IDEAS home Printed from https://ideas.repec.org/f/c/pgr526.html
   My authors  Follow this author

Ryan Greenaway-McGrevy

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022. "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Büchler, Simon & Lutz, Elena, 2024. "Making housing affordable? The local effects of relaxing land-use regulation," Journal of Urban Economics, Elsevier, vol. 143(C).
    2. Murray, Cameron & Gordon, Josh, 2023. "Pricing upzoning: A reply to critics," OSF Preprints d3mt6, Center for Open Science.
    3. Igal Charney, 2024. "Rezoning a top-notch CBD: The choreography of land-use regulation and creative destruction in Manhattan’s East Midtown," Urban Studies, Urban Studies Journal Limited, vol. 61(8), pages 1451-1467, June.
    4. Murray, Cameron & Gordon, Josh, 2023. "Pricing upzoning: A reply to critics," OSF Preprints d3mt6_v1, Center for Open Science.
    5. Donovan Stuart & Matthew Maltman, 2024. "Dispelling myths: Reviewing the evidence on zoning reforms in Auckland," Working Papers 24_07, Motu Economic and Public Policy Research.

  2. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2018. "Land Use Regulation, the Redevelopment Premium and House Prices," Working Papers 2018-02 JEL Classificatio, Auckland University of Technology, Department of Economics.

    Cited by:

    1. Mario A. Fernandez & Shane L. Martin, 2020. "What’s so special about character?," Urban Studies, Urban Studies Journal Limited, vol. 57(16), pages 3236-3251, December.

  3. Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017. "Identifying Exchange Rate Common Factors," NBER Working Papers 23726, National Bureau of Economic Research, Inc.

    Cited by:

    1. Javier Emmanuel Anguiano Pita & Antonio Ruiz Porras, 2020. "Market dynamics and integration of the financial markets of the NAFTA countries," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 67-100, Enero-Jun.
    2. Ibrahim D. Raheem & Xuan Vinh Vo, 2022. "A new approach to exchange rate forecast: The role of global financial cycle and time‐varying parameters," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2836-2848, July.
    3. Raheem, Ibrahim, 2020. "Global financial cycles and exchange rate forecast: A factor analysis," MPRA Paper 105358, University Library of Munich, Germany.
    4. Wenting Liao & Jun Ma & Chengsi Zhang, 2023. "Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 989-1006, November.
    5. Alexander, Carol & Han, Yang & Meng, Xiaochun, 2023. "Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1078-1096.
    6. Arash Aloosh & Geert Bekaert, 2019. "Currency Factors," NBER Working Papers 25449, National Bureau of Economic Research, Inc.
    7. Hyeongwoo Kim & Jisoo Son, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2023-06, Department of Economics, Auburn University.
    8. Yoonseok Lee & Donggyu Sul, 2022. "Trimmed Mean Group Estimation," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 177-202, Emerald Group Publishing Limited.
    9. Yin-Wong Cheung & Wenhao Wang, 2020. "Uncovered Interest Rate Parity Redux: Non- Uniform Effects," GRU Working Paper Series GRU_2020_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    10. Burdon, D. & Potts, T. & McKinley, E. & Lew, S. & Shilland, R. & Gormley, K. & Thomson, S. & Forster, R., 2019. "Expanding the role of participatory mapping to assess ecosystem service provision in local coastal environments," Ecosystem Services, Elsevier, vol. 39(C).
    11. Krystian Jaworski, 2021. "Forecasting exchange rates for Central and Eastern European currencies using country‐specific factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 977-999, September.
    12. Yunjung Kim & Cheolbeom Park, 2016. "Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach," Discussion Paper Series 1606, Institute of Economic Research, Korea University.
    13. Zhiyuan Liu & Peijie Wang, 2024. "Constraints on currency market movements – Implications for the RMB exchange rate regime," The World Economy, Wiley Blackwell, vol. 47(3), pages 858-879, March.
    14. Mikhail Chernov & Magnus Dahlquist & Lars Lochstoer, 2023. "Pricing Currency Risks," Journal of Finance, American Finance Association, vol. 78(2), pages 693-730, April.
    15. FATUM, Rasmus & YAMAMOTO, Yohei & CHEN, Binwei, 2023. "The Trend Effect of Foreign Exchange Intervention," Discussion paper series HIAS-E-132, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    16. George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
    17. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
    18. Lee, Yoonseok & Sul, Donggyu, 2023. "Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
    19. Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de Estadística.
    20. José Luiz Rossi Júnior & Pedro Fontoura & Marina Rossi, 2023. "Are Global Factors Useful for Forecasting the Exchange Rate?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-14.
    21. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
    22. Fink, Fabian & Frei, Lukas & Gloede, Oliver, 2022. "Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model," Journal of International Money and Finance, Elsevier, vol. 122(C).
    23. Michael Kunkler, 2023. "Synthetic money: Addressing the budget‐constraint issue," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3774-3788, October.
    24. HORIE, Tetsushi & 堀江, 哲史 & YAMAMOTO, Yohei & 山本, 庸平, 2016. "Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets," Discussion Papers 2016-04, Graduate School of Economics, Hitotsubashi University.
    25. Gamboa-Estrada, Fredy & Romero, José Vicente, 2022. "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, Elsevier, vol. 171(C), pages 174-190.
    26. Patrycja Krawczyk & Patrycja Kokot-Stepien, 2020. "The impact of the exchange rate on the financial result of enterprises in the transport sector," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 19(1), pages 47-60, March.
    27. Fabian Fink & Lukas Frei & Oliver Gloede, 2020. "Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc," Working Papers 2020-21, Swiss National Bank.
    28. Shuo Cao & Hongyi Chen, 2017. "Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth," Working Papers 042017, Hong Kong Institute for Monetary Research.
    29. Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
    30. Javier Maldonado & Esther Ruiz, 2021. "Accurate Confidence Regions for Principal Components Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1432-1453, December.
    31. Kapetanios, G. & Pesaran, M.H. & Reese, S., 2021. "Detection of units with pervasive effects in large panel data models," Journal of Econometrics, Elsevier, vol. 221(2), pages 510-541.

