Roselyne Joyeux - Publications
Books
Economic Forecasting, editor with P. Abelson, Allen and Unwin, Sydney, Australia, 2000.
Chapters in Books (refereed)
"Econometric Methods" in Wei-Bin Zhang (ed), Mathematical Models on Economics, in Encyclopaedia of Life Support Systems (EOLSS), Developed under the Auspices of the UNESCO, Eolss Publishers, Oxford, UK, forthcoming in June 2007, with G. Milunovich
"Structural breaks in cointegration analysis: An applied analysis" in B. Bhaskara Rao (ed.), Cointegration for the Applied Economist, 2nd edition, Palgrave Macmillan, forthcoming in June 2007.
"Forecasting Methods: An Overview," in Joyeux, R. and P. Abelson (eds), Economic Forecasting, Allen and Unwin, Sydney, Australia, 2000.
"Stabilisation Policies and Exchange Rate Determination in Laos," in Than M. and Tan D. (eds), Laos Dilemmas and Options, Institute of Southeast Asian Studies in Singapore, St Martin's Press, New York, 1997, with W. Worner.
"Purchasing Power Parity and exchange Rate Determination in Laos: A Cointegration Analysis," in Chi Do Pham (ed.), Readings in the Lao Economy, IMF Office, Vientiane, 1994, with W. Worner.
Refereed Journal Articles
Price and Efficiency Effects of Taxes and Subsidies for Australian Housing, Economic Papers, forthcoming in June 2007, with Peter Abelson
The evaluation of standard of living and the role of household electricity consumption: a panel cointegration analysis, Energy Policy, 35, 50-60, 2007, with Ronald Ripple.
Explaining House Prices in Australia: 1970 to 2003, Economic Record, vol. 81, s1, 96-103, 2005, with Peter Abelson, George Milunovich and Demi Chung
Price and Exchange Rate Determination Between the Mekong River Economies of Cambodia and Thailand, Journal of the Asia Pacific Economy, 3, 3, 1998, with W.E. Worner.
Testing for Seasonal Cointegration Using Principal Components, Journal of Time Series Analysis, vol 13, no 2, 1992.
Slowly Changing Processes and Harmonizability, Journal of Time Series Analysis, vol 8, no 4, 425-431, July 1987.
Misspecification Tests on Taylor's Version of a Keynesian Macromodel, Southern Economic Journal, 54, no 1, 159-167, July 1987.
Evaluation of the Forecasting Performance of the Real Private Sector Output Variable of the Reserve Bank of New Zealand Core Model, New Zealand Economic Papers, 21, 31-39, 1987.
The Fur Trade in Canada: An Econometric Analysis, Ecological Modelling, 27, 139-152, 1985.
An Introduction to Long-memory Time Series and Fractional Differencing, Journal of Time Series Analysis, 1, 15-29, 1980, with C.W.J. Granger (cited over 370 times).
Relationships between Economic Time Series and their Anticipations, The Quarterly Review of Economics and Business, 20, 1, 7-15, Spring 1980.
Refereed Conference Proceedings
Interest linkages between the US, UK, French and German interest rates: A test of the German dominance hypothesis, Ecomod Policy Modelling Conference, Paris, June 2004.
A Generalization of the Concept of Cointegration to Harmonizable Processes, Proceedings of the Econometric Society Australasian Meetings, July 1998.
Interest Rate Linkages within the European Monetary System: Econometric Evidence for the German Dominance Hypothesis, Proceedings of the Econometric Society Australasian Meetings, July 1997, with W. Worner.
Interest Rate Linkages within the European Monetary System: Econometric Evidence for the German Dominance Hypothesis, Proceedings of the Econometric Society Australasian Meetings, July 1997, with W. Worner.Discussion Papers
Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator?, Macquarie Economics Research Paper, Number 6, 2006, with G. Dufrenot and A. Peguin-Feissolle.
The evaluation of standard of living and the role of household electricity consumption: a panel cointegration analysis, (with Ron Ripple ), Macquarie Economics Research Paper, Number 10, 2004.
How to Deal with Structural Breaks in Practical Cointegration Analysis, Macquarie Economics Research Paper, Number 12, 2001.
A Generalization of the Concept of Cointegration to harmonizable and Class (KF) Processes, Macquarie Economics Research Paper, December 2000.
Interest Rates Linkages Between the French, German and U.S.A. Interest Rates: Econometric Evidence for the ‘German and US Dominance’ Hypothesis, Macquarie Economics Research Paper, December 1997, with L. Fisher and W. Worner.
Price and Exchange Rate Determination Between Laos and Thailand, Discussion Paper of the School of Economics at the University of New South Wales, 1996, with W.E. Worner.