Details about Alfred A. Haug

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 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pha601

---

Jump to Journal Articles

Working Papers

2022

1. The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland ​
   KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis

2019

2. The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility
   MPRA Paper, University Library of Munich, Germany View citations (2)

2017

3. Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach
   MPRA Paper, University Library of Munich, Germany
   Also in EcoMod2016, EcoMod (2016) View citations (133)
   See also Journal Article Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach, Applied Economics, Taylor & Francis Journals (2019) View citations (5) (2019)
4. 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 View citations (6)
   Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (6)

2016

5. A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes
   MPRA Paper, University Library of Munich, Germany View citations (2)
   Also in Working Papers, University of Otago, Department of Economics (2016) View citations (1)

2015

6. The impact of oil shocks on exchange rates: A Markov-switching approach
   MPRA Paper, University Library of Munich, Germany View citations (7)
   See also Journal Article The impact of oil shocks on exchange rates: A Markov-switching approach, Energy Economics, Elsevier (2016) View citations (123) (2016)

2014

7. : Income Inequality and FDI: Evidence with Turkish Data
   Working Papers, University of Otago, Department of Economics View citations (6)
   Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (9)
   See also Journal Article Income inequality and FDI: evidence with Turkish data, Applied Economics, Taylor & Francis Journals (2016) View citations (19) (2016)

2013

8. Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time
   Working Papers, University of Otago, Department of Economics View citations (4)
9. Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy
   Working Papers, University of Otago, Department of Economics View citations (11)
   Also in NBP Working Papers, Narodowy Bank Polski (2013) View citations (11)
10. 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 View citations (3)
11. On Real Interest Rate Persistence: The Role of Breaks
    Working Papers, University of Otago, Department of Economics
    Also in Working Papers, Department of Applied Econometrics, Warsaw School of Economics (2012) View citations (1)
    See also Journal Article On real interest rate persistence: the role of breaks, Applied Economics, Taylor & Francis Journals (2014) View citations (8) (2014)

2011

12. Empirical Evidence on Inflation and Unemployment in the Long Run
    Working Papers, University of Otago, Department of Economics View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (4)
    Department of Economics - Working Papers Series, The University of Melbourne (2011) View citations (4)
13. Oil prices, exchange rates and emerging stock markets
    MPRA Paper, University Library of Munich, Germany View citations (9)
    Also in Working Papers, University of Otago, Department of Economics (2010) View citations (30)
    See also Journal Article Oil prices, exchange rates and emerging stock markets, Energy Economics, Elsevier (2012) View citations (383) (2012)

2010

14. Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001
    Working Papers, University of Otago, Department of Economics View citations (6)
    See also Journal Article MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001, Economic Inquiry, Western Economic Association International (2012) View citations (10) (2012)

2009

15. Structural breaks, cointegration and the Fisher effect
    Working Paper Series, European Central Bank View citations (15)

2008

16. Estimating quarterly GDP Data for the South Pacific Island Nations
    Working Papers, University of Otago, Department of Economics View citations (3)
    See also Journal Article ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2011) View citations (2) (2011)

2007

17. A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools
    Working Papers, University of Otago, Department of Economics View citations (7)
    See also Journal Article A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools, Journal of Productivity Analysis, Springer (2010) View citations (39) (2010)
18. Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?
    Working Papers, University of Otago, Department of Economics View citations (3)
    See also Journal Article Linear or nonlinear cointegration in the purchasing power parity relationship?, Applied Economics, Taylor & Francis Journals (2011) View citations (12) (2011)
19. Local linear impulse responses for a small open economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (17)
    Also in Working Papers, University of Otago, Department of Economics (2007) View citations (15)
    See also Journal Article Local Linear Impulse Responses for a Small Open Economy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2012) View citations (18) (2012)

2005

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

2004

21. Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001
    Working Paper Series, European Central Bank View citations (23)
22. The Term Spread International Evidence of Non-Linear Adjustment
    Working Papers, York University, Department of Economics

2003

23. 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 View citations (6)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2003) View citations (5)
    See also Journal Article Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union, Journal of Policy Modeling, Elsevier (2005) View citations (8) (2005)

