Articles

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Analysing Productivity Changes Using the Bootstrapped Malmquist Approach: The Case of the Iranian Banking Industry (with Amir Arjomandi and Charles Harvie), Australasian Accounting Business and Finance Journal (2011)

This study employs various bootstrapped Malmquist indices and efficiency scores to investigate the effects of...

 

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Causes and Implications of Declining Economics Major: (with Mohammad Alauddin), Journal of Economic and Social Policy (2010)

This paper analyses the causes and implications of declining economics major in Australia. Based on...

 

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Modelling the Price of Unleaded Petrol in Australia’s Capital Cities, Australasian Accounting Business and Finance Journal (2010)

This paper examines the long-run and short-run determinants of unleaded petrol price in Australia’s capital...

 

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An Analysis of Productivity Changes in the Iranian Banking Industry: a Bootstrapped Malmquist Approach (with Amir Arjomandi and Charles Harvie), Faculty of Commerce - Economics Working Papers (2010)

This study employs various bootstrapped Malmquist indices and efficiency scores to investigate the effects of...

 

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An empirical analysis of international stock market volatility transmission (with Indika Karunanayake and Martin O’Brien), Faculty of Commerce - Economics Working Papers (2010)

This paper examines the interplay between stock market returns and their volatility, focusing on the...

 

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Banks’ efficiency and productivity analysis using the Hicks-Moorsteen approach: a case study of Iran (with Amir Arjomandi), Faculty of Commerce - Economics Working Papers (2010)

This study is the first to use the Hicks-Moorsteen TFP index developed by O’Donnell (2008,...

 

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Analysing the asymmetric effects of inflation on real investment: the case of Iran (with Amin Reza Kamalian and Mosayeb Pahlavani), Faculty of Commerce - Economics Working Papers (2009)

Using a threshold regression model and annual data (1960-2008), this paper examines the determinants of...

 

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Community valuations of environmental quality in coastal lakes: Lake Illawarra case study (with Ann Hodgkinson), Faculty of Commerce - Economics Working Papers (2009)

This study illustrates how the hedonic pricing method can measure the value of environmental assets...

 

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Discipline-specific forecasting of research output in Australian universities (with Simon Ville), Faculty of Commerce - Papers (2009)

This article presents a cross-sectional model for forecasting research output across the Australian university system....

 

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Do retail petrol prices rise more rapidly than they fall in Australia’s capital cities?, Faculty of Commerce - Economics Working Papers (2009)

This paper examines the long-run and short-run determinants of unleaded petrol prices in Australia’s capital...

 

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How can Iran’s black market exchange rate be managed? (with Amin Reza Kamalian and Majid Nameni), Faculty of Commerce - Economics Working Papers (2009)

The Iranian currency (rial) depreciated on average 12.2 per cent per annum against the U.S...

 

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Malmquist indices of productivity change in Botswana's financial institutions (with Boitumelo Dudu Moffat and Charles Harvie), Faculty of Commerce - Papers (2009)

The productivity and efficiency of the financial sector is pivotal to the attainment of economic...

 

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Modelling Australian stock market volatility: a multivariate GARCH approach (with Indika Karunanayake and Martin O'Brien), Faculty of Commerce - Economics Working Papers (2009)

This paper uses a multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model to provide an insight...

 

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Ranking and clustering of the faculties of commerce research performance in Australia (with Simon Ville), Faculty of Commerce - Papers (2009)

There is a growing policy focus in Australian higher education on quantitative research performance assessment....

 
Sources of Iranian Labour Productivity, Review of Middle East Economics and Finance (2008)

This study presents a model capturing sources of Iranian aggregate labour productivity using annual time...

 

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Long- and Short-Run Determinants of the Demand for Money in the Asian-Pacific Countries: An Empirical Panel Investigation, Faculty of Commerce - Papers (2008)

This paper examines the long- and short-run determinants of the demand for money in six...

