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Field of Research : Applied Economics Not Elsewhere Classified
Research Topic : Finance
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  • Funded Activity

    Discovery Projects - Grant ID: DP0452336

    Funder
    Australian Research Council
    Funding Amount
    $130,000.00
    Summary
    Modelling the Risk of Defined Contribution Superannuation Plans. The provision of retirement income is undergoing significant change - a shift from unfunded social security towards private funding and, within the privately funded sector, a shift from defined-benefit (DB) to defined-contribution (DC) plans. The research will develop a new framework, based on stochastic simulation, to undertake innovative critical analyses of the riskiness of DC superannuation plans. It extends existing work by .... Modelling the Risk of Defined Contribution Superannuation Plans. The provision of retirement income is undergoing significant change - a shift from unfunded social security towards private funding and, within the privately funded sector, a shift from defined-benefit (DB) to defined-contribution (DC) plans. The research will develop a new framework, based on stochastic simulation, to undertake innovative critical analyses of the riskiness of DC superannuation plans. It extends existing work by the inclusion of insitutional, regulatory and labour market features of the superannuation system. The results of the research, based on more finite modelling and greater economic accuracy, will be vital in informing retirement policy.
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    Funded Activity

    Discovery Projects - Grant ID: DP0774266

    Funder
    Australian Research Council
    Funding Amount
    $182,938.00
    Summary
    International Comparisons of Consumption, Incomes and Prices. This project will provide insights into the workings of the world economy, and how it might change in the future. This will be beneficial to the Australian economy as the role of international trade in goods, people and capital is likely to become even more important to us in the future. The project will also enhance Australia's reputation for producing high-level research of both a fundamental and applied nature in consumption econ .... International Comparisons of Consumption, Incomes and Prices. This project will provide insights into the workings of the world economy, and how it might change in the future. This will be beneficial to the Australian economy as the role of international trade in goods, people and capital is likely to become even more important to us in the future. The project will also enhance Australia's reputation for producing high-level research of both a fundamental and applied nature in consumption economics and international economics. It is hoped that the training of research students will be a further benefit of the project.
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    Funded Activity

    Discovery Projects - Grant ID: DP0208829

    Funder
    Australian Research Council
    Funding Amount
    $163,000.00
    Summary
    Time discounting in late career financial and activity planning. A new career decision model of retirement activity and financial planning will be tested that combines hyperbolic delay discounting with exponential interest growth, while also examining the impact of risk framed in terms of changing goverment tax legislation and uncertain health. The role of expertise and simulated training in reducing time discounting will be examined, and results combined to form a late career web assistance pro .... Time discounting in late career financial and activity planning. A new career decision model of retirement activity and financial planning will be tested that combines hyperbolic delay discounting with exponential interest growth, while also examining the impact of risk framed in terms of changing goverment tax legislation and uncertain health. The role of expertise and simulated training in reducing time discounting will be examined, and results combined to form a late career web assistance program. Improving predictions of the decision to retire will benefit individuals, financial planners, investors and employing organisations.
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    Funded Activity

    Discovery Projects - Grant ID: DP0209429

    Funder
    Australian Research Council
    Funding Amount
    $217,000.00
    Summary
    The demand and supply of retirement provision. Population and a shrinking public sector mean increasing self-provision for retirement. This project examines various aspects of private retirement provision, focussing on both demand and supply in the retirement income industry. It will analyse institutional features of markets, pension funds and policy structures, and their implications for saving and investment behaviour, life-long financial strategies, efficient resource allocation, and retireme .... The demand and supply of retirement provision. Population and a shrinking public sector mean increasing self-provision for retirement. This project examines various aspects of private retirement provision, focussing on both demand and supply in the retirement income industry. It will analyse institutional features of markets, pension funds and policy structures, and their implications for saving and investment behaviour, life-long financial strategies, efficient resource allocation, and retirement income adequacy. Specially emphasised will be: the role of housing as a retirement asset; the impact of governance structure on pension fund administration; and firm technology and employer-sponsored pension plans. Empirical research will embrace Australia, Japan and the US, allowing international comparison.
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    Funded Activity