2002

24. A Closer Look at Long Run Money Demand
    Working Papers, York University, Department of Economics View citations (2)
25. Canadian Money Demand Functions Cointegration¨CRank Stability
    Working Papers, York University, Department of Economics
26. Currency Invoicing of U.S. Imports
    Working Papers, York University, Department of Economics View citations (5)
    See also Journal Article Currency invoicing of US imports, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (13) (2008)

1999

27. 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

1998

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

1996

29. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (52)
    Also in Working Papers, York University, Department of Economics (1996) View citations (43)
    See also Journal Article Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999) View citations (1111) (1999)

1995

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

1993

31. Has Federal Budget Deficit Policy Changed in Recent Years?
    Working Papers, York (Canada) - Department of Economics
    See also Journal Article Has Federal Budget Deficit Policy Changed in Recent Years?, Economic Inquiry, Western Economic Association International (1995) View citations (73) (1995)

1992

32. Long-Run Money Demand in Canada: In Search of Stability
    Working Papers, Saskatchewan - Department of Economics View citations (11)
    See also Journal Article Long-Run Money Demand in Canada: In Search of Stability, The Review of Economics and Statistics, MIT Press (1996) View citations (16) (1996)
33. Tests for Cointegration: A Monte Carlo Comparison
    Working Papers, York (Canada) - Department of Economics View citations (6)
    See also Journal Article Tests for cointegration a Monte Carlo comparison, Journal of Econometrics, Elsevier (1996) View citations (142) (1996)
34. The Twin Deficits: Empirical for Canada
    Working Papers, York (Canada) - Department of Economics

1991

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

Journal Articles

2024

1. Government spending multipliers: Is there a difference between government consumption and investment purchases?
   Journal of Macroeconomics, 2024, 79, (C)

2023

2. Bayesian VARs of the U.S. economy before and during the pandemic
   Eurasian Economic Review, 2023, 13, (2), 211-236 View citations (1)
3. Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment?
   Empirical Economics, 2023, 64, (2), 659-680

2022

4. Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand
   The Economic Record, 2022, 98, (322), 249-270 View citations (1)

2020

5. Testing Ricardian Equivalence with the Narrative Record on Tax Changes
   Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 387-404 View citations (2)
6. What drives bilateral foreign direct investment among Asian economies?
   Economic Modelling, 2020, 93, (C), 125-141 View citations (10)

2019

7. Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach
   Applied Economics, 2019, 51, (48), 5282-5296 View citations (5)
   See also Working Paper Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach, MPRA Paper (2017) (2017)
8. Monetary and fiscal policy transmission in Poland
   Economic Modelling, 2019, 79, (C), 15-27 View citations (7)
9. The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships
   Energy Economics, 2019, 81, (C), 297-307 View citations (65)

2018

10. 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 View citations (113)

2017

11. 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 View citations (4)

2016

12. Income inequality and FDI: evidence with Turkish data
    Applied Economics, 2016, 48, (11), 1030-1045 View citations (19)
    See also Working Paper : Income Inequality and FDI: Evidence with Turkish Data, Working Papers (2014) View citations (6) (2014)
13. The impact of oil shocks on exchange rates: A Markov-switching approach
    Energy Economics, 2016, 54, (C), 11-23 View citations (123)
    See also Working Paper The impact of oil shocks on exchange rates: A Markov-switching approach, MPRA Paper (2015) View citations (7) (2015)

2014

14. In the long run, US unemployment follows inflation like a faithful dog
    Journal of Macroeconomics, 2014, 41, (C), 42-52 View citations (17)
15. On real interest rate persistence: the role of breaks
    Applied Economics, 2014, 46, (10), 1058-1066 View citations (8)
    See also Working Paper On Real Interest Rate Persistence: The Role of Breaks, Working Papers (2013) (2013)

2012

16. Local Linear Impulse Responses for a Small Open Economy
    Oxford Bulletin of Economics and Statistics, 2012, 74, (3), 470-492 View citations (18)
    See also Working Paper Local linear impulse responses for a small open economy, Reserve Bank of New Zealand Discussion Paper Series (2007) View citations (17) (2007)
17. MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001
    Economic Inquiry, 2012, 50, (3), 773-787 View citations (10)
    See also Working Paper Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001, Working Papers (2010) View citations (6) (2010)
18. Oil prices, exchange rates and emerging stock markets
    Energy Economics, 2012, 34, (1), 227-240 View citations (383)
    See also Working Paper Oil prices, exchange rates and emerging stock markets, MPRA Paper (2011) View citations (9) (2011)

