings of ASBBS 7th International Conference, pp. 124-135. From: ASBBS 7th International Conference, 6 - 7 August 2004, Cairns, QLD, Australia.
Chaiechi, Taha, and Onwuka, Kevin Odulukwe (2014) Economy-wide impacts of carbon emission: a post-Keynesian analysis. In: Schilirò, Daniele, (ed.) Design a Pattern of Sustainable Growth: innovation, education, energy and environment. ASERS Publishing, Craiova, Romania, pp. 172-205.
Chaiechi, Taha (2012) Responsiveness and the resilience of Queensland economy to climatic disasters: through a Post-Keynesian lens. In: Proceedings of the Asian Conference on Sustainability, Energy & the Environment, pp. 72-84. From: ACSEE 2012: Asian Conference on Sustainability, Energy & the Environment, 3-6 May 2012, Osaka, Japan.
Chaiechi, Taha (2011) A Post-Keynesian analysis of carbon emission shocks and economic development: case studies of China, Japan and Australia. In: Proceedings of the SIBR-Thammasat 2011 Conference on Interdiscipinary Business and Economics Research, pp. 1-35. From: SIBR-Thammasat 2011 Conference on Interdiscipinary Business and Economics Research, 16-18 June 2011, Bangkok, Thailand.
Chaiechi, Taha (2009) Empirical analysis of a post-Keynesian macroeconomic model of financial development. In: Proceedings of the 11th Path to Full Employment / 16th National Unemployment Conference. From: 11th Path to Full Employment / 16th National Unemployment Conference, 3-4 December 2009, Newcastle, NSW, Australia.
Chaiechi, Taha (2008) Financial development and Post Keynesian economic growth: advancing theoretical and empirical grounds. In: Proceedings of the 10th Annual Conference of the Association for Heterodox Economics, pp. 1-33. From: 10th Annual Conference of the Association for Heterodox Economics, 4-6 July 2008, Cambridge, UK.
Chaiechi, Taha (2007) Financial market development and economic growth in Hong Kong: a Post-Keynesian approach. In: CMFS 2007 Conference: Post-Keynesian Economic Policies, pp. 1-34. From: Post-Keynesian Economic Policies, 30 November & 1 December 2007, Dijon, France.
Chaiechi, Taha, Juniper, James, and Mitchell, Bill (2006) Dynamic investment and financial development, application of Kaleckian, Post-Keynesian model. In: The Constraints to Full Employment Conference (2006) Papers, pp. 69-82. From: The Constraints to Full Employment Conference, 7-8 December 2006, Newcastle, NSW.
Chaiechi, Taha, Pryce, Josephine, and Bhati, Abhishek Macroeconomic impacts of the tourism industry and the contemporaneous feedback effect: an Australian case study. Tourism Economics. (In Press)
Jarvis, Diane, Stoeckl, Natalie, and Chaiechi, Taha (2013) Applying econometric techniques to hydrological problems in a large basin: quantifying the rainfall–discharge relationship in the Burdekin, Queensland, Australia. Journal of Hydrology, 496. pp. 107-121.
Sabiruzzaman, Md., Huq, Md. Monimul , Beg, Rabiul Alam, and Anwar, Sajid (2010) Modeling and forecasting trading volume index: GARCH versus TGARCH approach. Quarterly Review of Economics and Finance, 50 (2). pp. 141-145.
Walls, Helen L., Curtis, Andrea J., Stevenson, Christopher E., Mannan, Haider R., McNeil, John J., Freak-Poli, Rosanne, and Gabbe, Belinda (2012) Reductions in transport mortality in Australia: evidence of a public health success. Accident Analysis and Prevention, 49. pp. 520-524.
Walls, Helen L., Stevenson, Christopher E., Mannan, Haider R., Abdullah, Asnawi, Reid, Christopher M., McNeil, John J., and Peeters, Anna (2011) Comparing trends in BMI and waist circumference. Obesity, 19 (1). pp. 216-219.