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Roselyne Joyeux

roselynejoyeux

Formal Name: Roselyne Joyeux

Position: Associate Professor

Organisational Unit: Department of Economics

Qualifications: BA Aix-Marseilles, MA Calif., PhD Calif.

Telephone: (+61-2) 9850-8487

Fax: (+61-2) 9850-8586

Email: rjoyeux@efs.mq.edu.au

Location: E4A 527

Profile

Roselyne Joyeux received a PhD in Economics and a Master degree in Mathematics from the University of California at San Diego. She has held positions at Cornell University, the University of Auckland, the Centre for Operations Research and Econometrics at the University of Louvain-la-Neuve and the GREQAM at the University of Provence. She has also taught for the European Consortium for Political Research at the University of Essex.

Research Interests

Econometric research on Monte Carlo investigations of tests for co-integration and seasonal integration, as well as macroeconomic modelling and an econometric model of the firm aimed at improving competitiveness.

Research Grants

  • Macquarie University Research Grants, 1990, 1991, 1992, 1993, 1995 and 2006.
    Australian Research Council, 1992

Editorial Activities

  • Australian Journal of Statistics
  • Economic Bulletin
  • Economic Record
  • Journal of the American Statistical Association
  • Journal of the Asia Pacific Economy
  • Journal of Econometrics
  • Journal of Macroeconomics,
  • International Statistical Review
  • New Zealand Economic Papers
  • Review of Economics and Statistics
  • Journal of Time Series Analysis
  • Ecological Modelling
  • Energy Economics

Committee/Board Membership

  • Chair of Applied Finance Committee, Macquarie University

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