Professor Ronald Bewley
Chief Investment Officer
Private Client Services
Commonwealth Bank
Bewley, Ronald Anthony. BA (Sheffield), PhD (UNSW)
Ron Bewley is 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.
Key publications
- 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, 16: 1-16.
- 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, 80: 675-679.
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