Consumer Attitudes, Sentiments & Expectations (CASiE) in Australia

Studies using CASiE

Journal Articles

• G.B. Tawadros (2013), The Information Content of the Reserve Bank of Australia's Inflation Forecasts, Applied Economics, 45, 623-628.

• D. Norman and A. Richards (2012), The Forecasting Performance of Single Equation Models of Inflation, Economic Record, 88, 64-78.
• CW. Ho (2012) The Role of Investor Sentiment in Asset Pricing, Doctoral thesis, Durham University.

• G.C. Lim, C.L. Chua, E. Claus and V. Nguyen (2012), Review of the Australian Economy 2011-12: A Case of Déjà Vu, The Australian Economic Review, 45, 1-13.

• S. Akhtar, R. Faff, and B. Oliver (2011), The Asymmetric Impact of Consumer Sentiment Announcements on Australian Foreign Exchange Rates, Australian Journal of Management, 36, 387-403.
• S. Akhtar, R. Faff, B. Oliver and A. Subrahmanyam (2011), The Power of Bad: The Negativity Bias in Australian Consumer Sentiment Announcements on Stock Returns, Journal of Banking and Finance, 35, 1239-1249.
• C.L. Chua and E. Claus (2011), Consumer Sentiment in Australia, Landscapes of Urban Consumption, ed P. Newton, CSIRO publishing, 81-91.
• S.C. Leu, and J. Sheen (2011), A Small New Keynesian State Space Model of the Australian Economy, Economic Modelling, 28, 672-684.
• G.C. Lim, C.L. Chua, E. Claus and S. Tsiaplias (2010), Review of the Australian Economy 2009-10: On the Road to Recovery, Australian Economic Review, 43, 1-11.
• C.L. Chua and S. Tsiaplias (2009), Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?, Journal of Forecasting, 28, 698-711.
• G.C. Lim (2009), Inflation Targeting, Australian Economic Review, 42,110-118.
• G.C. Lim, C.L. Chua, E. Claus and S. Tsiaplias (2009), Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks, Australian Economic Review, 42, 1-11.
• K.L. Benson, G. Tang and I. Tutticci (2008), The Relevance of Family Characteristics to Individual Fund Flows, Australian Journal of Management, 32, 419-443.
• L.B. Thomas, and A. P. Grant, (2008), The Accuracy and Rationality of US and Australian Household Inflation Forecasts: A Comparative Study of the Michigan and Melbourne Institute Surveys, Economic Record, 84, 237-252.
• A.l Grossmann, T. Ozuna and M.W. Simpson (2007), ADR mispricing: Do Costly Arbitrage and Consumer Sentiment Explain the Price Deviation?, Journal of International Financial Markets, Institutions and Money, 17, 361-371.
• M. Berk, S. Dodd and M. Henry (2006), The Effect of Macroeconomic Variables on Suicide, Psychological Medicine, 36, 181-189.
• J. Alcock and P. Gray (2005), Forecasting Stock Returns Using Model-Selection Criteria, Economic Record, 81, 135-151.
• W.D.A. Bryant and J. Macri (2005), Does Sentiment Explain Consumption?, Journal of Economics and Finance, 29, 97-110.
• T.R. Fry, and M.N. Harris (2005), The Dogit Ordered Generalized Extreme Value Model, Australian and New Zealand Journal of Statistics, 47, 531-542.
• A. Leahy and P. Summers (2004), Consumer Surveys of the Melbourne Institute of Applied Economic and Social Research, The Australian Economic Review, 37, 446-453.
• B. Felmingham and S.S. Leong (2003), The Stationarity of Australian Real Interest Rates With and Without Structural Breaks, Applied Economics Letters, 10, 239-241.
• B. Felmingham and P. Mansfield (2003), A Note on the Stability of Real Interest Rates in Australia, International Review of Economics and Finance, 12, 517-524.
• T. Makin (2003), Inflation Expectations, Interest Rates and Arbitrary Income Transfers, Australian Economic Review, 36, 283-290.
• M.N. Harris, J. Loundes and E. Webster (2002), Determinants of Household Saving in Australia, Economic Record, 78, 207-223.
• M. Dungey and J. Pitchford (2000), The Steady Inflation Rate of Economic Growth, Economic Record, 76, 386-400.
• D. Gruen, A. Pagan and C. Thompson (1999), The Phillips Curve in Australia, Journal of Monetary Economics, 44, 223-258.
• G. Debelle and J. Vickery (1998), Is the Phillips Curve A Curve? Some Evidence and Implications for Australia, Economic Record, 74, 384-398.
• J.M. Marriott and A.N. Pettitt (1997), Graphical Techniques for Selecting Explanatory Variables for Time Series Data. Journal of the Royal Statistical Society: Series C (Applied Statistics), 46, 253-264.
• K. Zagrski and J. McDonnel (1995), "Consumer Confidence” Indexes as Social Indicators, Social Indicators Research, 36, 227-246.
• R. Bartels, J. Murray and A.A. Weiss (1988), The Role of Consumer and Business Sentiment in Forecasting Telecommunications Traffic, Journal of Economic Psychology, 9, 215-232.
• R.G. Gregory (1986), Wages Policy and Unemployment in Australia, Economica, 53, S53-S74.
• S. Ouliaris (1981), Household Saving and The Rate of Interest, Economic Record, 57, 205-214.
• R. A. Williams and L. V. Defris (1981), The Roles of Inflation and Consumer Sentiment in Explaining Australian Consumption and Savings Patterns, Journal of Economic Psychology, 1, 105-120.
• L.V. Defris and R.A. Williams (1979), The Formation of Consumer Inflationary Expectations in Australia, Economic Record, 55, 136-148.
• L.V. Defris and R.A. Williams (1979), Quantitative Versus Qualitative Measures of Price Expectations: The Evidence from Australian Consumer Surveys, Economics Letters, 2, 169-173.
• L.V. Defris and J.S. McDonnell (1976), Identification and Measurement of Australian Consumer Sentiment, The Australian Economic Review, 2, 35-44.
• L.V. Defris and J.S. McDonnell (1976), The Demand for New Motor Vehicles, The Australian Economic Review, 4, 56-64.

Reports

Reserve Bank of Australia Statement of Monetary Policy

Working Papers

I. Roberts and J. Simon, (2001), What do Sentiment Surveys Measure?, Reserve Bank of Australia Research Discussion Paper, 2001-09.

J. Loundes and R. Scutella, (2000), Consumer Sentiment and Australian Consumer Spending, Melbourne Institute of Applied Economic and Social Research Working Paper, 21/00.

E. Boehm and J.S. McDonnell (1993), Consumer Sentiment Variables as Leading Indicators of Changes in Consumer Spending in Australia, Melbourne Institute of Applied Economic and Social Research Working Paper, 4/93.

Similar International Organsiations

ESRI European Commission Economic and Financial Affairs Thompson Reuters / University of Michigan Surveys of Consumer OECD