Roselyne Joyeux
Biographic Data
| ID | 6009565 |
|---|---|
| NAME | Roselyne Joyeux |
| GIVEN NAMES | Roselyne |
| FAMILY NAME | Joyeux |
| SIGNATURE | JOYEUX R |
| AFFILIATIONS | Macquarie University |
| ORCID | 0000-0002-3823-9135 |
| VERIFIED | Yes |
| TOTAL WORKS | 9 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 9 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1980 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Rail accessibility and residential property values
Rail stations and residential sorting
We examine the relationship between rail accessibility and the pattern of demographic characteristics at long-established Rail Transit Served Communities. The analytical methods involve the juxtaposition of property premium estimates and assessment of spatial effects on demographic composition. Despite finding considerable property premiums associated with access to rail transit across metropolitan Sydney, we report little evidence of sorting in …
Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010
The speculative nature of both stock and housing markets in China has attracted the attention of observers. However, while stock market data are easily available, the low frequency and low quality of publicly available housing price data hampers the study of the relationship between the two markets. We use original hedonic weekly resale housing prices of a major Chinese housing market and study them in conjunction with Shanghai's stock market ind…
Fundamentals and the volatility of real estate prices in China
Macro fundamentals as a source of stock market volatility in China
Forecasting Demand for Australian Passports
We forecast demand for Australian passports using a number of univariate and multivariate forecasting models, and assess their relative predictive ability over a number of forecasting horizons and evaluation measures. Our key result is to use different forecasting models for predicting passport demand in the short- versus medium- to long-run. Specifically, to forecast Adult-and-Senior passport demand in the short-term (i.e. up to 12 months) univa…
Price and exchange rate determination between the Mekong river economies of Cambodia and Thailand
The authors use cointegration techniques to test for: (i) purchasing power parity (PPP) on the bilateral exchange rate between Cambodia and Thailand; and (ii) the existence of a long‐run equilibrium relationship between the official and parallel market exchange rates. The period under study is the phase of economic transition in Cambodia from central planning to a market economy during which inflation accelerated and then decelerated. The finding…
An Introduction to Long‐memory Time Series Models and Fractional Differencing
The idea of fractional differencing is introduced in terms of the infinite filter that corresponds to the expansion of (1‐ B ) d . When the filter is applied to white noise, a class of time series is generated with distinctive properties, particularly in the very low frequencies and provides potentially useful long‐memory forecasting properties. Such models are shown to possibly arise from aggregation of independent components. Generation and est…
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An Introduction to Long‐memory Time Series Models and Fractional Differencing
The idea of fractional differencing is introduced in terms of the infinite filter that corresponds to the expansion of (1‐ B ) d . When the filter is applied to white noise, a class of time series is generated with distinctive properties, particularly in the very low frequencies and provides potentially useful long‐memory forecasting properties. Such models are shown to possibly arise from aggregation of independent components. Generation and est…
Price and exchange rate determination between the Mekong river economies of Cambodia and Thailand
The authors use cointegration techniques to test for: (i) purchasing power parity (PPP) on the bilateral exchange rate between Cambodia and Thailand; and (ii) the existence of a long‐run equilibrium relationship between the official and parallel market exchange rates. The period under study is the phase of economic transition in Cambodia from central planning to a market economy during which inflation accelerated and then decelerated. The finding…
Forecasting Demand for Australian Passports
We forecast demand for Australian passports using a number of univariate and multivariate forecasting models, and assess their relative predictive ability over a number of forecasting horizons and evaluation measures. Our key result is to use different forecasting models for predicting passport demand in the short- versus medium- to long-run. Specifically, to forecast Adult-and-Senior passport demand in the short-term (i.e. up to 12 months) univa…
Macro fundamentals as a source of stock market volatility in China
Fundamentals and the volatility of real estate prices in China
Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010
The speculative nature of both stock and housing markets in China has attracted the attention of observers. However, while stock market data are easily available, the low frequency and low quality of publicly available housing price data hampers the study of the relationship between the two markets. We use original hedonic weekly resale housing prices of a major Chinese housing market and study them in conjunction with Shanghai's stock market ind…
Rail stations and residential sorting
We examine the relationship between rail accessibility and the pattern of demographic characteristics at long-established Rail Transit Served Communities. The analytical methods involve the juxtaposition of property premium estimates and assessment of spatial effects on demographic composition. Despite finding considerable property premiums associated with access to rail transit across metropolitan Sydney, we report little evidence of sorting in …
Rail accessibility and residential property values
Economics (7 works) · Econometrics (5 works) · Financial economics (5 works) · Geography (5 works) · Housing Market and Economics (5 works) · Business (4 works) · China (4 works) · Computer Science (4 works) · Monetary economics (4 works) · Stock market (4 works)