Applied analysis of labour and financial markets using time series methods.
The development of time series techniques associated with non stationary data, such as the testing for unit roots and cointegration has presented the applied worker with new challenges in the applied analysis of economic problems.This thesis uses some of these methods to consider a number of questio...
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| Format: | Thesis |
| Language: | English |
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Curtin University
1997
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| Online Access: | http://hdl.handle.net/20.500.11937/557 |
| _version_ | 1848743412960854016 |
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| author | MacDonald, Garry A. |
| author_facet | MacDonald, Garry A. |
| author_sort | MacDonald, Garry A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The development of time series techniques associated with non stationary data, such as the testing for unit roots and cointegration has presented the applied worker with new challenges in the applied analysis of economic problems.This thesis uses some of these methods to consider a number of questions in the area of labour and financial markets.In particular the thesis considers the application of these methods to two general questions, the specification of the aggregate wage equation in Australia and the efficiency of the Australian stock market. More specifically the thesis focuses on the time series properties of variables commonly used in specifications of the wage equation and then tests them for cointegration. In the financial economics area the thesis tests for the gains to portfolio diversification from the perspective of an Australian investor and the applicability of the present value model of stock prices to the Australian stock market. |
| first_indexed | 2025-11-14T05:45:10Z |
| format | Thesis |
| id | curtin-20.500.11937-557 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T05:45:10Z |
| publishDate | 1997 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-5572017-02-20T06:42:29Z Applied analysis of labour and financial markets using time series methods. MacDonald, Garry A. labour market analysis time series methods Australia financial market analysis The development of time series techniques associated with non stationary data, such as the testing for unit roots and cointegration has presented the applied worker with new challenges in the applied analysis of economic problems.This thesis uses some of these methods to consider a number of questions in the area of labour and financial markets.In particular the thesis considers the application of these methods to two general questions, the specification of the aggregate wage equation in Australia and the efficiency of the Australian stock market. More specifically the thesis focuses on the time series properties of variables commonly used in specifications of the wage equation and then tests them for cointegration. In the financial economics area the thesis tests for the gains to portfolio diversification from the perspective of an Australian investor and the applicability of the present value model of stock prices to the Australian stock market. 1997 Thesis http://hdl.handle.net/20.500.11937/557 en Curtin University fulltext |
| spellingShingle | labour market analysis time series methods Australia financial market analysis MacDonald, Garry A. Applied analysis of labour and financial markets using time series methods. |
| title | Applied analysis of labour and financial markets using time series methods. |
| title_full | Applied analysis of labour and financial markets using time series methods. |
| title_fullStr | Applied analysis of labour and financial markets using time series methods. |
| title_full_unstemmed | Applied analysis of labour and financial markets using time series methods. |
| title_short | Applied analysis of labour and financial markets using time series methods. |
| title_sort | applied analysis of labour and financial markets using time series methods. |
| topic | labour market analysis time series methods Australia financial market analysis |
| url | http://hdl.handle.net/20.500.11937/557 |