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Research Outputs 1998 2019

  • 18 Article
  • 2 Conference proceeding contribution
  • 1 Other report
2019

Does it pay to graduate from an 'Elite' university in Australia?

Carroll, D., Heaton, C. & Tani, M., Sep 2019, In : Economic Record. 95, 310, p. 343-357 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Staff
Admission
Elites
Outcomes research
Labour market

Forecasting models for the Chinese macroeconomy: the simpler the better?

Heaton, C., Ponomareva, N. & Zhang, Q., 7 Nov 2019, In : Empirical Economics.

Research output: Contribution to journalArticleResearchpeer-review

Forecast
Forecasting
Autoregressive Moving Average
Bayesian Model
Benchmark
2015

Testing for multiple-period predictability between serially dependent time series

Heaton, C., 1 Jul 2015, In : International Journal of Forecasting. 31, 3, p. 587-597 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Test statistic
Bootstrap
Testing
Predictability
Great moderation
2014

Technical trading rules in Australian financial markets

Park, J. S. & Heaton, C., 2014, In : International journal of economics and finance. 6, 10, p. 67-75 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
Technical trading rules
Financial markets
Data snooping
Profitability
Interest rate futures
2013

The Wage Premium of Foreign Education: New Evidence from Australia

Tani, M., Heaton, C. & Chan, G., Dec 2013, In : Australian Economic Review. 46, 4, p. 395-404 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Education
Wages
Premium
Qualification
Policy implications

What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?

Bowers, C. T. & Heaton, C., Apr 2013, In : Applied Economics. 45, 11, p. 1395-1404 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock market
Risk factors
Factor analysis
Cost of equity
Model specification
2012

Estimation of high-dimensional linear factor models with grouped variables

Heaton, C. & Solo, V., Feb 2012, In : Journal of Multivariate Analysis. 105, 1, p. 348-367 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Factor Models
Linear Model
High-dimensional
Approximate Model
Disturbance

The Wage premium of foreign education: new evidence from Australia

Chan, G., Heaton, C. & Tani, M., 2012, Bonn, Germany: Institute for the Study of Labor (IZA). 19 p. (IZA discussion paper; no. 6578)

Research output: Book/ReportOther reportResearch

Education
Wages
Premium
Immigrants
Human capital
2011

International Commodity Prices and the Australian Stock Market

Heaton, C., Milunovich, G. & Passé-de Silva, A., Mar 2011, In : Economic Record. 87, 276, p. 37-44 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Commodity prices
Stock market
Commodities
Share prices
News
2010

Micro vs macro explanations of post-war US unemployment movements

Heaton, C. & Oslington, P., Feb 2010, In : Economics Letters. 106, 2, p. 87-91 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
Industry
Unemployment
Frequency domain
Dynamic factor model
Sectoral shocks
2009

Grouped variable approximate factor analysis

Heaton, C. & Solo, V., 2009, Papers from the 15th Annual Conference on Computing in Economics and Finance (CEF2009). Sydney: University of Technology, 25 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Factor analysis
Estimator
Principal components
Instrumental variables estimator
Factors
2006

Estimation of approximate factor models: is it important to have a large number of variables?

Heaton, C. & Solo, V., 2006, In : Macquarie economics research papers. 2006, 5, p. 1-31 31 p.

Research output: Contribution to journalArticleResearch

Approximate Model
Factor Models
Rate of Convergence
Disturbance
Economic Analysis

Micro vs macro explanations of post-war US unemployment movements

Heaton, C. & Oslington, P., 2006, In : Macquarie economics research papers. 2006, 4, p. 1-17 17 p.

Research output: Contribution to journalArticleResearch

Unemployment
Sectoral shocks
Common shocks
Dynamic factor
Frequency domain
2004

Identification of causal factor models of stationary time series

Heaton, C. & Solo, V., 2004, In : Econometrics Journal. 7, 2, p. 618-627 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic factor model
Stationary time series
2003

Asymptotoic principal components estimation of large factor models

Heaton, C. & Solo, V., 2003, In : Macquarie Economics Research Papers. p. 1-21 21 p.

Research output: Contribution to journalArticleResearch

2002

Identification and estimation of causal factor models of stationary time series

Heaton, C. & Solo, V., 2002, In : Macquarie Economics Research Papers. p. 1-26 26 p.

Research output: Contribution to journalArticleResearch

The contribution of structural shocks to Australian unemployment

Heaton, C. & Oslington, P., Dec 2002, In : Economic Record. 78, 243, p. 433-442 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Structural shocks
Unemployment
Sectoral shocks
Industry
Fluctuations
2001

The contribution of structural shocks to Australian unemployment

Heaton, C., 2001, Conference of Economists.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearch

2000

Dynamic factor analysis with ARMA factors

Heaton, C. & Solo, V., 2000, In : Macquarie Economics Research Papers. p. 1-13 13 p.

Research output: Contribution to journalArticleResearch

1999

The equity implications of public subsidisation of higher education: A study of the Fijian case

Heaton, C., 1999, In : Education Economics. 7, 2, p. 153-166 14 p.

Research output: Contribution to journalArticleResearchpeer-review

higher education
equity
returns to education
education
tax system
1998

Benefit-cost analysis of foreign student flows from developing countries: the case of postgraduate education

Heaton, C. & Throsby, D., Apr 1998, In : Economics of Education Review. 17, 2, p. 117-126 10 p.

Research output: Contribution to journalArticleResearchpeer-review

foreign student
cost-benefit analysis
incidence
developing country
third countries