Wellington Road
Clayton, Victoria 3168
Australia
Monash Business School
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return predictability, predictive regression, cointegration, LASSO
superannuation, Economic Scenarios Generator, SUPA model, Monte Carlo simulation, accumulation, decumulation, Age Pension, retirement income
structural break, forecasting, mis-specification, cube-root asymptotics, bagging
diffusion processes, local stationarity, term structure dynamics, density matching, option pricing
Competitive Insurance Markets, Incomplete Information, Bayesian Nash Equilibrium, Combined Ratio. JEL classification: G22, C72, C73, C11
Credit default swap; Matching; Network formation; Financial network
Superannuation; Stochastic simulation; Contribution
Utility theory; Decisions analysis; Life cycle models; Retirement income; Reverse mortgage
nonparametric inference, panel data, time varying, yield curve dynamics
semiparametric, heavy-tailed errors, time varying, nonstationary multiplicative GARCH
semiparametric, locally stationary, indirect inference, state-space models
Premature trading, Competition, Unverified Information, Excess Volatility
Competitive markets, non-cooperative game theory, convex and concave demand functions, stochastic claims
factor space, structural instability, breaks, principal components, dynamic factor models
local projection, local average treatment effect, structural vector moving average, instrumental variables, sectoral heterogeneity, impulse response, government spending multiplier
Stackelberg equilibrium, Nash equilibrium, Insurance duopoly, Game theory
Information leakage, Tardy news, Public news