  4. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2017. "Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market," Working Papers 17-06, Department of Economics, Appalachian State University.

    Cited by:

    1. Coppock, Lee A. & Harper, Daniel Q. & Holt, Charles A., 2021. "Capital constraints and asset bubbles: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 75-88.
    2. David L. Dickinson & Andrew R. Smith & Robert McClelland, 2019. "An Examination of Circadian Impacts on Judgments," Working Papers 19-11, Department of Economics, Appalachian State University.
    3. Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016. "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics 27572, University of Munich, Department of Economics.
    4. John R. Nofsinger & Corey A. Shank, 2019. "DEEP sleep: The impact of sleep on financial risk taking," Review of Financial Economics, John Wiley & Sons, vol. 37(1), pages 92-105, January.
    5. Butler, David & Cheung, Stephen L., 2018. "Mind, Body, Bubble! Psychological and Biophysical Dimensions of Behavior in Experimental Asset Markets," IZA Discussion Papers 11563, Institute of Labor Economics (IZA).

  5. Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016. "Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?," Working Papers 16_04, Motu Economic and Public Policy Research.

    Cited by:

    1. Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020. "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers 2251, Cowles Foundation for Research in Economics, Yale University.
    2. Enrique Martínez García & Efthymios Pavlidis & Kostas Vasilopoulos, 2020. "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers 383, Federal Reserve Bank of Dallas, revised 19 Oct 2021.

  6. Greenaway-McGrevy, Ryan & Hood, K, 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Working Papers 28513, Department of Economics, The University of Auckland.

    Cited by:

    1. Katheryn N. Russ & Jay C. Shambaugh & Sanjay R. Singh, 2024. "Currency Areas, Labor Markets, and Regional Cyclical Sensitivity," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 152-195, March.
    2. Tirthatanmoy Das & Kabir Dasgupta, 2018. "Evaluating the Impact of Mothers' Self-esteem on Early Childhood Home Environment: Evidence from NLSY," Working Papers 2018-03 JEL Classificatio, Auckland University of Technology, Department of Economics, revised Oct 2019.
    3. Mr. Tigran Poghosyan, 2018. "Regional Labor Mobility in Finland," IMF Working Papers 2018/252, International Monetary Fund.
    4. David A. Jaeger & Joakim Ruist & Jan Stuhler, 2018. "Shift-Share Instruments and the Impact of Immigration," NBER Working Papers 24285, National Bureau of Economic Research, Inc.
    5. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2018. "Land Use Regulation, the Redevelopment Premium and House Prices," Working Papers 2018-02 JEL Classificatio, Auckland University of Technology, Department of Economics.
    6. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
    7. Zhang, Haoran, 2023. "Coal busts and urban recovery: Evidence from China," Regional Science and Urban Economics, Elsevier, vol. 101(C).

