Chew Lian Chua

University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Level 5, FBE Building, 111 Barry Street

Parkville, Victoria 3010

Australia

  • University of Melbourne - Melbourne Institute: Applied Economic & Social Research

SCHOLARLY PAPERS

16

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1,087

SSRN CITATIONS

5

CROSSREF CITATIONS

7

Scholarly Papers (16)

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1.

Airline Code-Share Alliances and Costs: Imposing Concavity on Translog Cost Function Estimation

Number of pages: 26 Posted: 15 Sep 2003
Chew Lian Chua, Hsein Kew and Jongsay Yong
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, Monash University - Department of Econometrics & Business Statistics and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 529 (60,251)
Citation 2

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Airline Alliances, costs, translog, concavity

2.

A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks

Number of pages: 30 Posted: 25 Aug 2009 Last Revised: 22 Mar 2011
Chew Lian Chua and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 212 (165,342)

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multivariate GARCH, spillovers, contagion, exchange rates

3.

Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?

Melbourne Institute Working Paper No. 1/11
Number of pages: 41 Posted: 27 Mar 2011
Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 86 (333,424)

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Bayesian model averaging, out-of-sample forecasts

4.

Bank and Official Interest Rates: How Do They Interact Over Time?

Melbourne Institute Working Paper Series, Working Paper No. 4/10
Number of pages: 26 Posted: 09 Oct 2010
Guay C. Lim, Sarantis Tsiaplias and Chew Lian Chua
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 77 (355,993)
Citation 1

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bank interest rates, time-varying asymmetric adjustments, monetary interest rate policy

5.

A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank

Melbourne Institute Working Paper No. 27/14
Number of pages: 42 Posted: 20 Dec 2014
Chew Lian Chua and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 75 (361,399)

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C11, C32, C51, C52

6.

A Two-Stage Estimation of Hospital Quality Using Mortality Outcome Measures: An Application Using Hospital Administrative Data

Number of pages: 29 Posted: 31 Jul 2008
Chew Lian Chua, Alfons Palangkaraya and Jongsay Yong
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, Centre for Transformative Innovation, Faculty of Business and Law, Swinburne University of Technology and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 58 (413,370)

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Hospital quality, Risk-adjusted mortality, Hospital administrative data.

7.

Regional Indexes of Activity: Combining the Old with the New

Melbourne Institute Working Paper No. 15/11
Number of pages: 28 Posted: 17 Jun 2011
Edda Claus, Chew Lian Chua and Guay C. Lim
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 31 (526,476)

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regional economic activity, coincident indicators, dynamic latent factor model

8.

Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies

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Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies

Economic Record, Vol. 83, Issue 263, pp. 383-397, December 2007
Number of pages: 15 Posted: 05 Jan 2008
Chew Lian Chua and Sandy Suardi
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and affiliation not provided to SSRN
Downloads 12 (674,106)
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Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies

Economic Record, Vol 83 (263), 2007.
Posted: 28 Apr 2012
Chew Lian Chua and Sandy Suardi
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Wollongong

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9.

Are Empirical Measures of Macroeconomic Uncertainty Alike?

Journal of Economic Surveys, Vol. 25, Issue 4, pp. 801-827, 2011
Number of pages: 27 Posted: 24 Jul 2011
Chew Lian Chua, David Kim and Sandy Suardi
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, The University of Sydney - School of Social and Political Sciences and University of Wollongong
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GARCH, Inflation, Output growth, SVAR, Uncertainty, VAR

10.

Forecasting Australian Macroeconomic Variables Using a Large Dataset

Australian Economic Papers, Vol. 49, Issue 1, pp. 44-59, March 2010
Number of pages: 16 Posted: 01 Mar 2010
Sarantis Tsiaplias and Chew Lian Chua
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 2 (724,783)
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11.

The Behavior of U.S. Public Debt and Deficits During the Global Financial Crisis

Contemporary Economic Policy, Vol. 35, Issue 1, pp. 201-215, 2017
Number of pages: 15 Posted: 22 Nov 2016
Thanh Dat Nguyen, Sandy Suardi and Chew Lian Chua
La Trobe University - School of Economics and Finance, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 1 (736,963)
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12.

Hospital Competition, Technical Efficiency and Quality

Economic Record, Vol. 87, Issue 277, pp. 252-268, 2011
Number of pages: 17 Posted: 31 May 2011
Chew Lian Chua, Alfons Palangkaraya and Jongsay Yong
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, Centre for Transformative Innovation, Faculty of Business and Law, Swinburne University of Technology and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 1 (736,963)
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D24, D40, I11

13.

Why Has Australian Wages Growth Been so Low? A Phillips Curve Perspective

Economic Record, Vol. 94, pp. 11-32, 2018
Number of pages: 22 Posted: 14 Jun 2018
Chew Lian Chua and Tim Robinson
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 0 (754,953)
Citation 2
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14.

Bank and Official Interest Rates: How Do They Interact Over Time?

Economic Record, Vol. 89, Issue 285, pp. 160-174, 2013
Number of pages: 15 Posted: 19 Jun 2013
Sarantis Tsiaplias and Chew Lian Chua
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
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15.

An Impulse-Response Function for a VAR with Multivariate GARCH-in-Mean that Incorporates Direct and Indirect Transmission of Shocks

Economics Letters, Vol. 117, 2012
Posted: 02 Nov 2012
Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

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multivariate GARCH, spillovers, latent factors, impulse re-

16.

Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data

International Journal of Forecasting, 2012
Posted: 02 Nov 2012
Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute: Applied Economic & Social Research, University of Wollongong and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

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Bayesian model averaging, short-term interest rates, out-of-sample forecasts