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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10/21: Modelling and Forecasting Noisy Realized Volatility

Manabu Asai, Michael McAleer and Marcelo Medeiros

10/20: A Trinomial Test for Paired Data When There are Many Ties

Guorui Bian, Michael McAleer and Wing-Keung Wong

10/19: Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets

Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat

10/18: Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach

Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong

10/17: A Note on Log Concave Survivor Functions in Auctions

Seamus Hogan and Laura Meriluoto

10/16: How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

10/15: A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options

Michael McAleer and Chatayan Wiphatthanananthakul

10/14: The Emergence and Evolution of Regional Convergence Clusters in China’s Energy Markets

Hengyun Ma and Les Oxley

10/13: IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development

Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer

10/12: Are Forecast Updates Progressive?

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

10/11: Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia

Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer

10/10: The Impact of Question Format in Principle of Economics Classes: Evidence from New Zealand

Stephen Hickson

10/09: Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments

Philip Hans Franses, Michael McAleer and Rianne Legerstee

10/08: Comparing Ambiguous Inferences When Probabilities are Imprecise

John Fountain and Philip Gunby

10/07: Does Competition Resolve the Free-Rider Problem in the Voluntary Provision of Impure Public Goods? Experimental Evidence

Tibor Neugebauer and Maroš Servátka

10/06: Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models

Massimiliano Caporin and Michael McAleer

10/05: Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand

Yaovarate Chaovanapoonphol, Christine Lim, Michael McAleer and Aree Wiboonpongse

10/04: Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer

10/03: Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer

10/02: Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

Chia-Lin Chang and Michael McAleer

10/01: A Note on Nonlinear Cointegration, Misspecification and Bimodality

Marcelo Medeiros, E. Mendes and Les Oxley

09/20: Sharing a Risky Cake

David Baqaee

09/19: An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism

Volodymyr Lugovskyy, Daniela Puzzello and Steven Tucker

09/18: Estimating Standard Errors For The Parks Model: Can Jackknifing Help?

W. Reed and Rachel S. Webb

09/17: An Empirical Analysis of Health and Safety in Employment Sentencing in New Zealand

Andrea Menclova and Alan Woodfield

09/16: Gender and Generosity: Does Degree of Anonymity or Group Gender Composition Matter?

Charles Cadsby, Maroš Servátka and Fei Song

09/15: Bayesian Extreme Value Mixture Modelling for Estimating VaR

Xin Zhao, Carl John Scarrott, Marco Reale and Les Oxley

09/14: Unequal Outside Options in the Lost Wallet Game

Maroš Servátka and Radovan Vadovic

09/13: How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms

Jennifer Castle, Xiaochuan Qin and W. Reed

09/12: Punishment with Uncertain Outcomes in the Prisoner’s Dilemma

Peter Duersch and Maroš Servátka

09/11: Building Trust One Gift at a Time

Maroš Servátka, Steven Tucker and Radovan Vadovic

09/10: The Price of everything The Value of Nothing: A (Truly) External Review Of BERL’s Study Of Harmful Alcohol and Drug Use

Matt Burgess and Eric Crampton

09/09: The Effect of Neighbourhood Diversity on Volunteering: Evidence from New Zealand

Jeremy Clark and Bonggeun Kim

09/08: Do Constructed-Response and Multiple-Choice Questions Measure the Same Thing?

Stephen Hickson and W. Reed

09/07: Shocks and Relationships

Ninghua Du and Maroš Servátka

09/06: A New Sufficient Condition for Uniqueness in Continuous Games

Seamus Hogan

09/05: Extreme Value GARCH modelling with Bayesian Inference

Les Oxley, Marco Reale, Carl Scarrott and Xin Zhao

09/04: Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography

Philip McCann, Les Oxley and Hong Shangqin

09/03: Saliency of Outside Options in the Lost Wallet Game

James Cox, Maroš Servátka and Radovan Vadovic

09/02: China’s Energy Economy: A Survey of the Literature

Hengyun Ma and Les Oxley

09/01: China’s Energy Situation and Its Implications in the New Millennium

Hengyun Ma, Les Oxley and John Gibson

08/22: Physical stature and its interpretation in nineteenth century New Zealand

Kris Inwood, Les Oxley and Evan Roberts

08/21: Spam - solutions and their problems

B. Eaton, Ian A. MacDonald and Laura Meriluoto

08/20: Existence Advertising, Price Competition, and Asymmetric Market Structure

B. Eaton, Ian A. MacDonald and Laura Meriluoto

08/19: Constructing Structural VAR Models with Conditional Independence Graphs

Les Oxley, Marco Reale and Granville Tunnicliffe Wilson

08/18: Words Speak Louder Than Money

Maroš Servátka, Steven Tucker and Radovan Vadovic

08/17: On Estimating Marginal Tax Rates and Tax Progressivities for U.S. States

W. Reed, Cynthia Rogers and Mark Skidmore

08/16: A New Procedure to Test for H Self-Similarity

Les Oxley, Chris Price, William Rea and Marco Reale

08/15: Re-inventing New Zealand: Institutions Output and Patents 1870-1939

David Greasley and Les Oxley

08/14: Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan

Chia-Lin Chang and Les Oxley