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CURRICULUM VITAE Michael McAleer Present Address Department of Economics University of Western Australia 35 Stirling Highway Crawley Western Australia 6009 Australia Phone: (08) 9380 3400 (Work) Fax: (08) 9380 1016 (Work) E-mail: Michael.McAleer@uwa.edu.au Date of Birth 18 August 1952 Place of Birth Yokohama, Japan Citizenship Australian Education BEc (Honours I), Monash University, 1974 MEc, Monash University, 1977 PhD (Economics), Queen’s University, Canada, 1981 Fellowship Academy of the Social Sciences in Australia, elected 1996 Present Positions Professor of Economics (Econometrics), Department of Economics, University of Western Australia, from 1/1991. Adjunct Professor, Department of Economics, University of Canterbury, New Zealand, from 7/2002. Official Academic Appointments Tutor, Department of Econometrics and Operations Research, Monash University, 1/1974-12/1976. Senior Tutor, Department of Econometrics and Operations Research, Monash University, 1/1977-8/1977. Teaching and Research Assistant (part-time), Department of Economics, Queen’s University, 9/1977-8/1980.

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Lecturer in Econometrics, Department of Statistics, Australian National University, 9/1981-12/1986. Hallsworth Fellow, Department of Econometrics and Social Statistics, University of Manchester, 12/1984-6/1985 (6 months). Senior Lecturer in Econometrics, Department of Statistics, Australian National University, 1/1987-12/1990 (accelerated increment from 1/1989). Visiting Professor, Institute of Social and Economic Research, Osaka University, 1/1989-6/1989 (6 months). Visiting Professor, Institute of Economic Research, Kyoto University, 7/1990-9/1990 (3 months). Visiting Foreign Researcher, Faculty of Economics, Osaka University, 1/1991-2/1991 (5 weeks). Visiting Professor, Institute of Economic Research, Kyoto University, 9/1992-3/1993 (6 months). Ho Sin-Hang Visiting Professor, Department of Economics, Chinese University of Hong Kong, 1/1996-4/1996 (4 months). Visiting Professor, Tinbergen Institute and Faculty of Economic Sciences, Erasmus University Rotterdam, 1/1997-2/1997 (1 month). Guest Professor, Osaka School of International Public Policy, Osaka University, 7/1998-1/1999 (6 months). Visiting Scholar from Abroad, Institute for Monetary and Economic Studies, Bank of Japan, 12/1999-2/2000 (2 months), 6/2000-7/2000 (1 month). Visiting Professor, Institute of Social and Economic Research, Osaka University, 1/2001-7/2001 (6 months). Adjunct Professor, Institute of Advanced Studies, Australian National University, 5/1992 – 12/2001. Visiting Professor, Center for International Research on the Japanese Economy, Faculty of Economics, University of Tokyo, 12/2002 – 2/2003 (3 months). Academic Visits (minimum of 2 weeks) Department of Economics and Business Studies, University of Liverpool, 1/1984 (2 weeks). Trinity College, Cambridge, 4/1985 (3 weeks), 1/1987 (2 weeks), 7/1989 (3 weeks). Department of Economics and Statistics, National University of Singapore, 2/1986 (2 weeks). Department of Economics, University of California, Los Angeles, 1/1988-2/1988 (4 weeks).

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Centre for Economic Research, Tilburg University, The Netherlands, 1/1990-2/1990 (7 weeks), 1/1994 (4 weeks), 1/1995-2/1995 (4 weeks), 1/1999 (2 weeks). Department of Economics, University of Edinburgh, 1/1992 (2 weeks), 2/1994 (2 weeks), 11/1994-12/1994 (3 weeks). Nuffield College, Oxford, 1/1992-2/1992 (6 weeks). Department of Applied Economics, University of Cambridge, 2/1994 (2 weeks). Tinbergen Institute, Erasmus University Rotterdam, 12/1994-1/1995 (4 weeks). Institute of Economic Research, Kyoto University, 1/1998 (3 weeks). Department of Economics, Chinese University of Hong Kong, 2/1998 (2 weeks). Department of Finance, Chinese University of Hong Kong, 2/1998 (2 weeks). Department of Mathematics, Hong Kong University of Science and Technology, 9/2002–10/2002 (2 weeks). Other Appointments Assistant to the Financial Accountant, Australian Paper Manufacturers Pty. Ltd., Melbourne, 1971-72. Consultant, Urban Design and Planning Associates, Melbourne, 1973-74. Consultant, Industries Assistance Commission, Melbourne, 1976-77 (part-time). Resident Tutor in Economics, Kingswood College, University of Western Australia, 2/1991-12/1995. Resident Dean of Students, Kingswood College, University of Western Australia, 2/1993-12/1995. Honours and Awards Distinction, Dante Alighieri Society Italian Poetry Competition, Melbourne, 1967. Runner-up Prize, Dante Alighieri Society Italian Poetry Competition, Melbourne, 1968. Commonwealth University Scholarship (Australia), 1970-73. Commonwealth Postgraduate Research Award (Australia), 1974. Australian-Asian Association's Prize for Introductory Japanese 101, Monash University, 1976. R. Samuel McLaughlin Travel Award, Queen's University, 1977.

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R. Samuel McLaughlin Senior Fellowship, Queen’s University, 1977-79. Commonwealth Scholarship and Fellowship Plan Award (Canada), 1979-81. Hallsworth Fellowship, University of Manchester, 1984-85. Visiting Scholarship, Trinity College, Cambridge, 1985. Japanese Government (Monbusho) Foreign Research Fellowship, Osaka University, 1989. Japanese Government (Monbusho) Foreign Research Fellowship, Kyoto University, 1990. Japanese Government (Monbusho) Public Lecture, Otaru University of Commerce, 1990. Fortieth Anniversary Standing Fellowship in Economics, Osaka University, 1991. Inaugural Public Lecture: “Sherlock Holmes and the Search for Truth”, University of Western Australia, 1991. Travel Award, Far Eastern Meeting of the Econometric Society, Seoul, Korea, 1991. Adjunct Professorship, Institute of Advanced Studies, Australian National University, 1992-98. Japanese Government (Monbusho) Foreign Research Fellowship, Kyoto University, 1992-93. Travel Award, Far Eastern Meeting of the Econometric Society, Taipei, Taiwan, 1993. Research Award, Academic Exchange Program for Scientific Collaboration, Royal Netherlands Academy of Arts and Sciences/Academy of the Social Sciences in Australia/Australian Academy of Humanities, 1994. Royal Economic Society Visiting Lectureship, University of Edinburgh, 1994. Visiting Scholarship, Trinity College, Cambridge, 1994. 75th Anniversary Research Award, University of Western Australia, 1994. Invitations from the Prize Committee of the Royal Swedish Academy of Sciences to nominate candidates for the award of the Alfred Nobel Memorial Prize in Economic Sciences for 1994, 1995, 1996, 1997 and 1998. Travel Award, Academic Staff Exchange with National University of Singapore, International Centre, University of Western Australia, 1995. Travel Award, 7th World Congress of the Econometric Society, Tokyo, Japan, 1995. Post-doctoral Fellowship (to appoint Dr. Jun Bai), funded by the University of Western Australia and the Federal Government through the Department of Employment, Education and Training's Quality Assurance Funds, 1996.

