An Econometric Model of Australia , 1948 - 61

Are combination forecasts of S&P 500 volatility statistically superior?

Forecasting volatility has received a great deal of research attention. Many articles have considered the relative performance of econometric model based and option implied volatility forecasts. While many studies have found that implied volatility is the preferred approach, a number of issues remain unresolved. One issue being the relative merit of combination forecasts. By utilising recent ec...

Impact of Oil, Crises and Economic Integration on Growth:

While energy especially oil, crises and economic integration have been playing an important role indevelopment and growth in East West Asia economies and their intertwining relations, only limitedquantitative research on their impact has been carried out and reported for improved debate andcredible policy use. This paper uses an econometric modeling innovation with features superior toexisting ...

Economic Impact of Regional Trade Agreements and Economic Co-operation: Econometric Evidence

The paper focuses on regional trade agreements and economic co-operation and develops a new appropriate approach to study their impact on growth and trade. The approach is based on an endogenous trade-growth theory and novelly specified in an economic integration (expenditure) framework which is the conceptual foundation of regional trade agreements. Importantly, it also appropriately takes int...

The regulation of body temperature.

Korea’s Growth, Trade and Energy Imports: New Evidence for Regional Comprehensive Partnership Analysis

  The paper uses economic and energy data analysis and econometric modeling to study the prospects and challenges of Korea’s 2003 FTA Roadmap (MOFAT 2013) in the form of potential comprehensive partnerships with its major trade and energy partners. It first reviews Korea’s international economic and trade relations in recent years with a focus on its major merchandise export destinations an...