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Details about Keith Robert McLaren

E-mail:
Homepage:http://www-personal.buseco.monash.edu.au/~keithmcl/
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Keith Robert McLaren.

Last updated 2021-03-17. Update your information in the RePEc Author Service.

Short-id: pmc108


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Working Papers

2019

  1. The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2015

  1. Forecasting Compositional Time Series: A State Space Approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in International Journal of Forecasting (2017)

2014

  1. A Class of Demand Systems Satisfying Global Regularity and Having Complete Rank Flexibility
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  2. Consumer Demand, Consumption, and Asset Pricing: An Integrated Analysis
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Econometric Modelling of Price Response by Alcohol Types to Inform Alcohol Tax Policies
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2009

  1. A New Example of a Closed Form Mean-Variance Representation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. The Econometric Specification of Input Demand Systems Implied by Cost Function Representations
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2008

  1. Multi-Output Broadacre Agricultural Production: Estimating A Cost Function Using Quasi-Micro Farm Level Data From Australia
    2008 Conference (52nd), February 5-8, 2008, Canberra, Australia, Australian Agricultural and Resource Economics Society Downloads View citations (2)
  2. The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
    See also Journal Article in American Journal of Agricultural Economics (2009)

2007

  1. A Regular Demand System with Commodity-Specific Demographic Effects
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (2)
  2. Effective global regularity and empirical modeling of direct, inverse and mixed demand systems
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in Canadian Journal of Economics (2009)

2004

  1. Intertemporal Consumption and Consumer Demand
    Econometric Society 2004 Australasian Meetings, Econometric Society

2003

  1. ON THE ESTIMATION OF DEMAND SYSTEMS WITH LARGE NUMBER OF GOODS: AN APPLICATION TO SOUTH AFRICA HOUSEHOLD FOOD DEMAND
    2003 Annual Conference, October 2-3, 2003, Pretoria, South Africa, Agricultural Economics Association of South Africa (AEASA) Downloads View citations (6)

2002

  1. Cobb-Douglas Utility - Eventually!
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre Downloads View citations (5)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2002) Downloads View citations (2)
  2. Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  3. Regular and Estimable Inverse Demand Systems: A Distance Function Approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  4. The Analysis of Consumer Demand for Food in South Africa: An Application of the Modified Almost Ideal Demand System: Some Preliminary Results
    2002 Conference (46th), February 13-15, 2002, Canberra, Australia, Australian Agricultural and Resource Economics Society Downloads

2000

  1. An EM Algorithm for Modelling Variably-Aggregated Demand
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Estimating Demand with Varied Levels of Aggregation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

1996

  1. Compositional Data Analysis and Zeros in Micro Data
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre Downloads View citations (2)
    See also Journal Article in Applied Economics (2000)

1995

  1. A Parsimonious Autocorrelation Correction for Singular Demand Systems
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in Economics Letters (1996)

1991

  1. Using the Murphy Model to Provide Short-Run Macroeconomic Closure for ORANI
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre Downloads
    See also Journal Article in The Economic Record (1994)

1969

  1. Equations for Gross Business Fixed Investment
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads

Journal Articles

2021

  1. CONSUMER DEMAND, CONSUMPTION, AND ASSET PRICING: AN INTEGRATED ANALYSIS WITH INTERTEMPORAL TWO-STAGE BUDGETING
    Macroeconomic Dynamics, 2021, 25, (2), 379-425 Downloads

2020

  1. Valuation of public goods: an intertemporal mixed demand approach
    Empirical Economics, 2020, 59, (5), 2223-2253 Downloads

2017

  1. Forecasting compositional time series: A state space approach
    International Journal of Forecasting, 2017, 33, (2), 502-512 Downloads View citations (3)
    See also Working Paper (2015)

2015

  1. Disaggregated econometric estimation of consumer demand response by alcoholic beverage types
    Australian Journal of Agricultural and Resource Economics, 2015, 59, (3) Downloads View citations (4)
    Also in Australian Journal of Agricultural and Resource Economics, 2015, 59, (3), 412-432 (2015) Downloads View citations (6)
  2. Economic welfare evaluation in an era of rapid technological change
    Economics Letters, 2015, 131, (C), 38-40 Downloads View citations (3)

2013

  1. Empirical demand systems incorporating intertemporal consumption dynamics
    Empirical Economics, 2013, 45, (1), 349-370 Downloads View citations (3)

2009

  1. AJAE appendix for The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory
    American Journal of Agricultural Economics APPENDICES, 2009, 91, (4), 2 Downloads
  2. Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems
    Canadian Journal of Economics, 2009, 42, (2), 749-770 Downloads View citations (9)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2009, 42, (2), 749-770 (2009) Downloads View citations (3)

