1999 Research Publications

Economics

Books and Chapters

Chen, D.L. World Consumptions Economics, Singapore, World Scientific (1999)

Franses, P.H. and McAleer, M. Contegration Analysis of Seasonal Time Series, Practical Issues in Cointegration, eds M. McAleer, L. Oxley, Oxdord, UK, Blackwell Publishers, pp 235-262 (1999)

Ghosh, R.N., Gabbay, R. and Roy, K.C. Sustaining Development: Human Resources, Gender and Environment, New Delhi, India, Atlantic Publishers and Distributors (1999)

Ghosh, R.N., Gabbay, R. and Siddique, A. Good Governance Issues and sustainable Development: The Indian OceanRegion, New Delhi, India, Atlantic Publishers and Distributors (1999)

Ghosh, R.N. and Gabbay, R. Prospects for the Indian Economy: The 1990s and Beyond, Sustaining Development: Human Resources, Gender and Environment, eds R.N. Ghosh, R. Gabbay, K.C. Roy, New Delhi, India, Atlantic Publishers and Distributors, pp 235-250 (1999)

Ghosh, R.N. and Siddique, M.A.B. CORRUPTION AND GROWTH: A STUDY OF CORRUPTION TYPES, Good Governance Issues and Sustainable Development: The Indian Ocean Region, eds R.N. Ghosh, R. Gabbay, M.A.B. Siddique, New Delhi, India, Atlantic Publishers and Distributors, pp 100-112 (1999)

Ghosh, R.N., Ray, B. and Roy, K.C. Sustainable Development: Some Issues, Sustaining Development: Human Resources, Gender and Environment, eds R.N. Ghosh, R. Gabbay, K.C. Roy, New Delhi, India, Atlantic Publishers and Distributors, pp 251-274 (1999)

Kalirajan, K.P. and Wu, Y. Productivity and Growth in Chinese Agriculture, London, UK, Macmillan Press Ltd (1999)

Le, A.T. and Miller, P.W. A Risk Index Approach to Unemployment: An Application Using the Survey of Employment and Unemployment Patterns, Canberra, Australia, Australian Bureau of Statistics (1999)

Le, A.T. and Miller, P.W. Job Quality and Churning of the Pool of the Unemployed, Canberra, Australia, Australia Bureau of Statistics (1999)

Mahendrarajah, S., Jakeman, A.J. and McAleer, M. Modelling Change in Integrated Economic and Environmental Systems, Chichester, England, John Wiley & Son (1999)

McAleer, M. and Oxley, L. Practical Issues in Cointegration Analysis, Oxford, UK, Blackwell Publishers Ltd (1999)

Roy, K.C., Ghosh, R.N. and Gabbay, R. Human Resources, Gender and Environment in Development, Sustaining Development: Human Resources, Gender and Environment, eds R.N. Ghosh, R. Gabbay, K.C. Roy, New Delhi, India, Atlantic Publishers and Distributors, pp 1-7 (1999)

Wu, Y. China's Consumer Revolution: The Emerging Patterns of Wealth and Expenditure, Cheltemham, UK, Edward Elgar Publishing (1999)

Wu, Y. Productivity and Efficiency in China's Regional Economies, Economic Efficiency and Productivity Growth in the Asia-Pacific Region, eds T. Fu, C.J. Huang, C.A.K. Lovel, Cheltenham, UK, Edward Elgar, pp 171-190 (1999)

Wu, Y. FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH IN CHINA, Cheltenham, UK, Edward Elgar (1999)

Wu, Y. and Yang, H. Productivity and Growth in China: a Review, Productivity and Growth in Chinese Agriculture, eds K.P. Kalirajan, Y. Wu, London, UK, Macmillan Press Ltd, pp 29-51 (1999)

Wu, Y. The Performance of FDI, Foreign Direct Investment and Economic Growth in China, ed Y. Wu, Cheltenham, UK, Edward Elgar, pp 57-67 (1999)

Journal Articles

Ahammad, H. and Clements, K.W. What does minerals growth mean to Western Australia?, Resources Policy, 25: pp 1-14 (1999)

Chiswick, B.R. and Miller, P.W. Language skills and earnings among legalized aliens, Journal of Population Economics, 12:1, pp 63-89 (1999)

Chiswick, B.R. and Miller, P.W. Language practice and the economic well-being of immigrants, Policy Options, May 1999: pp 45-50 (1999)

Chiswick, B.R. and Miller, P.W. Immigration, Language and Multiculturalism in Australia, The Australian Economic Review, 32:4, pp 369-385 (1999)

Crompton, P. Forecasting steel consumption in South-East Asia, Resources Policy, 24: pp 111-123 (1999)

Groenewold, N. Employment Protection and Aggregate Unemployment, Journal of Macroeconomics, 21:3, pp 619-630 (1999)

Groenewold, N. and Fraser, P. Time-varying estimates of CAPM betas, Mathematics and Computers in Simulation, 48: pp 531-539 (1999)

Groenewold, N. and Hagger, A.J. A 'Lilien' Natural Rate Series for Australia: A Reply, The Economic Record, 75:229, pp 173-176 (1999)

Kobayashi, M. and McAleer, M. ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINER AND LOGLINEAR REGRESSION MODELS, Econometric Theory, 15: pp 99-113 (1999)

Kobayashi, M. and McAleer, M. Tests of Linear and Logarithmic Transformations for Integrated Processes, Journal of the American Statistical Association, 94: pp 860-868 (1999)

Le, A.T. Empirical Studies of Self-Employment, Journal of Economic Surveys, 13:4, pp 381-416 (1999)

Le, A.T. Self-Employment and Earnings Among Immigrants in Australia, International Migration, 37:2, pp 383-411 (1999)

