Relevant bibliographies by topics / Inflation (Finance) Australia Econometric models

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Academic literature on the topic 'Inflation (Finance) Australia Econometric models'

Author: Grafiati
Published: 10 December 2022
Last updated: 31 July 2025

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Journal articles on the topic "Inflation (Finance) Australia Econometric models"

1

Uribe, Martín. "The Neo-Fisher Effect: Econometric Evidence from Empirical and Optimizing Models." American Economic Journal: Macroeconomics 14, no. 3 (2022): 133–62. http://dx.doi.org/10.1257/mac.20200060.

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This paper assesses the presence and importance of the neo-Fisher effect in postwar data. It formulates and estimates an empirical and a New Keynesian model driven by stationary and nonstationary monetary and real shocks. In accordance with conventional wisdom, temporary increases in the nominal interest rate are estimated to cause decreases in inflation and output. The main finding of the paper is that permanent monetary shocks that increase the nominal interest rate and inflation in the long run cause increases in interest rates, inflation, and output in the short run and explain about 45 pe
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Bukina, T., and D. Kashin. "Regional Inflation Forecasting: Econometric Models Versus Machine Learning Methods?" Higher School of Economics Economic Journal 28, no. 1 (2024): 81–107. http://dx.doi.org/10.17323/1813-8691-2024-28-1-81-107.

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Topan, Ligia, César Castro, Miguel Jerez, and Andrés Barge-Gil. "Oil price pass-through into inflation in Spain at national and regional level." SERIEs 11, no. 4 (2020): 561–83. http://dx.doi.org/10.1007/s13209-020-00222-4.

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AbstractOil price showed sharp fluctuations in recent years which revived the interest in its effect on inflation. In this paper, we discuss the relationship between oil price and inflation in Spain, at national and regional levels, and making the distinction between energy and non-energy inflation. To this end, we fit econometric models to measure the effect of oil price shocks on inflation and to predict them under different scenarios. Our results show that almost half of the volatility of changes in total inflation is explained by changes in oil price. As could be expected, the energy compo
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Drobyshevsky, S. M., M. V. Kazakova, E. V. Sinelnikova-Muryleva, P. V. Trunin, and N. D. Fokin. "Trend inflation: Estimates for the Russian economy." Voprosy Ekonomiki, no. 1 (December 30, 2022): 5–25. http://dx.doi.org/10.32609/0042-8736-2023-1-5-25.

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The paper estimates the trajectory of trend inflation for Russia. A discussion of inflation measures used in macroeconomic models is presented, as well as the analysis of theoretical and empirical models that include a trend inflation indicator for monetary policy analysis. The paper also provides an overview of the use of trend inflation by monetary authorities of developed countries and emerging markets. Based on the methodology for assessing trend inflation with the help of models of unobservable components, the Kalman filter and including structural factors, the trajectory of trend inflati
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Konomi, Ingrid, and Blisard Zani. "Forecasting Inflation using the ARIMA Approach (Case of Albania)." WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 20 (June 8, 2023): 1252–59. http://dx.doi.org/10.37394/23207.2023.20.111.

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Traditionally, macroeconomic statistics have played a major role in creating the framework for analyzing economic phenomena. Price changes are one of the most worrying situations where individuals, firms, and government tend to keep in control as much as possible. Even if the economic effect could be negligible, the psychological effect could be more considerable. Inflation creates a touchable impact in the vast majority of economic sectors. Meanwhile, empirical studies of inflation have shown a very correlative relationship between inflation and other macroeconomic indicators such as unemploy
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Simionescu, Bratu Mihaela. "Predicting Macroeconomic Indicators in the Czech Republic Using Econometric Models and Exponential Smoothing Techniques." South East European Journal of Economics and Business 7, no. 2 (2012): 89–99. http://dx.doi.org/10.2478/v10033-012-0017-3.

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Abstract Econometric modeling and exponential smoothing techniques are two quantitative forecasting methods with good results in practice, but the objective of the research was to find out which of the two techniques are better for short run predictions. Therefore, for inflation, unemployment and interest rate in the Czech Republic various accuracy indicators were calculated for the predictions based on these methods. Short run forecasts on a horizon of 3 months were made for December 2011-February 2012, the econometric models being updated. For the Czech Republic, the exponential smoothing te
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Tronzano, Marco. "What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023)." Journal of Risk and Financial Management 17, no. 4 (2024): 167. http://dx.doi.org/10.3390/jrfm17040167.

