Working Paper Series

From Victoria University of Wellington, School of Economics and Finance
Alice Fong, Administrator, School of Economics and Finance, Victoria Business School, Victoria University of Wellington, PO Box 600 Wellington, New Zealand.
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33511: Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effect

Chirok Han, Luis Orea and Peter Schmidt

33510: Cricket interruptus: fairness and incentive in interrupted cricket matches

Michael Carter and Graeme Guthrie

33509: Dynamically-Efficient Incentive Regulation of Networks with Sunk Costs

Lewis Evans and Graeme Guthrie

33504: Derivatives, Debt and Defined Benefits in National Retirement Policy

Roger Bowden

33503: Rise of the new export economy: What will it mean for NZ exchange rates, inflation and interest rates?

Roger Bowden

33502: The Generalised value at risk admissable set: constraint consistency and portfolio outcomes

Roger Bowden

33501: Central Bank Governance: Common Elements or Different Models?

Viv B. Hall

33500: Gaussian Inference in AR(1) Time Series with or without a Unit Root

Peter C.B. Phillips and Chirok Han

33499: Instrument Insufficiency and Economic Stabilisation

Roger Bowden

33498: Option value at risk and the value of the firm: Does it pay to hedge?

Roger Bowden

33497: The Zero Capital Approach to Portfolio Enhancement and Overlay Management

Roger Bowden

33496: Utility spanning and the Ordered Mean Difference Envelope

Roger Bowden

33495: Utility-Invariant linear Hedges

Roger Bowden

33494: Portfolio risk profiling via the bootstrap: holding period analysis for small cap versus large cap stocks

Roger Bowden

33493: Ordered Mean Difference Benchmarking, Utility Generators and Capital Market Equilibirium

Roger Bowden

33492: Would adopting the US dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?

Viv Hall and Angela Huang

33490: A Dynamic Theory of Cooperatives: The Link Between Efficiency and Valuation

Lewis Evans and Graeme Guthrie

33489: Investment, Uncertainty, and Liquidity

Glenn Boyle and Graeme Guthrie

33488: Beyond the short run: The longer time scale volatility of investment value

Roger Bowden and Jennifer Zhu

33487: Knowing A Bit but Not Too Much: Incomplete Directional models and their use in Forecasting and Hedging

Roger Bowden, Jennifer Zhu and Jin Seo Cho

33486: Cashflow Immediacy and the Value of Investment Timing

Glenn W. Boyle and Graeme Guthrie

33485: The Optimal Design of Interest Rate Target Changes

Graeme Guthrie and Julian Wright

33484: Interest Rate Dynamics and Interest Rate Targeting

Graeme Guthrie and Julian Wright

33483: Which are the world's wobbliest currencies? Reference rates and their variation

Jennifer Zhu and Roger Bowden

33482: Pricing Access: Forward versus Backward Looking Cost Rules

Graeme Guthrie, John Small and Julian Wright

33481: Directional entropy and tail uncertainty, with applications to financial hazard and investments

Roger Bowden

33480: How Important is the Intermediate Goods Channel in Explaining Sectoral Co-Movements over the Business Cycle?

Kunhong Kim and Young Sik Kim

33477: A Structural VAR Approach to Estimating Budget Balance Targets

Robert A. Buckle, Kunhong Kim and Julie Tam

33476: New Zealand’s Current Account Deficit: Analysis based on the Intertemporal Optimisation Approach

Kunhong Kim, Viv B. Hall and Robert A. Buckle

33475: Information, measure shifts and distribution diagnostics

Roger Bowden

33474: Monetary Policy and the exchange rate: The Kiwi that had to fly

Roger Bowden and Dawn Lorimer

21186: Manual of VIKAASA: An application capable of computing and graphing viability kernels for simple viability problems

Jacek B. Krawczyk

21184: A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy

Viv Hall and Peter Thomson

21117: Income and Extratropical Cyclones in New Zealand

Apurba Roy, Ilan Noy and Cuffe Harold E.

21107: Economic consequences of pre-COVID-19 epidemics: A literature review

Ilan Noy and Tomáš Uher

21103: Motherhood Employment Penalty and Gender Wage Gap Across Countries: 1990–2010

Yu-Wei Chu, Harold E Cuffe and Nguyen Doan

21100: Influences on Sponsor Voluntary Contributions to Defined Benefit Pension Plans in the US

Tanjila Tabassum and Eric R. Ulm

21099: Effects of Sea Surface Temperature on Tuna Catch: Evidence from Countries in the Eastern Pacific Ocean

Hanny John P Mediodia

21087: Over-valued or over-looked? A theoretical and empirical investigation of agricultural land values against profitability in Aotearoa New Zealand

Corey Allan, Suzi Kerr and Sally Owen

21070: Does Hamilton’s OLS regression provide a “better alternative” to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective

Viv Hall and Peter Thomson

21067: Do Struggling Students Benefit From Continued Student Loan Access? Evidence From University and Beyond

Yu-Wei Chu and Harold E Cuffe

21060: Analytic Valuation of GMDB Options with Utility Based Asset Allocation

Eric Ulm

20970: Changes in New Zealand’s Business Insolvency Rates after the GFC

Viv Hall and John McDermott

20968: The Save More Tomorrow™ plan can boost retirement savings in New Zealand

Jan Feld and Shakked Noy

20966: Students are Almost as Effective as Professors in University Teaching

Jan Feld, Nicolas Salamanca and Ulf Zolitz

20952: Droughts and farms’ financial performance in New Zealand: A micro farm level study

Farnaz Pourzand, Ilan Noy and Yiğit Sağlam

20951: Who cares? Future sea-level-rise and house prices

Olga Filippova, Cuong Nguyen, Ilan Noy and Michael Rehm

20926: Recent Changes in the Nature of Distribution Dynamics of US County Incomes

Seonyoung Park and Donggyun Shin

20917: Inflation and wage rigidity/flexibility in the short run

Seonyoung Park and Donggyun Shin

20888: Welfare consequences of rising wage risk in the United States: Self-selection into risky jobs and family labor supply adjustments

Seonyoung Park and Donggyun Shin