 

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The Australian Labour Market in 2006 (with M. O'Brien, P. Waring, and R. Denniss), Faculty of Commerce - Papers (2007)

2006 generally represented a solid year in terms of macroeconomic performance and labour market indicators,...

 

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The Influence of International Stock Markets and Macroeconomic Variables on the Thai Stock Market (with S. Chancharat and C. Harvie), Faculty of Commerce - Papers (2007)

The paper examines the impact of several stock market price indices and macroeconomic variables on...

 

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A Disciplinary Analysis of the Contribution of Academic Staff to PHD Completions in Australian Universities (with S. Ville), Faculty of Commerce - Papers (2007)

This paper identifies the major areas of research strengths and concentration across all Australian universities,...

 

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Dynamic linkages between Thai and international stock markets (with S. Chancharat), Faculty of Commerce - Papers (2007)

This paper investigates the existence of cointegration and causality between the stock market price indices...

 

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Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices (with S. Chancharat ), Faculty of Commerce - Papers (2007)

This paper examines whether stock prices for 16 countries are trend stationary or follow a...

 

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What Determines the Research Output of Australian Universities? (with S. Ville), Faculty of Commerce - Papers (2007)

Abstract: This paper develops and estimates a cross-sectional model for forecasting research output across the...

 

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Ranking and Clustering Australian University Research Performance, 1998-2002 (with A. C. Worthington), Faculty of Commerce - Papers (2006)

This paper clusters and ranks the research performance of thirty-six Australian universities over the period...

 

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A Cross-Country Analysis of Export Prices in OECD Countries (with A. P. Layton), Faculty of Commerce - Papers (2006)

As is the case with most small open economies, changes in Australia’s export prices are...

 

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Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran, Faculty of Commerce - Papers (2006)

The critical review undertaken in this paper pinpoints some of the major deficiencies and the...

 

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Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks (with M. Pahlavani and E. Wilson), Faculty of Commerce - Papers (2006)

This paper employs annual time series data (1960-2003) and the ZA (Zivot and Andrews, 1992)...

 

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The distributition of research performance across Australian universties, 1992-2003, and its implications for higher education funding models (with S. Ville and M. O'Brien), Faculty of Commerce - Papers (2006)

We contribute to the debate on research performance by comparing the distribution of research inputs...

 

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Catastrophic Shocks and Capital Markets: A Comparative Analysis by Disaster and Sector (with A. C. Worthington), Faculty of Commerce - Papers (2005)

This paper provides an analysis of the impact of natural, industrial and terrorist disasters on...

 

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A Note on the Rising Cost of Education in Australia (with A. C. Worthington and A. Layton), Faculty of Commerce - Papers (2005)

Human capital, or a better educated labour force, is a major determinant of economic growth...

 

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The impact of financial deregulation on money aggregates and financial variables in Australia: An empirical analysis with endogenously determined structural breaks (with M. Pahlavani and A. C. Worthington), Faculty of Commerce - Papers (2005)

This paper employs all quarterly time series currently available to endogenously determine the timing of...

 

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A Cross-Country Analysis of High Employment Generating Industries, Faculty of Commerce - Papers (2005)

The objective of this paper is to identify high employment industries in Australia, Japan and...

 

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An Analysis of the Output and Employment Conversion Matrices of Australia’s Economy (with T. Robinson), Faculty of Commerce - Papers (2005)

Based on two snapshots taken from the Australian economy, this study quantifies the impacts of...

 

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GST Effects on Goods and Services Included in the CPI Basket, Faculty of Commerce - Papers (2005)

This paper quantifies the magnitude and duration of the GST effect on the quarterly growth...

 

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Macroeconometric Modelling: Approaches and Experiences in Developing Countries, Faculty of Commerce - Papers (2005)

This paper selectively reviews various approaches of macroeconometric modelling and highlights some important lessons from...

 

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Modelling Demand for Broad Money in Australia, Faculty of Commerce - Papers (2005)

The existence of a stable demand for money is very important for the conduct of...