    See also Working Paper (2007)
  3. The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory
    American Journal of Agricultural Economics, 2009, 91, (4), 1110-1123 Downloads View citations (6)
    See also Working Paper (2008)

2005

  1. Specification and Estimation of Regular Inverse Demand Systems: A Distance Function Approach
    American Journal of Agricultural Economics, 2005, 87, (4), 823-834 Downloads View citations (12)

2001

  1. Modelling zeroes in microdata
    Applied Economics, 2001, 33, (3), 383-392 Downloads View citations (3)
  2. On the empirical exploitation of consumers' profit functions in static analyses
    Economics Letters, 2001, 72, (2), 181-187 Downloads View citations (8)

2000

  1. Compositional data analysis and zeros in micro data
    Applied Economics, 2000, 32, (8), 953-959 Downloads View citations (24)
    See also Working Paper (1996)

1996

  1. A System of Demand Equations Satisfying Effectively Global Regularity Conditions
    The Review of Economics and Statistics, 1996, 78, (2), 359-64 Downloads View citations (63)
  2. Parsimonious autocorrelation corrections for singular demand systems
    Economics Letters, 1996, 53, (2), 115-121 Downloads View citations (2)
    See also Working Paper (1995)
  3. The stochastic specification of demand share equations: Restricting budget shares to the unit simplex
    Journal of Econometrics, 1996, 73, (2), 377-385 Downloads View citations (25)

1995

  1. A Simple Nested Test of the Almost Ideal Demand System
    Empirical Economics, 1995, 20, (1), 149-61 View citations (4)
  2. Approaches to the Solution of Stochastic Intertemporal Consumption Models
    Australian Economic Papers, 1995, 34, (64), 86-103 View citations (2)

1994

  1. A System of Demand Equations Satisfying Effectively Global Curvature Conditions
    The Economic Record, 1994, 70, (208), 26-35 Downloads View citations (6)
  2. Introductory Statistics/Econometrics: EXECUSTAT Version 3.0 and ET the Econometrics Toolkit Version 3.0
    Journal of Economic Surveys, 1994, 8, (2), 187-96
  3. Using the Murphy Model to Provide Short‐run Macroeconomic Closure for ORANI
    The Economic Record, 1994, 70, (210), 292-314 Downloads View citations (3)
    See also Working Paper (1991)

1993

  1. Approaches to the Solution of Intertemporal Consumer Demand Models
    Australian Economic Papers, 1993, 32, (60), 20-39 View citations (7)

1992

  1. An Empirically Oriented Demand System with Improved Regularity Properties
    Canadian Journal of Economics, 1992, 25, (3), 652-68 Downloads View citations (65)

1986

  1. An Intertemporal Analysis of the Interdependence between Risk Preference, Retirement, and Work Rate Decisions
    Journal of Political Economy, 1986, 94, (3), 667-82 Downloads View citations (5)
  2. Testing Further Restrictions on Portfolio Models
    Australian Economic Papers, 1986, 25, (47), 193-205 View citations (1)

1983

  1. Modelling Price Expectations in Intertemporal Consumer Demand Systems: Theory and Application
    The Review of Economics and Statistics, 1983, 65, (2), 282-88 Downloads View citations (1)
  2. The Orani‐Macro Interface: An Illustrative Exposition*
    The Economic Record, 1983, 59, (2), 166-179 Downloads

1982

  1. Estimation of Translog Demand Systems
    Australian Economic Papers, 1982, 21, (39), 392-406 View citations (1)
  2. RELATIVE COST-EFFECTIVENESS OF INPUT AND OUTPUT SUBSIDIES
    Australian Journal of Agricultural Economics, 1982, 26, (1), 13 Downloads View citations (12)
    Also in Australian Journal of Agricultural and Resource Economics, 1982, 26, (1), 1-13 (1982) Downloads View citations (3)

1981

  1. Specification and Estimation of ELES
    The Economic Record, 1981, 57, (1), 74-79 Downloads

1980

  1. Atemporal, Temporal and Intertemporal Duality in Consumer Theory
    International Economic Review, 1980, 21, (3), 599-609 Downloads View citations (12)
  2. Inflationary Expectations in Intertemporal Consumer Demand Systems
    Australian Economic Papers, 1980, 19, (34), 193-202
  3. Intertemporal Duality: Application to the Theory of the Firm
    Econometrica, 1980, 48, (7), 1755-62 Downloads View citations (53)

1979

  1. A Dynamic Model of a Joint Firm-Household
    Australian Economic Papers, 1979, 18, (33), 294-307 View citations (1)
  2. The Optimality of Rational Distributed Lags
    International Economic Review, 1979, 20, (1), 183-91 Downloads View citations (2)

1978

  1. On the Derivation of a Determinate Investment Equation
    Australian Economic Papers, 1978, 17, (30), 177-84
 
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