2011

19. ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS
    The Singapore Economic Review (SER), 2011, 56, (01), 97-112 View citations (2)
    See also Working Paper Estimating quarterly GDP Data for the South Pacific Island Nations, Working Papers (2008) View citations (3) (2008)
20. Linear or nonlinear cointegration in the purchasing power parity relationship?
    Applied Economics, 2011, 43, (2), 185-196 View citations (12)
    See also Working Paper Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?, Working Papers (2007) View citations (3) (2007)
21. Structural Breaks and the Fisher Effect
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 31 View citations (10)

2010

22. 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 View citations (39)
    See also Working Paper A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools, Working Papers (2007) View citations (7) (2007)

2008

23. Currency invoicing of US imports
    International Journal of Finance & Economics, 2008, 13, (2), 184-198 View citations (13)
    See also Working Paper Currency Invoicing of U.S. Imports, Working Papers (2002) View citations (5) (2002)

2007

24. 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 View citations (9)

2006

25. CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY*
    Manchester School, 2006, 74, (2), 214-230 View citations (7)
26. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 34 View citations (6)

2005

27. 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 View citations (8)
    See also Working Paper Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union, Working Papers (2003) View citations (6) (2003)

2004

28. Mixed signals among tests for cointegration
    Journal of Applied Econometrics, 2004, 19, (1), 89-98 View citations (36)

2003

29. Currency Invoicing in International Trade: an Empirical Investigation
    Review of International Economics, 2003, 11, (2), 332-345 View citations (59)

2002

30. TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES
    Econometric Theory, 2002, 18, (2), 505-524 View citations (14)
31. Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study
    Oxford Bulletin of Economics and Statistics, 2002, 64, (4), 399-412 View citations (155)

2001

32. Co‐Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand
    Australian Economic Papers, 2001, 40, (3), 307-317 View citations (4)

2000

33. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations (52)

1999

34. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 View citations (1111)
    See also Working Paper Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration, G.R.E.Q.A.M. (1996) View citations (52) (1996)

1997

35. Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment
    American Economic Review, 1997, 87, (4), 756-59 View citations (21)

1996

36. Blanchard's Model of Consumption: An Empirical Study
    Journal of Business & Economic Statistics, 1996, 14, (2), 169-77 View citations (17)
37. Long-Run Money Demand in Canada: In Search of Stability
    The Review of Economics and Statistics, 1996, 78, (2), 345-48 View citations (16)
    See also Working Paper Long-Run Money Demand in Canada: In Search of Stability, Working Papers (1992) View citations (11) (1992)
38. Tests for cointegration a Monte Carlo comparison
    Journal of Econometrics, 1996, 71, (1-2), 89-115 View citations (142)
    See also Working Paper Tests for Cointegration: A Monte Carlo Comparison, Working Papers (1992) View citations (6) (1992)

1995

39. Has Federal Budget Deficit Policy Changed in Recent Years?
    Economic Inquiry, 1995, 33, (1), 104-18 View citations (73)
    See also Working Paper Has Federal Budget Deficit Policy Changed in Recent Years?, Working Papers (1993) (1993)

1993

40. Residual based tests for cointegration: A Monte Carlo study of size distortions
    Economics Letters, 1993, 41, (4), 345-351 View citations (6)

1992

41. 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 (3)

1991

42. Cointegration and Government Borrowing Constraints: Evidence for the United States
    Journal of Business & Economic Statistics, 1991, 9, (1), 97-101 View citations (110)
43. The Closed-Loop Motive for Voluntary Export Restraints
    Canadian Journal of Economics, 1991, 24, (3), 679-85 View citations (18)
44. The random walk hypothesis of consumption and time aggregation
    Journal of Macroeconomics, 1991, 13, (4), 691-700 View citations (7)

1990

45. Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis
    Journal of Money, Credit and Banking, 1990, 22, (3), 305-26 View citations (18)
46. Tariffs and quotas under dynamic duopolistic competition
    Journal of International Economics, 1990, 29, (1-2), 147-159 View citations (27)