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Details about Alfred A. Haug

E-mail:
Homepage:http://www.otago.ac.nz/economics/staff/haug.html
Postal address:Department of Economics, University of Otago, Dunedin 9054, New Zealand
Workplace:Department of Economics, School of Business, University of Otago, (more information at EDIRC)

Access statistics for papers by Alfred A. Haug.

Last updated 2019-08-21. Update your information in the RePEc Author Service.

Short-id: pha601


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Working Papers

2017

  1. Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in EcoMod2016, EcoMod (2016) Downloads View citations (31)
  2. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach
    Working Papers, University of Otago, Department of Economics Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2017) Downloads View citations (1)

2016

  1. A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes
    Working Papers, University of Otago, Department of Economics Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (1)

2015

  1. The impact of oil shocks on exchange rates: A Markov-switching approach
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Energy Economics (2016)

2014

  1. : Income Inequality and FDI: Evidence with Turkish Data
    Working Papers, University of Otago, Department of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (4)

    See also Journal Article in Applied Economics (2016)

2013

  1. Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time
    Working Papers, University of Otago, Department of Economics Downloads View citations (1)
  2. Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy
    Working Papers, University of Otago, Department of Economics Downloads View citations (8)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2013) Downloads View citations (6)
  3. Efficiency Aspects of Government Secondary School Finances in New South Wales: Results from a Two-Stage Double-Bootstrap DEA at the School Level
    Working Papers, University of Otago, Department of Economics Downloads View citations (2)
  4. On Real Interest Rate Persistence: The Role of Breaks
    Working Papers, University of Otago, Department of Economics Downloads
    Also in Working Papers, Department of Applied Econometrics, Warsaw School of Economics (2012) Downloads

    See also Journal Article in Applied Economics (2014)

2011

  1. Empirical Evidence on Inflation and Unemployment in the Long Run
    Working Papers, University of Otago, Department of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (3)
    Department of Economics - Working Papers Series, The University of Melbourne (2011) Downloads View citations (3)
  2. Oil prices, exchange rates and emerging stock markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    Also in Working Papers, University of Otago, Department of Economics (2010) Downloads View citations (10)

    See also Journal Article in Energy Economics (2012)

2010

  1. Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001
    Working Papers, University of Otago, Department of Economics Downloads View citations (6)
    See also Journal Article in Economic Inquiry (2012)

2009

  1. Structural breaks, cointegration and the Fisher effect
    Working Paper Series, European Central Bank Downloads View citations (8)

2008

  1. Estimating quarterly GDP Data for the South Pacific Island Nations
    Working Papers, University of Otago, Department of Economics Downloads View citations (3)
    See also Journal Article in The Singapore Economic Review (SER) (2011)

2007

  1. A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools
    Working Papers, University of Otago, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Productivity Analysis (2010)
  2. Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?
    Working Papers, University of Otago, Department of Economics Downloads View citations (1)
    See also Journal Article in Applied Economics (2011)
  3. Local linear impulse responses for a small open economy
    Working Papers, University of Otago, Department of Economics Downloads View citations (9)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2007) Downloads View citations (15)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)

2005

  1. Unit Roots, Nonlinear Cointegration and Purchasing Power Parity
    Econometrics, University Library of Munich, Germany Downloads
    Also in Working Papers, York University, Department of Economics (2005) Downloads View citations (1)

2004

  1. Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001
    Working Paper Series, European Central Bank Downloads View citations (19)
  2. The Term Spread International Evidence of Non-Linear Adjustment
    Working Papers, York University, Department of Economics Downloads

2003

  1. Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union
    Working Papers, York University, Department of Economics Downloads View citations (4)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2003) Downloads View citations (2)

    See also Journal Article in Journal of Policy Modeling (2005)

2002

  1. A Closer Look at Long Run Money Demand
    Working Papers, York University, Department of Economics Downloads View citations (1)
  2. Canadian Money Demand Functions Cointegration¨CRank Stability
    Working Papers, York University, Department of Economics Downloads
  3. Currency Invoicing of U.S. Imports
    Working Papers, York University, Department of Economics Downloads View citations (5)
    See also Journal Article in International Journal of Finance & Economics (2008)

1999

  1. Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads

1998

  1. Conflicts Among Tests For Cointegration
    Working Paper, Economics Department, Queen's University View citations (1)

1996

  1. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Working Papers, York University, Department of Economics Downloads View citations (34)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (49)

    See also Journal Article in Journal of Applied Econometrics (1999)

1995

  1. The Power of Cointegration Tests: Does the Frequency of Observations Matter?
    Working Papers, York (Canada) - Department of Economics

1993

  1. Has Federal Budget Deficit Policy Changed in Recent Years?
    Working Papers, York (Canada) - Department of Economics
    See also Journal Article in Economic Inquiry (1995)

1992

  1. Long-Run Money Demand in Canada: In Search of Stability
    Working Papers, Saskatchewan - Department of Economics View citations (11)
    See also Journal Article in The Review of Economics and Statistics (1996)
  2. Tests for Cointegration: A Monte Carlo Comparison
    Working Papers, York (Canada) - Department of Economics View citations (6)
    See also Journal Article in Journal of Econometrics (1996)
  3. The Twin Deficits: Empirical for Canada
    Working Papers, York (Canada) - Department of Economics

1991

  1. Residual Based Tests for Cointegration: A Monte Carlo Study
    Working Papers, Saskatchewan - Department of Economics