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This paper focuses on returns comovements in global stock portfolios including the US Dollar as a defensive asset. The main contribution is the selection of a large set of macroeconomic and financial variables as potential drivers of these comovements and the emphasis on the predictive accuracy of proposed econometric models. One-year US Expected Inflation stands out as the most important predictor, while models including a larger number of variables yield significant predictive gains. Larger forecast errors, due to parameters instabilities, are documented during major financial crises and the
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Rötheli, Tobias. "Heuristics versus econometrics as a basis for forecasting international inflation differentials." foresight 21, no. 2 (2019): 216–26. http://dx.doi.org/10.1108/fs-07-2018-0070.

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Purpose This study aims to address the issue of prediction of inflation differences for an economy that considers either fixing its exchange rate or joining a currency union. In this setting, individual countries have limited control over their inflation, and anticipating the possible course of domestic inflation relative to inflation abroad becomes an important input in policy-making. In this context, the author compares simple forecast heuristics and econometric modeling. Design/methodology/approach The study compares two basically different approaches. The first approach of forecasting cons
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Kazmi, Aqdas Ali. "An Econometric Estimation of Tax-discounting in Pakistan." Pakistan Development Review 34, no. 4III (1995): 1067–77. http://dx.doi.org/10.30541/v34i4iiipp.1067-1077.

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The debt neutrality hypothesis which has been a source of major controversies in the theory of public finance, and macroeconomics has at the same time generated a vast literature on the implications of budgetary deficits and public debt on various subsectors/ variables of the economy, such as inflation, interest rates, current account deficit, etc. Tax discounting has been one of the fields of research associated with debt neutrality. The econometric estimation of some of the standard models of taxdiscounting has shown that consumer response to fiscal policy in Pakistan reflects neither the ex
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Habeeb Hashim, Luay, and Ahmad Naeem Flaih. "Modeling the Rainfall Count data Using Some Zero Type models with application." Journal of Al-Qadisiyah for computer science and mathematics 11, no. 2 (2019): 14–27. http://dx.doi.org/10.29304/jqcm.2019.11.2.554.

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Count data, including zero counts arise in a wide variety of application, hence models for counts have become widely popular in many fields. In the statistics field, one may define the count data as that type of observation which takes only the non-negative integers value. Sometimes researchers may Counts more zeros than the expected. Excess zero can be defined as Zero-Inflation. Data with abundant zeros are especially popular in health, marketing, finance, econometric, ecology, statistics quality control, geographical, and environmental fields when counting the occurrence of certain behaviora
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Dissertations / Theses on the topic "Inflation (Finance) Australia Econometric models"

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Lee, Chui-yan, and 李翠恩. "Inflation in Hong Kong: a structuralist interpretation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B4389382X.

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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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Geissler, Johannes. "Lower inflation : ways and incentives for central banks." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1719.

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This thesis is a technical inquiry into remedies for high inflation. In its center there is the usual tradeoff between inflation aversion on the one hand and some benefit from inflation via Phillips curve effects on the other hand. Most remarkable and pioneering work for us is the famous Barro-Gordon model - see (Barro & Gordon 1983a) respectively (Barro & Gordon 1983b). Parts of this model form the basis of our work here. Though being well known the discretionary equilibrium is suboptimal the question arises how to overcome this. We will introduce four different models, each of them giving a
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Yang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.

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This study deals with the estimation of the optimal hedge ratios using various econometric models. Most of the recent papers have demonstrated that the conventional ordinary least squares (OLS) method of estimating constant hedge ratios is inappropriate, other more complicated models however seem to produce no more efficient hedge ratios. Using daily AOIs and SPI futures on the Australian market, optimal hedge ratios are calculated from four different models: the OLS regression model, the bivariate vector autoaggressive model (BVAR), the error-correction model (ECM) and the multivariate diagon
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O'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.

