Details about Colin Ross McKenzie

Workplace:

Faculty of Economics, Keio University, (more information at EDIRC)

Access statistics for papers by Colin Ross McKenzie.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pmc148

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Working Papers

2022

1. The Quantity Quality Trade-off of Children and Quality of High School
   TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University

2016

2. Use It Too Much and Lose It? The Effect of Working Hours on Cognitive Ability
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (2)

2014

3. Occupation, Retirement and Cognitive Functioning
   Discussion Papers, Meisei University, School of Economics View citations (7)

2012

4. LM Tests for Random Effects
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)

2010

5. Does Taxation Affect Marriage and Family Planning Decisions?
   Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program

2006

6. Australia's Deflation in the 1890s
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)

2004

7. The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market
   Econometric Society 2004 Australasian Meetings, Econometric Society
   See also Journal Article The impact of bank entry in the Japanese corporate bond underwriting market, Journal of Banking & Finance, Elsevier (2006) View citations (18) (2006)

2001

8. Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
   ISER Discussion Paper, Institute of Social and Economic Research, Osaka University

1993

9. Cointegration and Direct Tests of the Rational Expectations Hypothesis
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (7)

1991

10. Keynesian and new classical models of unemployment revisited
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (9)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
    Discussion Paper, Tilburg University, Center for Economic Research (1990)
    Working Papers, Tilburg - Center for Economic Research (1990)
    See also Journal Article Keynesian and New Classical Models of Unemployment Revisited, Economic Journal, Royal Economic Society (1991) View citations (15) (1991)

1989

11. WHEN ARE TWO STEP ESTIMATORS EFFICIENT?
    Working Papers, Australian National University - Department of Economics View citations (29)

Journal Articles

2024

1. ASEAN: Editors' Overview
   Asian Economic Policy Review, 2024, 19, (2), 153-171
2. Deglobalization: Editors' Overview
   Asian Economic Policy Review, 2024, 19, (1), 1-17

2023

3. Higher Education: Editors' Overview
   Asian Economic Policy Review, 2023, 18, (2), 149-170
4. Inequality, Social Justice and Welfare in Asia: Editors' Overview
   Asian Economic Policy Review, 2023, 18, (1), 1-14

2022

5. Digital Finance in Asia: Editors' Overview
   Asian Economic Policy Review, 2022, 17, (2), 163-182
6. Does the expectation of having to look after parents in the future affect current fertility?
   JODE - Journal of Demographic Economics, 2022, 88, (3), 283-211
   Also in Journal of Demographic Economics, 2022, 88, (3), 283-311 (2022)
7. Informal care and savings
   Applied Economics, 2022, 54, (33), 3762-3776 View citations (1)
8. The COVID‐19 Pandemic and Asia: Editors' Overview
   Asian Economic Policy Review, 2022, 17, (1), 1-17

2021

9. Comment on “Total‐Factor Energy and Emission Efficiencies of ASEAN and Other Asian Economies”
   Asian Economic Policy Review, 2021, 16, (1), 115-116 View citations (1)
10. Does a Mother's Early Return to Work after Childbirth Improve Her Future Employment Status?*
    Asian Economic Journal, 2021, 35, (3), 215-245
11. Energy and the Environment: Editors' Overview
    Asian Economic Policy Review, 2021, 16, (1), 1-21
12. The Post‐Abenomics Japanese Economy: Editors' Overview
    Asian Economic Policy Review, 2021, 16, (2), 169-189

2020

13. Economic Reform in ASEAN: Editors' Overview
    Asian Economic Policy Review, 2020, 15, (2), 165-184
14. Trade Wars: Editors' Overview
    Asian Economic Policy Review, 2020, 15, (1), 1-30

2019

15. Modi's Economic Reforms in India: Editors' Overview
    Asian Economic Policy Review, 2019, 14, (1), 1-23
16. North Korea: Editors’ Overview
    Asian Economic Policy Review, 2019, 14, (2), 177-188

2018

17. Changing Global Financial and Trading Systems and Asia: Editors’ Overview
    Asian Economic Policy Review, 2018, 13, (2), 177-191 View citations (1)
18. Did Abenomics Succeed?: Editors' Overview
    Asian Economic Policy Review, 2018, 13, (1), 1-22 View citations (1)

2017

19. China's Financial Transformation: Editors' Overview
    Asian Economic Policy Review, 2017, 12, (2), 167-187
20. Labor, Health and Education in Asia-Analysis of Micro Data: Editors' Overview
    Asian Economic Policy Review, 2017, 12, (1), 1-17

