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 2023-10-07. Update your information in the RePEc Author Service.

Short-id: pha601

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Working Papers

2019

1. 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

2. 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 (115)
   See also Journal Article in Applied Economics (2019)
3. The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach
   MPRA Paper, University Library of Munich, Germany View citations (6)
   Also in Working Papers, University of Otago, Department of Economics (2017) View citations (6)

2016

4. 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

5. 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 in Energy Economics (2016)

2014

6. : 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 in Applied Economics (2016)

2013

7. Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time
   Working Papers, University of Otago, Department of Economics View citations (4)
8. Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy
   Working Papers, University of Otago, Department of Economics View citations (10)
   Also in NBP Working Papers, Narodowy Bank Polski (2013) View citations (10)
9. 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)
10. 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 in Applied Economics (2014)

2011

11. Empirical Evidence on Inflation and Unemployment in the Long Run
    Working Papers, University of Otago, Department of Economics View citations (3)
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2011) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2011) View citations (4)
12. Oil prices, exchange rates and emerging stock markets
    MPRA Paper, University Library of Munich, Germany View citations (8)
    Also in Working Papers, University of Otago, Department of Economics (2010) View citations (30)
    See also Journal Article in Energy Economics (2012)

2010

13. 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 in Economic Inquiry (2012)

2009

14. Structural breaks, cointegration and the Fisher effect
    Working Paper Series, European Central Bank View citations (14)

2008

15. 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 in The Singapore Economic Review (SER) (2011)

2007

16. 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 in Journal of Productivity Analysis (2010)
17. 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 in Applied Economics (2011)
18. 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 in Oxford Bulletin of Economics and Statistics (2012)

2005

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

2004

20. 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)
21. The Term Spread International Evidence of Non-Linear Adjustment
    Working Papers, York University, Department of Economics

2003

22. 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)
    See also Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union, Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (5)
    Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union, Journal of Policy Modeling, Elsevier View citations (8)

2002

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

1999

26. 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

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

1996

28. 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 in Journal of Applied Econometrics (1999)

1995

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

1993

30. 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

31. 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)
32. 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)
33. The Twin Deficits: Empirical for Canada
    Working Papers, York (Canada) - Department of Economics

1991

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

Journal Articles

2023

1. Bayesian VARs of the U.S. economy before and during the pandemic
   Eurasian Economic Review, 2023, 13, (2), 211-236
2. 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

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

2020

4. Testing Ricardian Equivalence with the Narrative Record on Tax Changes
   Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 387-404 View citations (2)
5. What drives bilateral foreign direct investment among Asian economies?
   Economic Modelling, 2020, 93, (C), 125-141 View citations (8)

2019

6. 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 (4)
   See also Working Paper (2017)
7. Monetary and fiscal policy transmission in Poland
   Economic Modelling, 2019, 79, (C), 15-27 View citations (6)
8. The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships
   Energy Economics, 2019, 81, (C), 297-307 View citations (52)

2018

9. 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 (98)

2017

10. 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

11. Income inequality and FDI: evidence with Turkish data
    Applied Economics, 2016, 48, (11), 1030-1045 View citations (19)
    See also Working Paper (2014)
12. 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 (2015)

2014

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

2012

15. Local Linear Impulse Responses for a Small Open Economy
    Oxford Bulletin of Economics and Statistics, 2012, 74, (3), 470-492 View citations (16)
    See also Working Paper (2007)
16. MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001
    Economic Inquiry, 2012, 50, (3), 773-787 View citations (9)
    See also Working Paper (2010)
17. Oil prices, exchange rates and emerging stock markets
    Energy Economics, 2012, 34, (1), 227-240 View citations (383)
    See also Working Paper (2011)

2011

18. 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 (2008)
19. Linear or nonlinear cointegration in the purchasing power parity relationship?
    Applied Economics, 2011, 43, (2), 185-196 View citations (12)
    See also Working Paper (2007)
20. Structural Breaks and the Fisher Effect
    The B.E. Journal of Macroeconomics, 2011, 11, (1), 1-31 View citations (9)

2010

21. 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 (37)
    See also Working Paper (2007)

2008

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

2007

23. 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

24. CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY*
    Manchester School, 2006, 74, (2), 214-230 View citations (7)
25. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 1-34 View citations (6)

2004

26. Mixed signals among tests for cointegration
    Journal of Applied Econometrics, 2004, 19, (1), 89-98 View citations (35)

2003

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

2002

28. 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)
29. 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 (150)

2001

30. 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

31. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations (50)

1999

32. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 View citations (1096)
    See also Working Paper (1996)

1997

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

1996

34. Blanchard's Model of Consumption: An Empirical Study
    Journal of Business & Economic Statistics, 1996, 14, (2), 169-77 View citations (17)
35. 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 (1992)
36. Tests for cointegration a Monte Carlo comparison
    Journal of Econometrics, 1996, 71, (1-2), 89-115 View citations (140)
    See also Working Paper (1992)

1995

37. Has Federal Budget Deficit Policy Changed in Recent Years?
    Economic Inquiry, 1995, 33, (1), 104-18 View citations (68)
    See also Working Paper (1993)

1993

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

1992

39. 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

40. Cointegration and Government Borrowing Constraints: Evidence for the United States
    Journal of Business & Economic Statistics, 1991, 9, (1), 97-101 View citations (109)
41. The Closed-Loop Motive for Voluntary Export Restraints
    Canadian Journal of Economics, 1991, 24, (3), 679-85 View citations (18)
42. The random walk hypothesis of consumption and time aggregation
    Journal of Macroeconomics, 1991, 13, (4), 691-700 View citations (7)

1990

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