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    Applied analysis of labour and financial markets using time series methods.

    10866_MacDonald, Garry 1997.pdf (5.308Mb)
    Access Status
    Open access
    Authors
    MacDonald, Garry A.
    Date
    1997
    Supervisor
    Assoc. Professor T. Stromback
    Assoc Professor Phil Lewis
    Professor Peter Dawkings
    Type
    Thesis
    Award
    PhD
    
    Metadata
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    School
    School of Economics and Finance
    URI
    http://hdl.handle.net/20.500.11937/557
    Collection
    • Curtin Theses
    Abstract

    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.

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