Journal Articles

2019

  1. Monetary and fiscal policy transmission in Poland
    Economic Modelling, 2019, 79, (C), 15-27 Downloads

2018

  1. The impact of oil-market shocks on stock returns in major oil-exporting countries
    Journal of International Money and Finance, 2018, 86, (C), 264-280 Downloads View citations (4)

2017

  1. Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level
    Journal of Productivity Analysis, 2017, 48, (1), 69-83 Downloads

2016

  1. Income inequality and FDI: evidence with Turkish data
    Applied Economics, 2016, 48, (11), 1030-1045 Downloads View citations (3)
    See also Working Paper (2014)
  2. The impact of oil shocks on exchange rates: A Markov-switching approach
    Energy Economics, 2016, 54, (C), 11-23 Downloads View citations (33)
    See also Working Paper (2015)

2014

  1. In the long run, US unemployment follows inflation like a faithful dog
    Journal of Macroeconomics, 2014, 41, (C), 42-52 Downloads View citations (6)
  2. On real interest rate persistence: the role of breaks
    Applied Economics, 2014, 46, (10), 1058-1066 Downloads View citations (5)
    See also Working Paper (2013)

2012

  1. Local Linear Impulse Responses for a Small Open Economy
    Oxford Bulletin of Economics and Statistics, 2012, 74, (3), 470-492 Downloads View citations (8)
    See also Working Paper (2007)
  2. MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001
    Economic Inquiry, 2012, 50, (3), 773-787 Downloads View citations (5)
    See also Working Paper (2010)
  3. Oil prices, exchange rates and emerging stock markets
    Energy Economics, 2012, 34, (1), 227-240 Downloads View citations (169)
    See also Working Paper (2011)

2011

  1. ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS
    The Singapore Economic Review (SER), 2011, 56, (01), 97-112 Downloads View citations (1)
    See also Working Paper (2008)
  2. Linear or nonlinear cointegration in the purchasing power parity relationship?
    Applied Economics, 2011, 43, (2), 185-196 Downloads View citations (9)
    See also Working Paper (2007)
  3. Structural Breaks and the Fisher Effect
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-31 Downloads View citations (8)

2010

  1. A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools
    Journal of Productivity Analysis, 2010, 34, (2), 99-110 Downloads View citations (26)
    See also Working Paper (2007)

2008

  1. Currency invoicing of US imports
    International Journal of Finance & Economics, 2008, 13, (2), 184-198 Downloads View citations (10)
    See also Working Paper (2002)

2007

  1. A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2?
    Economic Inquiry, 2007, 45, (2), 363-376 Downloads View citations (8)

2006

  1. CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY*
    Manchester School, 2006, 74, (2), 214-230 Downloads View citations (4)
  2. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 1-34 Downloads View citations (4)

2005

  1. Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union
    Journal of Policy Modeling, 2005, 27, (1), 55-74 Downloads View citations (6)
    See also Working Paper (2003)

2004

  1. Mixed signals among tests for cointegration
    Journal of Applied Econometrics, 2004, 19, (1), 89-98 Downloads View citations (28)

2003

  1. Currency Invoicing in International Trade: an Empirical Investigation
    Review of International Economics, 2003, 11, (2), 332-345 Downloads View citations (53)

2002

  1. TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES
    Econometric Theory, 2002, 18, (02), 505-524 Downloads View citations (10)
  2. Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study
    Oxford Bulletin of Economics and Statistics, 2002, 64, (4), 399-412 Downloads View citations (82)

2001

  1. Co-movement towards a Currency or Monetary Union? An Empirical Study for New Zealand
    Australian Economic Papers, 2001, 40, (3), 307-17 Downloads View citations (5)

2000

  1. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 Downloads View citations (46)

1999

  1. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 Downloads View citations (845)
    See also Working Paper (1996)

1997

  1. Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment
    American Economic Review, 1997, 87, (4), 756-59 Downloads View citations (16)

1996

  1. Blanchard's Model of Consumption: An Empirical Study
    Journal of Business & Economic Statistics, 1996, 14, (2), 169-77 View citations (13)
  2. Long-Run Money Demand in Canada: In Search of Stability
    The Review of Economics and Statistics, 1996, 78, (2), 345-48 Downloads View citations (16)
    See also Working Paper (1992)
  3. Tests for cointegration a Monte Carlo comparison
    Journal of Econometrics, 1996, 71, (1-2), 89-115 Downloads View citations (128)
    See also Working Paper (1992)

1995

  1. Has Federal Budget Deficit Policy Changed in Recent Years?
    Economic Inquiry, 1995, 33, (1), 104-18 View citations (52)
    See also Working Paper (1993)

1993

  1. Residual based tests for cointegration: A Monte Carlo study of size distortions
    Economics Letters, 1993, 41, (4), 345-351 Downloads View citations (8)

1992

  1. Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 473-80 View citations (2)

1991

  1. Cointegration and Government Borrowing Constraints: Evidence for the United States
    Journal of Business & Economic Statistics, 1991, 9, (1), 97-101 View citations (99)
  2. The Closed-Loop Motive for Voluntary Export Restraints
    Canadian Journal of Economics, 1991, 24, (3), 679-85 Downloads View citations (15)
  3. The random walk hypothesis of consumption and time aggregation
    Journal of Macroeconomics, 1991, 13, (4), 691-700 Downloads View citations (6)

1990

  1. Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis
    Journal of Money, Credit and Banking, 1990, 22, (3), 305-26 Downloads View citations (11)
  2. Tariffs and quotas under dynamic duopolistic competition
    Journal of International Economics, 1990, 29, (1-2), 147-159 Downloads View citations (23)
 
Page updated 2019-08-24