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Department of Economics

Research Seminar Series 2007


Venue Building E4A Seminar Room Level 6 (Room 623)
Time Friday 2:00 - 4:30pm*
Co-ordinator
Dr Stephane Mahuteau
Phone (02) 9850 8489
Location: E4A 528
email: stephane.mahuteau@mq.edu.au
Mailing List To subscribe or unsubscribe to the Macquarie Economics seminar mailing list, send an email message to stephane.mahuteau@mq.edu.au
Previous Series
2006

*Unless otherwise indicated

 

As titles are received they will be be made available to download.

2007 Seminar Series


A Comparison Between Tests for Changes in the Adjustment Coefficients in Cointegrated Systems
Date Speaker Title

16 February
10:00 am

2:00 pm

E4B 314 

A/Prof Suk-Joong Kim, School of Banking and Finance UNSW

Professor Mansur Masih
Energy Economics, King Fahd University Saudi Arabia

Sovereign credit ratings, capital flows and financial sector development in emerging markets

Does the ‘Environmental Kuznets Curve’ exist? An application of long-run structural modeling to Saudi Arabia (Abstract)

9 March

Professor Ian Walker

University of Warwick, Research Fellow at the Institute of Fiscal Studies

The Impact of Parental Income and Education on Child Health: Further Evidence for England

23 March
Professor Kazuhiro Arai
Hitotsubashi University, Japan
An Economic Approach to Trust and Culture
13 April
Professor Dominique Gueguan
Director of the Ecole Normale Superieure (Cachan)
Global and Local stationary modelling in finance: Theory and empirical evidence (Abstract)
20 April

Annastiina Silvannoinen
UTS, Sydney

Multivariate Autoregressive Conditional Heteroskedasticity with Time-Varying Conditional Correlations - Possibly Doubly Smooth

The paper is a blend of the following two papers:

Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations

Modelling Multivariate Autoregressive Conditional
Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model

 

4 May
David Hensher
The University of Sydney
Modelling Interdependent Behaviour: IACE and Sequentially-Administered Stated Choice Experiments
14 May
10:00-1:00pm
Thierry Bros
General Directorate for Energy and Raw Materials- France
Main features of the Gaz Market
18 May
Dr Robert Breunig
ANU

A richer understanding of Australia's productivity performance in the 1990's: Improved estimates based upon firm-level panel data
25 May
Mark Johnson
Tulane University, New Orleans, USA
Algebraic Complexity of Strategy-implementing Semiautomata for Repeated-play Games
29 May

Leanne J. Ussher
Queens College, City University of New York
Allocative Efficiency of a Speculative Futures Market with Zero-Patience
1 June Assoc. Prof. David Harris
Department of Economics, University of Melbourne
Fractional Dickey-Fuller Tests under Heteroskedasticity
6 June Professor Carlo Scarpa
University of Brescia, Italy
Exporting Collusion under Capacity Constraints: an Anti-Competitive Effect of Market Integration
8 June

Assoc. Prof. Guyonne Kalb  

Melbourne Institute of Applied Economics and Social Research, University of Melbourne

The Importance of Individual and Environment Characteristics in Analysing Students’ Year 10 Academic Achievements
27 June

Professor Guglielmo Caporale

Brunel University, UK

28 June

Professor Guglielmo Caporale

Brunel University, UK

Modelling the US, UK and Japanese Unemployment Rates: Fractional Integration and Structural Breaks
17 July
2:00PM
E4A 323

Professor Harry Paarsch

University of Iowa 

Stochastic Dynamic Programming in Space: An Application to British Columbia Forestry
2 August
1:30PM

Rodney Wolff

QUT 

Non-parametric moment-based copula estimation

2 August
2:30PM
George Milunovich

Macquarie University
Market Efficiency and Price Discovery in the EU Carbon Futures Market
17 August
Laurence Lester

NILS, FLinders University
Labour Market Success of Immigrants to Australia: An analysis of an Index of Labour Market Success
31 August
9:30AM


Professor Eric Brousseau

Paris X Nanterre University

The Economics of Digital Business Models: A Framework for Analyzing the Economics of Platforms
31 August
2:00PM

Renee Fry

Centre for Applied Macroeconomic Analysis, ANU College of Business and Economics, and University of Cambridge

Identifying Fiscal and Monetary Policy in a Small Open Economy VAR
14 September
10:00AM
E4A 323
Professor Ronald Ratti

University of Missouri, USA


Bank Concentration and Financial Constraints on Firm-Level Investment in Europe (co-author S. Lee)
14 September
2:00PM
A/Prof Jeffrey Sheen

Sydney University
A Small State-Space Model of the Australian Economy
5 October
2:00PM

Prof Harry Bloch

Curtin University of Technology, Perth

Commodity price trends and cycles: When will the boom end?


5 October
3:00PM
Prof Uri Ben-Zion

Max Stern Academic College and Ben Gurion University, Israel

Investors' decisions to trade stocks: An Experimental study
19 October
E4A 523
Prof. Deborah Cobb Clark
Head of Department, Economics Program, Research School of Social Sciences, ANU
A Comparative Analysis of the Nativity Wealth Gap
Tuesday
23 October
12 noon
E4A 523
Nicola Spagnolo
Brunel University, UK

Predicting Markov Volatility Switches Using Monetary Policy Variables
2 November
Michael Falta
Queensland University of Technology
Modelling Construction Business Performance