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Ho Sin-Hang Professorship, Chinese University of Hong Kong, 1996. Elected Fellow, Academy of the Social Sciences in Australia, 1996. Commendation, Excellence in Postgraduate Research Supervision Award, University of Western Australia, 1996. New Asia Ming Yu Visiting Scholar, Chinese University of Hong Kong, 1997. Travel Award, Far Eastern Meeting of the Econometric Society, Hong Kong, 1997. Shaw Visiting Scholar, Chinese University of Hong Kong, 1998. Invited Fellow for (Long Term) Research in Japan, Japan Society for the Promotion of Science, 1998 (6 months). Commendation, Excellence in Postgraduate Research Supervision Award, University of Western Australia, 1999. Entry in M. Blaug (ed.), Who’s Who in Economics: A Biographical Dictionary of Major Economists 1700 to 1995 (third edition), Edward Elgar, 1999 (entries are determined by citations in the literature), pp. 748-749. Travel Award, 8th World Congress of the Econometric Society, Seattle, USA, 2000. Japanese Government (Monbu-Kagakusho) Foreign Research Fellowship, Osaka University, 2001. Rankings (1) B.H. Baltagi [‘Worldwide Institutional Rankings in Econometrics: 1989-1995’, Econometric

Theory, 14, 1998, pp. 1-43] ranked all econometricians worldwide who had published one or more papers in the top 15 nominated international journals in economics, econometrics and statistics which publish econometrics papers. Of the 2,938 econometricians appearing in this highly selective list, I was the highest ranked Australian econometrician in ‘total econometrics papers published’ (at number 18 in Table 6) and ‘total econometrics pages published’ (at number 57 in Table 5).

(2) The rankings in (1) were updated by B.H. Baltagi [‘Worldwide Institutional and Individual

Rankings in Econometrics Over the Period 1989-1999: An Update’, Econometric Theory, 19, 2003, pp. 165-224]. Of the 7,765 econometricians in this highly selective list, I was the highest ranked Australian econometrician in ‘total econometrics papers published’ (at number 28 in Table 7), and the second highest ranked Australian econometrician in both ‘total theoretical econometrics pages published’ (at number 77 in Table 5), and in ‘total theoretical econometrics papers published’ (at number 30 in Table 6).

(3) Of the 1,407 articles published in the Journal of Econometrics over the period 1981-1999,

my joint paper with Gordon Fisher (‘Alternative procedures and associated tests of significance for non-nested hypotheses’, Vol. 16, 1981, pp. 103-119), which was a chapter of my PhD dissertation, was the 26’th most frequently cited article, with 81 citations [see J.

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Dirkmaat, Journal of Econometrics, Vol. 100, 2001, pp. 99-112]. Of the 70 articles published by econometricians affiliated with Australian universities, for which the median citation was 5 and the mean citation was 9.6, my joint paper was the most frequently cited.

(4) D. Sinha and J. Macri [‘Rankings of Economists in Teaching Economics Departments in

Australia, 1988-2000’, under review for Journal of Economic Surveys] ranked over 600 full-time academic economists in Australia who had published papers in the leading 400 economics journals worldwide. I was one of four economists, and the only econometrician, with the distinction of being ranked among the top 25 publishers according to all eight rankings criteria.

Academic Research Grants and Awards Economic and Financial Research Fund Grant, Reserve Bank of Australia, 1983. Topic: “Trade union behaviour and real wages in post-war Australia”. Grant: $3,000. The Faculties’ Research Fund Grant, ANU, 1983. Topic: “Testing econometric models with non-nested disturbances”. Grant: $800. Australian Research Grants Scheme, 1984. Topic: “Specification tests for economic models: Monte Carlo simulations”. Grant: $4,000 The Faculties’ Research Fund Grant, ANU, 1984. Topic: “Specification tests for economic models: Monte Carlo simulations”. Grant: $1,460 Australian Research Grants Scheme, 1985-88. Topic: “Monte Carlo simulations in economic models”. Grant: $25,500. The Faculties’ Research Fund Grant, ANU, 1985-88. Topic: “Monte Carlo simulations in economic models”. Grant: $8,865. The Faculties’ Research Fund Grant, ANU, 1986. Topic: “Non-classical tests of models with non-spherical disturbances”. Grant: $1,500. Australian Research Council Grant, 1989-90. Topic: “Monte Carlo simulations in economic models”. Grant: $21,000. Australian Research Council Grant, 1992-95. Topic: “Testing economic models with unobserved variables”. Grant: $51,763.

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Australian Research Council Grant, 1993-95. Topic: “Econometric methodology and modelling”. Grant: $39,234. Australian Research Council Large Grant, 1993-95. Topic: “Modelling macroeconomic time series data”. Grant: $85,060. Royal Netherlands Academy of Arts and Sciences Grant, 1994. Topic: Research. Grant: Dutch guilders 3,500. Royal Economic Society Grant, 1994. Topic: Research. Grant: £1,000. 75th Anniversary Research Award, UWA, 1994. Topic: Release from Teaching for one semester. Grant: $12,700. Vice-Chancellor’s Discretionary Funds, UWA, 1994-96. Topic: Research. Grant: $30,000. Department of Economics Research Grant, UWA, 1996. Topic: “Simplicity and complexity in empirical research”. Grant: $4,660. Centre for Economic Research, Tilburg University, 1996-97. Topic: “Simplicity and Complexity” Conference (with H.A. Keuzenkamp). Grant: Dutch guilders 25,000. Australian Research Council Grant, 1996-97. Topic: “Econometric model selection and testing procedures”. Grant: $38,594. Australian Research Council Large Grant, 1996-98. Topic: “Non-linear transformations and testing alternative models of seasonality and

periodicity”. Grant: $115,915. Department of Economics Research Grant, UWA, 1997. Topic: “Testing models in economics and finance”. Grant: $4,500. Australian Research Council Large Grant, 1997-99. Topic: “Economic growth and long-term development: Testing alternative models for Australia

and Asia”. Grant: $194,068.

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Australian Research Council Collaborative Grant, 1997-99. Topic: “Modelling tourism initiatives on the basis of econometric and choice analysis of tourist

behaviour”. Co-Chief Investigator: Professor J.H.E. Taplin (UWA). Industry Partner: Western Australian Tourism Commission. Grant: $162,011 (Australian Research Council). Grant: $177,100 (cash and in-kind) (Western Australian Tourism Commission). Department of Economics Research Grant, UWA, 1998. Topic: “Methodology and techniques for testing econometric models”. Grant: $4,701. Western Australian Department of Commerce and Trade, 1998. Topic: “Evaluation of State Industry Support for Innovation”. Other Members of Research Team: Dr D. Marinova, Dr J. Phillimore, Dr M. Booth (Murdoch) and Dr M. Supin (ECU). Grant: $60,000. Australian Research Council Grant, 1999. Topic: “Testing alternative models of volatility in economics and finance”. Grant: $11,652. Australian Research Council Large Grant, 1999-2001. Topic: “An econometric analysis of event studies”. Grant: $130,660. Department of Economics Research Grant, UWA, 1999. Topic: “Modelling risk in finance”. Grant: $4,200. Australian Research Council Grant, 2000. Topic: “Modelling financial returns and risk in the presence of extreme observations”. Grant: $8,872. Australian Research Council Large Grant, 2000-2002. Topic: “Robust estimation and testing of volatility models in economics and finance”. Grant: $106,133. Australian Research Council Large Grant, 2001-2003. Topic: “Modelling the sensitivity of interest rate volatility to interest rate levels: Testing

alternative models in economics and finance”. Grant: $174,736. Australian Research Council Discovery Grant, 2002-2004. Topic: “Modelling a portfolio of financial assets: Structure, estimation, testing and forecasting”. Grant: $272, 373. Department of Economics Research Grant, UWA, 2002. Topic: “Modelling the riskiness of risk ratings”. Grant: $8,000.