 

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Sources of Volatility in Australia's Export Prices: Evidence from ARCH and GARCH Modelling (with A. P. Layton and N. D. Karunaratne), Faculty of Commerce - Papers (2005)

Australia has one of the more volatile set of export prices among OECD countries. This...

 

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Catastrophic Shocks and Capital markets: A Comparative Analysis by Disaster and Sector (with A. C. Worthington), Faculty of Commerce - Papers (2005)

This paper provides an analysis of the impact of natural, industrial and terrorist disasters on...

 

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Testing for Structural Breaks in Australia's Monetary Aggregates and Interest Rates: An Application of the Innovational Outlier and Additive Outlier Models (with M. Pahlavani and A. C. Worthington), Faculty of Commerce - Papers (2005)

This paper employs all quarterly time series currently available to endogenously determine the timing of...

 

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An Empirical Analysis of the Black Market Exchange Rate in Iran, Faculty of Commerce - Papers (2004)

The Iranian rial has been depreciated on average about 13 per cent per annum against...

 

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Does the Term Structure Predict Australia’s Future Output Growth?, Faculty of Commerce - Papers (2004)

This paper examines whether the term structure of interest rates provides predictive power for real...

 

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Quantifying the Effect of GST on Inflation in Australia’s Capital Cities: An Intervention Analysis (with A. P. Layton), Faculty of Commerce - Papers (2004)

This paper examines the magnitude and duration of the GST effect on inflation in Australia’s...

 

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What determine private investment in Iran?, Faculty of Commerce - Papers (2004)

Iran’s Third Five-Year Development (2000/01-2004/05) has considered a pivotal role for private investment in creating...

 

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History of Macroeconometric Modelling: Lessons from Past Experience, Faculty of Commerce - Papers (2004)

This paper reviews briefly the general literature on macroeconometric modelling and highlights some important lessons...

 

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An Empirical Analysis of Australian Labour Productivity, Faculty of Commerce - Papers (2003)

This study presents a model capturing sources of Australian aggregate labour productivity using annual time...

 

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Causes and Implications of Declining Economics Major: A Focus on Australia (with M. Alauddin), Faculty of Commerce - Papers (2003)

This paper analyses the causes and implications of declining economics major in Australia. Based on...

 

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The causes of unemployment in Iran: an empirical investigation, Faculty of Commerce - Papers (2003)

This paper examines the major causes of Iran’s unemployment conundrum using a simultaneous-equation model and...

 

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The effect of government on economic growth in Fiji (with D. P. Doessel), Faculty of Commerce - Papers (2003)

This paper investigates the empirical relationship between the size of government and the process of...

 

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Theory and econometric evidence explaining public expenditure: the case of Iran (with D. P. Doessel), Faculty of Commerce - Papers (2003)

The purpose of this paper is to analyse government expenditure in Iran using annual time...

 

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Using Input-Output Analysis to Identify Australia’s High Employment Generating Industries, Faculty of Commerce - Papers (2003)

Using the 1996-97 input-output table, the objective of this paper is to identify Australia’s high...

 

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Assessing the Impact of Change in Petroleum Prices on Inflation and Household Expenditures in Australia (with W. F. Mitchell), Faculty of Commerce - Papers (2002)

In this paper we examine three broad issues: (a) the expected impact of the recent...

 

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Long- and Short-Run Determinants of the Demand for Money in New Zealand: a Cointegration Analysis, Faculty of Commerce - Papers (2002)

The existence of a stable demand for money is very important for the conduct of...

 

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An Analysis of Iran’s Third Five-Year Development Plan in the Post-Revolution Era (2000-2005), Faculty of Commerce - Papers (2001)

The major objective of this paper is to provide a succinct and critical review of...

 

Presentations

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How many jobs were lost with the collapse of Ansett?, Faculty of Commerce - Papers (2003)

The objective of this paper is to determine the adverse impact of the collapse of...