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Details about Ryan Greenaway-McGrevy

Homepage:https://unidirectory.auckland.ac.nz/people/r-mcgrevy
Workplace:Department of Economics, Business School, University of Auckland, (more information at EDIRC)

Access statistics for papers by Ryan Greenaway-McGrevy.

Last updated 2020-10-08. Update your information in the RePEc Author Service.

Short-id: pgr526


Jump to Journal Articles Chapters

Working Papers

2017

  1. Identifying Exchange Rate Common Factors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in International Economic Review (2018)
  2. Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (5)
    Also in Working Papers, Department of Economics, Appalachian State University (2017) Downloads View citations (5)

2016

  1. The Decline of Labour Share in New Zealand
    Working Papers, Department of Economics, The University of Auckland Downloads View citations (1)
  2. Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?
    Working Papers, Motu Economic and Public Policy Research Downloads
    Also in ERSA conference papers, European Regional Science Association (2016) Downloads

    See also Journal Article in Papers in Regional Science (2019)
  3. Worker migration or job creation? Persistent shocks and regional recoveries
    Working Papers, Department of Economics, The University of Auckland Downloads View citations (6)
    See also Journal Article in Journal of Urban Economics (2016)

2015

  1. Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres
    Working Papers, Department of Economics, The University of Auckland Downloads View citations (8)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015) Downloads View citations (12)

    See also Journal Article in New Zealand Economic Papers (2016)

2013

  1. A Multivariate Approach to Seasonal Adjustment
    BEA Working Papers, Bureau of Economic Analysis Downloads View citations (1)

2012

  1. Exchange Rates as Exchange Rate Common Factors
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (18)
  2. The Effect of the Business Cycle on the Methods Used for Seasonal Adjustment
    BEA Papers, Bureau of Economic Analysis Downloads
  3. Valuation of Near-Market Endogenous Assets
    BEA Working Papers, Bureau of Economic Analysis Downloads

2011

  1. Alternative Price Indexes for Medical Care: Evidence from the MEPS Survey
    BEA Working Papers, Bureau of Economic Analysis Downloads View citations (7)
  2. Is GDP or GDI a better measure of output? A statistical approach
    BEA Working Papers, Bureau of Economic Analysis Downloads View citations (4)

Journal Articles

2020

  1. Loss aversion in New Zealand housing
    New Zealand Economic Papers, 2020, 54, (2), 138-160 Downloads
  2. Multistep forecast selection for panel data
    Econometric Reviews, 2020, 39, (4), 373-406 Downloads
  3. Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market
    Experimental Economics, 2020, 23, (2), 526-553 Downloads

2019

  1. ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
    Econometric Theory, 2019, 35, (4), 842-899 Downloads
  2. Aggregate effects and measuring regional dynamics
    Papers in Regional Science, 2019, 98, (5), 1955-1991 Downloads
  3. Two countries, sixteen cities, five thousand kilometres: How many housing markets?
    Papers in Regional Science, 2019, 98, (1), 353-370 Downloads View citations (1)
    See also Working Paper (2016)

2018

  1. IDENTIFYING EXCHANGE RATE COMMON FACTORS
    International Economic Review, 2018, 59, (4), 2193-2218 Downloads View citations (4)
    See also Working Paper (2017)
  2. The fall (and rise) of labour share in New Zealand
    New Zealand Economic Papers, 2018, 52, (2), 109-130 Downloads

2016

  1. Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres
    New Zealand Economic Papers, 2016, 50, (1), 88-113 Downloads View citations (18)
    See also Working Paper (2015)
  2. Worker migration or job creation? Persistent shocks and regional recoveries
    Journal of Urban Economics, 2016, 96, (C), 1-16 Downloads View citations (6)
    See also Working Paper (2016)

2015

  1. Evaluating panel data forecasts under independent realization
    Journal of Multivariate Analysis, 2015, 136, (C), 108-125 Downloads View citations (1)

2013

  1. MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES
    Econometric Theory, 2013, 29, (4), 699-734 Downloads View citations (1)

2012

  1. Asymptotic distribution of factor augmented estimators for panel regression
    Journal of Econometrics, 2012, 169, (1), 48-53 Downloads View citations (108)
  2. Estimating the number of common factors in serially dependent approximate factor models
    Economics Letters, 2012, 116, (3), 531-534 Downloads View citations (8)

Chapters

2014

  1. Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 281-302 Downloads
 
Page updated 2020-10-24