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Department of Economics Research Grant, UWA, 2002. Topic: “Modelling contagion in financial returns and risk”. Grant: $7,479. University Research Grant, UWA, 2003. Topic: “The econometrics of intellectual property”. Grant: $14,500. Positions in Professional Organisations Member, Australasian Standing Committee of the Econometric Society, 1986-90. Chairman, Program Committee and Local Organising Committee, 1988 Australasian Meeting of the Econometric Society, Canberra (an Endorsed Bicentennial Activity). [Inaugural A.W. Phillips Lecture presented by J.B. Taylor (Stanford University and the President's Council of Economic Advisors); Jacob Marschak Lecture presented by Jerry Hausman (MIT).] Program published in Econometrica, 57, 1989, 237-244. Member, Organising Committee, 1988 Australian Economics Congress, Canberra (an Endorsed Bicentennial Activity). Participating societies: Econometric Society, Economic Society of Australia, Australian Agricultural Economics Society, Economic History Society of Australia and New Zealand. Conference reviewed in Journal of Economic Surveys, 2, 1988, 377-383. Member, Australian Capital Territory Executive Council, Economic Society of Australia, 1989-90. Associate Editor and Book Review Co-editor, Econometric Reviews (published by Marcel Dekker), 1989-95. Associate Editor, Journal of Applied Econometrics (published by John Wiley), 1990-99. Member, Advisory Board, Journal of Economic Surveys (published by Basil Blackwell), from 1991. Member, Program Committee, 1991 Ninth Biennial Conference of the Simulation Society of Australia, Gold Coast, Queensland. Member, Western Australia Executive Council, Economic Society of Australia, 1991-95. Member, Selection Committee, Western Australian Government Japanese Studies Scholarships, Western Australian Office of Higher Education, 1991-93. Vice-President, Modelling and Simulation Society of Australia and New Zealand, 1991-2003. Foundation Member, Technical Committee on Computing and Simulation for Management and Socio-economic Systems, International Association for Mathematics and Computers in Simulation, from 1992. Member, International Task Force on Forecasting Environmental Change, International Institute for Applied Systems Analysis, Laxenburg, Austria, from 1993.

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Chairman, Program Committee, 1993 Tenth Biennial Conference of the Modelling and Simulation Society of Australia, Perth, Western Australia. Convenor, Organising Committee, 1993 International Congress on Modelling and Simulation, Perth, Western Australia. Participating societies: Modelling and Simulation Society of Australia, International Society for Ecological Modelling, International Association for Mathematics and Computers in Simulation, The International Environmetrics Society. Publications in refereed international journals arising from this Congress include special issues of: Mathematical and Computer Modelling (Pergamon), Environment International (Pergamon), Mathematics and Computers in Simulation (North-Holland), Ecological Modelling (Elsevier), Ecological Engineering: The Journal of Ecotechnology (Elsevier), Environmetrics (Wiley), and Biological Conservation. Conference reviewed in Journal of Economic Surveys, 8, 1994, 197-201. Member, Student Prize Committee, 1993 International Congress on Modelling and Simulation, Perth, Western Australia. Member, Australasian Standing Committee of the Econometric Society, 1993-97. Member, Scientific Committee, 1994 Fourth General Meeting of The International Environmetrics Society and Fifth International Conference on Statistical Methods for the Environmental Sciences, Ontario, Canada. Member, Selection Committee, Western Australian Government Japanese Studies Scholarships, Education Policy and Coordination Bureau, 1994-95. Member, Scientific Advisory Board and Program Committee, 1995 International Congress on Modelling and Simulation, Newcastle, New South Wales. Conference reviewed in Journal of Economic Surveys, 10, 1996, 225-231. Member, Student Prize Committee, 1995 International Congress on Modelling and Simulation, Newcastle, New South Wales. Book Review Editor, Journal of Applied Econometrics (published by John Wiley), 1995-99. Member, International Program Committee, 1996 International Conference on Modelling, Simulation and Optimization, International Association of Science and Technology for Development, Gold Coast, Australia. Chairman, Program Committee, 1996 Australasian Meeting of the Econometric Society, Perth, Western Australia. [Jacob Marschak Lecture presented by Ron Gallant (North Carolina); A.W. Phillips Lecture presented by Arie Kapteyn (Tilburg); Colin Clark Lecture presented by Elhanan Helpman (Tel Aviv); Inaugural Journal of Economic Surveys Lecture presented by Herman van Dijk (Erasmus University Rotterdam).] Conference reviewed in Journal of Economics Surveys, 11, 1997, 115-122. Program published in Econometrica, 65, 1997, 404-414. Co-convenor, International and Interdisciplinary Conference on Simplicity, Tilburg, The Netherlands, January 1997. Member, Editorial Advisory Board, Encyclopedia of Life Support Systems (area: General Systems Modelling and Simulation, with Application to Environmental Systems), from 1996.

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Member, International Program Committee, 1997 International Conference on Modelling, Simulation and Optimization, International Association of Science and Technology for Development, Singapore. Member, Scientific Program Organizing Committee, 1997 15th IMACS World Congress on Scientific Computation, Modelling and Applied Mathematics, Berlin, Germany. Associate Editor, Environmental Modelling and Software (published by Elsevier), from 1996. Member, Organizing Committee, 1997 International Conference on The Economies of Greater China: Growth, Opportunities and Risks, Perth, Western Australia. Foundation Member, Technical Advisory Board, International Institute of Environmental Sciences and Environmental Computing, from 1997. Member, Leading Team for the design and implementation of a Diploma in Environmental Sciences, International Institute of Environmental Sciences and Environmental Computing, from 1997. Member, Leading Team for the creation of an Electronic Journal of Environmental Sciences and Environmental Computing, International Institute of Environmental Sciences and Environmental Computing, from 1997. Member, Scientific Advisory Board and Program Committee, 1997 International Congress on Modelling and Simulation, Hobart, Tasmania. Conference reviewed in Journal of Economic Surveys, 12, 1998, 399-415. Chair, Student Prize Committee, 1997 International Congress on Modelling and Simulation, Hobart, Tasmania. Member, Program Committee, Far Eastern Meeting of the Econometric Society, Singapore, 1999. Member, Scientific Advisory Board, 1999 International Congress on Modelling and Simulation, Hamilton, New Zealand. Chair, Student Prize Committee, 1999 International Congress on Modelling and Simulation, Hamilton, New Zealand. Member, Fellowship Selection Committee for Panel B: Economics, Academy of the Social Sciences in Australia, 1999-2000. Foundation Vice-President, International Environmental Modelling and Software Society, 1999-2002. Foundation Vice-President, Steering Committee, Australia and New Zealand Chapter of the Society for Computer Simulation, 1999-2001. Member, Scientific Advisory Board and Program Committee, 2001 International Congress on Modelling and Simulation, Canberra, Australian Capital Territory.

