Details about Keith Robert McLaren

Access statistics for papers by Keith Robert McLaren.

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Short-id: pmc108

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
   See also Journal Article The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries, Energy Economics, Elsevier (2021) View citations (14) (2021)

2015

2. Forecasting Compositional Time Series: A State Space Approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Forecasting compositional time series: A state space approach, International Journal of Forecasting, Elsevier (2017) View citations (7) (2017)

2014

3. 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 View citations (2)
4. Consumer Demand, Consumption, and Asset Pricing: An Integrated Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
5. 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 View citations (1)

2009

6. 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
7. 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 View citations (3)

2008

8. 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 View citations (2)
9. 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 View citations (2)
   See also Journal Article The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2009) View citations (6) (2009)

2007

10. A Regular Demand System with Commodity-Specific Demographic Effects
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (2)
11. 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 View citations (7)
    See also Journal Article Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2009) View citations (7) (2009)

2004

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

2002

13. Cobb-Douglas Utility - Eventually!
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre View citations (10)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2002) View citations (9)
    Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project (2002) View citations (3)
14. Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
15. 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 View citations (1)
16. 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 View citations (1)

2000

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

1996

19. Compositional Data Analysis and Zeros in Micro Data
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre View citations (3)
    See also Journal Article Compositional data analysis and zeros in micro data, Applied Economics, Taylor & Francis Journals (2000) View citations (27) (2000)

1995

20. A Parsimonious Autocorrelation Correction for Singular Demand Systems
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1991

21. 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
    See also Journal Article Using the Murphy Model to Provide Short‐run Macroeconomic Closure for ORANI, The Economic Record, The Economic Society of Australia (1994) View citations (3) (1994)

1969

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

Journal Articles

2024

1. Intertemporal Two-stage Budgeting: Implications for Consumer Demands and Consumption
   Research in Economics, 2024, 78, (1), 25-36

2021

2. CONSUMER DEMAND, CONSUMPTION, AND ASSET PRICING: AN INTEGRATED ANALYSIS WITH INTERTEMPORAL TWO-STAGE BUDGETING
   Macroeconomic Dynamics, 2021, 25, (2), 379-425 View citations (4)
3. The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries
   Energy Economics, 2021, 100, (C) View citations (14)
   See also Working Paper The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries, Melbourne Institute Working Paper Series (2019) (2019)

2020

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

2017

5. Forecasting compositional time series: A state space approach
   International Journal of Forecasting, 2017, 33, (2), 502-512 View citations (7)
   See also Working Paper Forecasting Compositional Time Series: A State Space Approach, Monash Econometrics and Business Statistics Working Papers (2015) (2015)

2015

6. Disaggregated econometric estimation of consumer demand response by alcoholic beverage types
   Australian Journal of Agricultural and Resource Economics, 2015, 59, (3), 412-432 View citations (8)
   Also in Australian Journal of Agricultural and Resource Economics, 2015, 59, (3) (2015) View citations (6)
7. Economic welfare evaluation in an era of rapid technological change
   Economics Letters, 2015, 131, (C), 38-40 View citations (4)

2013

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

2009

9. 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 View citations (2)
10. Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems
    Canadian Journal of Economics/Revue canadienne d'économique, 2009, 42, (2), 749-770 View citations (7)
    Also in Canadian Journal of Economics, 2009, 42, (2), 749-770 (2009) View citations (9)
    See also Working Paper Effective global regularity and empirical modeling of direct, inverse and mixed demand systems, Monash Econometrics and Business Statistics Working Papers (2007) View citations (7) (2007)
11. 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 View citations (6)
    See also Working Paper The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory, Monash Econometrics and Business Statistics Working Papers (2008) View citations (2) (2008)

2005

12. Specification and Estimation of Regular Inverse Demand Systems: A Distance Function Approach
    American Journal of Agricultural Economics, 2005, 87, (4), 823-834 View citations (16)

2001

13. Modelling zeroes in microdata
    Applied Economics, 2001, 33, (3), 383-392 View citations (3)
14. On the empirical exploitation of consumers' profit functions in static analyses
    Economics Letters, 2001, 72, (2), 181-187 View citations (9)

2000

15. Compositional data analysis and zeros in micro data
    Applied Economics, 2000, 32, (8), 953-959 View citations (27)
    See also Working Paper Compositional Data Analysis and Zeros in Micro Data, Centre of Policy Studies/IMPACT Centre Working Papers (1996) View citations (3) (1996)

1996

16. A System of Demand Equations Satisfying Effectively Global Regularity Conditions
    The Review of Economics and Statistics, 1996, 78, (2), 359-64 View citations (68)
17. Parsimonious autocorrelation corrections for singular demand systems
    Economics Letters, 1996, 53, (2), 115-121 View citations (2)
18. The stochastic specification of demand share equations: Restricting budget shares to the unit simplex
    Journal of Econometrics, 1996, 73, (2), 377-385 View citations (33)

1995

19. A Simple Nested Test of the Almost Ideal Demand System
    Empirical Economics, 1995, 20, (1), 149-61 View citations (6)
20. Approaches to the Solution of Stochastic Intertemporal Consumption Models
    Australian Economic Papers, 1995, 34, (64), 86-103 View citations (2)

1994

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

1993

24. Approaches to the Solution of Intertemporal Consumer Demand Models
    Australian Economic Papers, 1993, 32, (60), 20-39 View citations (9)

1992

25. An Empirically Oriented Demand System with Improved Regularity Properties
    Canadian Journal of Economics, 1992, 25, (3), 652-68 View citations (72)

1986

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

1983

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

1982

30. Estimation of Translog Demand Systems
    Australian Economic Papers, 1982, 21, (39), 392-406 View citations (1)
31. RELATIVE COST-EFFECTIVENESS OF INPUT AND OUTPUT SUBSIDIES
    Australian Journal of Agricultural Economics, 1982, 26, (01), 13 View citations (12)
    Also in Australian Journal of Agricultural and Resource Economics, 1982, 26, (1), 1-13 (1982) View citations (3)

1981

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

1980

33. Atemporal, Temporal and Intertemporal Duality in Consumer Theory
    International Economic Review, 1980, 21, (3), 599-609 View citations (14)
34. Inflationary Expectations in Intertemporal Consumer Demand Systems
    Australian Economic Papers, 1980, 19, (34), 193-202
35. Intertemporal Duality: Application to the Theory of the Firm
    Econometrica, 1980, 48, (7), 1755-62 View citations (58)

1979

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

1978

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