Fellows Detail

Dr Ron Bewley

BA (Sheffield), PhD (UNSW)

Elected: 1995

Discipline: Economics

Specialisation: Time series analysis, Financial econometrics, Applied econometrics

Profile

Ron Bewley has retired from the position of Chief Investment Officer, Private Client Services at the Commonwealth Bank of Australia. He was formerly Head of Quantitative Equity Research at the Commonwealth Bank of Australia and Professor of Econometrics, University of New South Wales. He specialises in time series analysis, financial econometrics, demand analysis and forecasting.

Publications

  • R Bewley and M Yang (2007) A Hybrid Forecasting Approach for Piece-Wise Stationary Time Series, Journal of Forecasting
  • R Bewley and J Haddock (2004) Controlling Spurious Drift, Economics Letters
  • R Bewley and DG Fiebig (2001) On the Herding Instinct of Interest Rate Forecasters, Empirical Economics.
  • R Bewley and WE Griffiths (2001) A Forecasting Comparison of Classical and Bayesian Methods for Modelling Logistic Diffusion, Journal of Forecasting.
  • R Bewley (2001) Real-Time Forecasting with Vector Autoregressions: Spurious Drift, Structural Change and Intercept-Corrections, In Computer-Aided Econometrics. DEA Giles (eds.). New York: Marcel Dekker.
  • R Bewley (2000) Mr Henri Theil: An Interview with the International Journal of Forecasting, International Journal of Forecasting
  • R Bewley (1999) An Econometric Analysis of the Factors Affecting the Retail Price of Instant Coffee, In The Role of the Economist in Litigation Support. DJ Slottje (eds.). Amsterdam: North Holland.
  • R Bewley and M Yang (1998) On the Size and Power of Systems Tests for Cointegration, Review of Economics and Statistics

Contact

Email: ron.bewley [at] gmail.com
Work Phone: +61 403506551

Contact Information

Academy of the Social Sciences in Australia

    ABN: 59 957 839 703
  • Location: 26 Balmain Crescent, Acton, ACT 2601
  • Postal: GPO Box 1956, Canberra, ACT 2601
  • +61 .2 62491788
  • +61 .2 62474335
  • secretariat@assa.edu.au

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