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Chair, Student Prize Committee, 2001 International Congress on Modelling and Simulation, Canberra, Australian Capital Territory. Convenor, International Conference on Modelling and Forecasting Financial Volatility, Perth, Australia, 2001. [Keynote speakers: R.F. Engle (University of California, San Diego and New York University), C.W.J. Granger (University of California, San Diego) and N. Shephard (Nuffield College, Oxford)]. Conference reviewed in Journal of Economic Surveys, 16, 2002, 227-235. Member, Scientific Advisory Board and Program Committee, International Environmental Modelling and Software Society World Congress, Lugano, Switzerland, 2002. Member, Advisory Committee, 2002 Australasian Meeting of the Econometric Society, Brisbane, Queensland. Member, Scientific Advisory Board, 2003 International Congress on Modelling and Simulation, Townsville, Australia. Chair, Awards Committee, International Environmental Modelling and Software Society, 2002. Chair, Medals and Fellowship Committee, International Environmental Modelling and Software Society, 2003. University Service Member, Student-staff Liaison Committee, Department of Econometrics and Operations Research, Monash University, 1975-77. Member, Graduate Studies Committee, Department of Economics, Queen’s University, 1978-80. Vice-President, Board of Directors, Queen’s Graduate Club Incorporated, 1980-81. President, ANU Film Group, 1983-84. Member, Education Committee, Faculty of Economics and Commerce, ANU, 1983-90. Member, Admissions Committee, Faculty of Economics and Commerce, ANU, 1984-85. Convenor, Econometrics Seminar Program, Department of Statistics, ANU, 1983-85. Member, Graduate Studies Committee, Faculty of Economics and Commerce, ANU, 1985-90. Faculty of Economics and Commerce representative, Faculty of Asian Studies, ANU, 1985-87. Convenor, Graduate Diploma in Econometrics program, ANU, 1984-90. Member, Electoral Committee for Lectureship in Econometrics, ANU, 1988. Member, Electoral Committee for Lectureship/Senior Lectureship in Econometrics, ANU, 1989.

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Member, Academic Board, UWA, from 1991. Member, Advisory Committee, Department of Economics, UWA, 1991-93. Foundation Editor, Working Paper Series in Quantitative Economics and Econometrics, UWA, from 1991. Member, Working Party on Asian Studies, Division of Arts and Architecture, UWA, 1991-92. Convenor, Working Party for a Graduate Diploma in Economics, Department of Economics, UWA, 1991-92. Member, Electoral Committee for Lectureship in Economics, UWA, 1991. Chairman, Library Acquisitions Committee, Department of Economics, UWA, 1991-92. Member, Ad Hoc Committee for Research Centres, Division of Economics, Commerce, Education and Law, UWA, 1991. Member, Market Loadings Committee, Department of Economics, UWA, 1991-92. Member, Chair of Economic History Review Committee, Department of Economics, UWA, 1991-92. Member, Appeals Committee, Faculty of Economics and Commerce, UWA, 1992. Member, Bachelor of Economics Degree Restructuring Committee, Faculty of Economics and Commerce, UWA, 1992. Member, Selection Committee for Associate Professor (Asian Studies), Division of Arts and Architecture, UWA, 1992. Member, Working Committee on Mathematics and Statistics Requirements, Faculty of Economics and Commerce, UWA, 1992-93. Member, Restructuring Review Committee, Faculty of Economics and Commerce, UWA, 1993-95. Member, Australian Research Council Small-Grants Sub-committee for Humanities and Social Sciences, UWA, 1992-93. Member, Sub-committee, University Initiatives Fund, Division of Economics, Commerce, Education and Law, UWA, 1992. Convenor, Working Committee on Mathematics, Faculty of Economics and Commerce, UWA, 1993. Member, Tenure Committee, Department of Economics, UWA, 1993. Member, Japanese Studies Committee, Department of Economics, UWA, 1993.

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Elected Member, Faculty Board, Faculty of Economics and Commerce, UWA, 1994-95. Course Controller, Bachelor of Economics Major in Quantitative Economics, Department of Economics, UWA, 1994-95. Convenor, Seminar Program, Department of Economics, UWA, 1994 (33 seminars). Convenor, Seminar Program, Department of Economics, UWA, 1995 (36 seminars). Member, University Exchange Committee for Kobe University of Commerce, Faculty of Economics and Commerce, UWA, 1994. Member, Board of Management, Japanese Studies Unit, Department of Economics, UWA, 1994. Convenor, PhD Seminar Program, Department of Economics, UWA, 1994-95, 1997. Convenor, Australian Research Council Small-Grants Sub-committee for Humanities and Social Sciences, UWA, 1994. Member, Accommodation Committee, Faculties of Economics and Commerce, Education and Law, UWA, 1995. Chair, Quantitative Economics Curriculum Committee, Department of Economics, UWA, 1995. Course Controller, Bachelor of Economics Major in Quantitative Economics, Department of Economics, UWA, 1995-96. Member, Twinning Programme Advisory Group, UWA, 1995, 1997. Member, Search and Selection Committees for Associate Professor in Macroeconomics, Department of Economics, UWA, 1995. Member, Selection Committee for Lecturer/Senior Lecturer in Macroeconomics, Department of Economics, UWA, 1995. Member, Faculty Advisory Board, Faculties of Economics and Commerce, Education and Law, 1995-97. Associate Dean (Research), Faculties of Economics and Commerce, Education and Law, University of Western Australia, 1995-97. Elected Member, Academic Board Research Committee, UWA, 1996-98. Convenor, Australian Research Council Small-Grants Sub-committee for Humanities and Social Sciences, UWA, 1996-97. Member, Administration Committee, Faculties of Economics and Commerce, Education and Law, UWA, 1996.

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Member, Strategic Planning Committee, Faculties of Economics and Commerce, Education and Law, UWA, 1996. Member, Time Release Research Awards Committee, UWA, 1996. Convenor, Seminar Program, Department of Economics, UWA, 1997 (41 seminars). Compiler, Annual Report, Department of Economics, UWA, 1997 (72 pages). Member, University Postdoctoral Research Fellowships Committee, UWA, 1997. Member, University Re-entry Fellowships, UWA, 1997. Interviewer, Recruitment Committee, Department of Economics and Statistics, National University of Singapore, 1997. Member, Working Party on PhD Regulations, UWA, 1997. Member, Working Party on Impact/Quality Weighting of Publications, UWA, 1997. Member, Australian Research Council Key Centres Committee, UWA, 1997. Member, Board of Postgraduate Research Studies, UWA, 1997-98. Convenor, Australian Research Council Humanities and Social Sciences Workshop, UWA, 1998. Member, Postgraduate Research Student Grievance Conciliation Panel, UWA, 1998-2003. External assessor, Chair of Economics, Department of Economics, National University of Singapore, 1999. External reviewer, Osaka School of International Public Policy, Osaka University, 1999. External examiner, Department of Economics, Chinese University of Hong Kong, 2000. Member, Internal Research Grants Scheme Working Party, UWA, 2000. External examiner, Department of Economics, National University of Singapore, 2001. Convenor, Australian Research Council Humanities and Social Sciences Workshop, UWA, 2001. External examiner, Centre for Resource and Environmental Studies, Australian National University, 2003. Convenor, Research Grants Committee for Humanities and Social Sciences, UWA, 2003.

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Undergraduate Teaching Experience Statistics C05 (Econometric Techniques), ANU, 1982-83. Statistics C06 (Applied Econometric Projects), ANU, 1982. Statistics B06 (Applied Econometrics), ANU, 1983. Econometrics C05 (Econometric Techniques), ANU, 1984. Economic Statistics A and B, ANU, 1984-86, 1988. Econometrics C05 Honours (Econometric Techniques), ANU, 1987-88. Econometrics B06 (Applied Econometrics), ANU, 1987. Econometrics B03 (Introductory Econometric Techniques), ANU, 1990. Accounting C09 (Business Statistics), ANU, 1990. Econometrics 411 Honours (Econometric Theory), UWA, 1991-95. Applied Econometrics 313, UWA, 1991-94 (new course). Topics in Applied Econometrics 413 Honours, UWA, 1991-2003 (new course). Quantitative Economics 211, UWA, 1992-93. Econometrics 917 Honours, University of Edinburgh, 1994. Business and Economic Forecasting 314, UWA, 1995-97, 1999 (new course). Quantitative Methods for Business and Economics 111, UWA, 1995, 1997, 2002 (new course). Business and Economic Forecasting 4830, Chinese University of Hong Kong, 1996 (new course). Econometrics 371, UWA, 1998-2002 (substantially new course). Business Econometrics 271, 2000. Graduate Teaching Experience Case Studies in Applied Econometrics, ANU, 1981-86, 1989-90. Model Selection, ANU, 1981-82 (new course). Model Specification and Testing, ANU, 1983 (new course). Econometric Model Evaluation, ANU, 1984-85 (new course).

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Methodological Issues in Applied Econometrics, ANU, 1987-88 (new course). Economic Models and Introductory Econometrics, ANU, 1987-88. Econometric Model Selection and Evaluation, ANU, 1987-88 (new course). Rational Expectations: Specification, Estimation and Testing, ANU, 1989-90 (new course). Introduction to Quantitative Economics, UWA, 1991-93 (new course). Topics in Applied Econometrics 513, UWA, 1991-2003 (new course). Topics in Econometric Theory 512, UWA, 1991-95, 1999-2000 (new course). Research Project, UWA, 1992 (new course). Special Topics in Econometrics, Kyoto University, 1992-93 (new course). Topics in Economics and its Applications 519, UWA, 1994. Topics in Economic History 508, UWA, 1994. Forecasting and Economics 510, UWA, 1994 (new course). Cointegration Analysis 599, UWA, 1995 (new course). Methodological Issues in Econometric Modelling 6810, Chinese University of Hong Kong, 1996 (new course). Topics in Econometric Theory 512 (Financial Econometrics), UWA, 1999-2000 (new course). PhD students supervised at ANU Jun Bai (awarded 1991), presently Research Fellow, Centre for Resource and Environmental Studies, Australian National University, and Statistician, Environment and Natural Resource Statistics Unit, Australian Bureau of Statistics, Canberra, Australia. Tai Tee Chia (awarded 1990), presently Lecturer, Department of Economics and Statistics, National University of Singapore. Cezary Kapuscinski (awarded 1989), presently Research Fellow, Department of Economics, Research School of Pacific and Asian Studies, Australian National University. Jeremy Smith (awarded 1991), presently Reader, Department of Economics, University of Warwick.

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PhD students advised at ANU Changmo Ahn (awarded 1991), presently Assistant Professor, Department of International Trade, Kyungsang National University, Republic of Korea. Anil Bera (awarded 1983), presently Professor, Department of Economics, University of Illinois at Urbana-Champaign. Ji-Chul Ryu (awarded 1987), presently Director, Energy Modelling Division, Korea Energy Economics Institute, Seoul, Republic of Korea. Ray Trewin (awarded 1984), presently Research Fellow, Australia-Japan Research Centre, Australian National University. PhD students supervised at UWA John Sequeira (awarded 1999), first appointment as Lecturer, Department of Accounting and Finance, University of Melbourne; presently Assistant Professor, Department of Finance and Accounting, National University of Singapore. [Recipient, Overseas Postgraduate Research Scholarship, 1995-98.] [Prize Winner, Best Student Paper and Presentation, Modelling and Simulation Society of Australia Biennial Conference, Newcastle, New South Wales, 1995.] [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 1995, 1996, 1997.] [Recipient, Individual Research Grants, Faculty of Economics & Commerce, Education and Law, University of Western Australia, 1996, 1997, 1998.] [PhD thesis nominated for the award of Distinction (reserved for the top 5% of PhD recipients).] Christine Lim (awarded 1999), first appointment as Lecturer, School of Finance and Business Economics, Edith Cowan University; presently Senior Lecturer, School of Tourism and Hospitality, Griffith University. [Recipient, University Postgraduate Award, 1996-97.] [Commendation for Excellent Student Paper and Presentation, Modelling and Simulation Society of Australia Biennial Conference, Newcastle, New South Wales, 1995.] [Prize Winner, Best Student Paper, Tourism and Hospitality Research Conference, Sydney, New South Wales, 1997.] [Prize Winner, Best Student Paper and Presentation, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Hobart, Tasmania, 1997.] [Prize Winner, Inaugural Charles R. Goeldner Article of Excellence Award for the Best Paper in the Journal of Travel Research for 1999.] [Recipient, Individual Research Grants, Faculty of Economics & Commerce, Education and Law, University of Western Australia, 1996, 1997, 1998.] [PhD thesis awarded Distinction (reserved for the top 5% of PhD recipients).] [Prize Winner, Early Career Research Excellence Award, Modelling and Simulation Society of Australia and New Zealand, 2001.]

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Yew Liang Lee (awarded 2000), presently Senior Research Fellow, Department of Economics, University of Western Australia. [Recipient, University Postgraduate Award and Overseas Postgraduate Research Scholarship, 1996-99.] [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 1995, 1996, 1997, 1998.] [PhD thesis nominated for the award of Distinction (reserved for the top 5% of PhD recipients).] Lee Kian Lim (awarded 2000), presently Lecturer in Finance, School of Finance and Business Economics, Edith Cowan University [Recipient, University Postgraduate Award, 1996-98.] [Commendation for Excellent Student Paper and Presentation, Modelling and Simulation Society of Australia Biennial Conference, Hobart, Tasmania, 1997.] [Recipient, Individual Research Grant, Faculty of Economics & Commerce, Education and Law, University of Western Australia, 1997.] [PhD thesis nominated for the award of Distinction (reserved for the top 5% of PhD recipients).] Vivian Salim (awarded 2001), first appointment as Lecturer, Department of Information Management and Marketing, University of Western Australia. [Commendation for Excellent Student Paper and Presentation, Modelling and Simulation Society of Australia Biennial Conference, Newcastle, New South Wales, 1995.] [Recipient, Individual Research Grant, Faculty of Economics & Commerce, Education and Law, University of Western Australia, 1997.] [John Taplin Prize Winner, Best Student Paper, Australasian Transport Research Forum, 1998.] [Commendation for Excellent Student Paper, PhD Conference in Economics and Business, University of Western Australia, 1999.] Clinton Watkins, (awarded 2003), first appointment as Adviser, Market Analysis and Research, Department of Financial Stability, Reserve Bank of New Zealand. [Recipient, Australian Research Council Ad Hoc PhD Scholarship.] [Recipient, Individual Research Grant, Faculty of Economics & Commerce, Education and Law, University of Western Australia, 1999.] [Commendation for Excellent Student Paper and Presentation, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Hamilton, New Zealand, 1999.] [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 2001.] Baiding Hu, “Modelling Economic Growth in China”, first appointment as Lecturer, Department of Economics, Macquarie University. [Recipient, Individual Research Grant, Faculty of Economics & Commerce, Education and Law, University of Western Australia, 1998.] [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 2002.] Suhejla Hoti, “Modelling the Riskiness in Country Risk Ratings”, first appointment as Research Fellow, Department of Economics, University of Western Australia. [Recipient, Australian Research Council PhD Scholarship.] [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 2000, 2001, 2002, 2003.] [Recipient, Individual Research Grant, Faculty of Economics and Commerce, Education and Law, University of Western Australia, 2001.]

