Working Papers in Economics

From University of Canterbury, Department of Economics and Finance
Private Bag 4800, Christchurch, New Zealand.
Contact information at EDIRC.
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10/71: Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania

Alfred Guender and Bevan Cook

10/70: Alternative Asymmetric Stochastic Volatility Models

Manabu Asai and Michael McAleer

10/69: To Use Constructed-Response Questions, Or Not To Use Constructed-Response Questions? That Is The Question

Stephen Hickson, W. Reed and Nicholas Sander

10/68: The Effect of Entitlements and Equality on Cooperative Bargaining with Private, Unverifiable Information

Christopher Bruce and Jeremy Clark

10/67: Journal Impact Factor Versus Eigenfactor and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

10/66: Robust Estimation and Forecasting of the Capital Asset Pricing Model

Guorui Bian, Michael McAleer and Wing-Keung Wong

10/65: Moment Restriction-based Econometric Methods: An Overview

Naoto Kunitomo, Michael McAleer and Yoshihiko Nishiyama

10/64: Predicting Student Achievement In Intermediate University Economics From Principles Assessments

Stephen Hickson

10/63: GFC-Robust Risk Management Strategies under the Basel Accord

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

10/62: Revenue Sharing as Compensation for Essential Inputs

Richard Watt

10/61: Allocative Downside Risk Aversion

Richard Watt and Francisco J. Vazquez

10/60: Asymmetry and Long Memory in Volatility Modelling

Manabu Asai, Michael McAleer and Marcelo Medeiros

10/59: A New Existence and Uniqueness Theorem for Continuous Games

Seamus Hogan

10/58: Model Selection and Testing of Conditional and Stochastic Volatility Models

Massimiliano Caporin and Michael McAleer

10/57: The impact of natural disasters on crime

Susmita Roy

10/56: Cliometrics and Time Series Econometrics: Some Theory and Applications

David Grreasley

10/55: Modeling the Effect of Oil Price on Global Fertilizer Prices

Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer

10/54: Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents

Chia-Lin Chang, Sung-Po Chen and Michael McAleer

10/53: The PCSE Estimator is Good -- Just Not as Good as You Think

W. Reed and Rachel Webb

10/52: Piety and Profits: Stock Market Anomaly during the Muslim Holy Month

Jędrzej Białkowski, Ahmad Etebari and Tomasz Wisniewski

10/51: The Fixed Price Offer Mechanism in Trade Me Online Auctions

Seamus Hogan, Hamish Kidd, Laura Meriluoto and Andrew Smith

10/50: Boundary Algebra: A Simpler Approach to Boolean Algebra and the Sentential Connectives

Philip Meguire

10/49: Does tenure review in New Zealand’s South Island give rise to rents?

Ann Brower and Philip Meguire

10/48: A Note on the Probability of Winning a Lottery when the Number of Competitors is a Binomial Random Variable

Seamus Hogan and Laura Meriluoto

10/47: How does Zinfluence Affect Article Influence?

Chia-Lin Chang, Michael McAleer and Les Oxley

10/46: Modeling the Volatility in Global Fertilizer Prices

Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer

10/45: Wolves in the Hen-House? The Consequences of Formal CEO Involvement in the Executive Pay-Setting Process

Glenn Boyle and Helen Roberts

10/44: Article Influence Score = 5YIF divided by 2

Chia-Lin Chang, Michael McAleer and Les Oxley

10/43: What Makes a Great Journal Great in Economics? The Singer Not the Song

Chia-Lin Chang, Michael McAleer and Les Oxley

10/42: Ten Things We Should Know About Time Series

Michael McAleer and Les Oxley

10/41: The Impact of Agricultural Technology Adoption of Income Inequality in Rural China

Shijun Ding, Laura Meriluoto, W. Reed, Daoyun Tao and Haitao Wu

10/40: Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan

Chia-Lin Chang, Michael McAleer and Christine Lim

10/39: Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO

Chia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen and Michael McAleer

10/38: Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns

Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer and Roengchai Tansuchat

10/37: Risk Management of Precious Metals

Shawkat Hammoudeh, Farooq Malik and Michael McAleer

10/36: Great Expectatrics: Great Papers, Great Journals, Great Econometrics

Chia-Lin Chang, Michael McAleer and Les Oxley

10/35: Combining Non-Replicable Forecasts

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

10/34: Ranking Multivariate GARCH Models by Problem Dimension

Massimiliano Caporin and Michael McAleer

10/33: Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

Shawkat Hammoudeh, Yuan Yuan and Michael McAleer

10/32: Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH

Michael McAleer and Massimiliano Caporin

10/31: How Volatile is ENSO?

LanFen Chu, Chi-Chung Chen and Michael McAleer

10/30: Estimating the Impact of Whaling on Global Whale Watching

Hsiao-I Kuo, Chi-Chung Chen and Michael McAleer

10/29: Value-at-Risk for Country Risk Ratings

Michael McAleer, Bernardo da Veiga and Suhejla Hoti

10/28: Forecasting Realized Volatility with Linear and Nonlinear Univariate Models

Michael McAleer and Marcelo Medeiros

10/27: Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer and Roengchai Tansuchat

10/26: Realized Volatility Risk

David Allen, Michael McAleer and Marcel Scharth

10/25: Chinese Overseas M&A Performance and the go Global Policy

Lulu Gu and W. Reed

10/24: Block Structure Multivariate Stochastic Volatility Models

Manabu Asai, Massimiliano Caporin and Michael McAleer

10/23: Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity

Kiyotaka Sato, Zhaoyong Zhang and Michael McAleer

10/22: Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance

Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong