RDP 7902: Financial Modelling in Australia References

Barro, R.J. (1974), Are Government Bonds Net Wealth? Journal of Political Economy, Vol 82: pp 1095–1117.

Black, S.W. (1973), International Money Markets and Flexible Exchange Rates, Princeton Studies in International Finance, No. 32, Princeton.

Brainard, W.C. and Tobin, J. (1969), Pitfalls in Financial Model Building, American Economic Review, (papers and proceedings) 58: 99–122.

Caton, C.N. and Higgins, C.I. (1975), Simulation Analysis with a Macro-Econometric Model, Fifth Conference of Economists, Brisbane, 1975.

Clements, K.W. (1976), A Linear Allocation of a Spending-Power System: A Consumer Demand and Portfolio Model, Economic Record, 52: 82–98.

Clements, K.W. and Jonson, P.D. (1979), Unanticipated Money ‘Disequilibrium’ Modelling and Rational Expectations, Economics Letters, forthcoming.

Coghlan, P.L. (1978), Simulation with the N.I.F. Model of the Australian Economy, SIMSIG 78 Conference, Canberra, September 1978.

Davis, K. and Lewis, M.K. (1978), Monetary Policy, in F.H. Gruen, (ed.) Surveys of Australian Economics, pp 11–89. Sydney: George Allan and Unwin.

Deane, R.S. (1970), A Model of the Market for Australian Government Securities, Research Discussion Paper No. 14. Sydney: Reserve Bank of Australia.

Derody, B. and Sheehan, P.J. (1977), A Forecasting Model of the Money Supply Process, Sixth Conference of Economists, Hobart.

Defris, L. and Williams, R.A. (1979), The Formation of Consumer Inflationary Expectations in Australia, Economic Record, 55: 136–148.

Eberhardt, J.I., Rankin, R.W. and Taylor, J.C. (1978), Notes on the Development and Use of a Macroeconometric Model RBA76 in 1978, Reserve Bank of Australia, Working Paper 7805. Sydney: Reserve Bank of Australia.

Evans, W.H. (1979), Controlling the Money Supply in An Economic Model, 49th Congress of ANZAAS, Auckland.

Helliwell, J.F. (1978), Summary and Overview of Conference Proceedings in A.B. Sturm (ed.), Proceedings of the Third Pacific Basin Central Bank Conference on Econometric Modelling, pp 182–196, Wellington: Reserve Bank of New Zealand.

Helliwell, J.F. and Boxall, P.J. (1978), Private Sector Wealth: Quarterly Estimates for use in an Aggregate Model, Economic Record, 54: 45–65.

Henderson, J.F. and Norman, P.M. (1975), The Equations of the RBA1/74 Model of the Australian Economy. Research Discussion Paper 7504. Sydney: Reserve Bank of Australia.

Johnston, H.N. (1978), The Extended Monetary Sector of the Treasury – ABS Forecasting Model: The Response to Instruments of Monetary Policy in M.G. Porter (ed.) (1978), The Australian Monetary System in the 1970's, supplement to Economic Record, pp 58–75.

Johnston, H.N. and Perrin, J.R. (1978), The L.G.S. Asset Portfolio Behaviour cf the Non-Financial Private Sector, Seventh Conference of Economists, Sydney.

Jonson, P.D. (1972), Expectations and the Demand for Government Bonds in Australia, Research Discussion Paper No. 25, Sydney: Reserve Bank of Australia.

Jonson, P.D. (1974), Stabilisation Policy in Australia: An Objective Analysis, Manchester School, 42: 259–276.

Jonson, P.D. (1978), Two Essays in Monetary Economics, Research Discussion Paper, 7801, Sydney: Reserve Bank of Australia.

Jonson, P.D. (1979), A Monetary Model of a Small Open Economy: An Overview, VIth International Conference of Applied Economics (Monetary and Financial Models), Rome.

Jonson, P.D. and Mahoney, D.M. (1973) Price Expectations in Australia, Economic Record, 49: 50–61.