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[Commendation for Excellent Student Paper and Presentation, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Canberra, Australian Capital Territory, 2001.] [Commendation for Excellent Student Paper and Presentation, International Environmental Modelling and Software Society Conference, Lugano, Switzerland, 2002.] [An article based on her PhD thesis research appeared in Campus Review, Vol. 12, No. 46, November 27-December 3, 2002, pp. 10-11.] [Commendation for Excellent Student Paper and Presentation, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Townsville, Queensland, Australia, 2003.] PhD students under supervision at UWA Peter Verhoeven, “The Effects of Outliers and Extreme Observations on Modelling Volatility”, presently Lecturer, School of Economics and Finance, Curtin University of Technology (part-time). [Prize Winner, Best Student Paper and Presentation, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Hamilton, New Zealand, 1999.] Eva Lai, “A Time Series Analysis of the Fishing Industry in Western Australia”, presently Statistical Officer, Fisheries WA – Research (part-time). Felix Chan, “An Econometric Analysis of Multivariate Volatility: Applications to Intellectual Property and Finance”, Department of Economics, University of Western Australia (funded by Australian Postgraduate Award). [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 2000.] [Prize Winner, Economic Society of Australia (W.A. Branch) Prize for Best Honours Student, University of Western Australia, 2000.] [Recipient, Individual Research Grant, Faculty of Economics and Commerce, Education and Law, University of Western Australia, 2001.] [Prize Winner, Best Student Paper and Presentation, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Canberra, Australian Capital Territory, 2001.] [Prize Winner, Best Student Paper and Presentation, International Environmental Modelling and Software Society Biennial Conference, Lugano, Switzerland, 2002.] [An article based on his PhD thesis research appeared in Campus Review, Vol. 12, No. 46, November 27-December 3, 2002, pp. 10-11.] Riaz Shareef, “Modelling Economic Growth in Small Island Tourism Economies”, Department of Economics, University of Western Australia. [Recipient, C.A. Vargovic Memorial Fund Award, Faculty of Economics and Commerce, University of Western Australia, 2002.] PhD student supervised externally at Curtin University of Technology Max Kummerow (awarded 1998), first appointment as Lecturer, School of Economics and Finance, Curtin University of Technology.

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Research MEc students at UWA (sole supervisor) Mark Gracey (awarded 1994), honours graduate in engineering, UWA, 1998 (funded by Australian Postgraduate Award). Dhammika Dharmapala (awarded 1994), Fulbright Scholar and PhD (University of California, Berkeley, 1997); first appointment as Research Fellow, Research School of Social Sciences, Australian National University (funded by Australian Postgraduate Award). Damian Brindley (awarded 1995), formerly Research Officer, Reserve Bank of Australia, Sydney; presently Financial Consultant, Deloitte Consulting, New York (funded by Australian Postgraduate Award). Kim Radalj, “Speculative Positions in Foreign Exchange Markets: Dynamics, Volatility, Behavioural Characteristics and Liquidity”, Department of Economics, University of Western Australia (funded by UWA Hackett Postgraduate Award). [Prize Winner, J.A Wood Memorial Prize for the Best Graduand in the Faculty of Economics and Commerce, University of Western Australia, 2001.] [Prize Winner, Economic Society of Australia (W.A. Branch) Prize for Best Honours Dissertation in Western Australia, 2001.] [Prize Winner, Economic Society of Australia (W.A. Branch) Prize for Best Honours Student, University of Western Australia, 2001.] [Prize Winner, Modelling and Simulation Society of Australia and New Zealand Biennial Conference, Townsville, Queensland, Australia, 2003.] Graduate Supervision Over one hundred and twenty Master of Economics students supervised or advised in graduate research course, ANU, 1981-86, 1989-90. One hundred and two Master of Economics students supervised in graduate research course, UWA, 1991-2003. Honours Supervision Forty-eight students supervised in their Honours dissertations at ANU, 1981-90, and UWA, 1991-2003. One of my Honours students, Xavier Chee Hoong Yew, was awarded the Best Honours Thesis Prize for 2000 by the Economic Society of Australia (WA Branch), for his dissertation entitled “Robust Estimation, Testing and Forecasting of Volatility Models in the Presence of Extreme Observations”. PhD Dissertation Committee Hugo Keuzenkamp (awarded 1994), Centre for Economic Research, Tilburg University, The Netherlands; first appointment as Associate Professor, Department of Economics, Tilburg

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University, and Chief Editor, Economisch Statistiche Berichten (a Dutch weekly periodical); presently Professor of Economics, University of Amsterdam. Professional Development Scheme Practical Econometrics for Professional Economists, week-long course organised for the Econometric Society of Australia (A.C.T. Branch), ANU, October 1985. Radio Activities “The Dawkins Educational Legacy: Luminous or a Conductor of Light?”, Australian Broadcasting Commission Current Affairs National Radio Program, recorded 24 July 1991, pp. 4. “There’s No Free Lunch - But Do We Need a Consumption Tax?”, Australian Broadcasting Commission Current Affairs National Radio Program, recorded 15 October, 1991, pp. 3. “Economics Commentary”, Australian Broadcasting Commission Drive Radio Program, interviewed 25 October 1991. “Can the Architect of the Recession be the Architect of Recovery?”, Australian Broadcasting Commission Current Affairs National Radio Program, recorded 20 May 1992, pp. 4. Fields of Interest Econometrics Financial econometrics Intellectual property Macroeconometrics Modelling environmental systems Philosophy of science Science and technology Statistics Time series modelling Tourism research Major Conference Presentations European Meeting of the Econometric Society, Athens, Greece, September 1979 (paper). Annual Meeting of the North American Economic Studies Association, Atlanta, U.S.A., December 1979 (two papers and discussant). Annual Meeting of the Canadian Economics Association, Montreal, Canada, June 1980 (paper). First Latin American Meeting of the Econometric Society, Buenos Aires, Argentina, July 1980 (paper).

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Fourth World Congress of the Econometric Society, Aix-en-Provence, France, August-September 1980 (two papers). North American Meeting of the Econometric Society, Denver, U.S.A., September 1980 (paper and discussant). Second Canadian Conference on Applied Statistics, Montreal, Canada, April-May 1981 (paper). Annual Meeting of the Canadian Economics Association, Halifax, Canada, May 1981 (paper). Annual Meeting of the Western Economics Association, San Franscisco, U.S.A., July 1981 (paper and discussant). Annual Meeting of the American Statistical Association, Detroit, U.S.A., August 1981 (session chairman and paper). European Meeting of the Econometric Society, Amsterdam, The Netherlands, August-September 1981 (paper). North American Meeting of the Econometric Society, Washington D.C., U.S.A., August 1981 (paper). Annual Meeting of the North American Economic Studies Association, Washington D.C., U.S.A., December 1981 (paper). Australian Econometric Study Group Meeting, Melbourne, August 1982 (paper). European Meeting of the Econometric Society, Dublin, Ireland, September 1982 (two papers). Australasian Meeting of the Econometric Society, Canberra, Australia, September 1983 (paper). North American Meeting of the Econometric Society, San Francisco, U.S.A., December 1983 (paper). Australasian Meeting of the Econometric Society, Sydney, Australia, August 1984 (two papers). Time Series Conference of the Australian Mathematical Society and the Statistical Society of Australia, Canberra, Australia, January 1986 (two papers). Australasian Meeting of the Econometric Society, Melbourne, Australia, August 1986 (paper). European Meeting of the Econometric Society, Budapest, Hungary, September 1986 (two papers). Australasian Meeting of the Econometric Society, Christchurch, New Zealand, August 1987 (paper). National Mathematical Sciences Congress, Canberra, Australia, May 1988 (paper).