2016

21. Connectivity and Infrastructure: Editors' Overview
    Asian Economic Policy Review, 2016, 11, (2), 161-175
22. The Economics of Sport in Asia: Editors' Overview
    Asian Economic Policy Review, 2016, 11, (1), 1-15

2015

23. An LM test based on generalized residuals for random effects in a nonlinear model
    Economics Letters, 2015, 127, (C), 47-50 View citations (3)
24. Innovation in East Asia: Editors' Overview
    Asian Economic Policy Review, 2015, 10, (1), 1-18
25. Social Security in Ageing Asia: Editors' Overview
    Asian Economic Policy Review, 2015, 10, (2), 179-198

2014

26. China's Impact on the Rest of the World: Editors’ Overview
    Asian Economic Policy Review, 2014, 9, (2), 163-179
27. Japan's Persistent Deflation and Monetary Policy: Editors' Overview
    Asian Economic Policy Review, 2014, 9, (1), 1-19
28. Main bank relationships and underwriter choice
    Applied Financial Economics, 2014, 24, (6), 413-423 View citations (1)

2013

29. Association of Southeast Asian Nations' New Frontiers: Editors' Overview
    Asian Economic Policy Review, 2013, 8, (1), 1-24
30. Japan at the Crosswords: Editors' Overview
    Asian Economic Policy Review, 2013, 8, (2), 169-192
31. Microfit 5.0
    Journal of Applied Econometrics, 2013, 28, (1), 170-175
32. The matching of lead underwriters and issuing firms in the Japanese corporate bond market
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 86-97 View citations (8)

2012

33. EViews 7.2
    Journal of Applied Econometrics, 2012, 27, (7), 1205-1210
34. Fiscal Policy and Sovereign Debt: Editors' Overview
    Asian Economic Policy Review, 2012, 7, (2), 135-156
35. Korea in Transition: Editors' Overview
    Asian Economic Policy Review, 2012, 7, (1), 1-19

2011

36. ASEAN Economy: Diversity, Disparities, and Dynamics: Editors' Overview
    Asian Economic Policy Review, 2011, 6, (1), 1-21 View citations (1)
37. Deregulation and strategic complements: Japanese gasoline market
    Applied Economics, 2011, 43, (17), 2185-2192
38. Developments in Asian Finance: Editors' Overview
    Asian Economic Policy Review, 2011, 6, (2), 157-175
39. Social security and divorce in Japan
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1507-1517

2010

40. Asia Reshaping the Global Economic Order: Editors' Overview
    Asian Economic Policy Review, 2010, 5, (2), 135-156
41. The Environment and Climate Change: Editors' Overview
    Asian Economic Policy Review, 2010, 5, (1), 1-18 View citations (2)

2009

42. Editors’ Overview
    Asian Economic Policy Review, 2009, 4, (1), 1-18 View citations (1)
    Also in Asian Economic Policy Review, 2008, 3, (1), 1-18 (2008)
    Asian Economic Policy Review, 2007, 2, (1), 1-15 (2007)
    Asian Economic Policy Review, 2008, 3, (2), 163-179 (2008)
    Asian Economic Policy Review, 2007, 2, (2), 169-185 (2007)
    Asian Economic Policy Review, 2006, 1, (2), 201-214 (2006)
    Asian Economic Policy Review, 2006, 1, (1), 1-14 (2006)
43. The United States and East Asia: Editors' Overview
    Asian Economic Policy Review, 2009, 4, (2), 163-180
44. The impact of divorce precedents on the Japanese divorce rate
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2917-2926 View citations (1)

2008

45. Underwriter reputation and switching
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 215-222 View citations (3)

2007

46. EViews 5.1
    Journal of Applied Econometrics, 2007, 22, (6), 1145-1152 View citations (1)

2006

47. The impact of bank entry in the Japanese corporate bond underwriting market
    Journal of Banking & Finance, 2006, 30, (1), 59-83 View citations (18)
    See also Working Paper The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market, Econometric Society 2004 Australasian Meetings (2004) (2004)

2005

48. Deregulation of bank underwriting activities: impacts in the Euro–yen and Japanese corporate bond markets
    Mathematics and Computers in Simulation (MATCOM), 2005, 68, (5), 526-535

2004

49. The accumulation of human capital and the sectoral shifts hypothesis for different age groups
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (3), 459-465 View citations (2)

2003

50. 2002: A LIMDEP odyssey
    Journal of Applied Econometrics, 2003, 18, (2), 241-247 View citations (2)