Jonson, P.D., Moses, E.R. and Wymer, C.R. (1976), A Minimal Model of the Australian Economy. Research Discussion Paper 7601. Sydney: Reserve Bank of Australia.

Jonson, P.D., Rankin, R.G. and Taylor, J.C. (1977), Money and the Balance of Payments, Research Discussion Paper No. 7707. Sydney: Reserve Bank of Australia.

Jonson, P.D. and Trevor, R.G.,(1979), Monetary Rules: A Preliminary Analysis, Research Discussion Paper 7903. Sydney: Reserve Bank of Australia.

Jüttner, D.J.P., Madden, G.M. and Tuckwell, R.H. (1975), Time Series Analysis of the Term Structure of Interest Rates, Economic Record, 51: 19–30.

Kiernan, E. (1977), A Monetary Sector for RBF1, mimeo, Sydney: Reserve Bank of Australia.

Kiernan, E. (1978), A Portfolio Balance Approach to the Determination of the Money Supply in M.G. Porter (ed.) (1978), The Australian Monetary System in the 1970's, supplement to Economic Record, pp 86–94.

Laidler, D.E.W. (1979), The Demand for Money in the United States Yet Again, Department of Economics Research Report 7918. London: University of Western Ontario.

Norman, P.M. and Moses, E.R. (1975), The Role of Capacity Utilisation in the RBA1/74 Model, Research Discussion Paper, No. 7502. Sydney: Reserve Bank of Australia.

Norton, W.E. (ed.) (1977), Conference in Applied Economic Research, Sydney: Reserve Bank of Australia.

Norton, W.E., Cohen, A.M. and Sweeny, K.M. (1970), A Model of the Monetary Sector, Occasional Paper 3D. Sydney: Reserve Bank of Australia.

Norton, W.E. and Henderson, J.F. (1971), The Structure of a Model of the Australian Economy, in Powell, A.A. and Williams, R.A. (ed), Econometric Studies of Macro and Monetary Relations, pp 49–83, Amsterdam: North Holland.

Parkin, J.M., Cooper, R.J., Henderson, J.F. and Danes, M.K., (1975), An Integrated Model of Consumption, Investment and Portfolio Decisions, Conference in Monetary Economics, Vol II, Sydney: Reserve Bank of Australia.

Purvis, D.D. (1975), “Portfolio and Consumption Decisions: Towards a Model of the Transmission Process”, Conference in Monetary Economics, Vol II, Sydney: Reserve Bank of Australia.

Porter, M.G. (1974), The Interdependence of Monetary Policy and Capital Flows in Australia, Economic Record, 50: 1–20.

Sharpe, I.G. (1973), A Quarterly Econometric Model of Portfolio Choice – Part 1: Specification and Estimation Problems, Economic Record, 49: 518–533.

Sharpe, I.G. (1974), A Quarterly Econometric Model of Portfolio Choice – Part II: Portfolio Behaviour of Australian Savings Banks, Economic Record, 50: 21–38.

Shaw, P.J. (1973), The Portfolio Behaviour of Life Assurance Companies in Australia. Research Discussion Paper No. 29. Sydney: Reserve Bank of Australia.

Trevor, R.G. (1978), An Investigation of Possible Specification Errors in a Small Quarterly Macroeconometric Model of the Australian Economy, unpublished B.Ec. thesis, the University of Sydney.

Taylor, J.C. (1976), Price Expectations: Causes, Measurement and Effects, 47th Congress of ANZAAS, Hobart.

Theil, H. (1975), Theory and Measurement of Consumer Demand, Amsterdam: North Holland.

Valentine, T.J. (1973a), The Demand for Very Liquid Assets in Australia, Australian Economic Papers, 12: 196–207.

Valentine, T.J. (1973b), Loan Supply Function of Trading Banks, Australian Economic Papers, 12: 57–69.

Valentine, T.J. (1977), Price Expectations in Australia: An Alternative Analysis, Economic Record, 53: 390–404.