Select Publications

Working Papers

Shi S; Mangioni V; Ge J; Herath S; Ouysse R; Rabhi F, 2021, House Price Forecasting from Investment Perspectives, http://dx.doi.org

Ouysse R, 2020, Housing prices predictability in a data rich environment: case of Austrlia’s Capital Cities, http://dx.doi.org

Ouysse R, 2020, Asset pricing with endogenous state-dependent risk aversion, http://dx.doi.org

Ouysse R, 2020, Constrained principal components estimation of large approximate factor models, http://dx.doi.org

Ouysse R, 2013, Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression, http://dx.doi.org, http://econpapers.repec.org/paper/swewpaper/2013-04.htm

Ouysse R, 2012, Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models, http://dx.doi.org, http://econpapers.repec.org/paper/swewpaper/2012-03.htm

Ouysse R, 2008, Time Varying Determinants of Cross-Country Growth, School of Economics, UNSW, http://dx.doi.org


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