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Australasian Meeting of the Econometric Society, Canberra, Australia, August 1988 (program chairman). Preconference on Time Series, Far Eastern Meeting of the Econometric Society, Osaka, Japan, June 1989 (invited paper). Far Eastern Meeting of the Econometric Society, Kyoto, Japan, June 1989 (paper). Australian Meeting of the International Association for Mathematics and Computers in Simulation and the Simulation Society of Australia, Canberra, Australia, September 1989 (session chairman and paper). Royal Economic Society Annual Conference, Warwick, England, April 1991 (paper). Preconference on Econometric Issues, Far Eastern Meeting of the Econometric Society, Seoul, Korea, June 1991 (invited paper). Far Eastern Meeting of the Econometric Society, Seoul, Korea, June 1991 (paper). Australasian Meeting of the Econometric Society, Sydney, Australia, July 1991 (invited paper, session chairman and paper). Australian Meeting of the International Association for Mathematics and Computers in Simulation and the Simulation Society of Australia, Gold Coast, Australia, December 1991 (keynote address). European Workshop: Applications of Recent Developments in Econometrics and Economic Theory, “The Significance of Testing in Econometrics”, Tilburg, The Netherlands, December 1991 (invited paper). Australasian Meeting of the Econometric Society, Melbourne, Australia, July 1992 (invited paper and paper). Kansai Econometrics Conference, Kyoto, Japan, December 1992 (invited paper). Far Eastern Meeting of the Econometric Society, Taipei, Taiwan, June 1993 (paper). Australasian Meeting of the Econometric Society, Sydney, Australia, July 1993 (paper). Conference of Economists, Economic Society of Australia, Perth, Australia, September 1993 (paper and session chairman). International Congress on Modelling and Simulation, Perth, Australia, December 1993 (program chairman and convenor). Australasian Meeting of the Econometric Society, Armidale, Australia, July 1994 (paper and chairman of the Inaugural Colin Clark Lecture). Fourth General Meeting of the International Environmetrics Society and Fifth International Conference on Statistical Methods for the Environmental Sciences, Ontario, Canada, August 1994 (two invited papers and session chairman).

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7th World Congress of the Econometric Society, Tokyo, Japan, August 1995 (three papers and session chairman). Osaka Econometrics Conference, Osaka, Japan, August 1995 (invited paper and session chairman). International Congress on Modelling and Simulation, Newcastle, Australia, November 1995 (two invited papers and session chairman). Australasian Meeting of the Econometric Society, Perth, Australia, July 1996 (program co-chairman and convenor). North American Meeting of the International Society for Bayesian Analysis, Chicago, U.S.A., August 1996 (invited paper for Council of Sciences session). Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, December 1996 (invited assessor and discussant, and session chairman). International and Interdisciplinary Conference on Simplicity, Tilburg, The Netherlands, January 1997 (co-convenor and two invited papers). Research Training Workshop in the Humanities and Social Sciences, associated with the Reviews of Research in the Humanities and Social Sciences funded by the Australian Research Council (invited speaker). Australasian Meeting of the Econometric Society, Melbourne, Australia, July 1997 (two papers and session chairman). Far Eastern Meeting of the Econometric Society, Hong Kong, July 1997 (two papers and session chairman). International Congress on Modelling and Simulation, Hobart, Australia, December 1997 (invited paper, nine contributed papers and session chairman). Annual Meeting of the Japanese Economic Association, Kusatsu, Japan, September 1998 (three papers and discussant). Kansai Econometrics Conference, Osaka, Japan, November 1998 (two invited papers). Far Eastern Meeting of the Econometric Society, Singapore, July 1999 (six papers and chair of keynote presentation). International Workshop on Statistics in Finance, Hong Kong, July 1999 (three invited papers). Kansai Econometrics Conference, Kyoto, Japan, November 1999 (invited paper). International Congress on Modelling and Simulation, Hamilton, New Zealand, December 1999 (invited paper, ten contributed papers and chair of two keynote presentations). 8th World Congress of the Econometric Society, Seattle, USA, August 2000 (four papers).

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International Conference on Modelling and Forecasting Financial Volatility, Perth, Australia, September 2001 (convenor and two papers). International Congress on Modelling and Simulation, Canberra, Australia, December 2001 (invited paper, twelve contributed papers and chair of keynote presentation). First Biennial Meeting of the International Environmental Modelling and Software Society, Lugano, Switzerland, June 2002 (keynote address, invited paper, seven contributed papers and session chairman). Australasian Meeting of the Econometric Society, Brisbane, Queensland, July 2002 (two invited papers, contributed paper and session chairman). Kansai Econometrics Conference, Kyoto, Japan, January 2003 (invited paper). New Frontiers in Financial Volatility Modelling, Florence, Italy, May 2003 (paper and session chairman). International Congress on Modelling and Simulation, Townsville, Australia, July 2003 (fourteen contributed papers and chair of keynote presentation). Conference on Tourism and Sustainable Economic Development - Macro and Micro Economic Issues, sponsored by the World Bank, Sardinia, Italy, September 2003 (invited paper). Seminar Presentations Australian National University (Statistics) - 1982, 1987, 1988, 1990 (x2), 1992 Australian National University (Economics, RSSS) - 1990 Bank of Japan - 1990, 1993 (x2), 1998, 1999, 2000 (x2) Bocconi University, Milan – 2001 (x4), 2002 Bond University, Australia - 1991, 1994 Carlos III University of Madrid - 2002 Catholic University of Leuven (Centre for Economic Studies), Belgium - 1999 Catholic University of Louvain (CORE), Belgium - 1990, 1995 Chinese University of Hong Kong (Economics) - 1996 (x2), 1997, 1998, 1999 Chinese University of Hong Kong (Finance) - 1997, 1998, 1999, 2002 Chuo University, Japan - 1989 City University of Hong Kong – 1998, 1999 Complutense University, Madrid - 2002 Curtin University of Technology, Australia - 1991, 1992, 1994, 1997, 1998, 1999, 2000, 2001, 2002 (x2) Edith Cowan University, Australia – 1992, 1999, 2001 Erasmus University Rotterdam (Econometric Institute) - 1987, 1990, 1994, 1997, 1999, 2002 Erasmus University Rotterdam (Tinbergen Institute) - 1994, 1995, 1997, 1999 Fondazione Eni Enrico Mattei, Milan - 2003 Fukuoka University, Japan - 1990, 1993 Graduate Institute of International Studies, Geneva - 2003 Griffith University, Australia – 1991, 2000 (x2) Hannan (South Osaka) University - 1998 Hiroshima University - 1993, 1995, 1998 (x2), 2001

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Hitotsubashi University, Japan – 1990, 2001 Hong Kong Baptist University - 1996 Hong Kong University of Science and Technology (Economics) – 1998, 2002 Hong Kong University of Science and Technology (Information and Systems Management) – 2002 Hong Kong University of Science and Technology (Mathematics) – 2002 Institute of Advanced Studies, Vienna - 1987 International Foundation for Artificial Intelligence, Tokyo - 2000 Japan Society for Science Policy and Research Management, Tokyo - 2003 Keio University, Japan - 1989, 1990, 1992 Kobe University - 1990, 1992 Kobe University of Commerce – 1992 Kyoto University (Graduate School of Economics) - 2002 Kyoto University (Institute of Economic Research) - 1989, 1990, 1992, 1993, 1995, 1998 (x2), 1999, 2001 La Trobe University, Australia - 1993, 1994 London Business School - 1989 London School of Economics - 1985 (x2), 1987, 1992, 1994 McMaster University, Canada - 1988, 1994 (x2) Meiji Gakuin University, Japan - 1993 Monash University, Australia - 1982, 1984, 1991, 1993, 1994, 1995, 2001 Murdoch University (Economics), Australia - 1991, 1994, 1997 Murdoch University (Mathematics), Australia - 1994 Murdoch University (Mathematics and Statistics), Australia – 2000, 2001 Nagasaki University – 1993 Nagoya University - 2001 National University of Singapore (Centre for Financial Engineering) - 2000 National University of Singapore (Economics and Statistics) - 1986, 1991, 1993, 1995 National University of Singapore (Economics) – 1999, 2000 National University of Singapore (Finance and Accounting) – 2000, 2002 Niigata University, Japan - 1998 Osaka University (Economics) - 1990, 1991, 1992, 1993, 1998 Osaka University (Institute of Social and Economic Research) - 1987, 1989 (x2), 1998, 2001 Osaka University (Osaka School of International Public Policy) – 1998 (x2), 1999, 2001 (x2), 2002 Otaru University of Commerce, Japan - 1990 (x2), 1993 Queensland University of Technology - 2000 Queen's University, Canada - 1985, 1988 Reserve Bank of Australia - 1992 Southern Methodist University - 1996 Technical University of Vienna - 1987 Texas A&M University - 1996 Tilburg University (CentER), The Netherlands - 1989, 1990 (x3), 1994 (x2), 1995 (x2), 1997, 1999 Tohoku University, Japan - 1998 Tokyo Centre for Economic Research - 1990, 1993 Tokyo Institute of Technology (Industrial Engineering and Management) - 2003 University of Adelaide - 1998 University of Alberta - 1988 University of Amsterdam (Actuarial Sciences and Econometrics) – 1995, 2002 University of Amsterdam (Tinbergen Institute) - 1994, 1997, 1999