Leong, K. and McAleer, M. Testing the life-cycle permanent income hypothesis using intra-year data for Sweden, Mathematics and Computers in Simulation, 48: pp 551-560 (1999)

Lim, C. and McAleer, M. A seasonal analysis of Malaysian tourist arrivals to Australia, Mathematics and Computers in Simulation, 48: pp 578-583 (1999)

Ling, S. ON THE PROBABILISTIC PROPERTIES OF A DOUBLE THRESHOLD ARMA CONDITIONAL HETEROSKEDASTIC MODEL, Journal of Applied Probability, 36: pp 688-705 (1999)

Ling, S. ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF CONDITIONAL HETEROSKEDASTIC ARMA MODELS, Statistica Sinica, 9: pp 1119-1130 (1999)

Madsen, J. On errors in variable biases in estimates of export price elasticities, Economics Letters, 63: pp 313-319 (1999)

McKenzie, C.R., McAleer, M. and Gill, L. Simple Procedures for Testing Autoregressive versus Moving Average Errors in Regression Models, The Japanese Economic Review, 50:3, pp 239-252 (1999)

Miller, P.W., Mulvey, C. and Neo, L.M. Union Wage Effects and the Extent of Organisation, Australian Journal of Labour Economics, 3:1, pp 65-92 (1999)

Miller, P.W. Immigration Policy and Immigrant Quality: The Australian Points System, American Economic Review Papers and Proceedings, 89: pp 192-197 (1999)

Miller, P.W. Bimal Ghosh, Gains from Global Linkages: Trade in Services and Movements of Persons, Economic Development and Cultural Change, 47:2, pp 920-924 (1999)

Ong, L.L., Clements, K.W. and Izan, H.Y. The world real interest rate: stochastic index number perspectives, Journal of International Money and Finance, 18: pp 225-249 (1999)

Sequeira, J.M., McAleer, M. and Chow, Y. Estimation of alternative pricing models for currency futures contracts, Mathematics and Computers in Simulation, 48: pp 519-530 (1999)

Tcha, M. Economic Development and Iron Ore Imports: East Asias Iron Ore Imports from Australia, Journal of Australian Studies, 6:1, pp 15-30 (1999)

Tcha, M. A note on Australia's inward and outward direct foreign investment, Papers in Regional Science, 78: pp 89-100 (1999)

Tcha, M. and Wright, D. Determinants of China's import demand for Australia's iron ore, Resources Policy, 25: pp 143-149 (1999)

Ye, Q. How different is mining from mineral processing? A general equilibrium analysis of new resources projects in Western Australia, The Australian Journal of Agricultural and Resource Economics, 43:3, pp 279-304 (1999)

Ye, Q. and Clements, K.W. Ten Years of the PHD Conference in Economics and Business, The Economic Record, 75:230, pp 301-312 (1999)

Conference Publications

Groenewold, N. and Fraser, P. Tests of CAPM: Does the violation of the iid-normal assumption matter?, QueenslandFinance Conference 1999, Brisbane, Australia, Queensland University of Technology, pp 157-172 (1999)

Lim, C. and McAleer, M. Annual Tourism Demand by Malaysia for Australia, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 489-494 (1999)

Lim, C. and McAleer, M. Modelling Inbound Tourism from Singapore to Australia, Asia Pacific Tourism Association Fifth Annual Conference, Hong, Kong, Department of Hotel & Tourism Management, The Hong Kong Polytechnic University, 2: pp 958-965 (1999)

Lim, C. and McAleer, M. Forecasting Quarterly Tourism Demand by Hong Kong for Australia., MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 495-500 (1999)

Lim, L.K. and McAleer, M. Is There an ASEAN Convergence Club?, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 375-380 (1999)

Lim, L.K. and McAleer, M. Is SingaporeCatching Up Technologically to the USA?, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 381-386 (1999)

Ling, S., Li, W.K. and McAleer, M. A Monte CarloAnalysis of Unit Root Testing with GARCH(1,1) Errors, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 289-294 (1999)

Ling, S. and McAleer, M. Diagnostic Tests of GARCH Against E-GARCH, MODSIM 99 Inernational Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 195-300 (1999)

Manera, M. and McAleer, M. Testing Non-nested Systems of Factor Demand Equations, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 435-440 (1999)

McAleer, M. and Sequeira, J.M. Testing Alternative Models of Volatility in Currency Futures Markets, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 411-416 (1999)

McAleer, M., McDonald, A.D. and Smith, A.D.M. N/A, MODSIM 97 12th Biennial Conference of the Modelling and Simulation Society of Australiaand New Zealand, Amsterdam, Netherlands, Elsevier Science, 48: pp 339-600 (1999)

McAleer, M., Oxley, L. and Scrimgeour, F. N/A, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp ii-xxx, 249-566 (1999)

Ng, H.G. and McAleer, M. Recursive Modelling of Volatility in the Presence of Extreme Observations, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 301-306 (1999)

Pilgrim, B., Verhoeven, P., Mees, A. and McAleer, M. Modelling the Dynamics of Exchange Rate Volatility: A Nonlinear Markov-Modelling Approach, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 441-446 (1999)

Quaddus, M.A. and Siddique, M.A.B. An Integrated Model of Sustainable Development Planning Using Multicriteria Decision Conferencing, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 3: pp 853-858 (1999)

Verhoeven, P. and McAleer, M. The Effects of Outliers on the AR(1)-GARCH(1,1) Process, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 447-452 (1999)

Watkins, C. Estimating Long Run Pricing Models for Copper Futures Contracts, MODSIM 99 International Congress on Modelling and Simulation, Perth, Australia, Modelling and Simulation Society of Australia, 2: pp 483- 488 (1999)