2002

51. Final Fantasy: The Third TCER/CIRJE Macro Conference, Osaka, September 2001
    Journal of Economic Surveys, 2002, 16, (2), 219-225
52. Price collusion and deregulation in the Japanese retail gasoline market
    Mathematics and Computers in Simulation (MATCOM), 2002, 59, (1), 187-195 View citations (1)
53. The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999
    Journal of Economic Surveys, 2002, 16, (1), 111-121 View citations (1)

2001

54. Dynamical tunnelling of ultracold atoms
    Nature, 2001, 412, (6842), 52-55

2000

55. Software Reviews
    Economic Journal, 2000, 110, (464), F455-61

1999

56. LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, August 1997, and the International Congress on Modelling and Simulation MODSIM97, University of Tasmania, December 1997.1
    Mathematics and Computers in Simulation (MATCOM), 1999, 48, (4), 457-468
57. Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models
    The Japanese Economic Review, 1999, 50, (3), 239-252 View citations (4)

1998

58. Book Review: Time Series and Dynamic Models, Christian Gourieroux and Alain Monfort, Cambridge University Press, Cambridge, 1997
    Journal of Applied Econometrics, 1998, 13, (6), 681-684
59. Invasion des Smurf: Econometric Society European Meeting ESEM97 — Toulouse
    Journal of Economic Surveys, 1998, 12, (2), 233-238
60. Japanese Firms, Finance and Markets
    Journal of the Japanese and International Economies, 1998, 12, (2), 167-170
61. Microfit 4.0
    Journal of Applied Econometrics, 1998, 13, (1), 77-89 View citations (1)
62. Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations
    Applied Financial Economics, 1998, 8, (2), 181-190 View citations (3)
63. The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997
    Journal of Economic Surveys, 1998, 12, (4), 399-416 View citations (1)
64. The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia
    Journal of Economic Surveys, 1998, 12, (1), 125-130

1997

65. 5TH Annual Meeting of the Nippon Finance Association, Tokyo,Japan, 1997
    Journal of Economic Surveys, 1997, 11, (4), 441-445
66. Estimation in a linear model with serially correlated errors when observations are missing
    Mathematics and Computers in Simulation (MATCOM), 1997, 44, (1), 1-9 View citations (1)
67. On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach
    The Japanese Economic Review, 1997, 48, (4), 368-389 View citations (113)
68. The properties of some two step estimators of ARMA Models
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 451-456
69. Unit Roots and Cointegration Analysis: The Impact on Empirical Analysis in Economics
    The Japanese Economic Review, 1997, 48, (1), 18-28 View citations (4)
70. Western Meeting of the Japanese Association of Economics and Econometrics, Hikone, Japan, 1997
    Journal of Economic Surveys, 1997, 11, (4), 433-440

1996

71. The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995
    Journal of Economic Surveys, 1996, 10, (1), 105-14 View citations (1)

1995

72. Testing for multivariate normality in simultaneous equations models
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 323-328 View citations (1)

1994

73. ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS
    Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 441-455 View citations (7)
    Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 441-55 (1994) View citations (7)
74. The Japanese Economy, Takatoshi Ito, MIT Press, Cambridge MA 1992, 445 + xvi pp., $39.95; Contemporary Japanese Economy and Economic Policy, Heizo Takenaka, University of Michigan Press, Ann Arbor MI 1991, 208 + viii pp., $14.95
    Journal of the Japanese and International Economies, 1994, 8, (1), 106-109

1993

75. Microsoft 3.0: A Review
    Journal of Applied Econometrics, 1993, 8, (4), 413-19

1992

76. Money demand in an open economy
    Journal of the Japanese and International Economies, 1992, 6, (2), 176-198 View citations (5)
77. Recursive estimation and generated regressors
    Economics Letters, 1992, 39, (1), 1-5 View citations (2)

1991

78. Keynesian and New Classical Models of Unemployment Revisited
    Economic Journal, 1991, 101, (406), 359-81 View citations (15)
    See also Working Paper Keynesian and new classical models of unemployment revisited, Other publications TiSEM (1991) View citations (9) (1991)

1988

79. Rational Expectations in Financial Markets and the Murphy Model: Comment
    Australian Economic Papers, 1988, 27, 89-91
80. TESTING SEPARATE TIME SERIES MODELS
    Journal of Time Series Analysis, 1988, 9, (2), 169-189 View citations (8)
81. Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models
    The Review of Economics and Statistics, 1988, 70, (3), 492-503 View citations (44)

1982

82. Finite Sample Prediction from Arima Processes
    Journal of the Royal Statistical Society Series C, 1982, 31, (2), 180-187

Chapters

2016

1. Why Do Japanese Parents and Their Young Adult Children Live Together?
   Springer

Editor

1. Asian Economic Policy Review
   Japan Center for Economic Research