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University of Bonn - 1990 University of Birmingham - 1992 University of California, Los Angeles - 1988 University of Cambridge - 1985, 1987, 1989, 1992, 1994 University of Canterbury, New Zealand – 2002, 2003 University of Copenhagen (Economics) - 1992 University of Copenhagen (Mathematical Statistics) - 1992 University of Edinburgh - 1990, 1992 (x3), 1994 (x5) University of Glasgow - 1994 University of Goteborg (Economics), Sweden - 1985 University of Goteborg (Statistics), Sweden - 1985 University of Groningen, The Netherlands - 1990 University of Hong Kong (Economics) - 1996 University of Hong Kong (Statistics) - 1996 (x2), 1997, 1998 University of Hong Kong (Statistics and Actuarial Science) – 2002 University of Illinois, Urbana-Champaign - 1985, 1988 University of Iowa - 1988 University of Liverpool - 1984 University of Maastricht - 1997 University of Manchester - 1984, 1985, 1987 University of Melbourne (Accounting and Finance) - 1999 University of Melbourne (Economics) - 1990, 1991, 1993, 1995 University of Milan, Bicocca (Statistics) - 2003 University of New England, Australia - 1986 University of New South Wales (Econometrics) - 1990, 1992 University of New South Wales (Economics) – 1992 University of Pais Vasco (Basque Country), Bilbao, Spain, - 2002 University of Oxford (Institute of Economics and Statistics) - 1992 University of Oxford (Nuffield College) - 1992 University of Queensland - 1989 University of Southhampton - 1985 University of Sydney - 1985, 1987, 1988, 1990 University of Tasmania - 1993, 1994 University of Technology, Sydney - 1997 University of Tokyo (Economics) - 1990, 1993, 1998 University of Tokyo (Geosystem Engineering) - 2003 University of Tsukuba, Japan – 1992 University of Venice – 2002 University of Waikato, New Zealand – 1997, 1998, 2000 University of Warwick - 1992, 1994 University of Western Australia (Accounting and Finance) - 1999 University of Western Australia (Agricultural Economics) - 1993 University of Western Australia (Economics) – 1989, 1998 University of Western Australia (Mathematics) - 1991, 1993 University of Western Sydney - 1990 University of Western Ontario - 1985 (x2), 1988 Waseda University, Japan - 1990, 1992 Yale University - 1985 Yokohama National University - 1990, 1992, 1998 (x2), 2001, 2003 (x2)

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Other Presentations Hyogo Prefectural Government Cultural Centre, Perth, Australia, August 1993 (invited speaker). Annual Meeting of the Economics Teachers’ Association of Western Australia, Perth, Australia, July 1994 (keynote address). Journal Refereeing Accounting and Finance American Economic Review American Statistician Applied Economics Asia Pacific Journal of Economics and Business Australian Economic Papers Biometrics Biometrika Canadian Journal of Economics Communications in Statistics - Theory and Methods Ecological Engineering: The Journal of Ecotechnology Ecological Modelling Econometric Reviews Econometric Theory Econometrica Economic Journal Economic Record Empirical Economics Environmental Modelling and Software Environmetrics European Economic Review International Economic Review International Journal of Forecasting Japanese Economic Review Journal of Applied Econometrics Journal of Econometrics Journal of Economic Methodology Journal of Economic Surveys Journal of Financial Econometrics Journal of Macroeconomics Journal of Money, Credit and Banking Journal of Multivariate Analysis Journal of Policy Modelling Journal of Political Economy Journal of Regional Science Journal of Time Series Analysis Journal of Statistical Planning and Inference Journal of the American Statistical Association Macroeconomics Dynamics Mathematics and Computers in Simulation Multinational Finance Journal

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Pakistan Journal of Applied Economics Quantitative Finance Review of Economic Studies Review of Economics and Statistics Sankhya (Indian Journal of Statistics) Statistica Neerlandica Statistica Sinica Tourism Management Water Resources Research (American Geophysical Union) Editorial Collaboration Econometric Reviews, Associate Editor and Book Review Co-editor, 1989-95. Encyclopedia of Life Support Systems, Member of Editorial Advisory Board, from 1996. Environmental Modelling and Software, Associate Editor, from 1996. Journal of Applied Econometrics, Associate Editor, 1990-99; Book Review Editor, 1995-99. Journal of Economic Surveys, Member of Advisory Board, from 1991. Mathematical Modelling and Analysis of Complex Systems, Member of Editorial Advisory Board, from 2000. Refereeing of Research Grant Applications Australian Research Council Large Grants Australian Research Council Small Grants, University of Adelaide, University of Sydney and UWA Hong Kong Research Grants Council National Science Foundation, U.S.A. Macro-Economic Modelling Consortium, The Treasury, Bank of England and ESRC, U.K. Centres of Research Excellence, Royal Society of New Zealand Nuffield Foundation for Research in the Social Sciences, U.K. Beta Testing of Computer Software Microfit 3.0, DOS version, Oxford Scientific Publishing, Oxford University Press Microfit 4.0, DOS version, Oxford Scientific Publishing, Oxford University Press Microfit 4.0 for Windows, Oxford Scientific Publishing, Oxford University Press

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Professional Affiliations American Economic Association American Statistical Association Econometric Society Economic Society of Australia International Association for Mathematics and Computers in Simulation International Environmental Modelling and Software Society International Environmetrics Society International Society for Ecological Modelling Modelling and Simulation Society of Australia and New Zealand

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Referees Professor Philip Hans Franses Professor of Applied Econometrics and Professor of Marketing Research Econometric Institute, H11-34 Erasmus University Rotterdam P.O.Box 1738 NL-3000 DR Rotterdam The Netherlands Email: franses@few.eur.nl Professor Kimio Morimune, FMSSANZ Graduate School of Economics Kyoto University Sakyo Kyoto 606-8501 Japan Email: morimune@econ.kyoto-u.ac.jp Professor Les Oxley, FMSSANZ Department of Economics University of Canterbury Private Bag 4800 Christchurch New Zealand Email: l.oxley@econ.canterbury.ac.nz Professor M.H. Pesaran, FBA Trinity College Cambridge CB2 1TQ England Email: mhp1@cam.ac.uk Professor A.A. Powell, FASSA, FMSSANZ Impact Research Centre Monash University Clayton Victoria 3168 Australia Email: Alan.Powell@BusEco.monash.edu.au