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dc.contributor.authorMacDonald, Garry A.
dc.contributor.supervisorAssoc. Professor T. Stromback
dc.contributor.supervisorAssoc Professor Phil Lewis
dc.contributor.supervisorProfessor Peter Dawkings

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.

dc.publisherCurtin University
dc.subjectlabour market analysis
dc.subjecttime series methods
dc.subjectfinancial market analysis
dc.titleApplied analysis of labour and financial markets using time series methods.
curtin.thesisTypeTraditional thesis
curtin.departmentSchool of Economics and Finance
curtin.accessStatusOpen access

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