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Penm, Jammie H.

SSRN Author Rank: 12,517 by Downloads

Independent

Stirling ACT 2611
61 (02) 62880126 (Phone)
61 (02) 61250087 (Fax)

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Penm, Jammie H.'s Scholarly Papers Click on the title of any column to sort the table by that column.

Aggregate Statistics

Total
Downloads
1,794

Total
Citations
53

Papers (18)

Authors

Date

Downloads

(Rank)

Citations

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1.

Testing for Purchasing Power Parity and Efficiency in the Taiwan Foreign Exchange Market - Financial and Economic Forecasting (chapter 13) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

09 Jan 03

257
(57,329)

2.

Testing Purchasing Power Parity in the Framework of Vector Error Correction Modelling - Financial and Economic Forecasting (Chapter 14) | Show Abstract | Download |

Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

30 Jan 03

220
(67,764)

3.

Forecasting the Indonesian Rupiah Against the US Dollar - Financial and Economic Forecasting (Chapter 18) | Show Abstract | Download |

Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

13 Jan 03

172
(86,337)

4.

Is Housing Activity A Leading Indicator? - Financial and Economic Forecasting (chapter 12) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

09 Jan 03

147
(99,530)

5.

Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets | Show Abstract | Download |
Industry of Free China, Vol. 91, No. 5, May 2001
Accepted Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

26 Oct 01

121
(117,102)

6.

Incl. Electronic Paper

The Recursive Fitting of Subset VARX Models - Financial and Economic Forecasting (Chapter 8) | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Time Series Analysis, Vol. 14, No. 6
- Working Paper

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:
24 Feb 03
Last Revised:
01 May 03

108
(127,843)

7.

The 'Derived' Moving-Average Model and its Role in Causality - Financial and Economic Forecasting (chapter 5) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

08 Jan 03

100
(135,018)

8.

Analysing and Forecasting the Taiwanese Exchange Rate Against the US Dollar (1988-91) - Financial and Economic Forecasting (chapter 16) | Show Abstract | Download |

Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

13 Jan 03

85
(150,364)

9.

On the Recursive Fitting of Subset Autoregressions - Financial and Economic Forecasting (chapter 1) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

19 Dec 02

80
(156,103)

10.

Analysing and Forecasting the New Taiwanese Dollar against the US Dollar (1992) - Financial and Economic Forecasting (chapter 17) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

13 Jan 03

77
(159,839)

11.

The Selection of Zero-Non-Zero Patterned Cointegrating Vectors in Error Correction Modelling - Financial and Economic Forecasting (chapter 10) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

09 Jan 03

71
(167,724)

12.

A Re-examination of Causality Relationships in Australian Wage Inflation and Minimum Award Rates - Using Multivariate Subset Autoregressive Modelling with Constraints - Financial and Economic Forecasting (chapter 11) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

24 Feb 03

69
(170,494)

13.

Using the Bootstrap as an Aid in Choosing the Approximate Representation for Vector Time Series - Financial and Economic Forecasting (Chapter 6) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

08 Jan 03

66
(174,594)

14.

Multivariate Subset Autoregression - Financial and Economic Forecasting (chapter 3) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

08 Jan 03

65
(176,039)

15.

Multivariate Subset Autoregressive Modelling with Zero Constraints for Detecting 'Overall Causality' - Financial and Economic Forecasting (Chapter 4) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

08 Jan 03

62
(180,470)

16.

A Note on the Sequential Fitting of Multichannel Subset Autoregressions Using the Prewindowed Case - Financial and Economic Forecasting (Chapter 7) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

16 Jan 03

33
(235,231)

17.

A Note on the Recursions of Multichannel Complex Subset Autoregressions - Financial and Economic Forecasting (chapter 2) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

19 Dec 02

33
(235,231)

18.

A Technical Note on the Fitting of A Multichannel Subset FIR System Within a Potentially Nonstationary Environment, Using the Prewindowed Case - Financial and Economic Forecasting (chapter 9) | Show Abstract | Download |
Working Paper Series

Penm, Jack H.W.

Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce

Penm, Jammie H.

Independent

Terrell, R. Deane

Australian National University (ANU) - National Graduate School of Management

Posted:

07 Jan 03

28
(248,576)

Records 1 - 18 of 18 matches
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