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This research questions whether technical trading rules can help predict stock price movements for a sample of stocks selected from four equity markets from the Asia-Pacific region: Australia, Malaysia, Hong Kong and Thailand for the period 1989-2008. The research is split into two stages. Stage-1 of the research tests the predictability of technical trading rules against a buyand- hold strategy. The variable moving average (VMA), fixed moving average (FMA) and the trading range break (TRB) trading rules are applied to this research. Economic predictability of these rules is examined by compar
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Lenza, Michèle. "Essays on monetary policy, saving and investment." Doctoral thesis, Universite Libre de Bruxelles, 2007. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210659.

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This thesis addresses three relevant macroeconomic issues: (i) why<p>Central Banks behave so cautiously compared to optimal theoretical<p>benchmarks, (ii) do monetary variables add information about<p>future Euro Area inflation to a large amount of non monetary<p>variables and (iii) why national saving and investment are so<p>correlated in OECD countries in spite of the high degree of<p>integration of international financial markets.<p><p>The process of innovation in the elaboration of economic theory<p>and statistical analysis of the data witnessed in the last thirty<p>years has greatly enric
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Mnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.

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In 1993, Kenya liberalised its trade policy and allowed the Kenyan Shillings to freely float. This openness has left Kenya's domestic prices vulnerable to the effects of exchange rate fluctuations. One of the objectives of the Central Bank of Kenya is to maintain inflation levels at sustainable levels. Thus it has become necessary to determine the influence that exchange rate changes have on domestic prices given that one of the major determinants of inflation is exchange rate movements. For this reason, this thesis examines the magnitude and speed of exchange rate pass-through (ERPT) to domes
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Padungrat, Teardchart. "Capacity utilization and inflation : international evidence." Thesis, 1995. http://hdl.handle.net/1957/35192.

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The relevance of domestic and foreign capacity utilization rates in forecasting future inflation rate has been investigated empirically, using five industrialized countries for which the comparable data are available. It has been found that capacity utilization rates, both domestic and foreign, have a long run stable relationship with domestic inflation rate and a positive shock in the capacity utilization rate results in a significant, although a little bit delayed, acceleration in the domestic inflation rate. Various econometric techniques have been used and led to consistent empirical findi
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"Inflation and relative price variability in China: theory and evidence." 2009. http://library.cuhk.edu.hk/record=b5894031.

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Yuan, Jiang.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2009.<br>Includes bibliographical references (leaves 48-51).<br>Abstract also in Chinese.<br>Chapter Chapter 1 --- Introduction --- p.1<br>Chapter Chapter 2 --- Literature Review --- p.5<br>Chapter 2.1 --- Theoretical Literature --- p.5<br>Chapter 2.1.1 --- Menu Cost Model --- p.5<br>Chapter 2.1.2 --- Signal Extraction Model --- p.6<br>Chapter 2.1.3 --- Monetary Search Model --- p.7<br>Chapter 2.2 --- Empirical Literature --- p.8<br>Chapter Chapter 3 --- Inflation and Relative Price Variability in a Transitional Economy
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Books on the topic "Inflation (Finance) Australia Econometric models"

1

Karagedikli, Özer. Do inflation targeting central banks behave asymmetrically?: Evidence from Australia and New Zealand. Economics Dept., Reserve Bank of New Zealand, 2004.

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Quah, Danny. Measuring core inflation. Bank of England, 1995.

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Bryan, Michael F. Efficient inflation estimation. National Bureau of Economic Research, 1997.

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Stock, James H. Forecasting inflation. National Bureau of Economic Research, 1999.

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Kavila, William. Inflation dynamics in Zimbabwe. Zimbabwe Economic Policy Analysis and Research Unit, 2006.

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Cecchetti, Stephen G. Inflation indicators and inflation policy. National Bureau of Economic Research, 1995.

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Moser, Gabriel. Forecasting Austrian inflation. Oesterreichische Nationalbank, 2004.

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Ball, Laurence M. Has globalization changed inflation? National Bureau of Economic Research, 2006.

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Galí, Jordi. Inflation dynamics: A structural econometric analysis. National Bureau of Economic Research, 2000.

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Cochrane, John H. A frictionless view of U.S. inflation. National Bureau of Economic Research, 1998.

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