    Linkage Projects - Grant ID: LP0990894

    Funder
    Australian Research Council
    Funding Amount
    $140,000.00
    Summary
    Understanding market mechanisms and determinants of transaction costs to achieve greater efficiency in Australian fixed-income markets. This project will provide information to policymakers and regulators, enabling the evolution of optimal fixed-income markets, with significant benefits for individuals and the national economy. These benefits will be both short-term (current wealth) and long-term (retirement saving). It will promote Australia as the leader in constructing optimal fixed-income ma .... Understanding market mechanisms and determinants of transaction costs to achieve greater efficiency in Australian fixed-income markets. This project will provide information to policymakers and regulators, enabling the evolution of optimal fixed-income markets, with significant benefits for individuals and the national economy. These benefits will be both short-term (current wealth) and long-term (retirement saving). It will promote Australia as the leader in constructing optimal fixed-income markets, which can be applied to similar markets around the world. Finally, training research students will develop research infrastructure in Australia, and contribute to produce a generation of specialists who will increase Australia's international standing in financial research and its ability to manage an increasingly complex economy.
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    Funded Activity

    Linkage Projects - Grant ID: LP0347231

    Funder
    Australian Research Council
    Funding Amount
    $240,000.00
    Summary
    Economic Aspects of Wool in Western Australia. Over the past 15 years, the wool industry in WA has gone from bust to boom.. This project develops a general equilibrium model to analyse the impact of the world economic conditions on the wool industry and the WA economy in general. We will also investigate the reasons for the systematically lower wool prices in Fremantle and the interactions between Australian wool prices and exchange rates. The results will enhance understanding of the industry, .... Economic Aspects of Wool in Western Australia. Over the past 15 years, the wool industry in WA has gone from bust to boom.. This project develops a general equilibrium model to analyse the impact of the world economic conditions on the wool industry and the WA economy in general. We will also investigate the reasons for the systematically lower wool prices in Fremantle and the interactions between Australian wool prices and exchange rates. The results will enhance understanding of the industry, and offer insights as to how it might be made less volatile in the future by providing valuable information to woolgrowers and policy makers.
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    Funded Activity

    Linkage Projects - Grant ID: LP0882983

    Funder
    Australian Research Council
    Funding Amount
    $229,073.00
    Summary
    Understanding market mechanisms to achieve greater efficiency in the Australian residential real-estate market. This project will provide information to policy-makers, vendors and purchasers, enabling the evolution of an optimal real-estate market, with significant benefits for individuals and the national economy. These benefits will be both short-term (current wealth) and long-term (retirement saving). It will promote Australia as the leader in constructing optimal, efficient real-estate marke .... Understanding market mechanisms to achieve greater efficiency in the Australian residential real-estate market. This project will provide information to policy-makers, vendors and purchasers, enabling the evolution of an optimal real-estate market, with significant benefits for individuals and the national economy. These benefits will be both short-term (current wealth) and long-term (retirement saving). It will promote Australia as the leader in constructing optimal, efficient real-estate markets, which can be applied to similar real-estate markets around the world. Finally, training a research student will develop research infrastructure in Australia, and be a contribution to producing a generation of specialists who will add to Australia's international standing in financial research and its ability to manage an increasingly complex economy.
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    Funded Activity

    Discovery Projects - Grant ID: DP1094835

    Funder
    Australian Research Council
    Funding Amount
    $270,000.00
    Summary
    Commodity booms and busts: Implications for the Australian economy. In 2007-08 the share of mining in Australia's Gross Domestic Product (GDP) was the highest for at least four decades and mining investment had more than doubled over the previous four years, now accounting for one-quarter of all private investment. This, and accompanying surges in employment and economic growth, came courtesy of a spectacular surge in global mineral, energy and agricultural commodity prices. Controversy still .... Commodity booms and busts: Implications for the Australian economy. In 2007-08 the share of mining in Australia's Gross Domestic Product (GDP) was the highest for at least four decades and mining investment had more than doubled over the previous four years, now accounting for one-quarter of all private investment. This, and accompanying surges in employment and economic growth, came courtesy of a spectacular surge in global mineral, energy and agricultural commodity prices. Controversy still surrounds the causes of the most recent and previous commodity booms and busts. The results from this proposed project would aid policy making and business decisions in commodity sectors, particularly with respect to the roles of supply-side constraints and the approval processes for new Australian resource development projects.
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