  7. Greenaway-McGrevy, Ryan & Bridgman, B, 2016. "The Decline of Labour Share in New Zealand," Working Papers 28406, Department of Economics, The University of Auckland.

    Cited by:

    1. Daan Steenkamp, 2016. "Factor substitution and productivity in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2016/12, Reserve Bank of New Zealand.
    2. Chih‐Hai Yang & Meng‐Wen Tsou, 2021. "Globalization and the labor share in China: Firm‐level evidence," Manchester School, University of Manchester, vol. 89(1), pages 1-23, January.

  8. Greenaway-McGrevy, Ryan & Phillips, Peter, 2015. "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Working Papers 25259, Department of Economics, The University of Auckland.

    Cited by:

    1. Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
    2. Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
    3. Thomas Carver & Arthur Grimes, 2016. "Income or Consumption: Which Better Predicts Subjective Wellbeing?," Working Papers 16_12, Motu Economic and Public Policy Research.
    4. Philip Inyeob Ji & Glenn Otto, 2015. "Explosive Behaviour in Australian Housing Markets: Rational Bubbles or Not?," Discussion Papers 2015-27, School of Economics, The University of New South Wales.
    5. Hjalmarsson, Erik & Österholm, Pär, 2019. "Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data," Working Papers 2019:11, Örebro University, School of Business.
    6. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2020. "Gold as a Financial Instrument," MPRA Paper 102782, University Library of Munich, Germany.
    7. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
    8. Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
    9. Funke, Michael & Kirkby, Robert & Mihaylovski, Petar, 2018. "House prices and macroprudential policy in an estimated DSGE model of New Zealand," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
    10. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2021. "House prices and affordability," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 1-6, January.
    11. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018. "When Bubble Meets Bubble: Contagion in OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 546-566, May.
    12. Anna Bykhovskaya & Peter C. B. Phillips, 2017. "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers 2107, Cowles Foundation for Research in Economics, Yale University.
    13. Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019. "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 67-82.
    14. Ye Chen & Jian Li & Qiyuan Li, 2023. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 910-937, August.
    15. Tirthatanmoy Das & Kabir Dasgupta, 2018. "Evaluating the Impact of Mothers' Self-esteem on Early Childhood Home Environment: Evidence from NLSY," Working Papers 2018-03 JEL Classificatio, Auckland University of Technology, Department of Economics, revised Oct 2019.
    16. Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016. "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 590-605, December.
    17. Yang Hu & Les Oxley, 2018. "Bubbles in US regional house prices: evidence from house price–income ratios at the State level," Applied Economics, Taylor & Francis Journals, vol. 50(29), pages 3196-3229, June.
    18. Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
    19. Bill Cochrane & Jacques Poot, 2019. "The Effects of Immigration on Local Housing Markets," Working Papers in Economics 19/07, University of Waikato.
    20. Jamilu Iliyasu & Aliyu R Sanusi & Suleiman O Mamman, 2023. "Testing for explosive behavior in relative inflation measures: Implications for monetary policy under uncertainty," Economics Bulletin, AccessEcon, vol. 43(2), pages 934-947.
    21. Mr. Serhan Cevik & Sadhna Naik, 2023. "Bubble Detective: City-Level Analysis of House Price Cycles," IMF Working Papers 2023/033, International Monetary Fund.
    22. Hurn, Stan & Shi, Shuping & Wang, Ben, 2022. "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, vol. 134(C).
    23. Thorsten Lehnert, 2023. "The Green Stock Market Bubble," Circular Economy and Sustainability, Springer, vol. 3(3), pages 1213-1222, September.
    24. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2018. "Land Use Regulation, the Redevelopment Premium and House Prices," Working Papers 2018-02 JEL Classificatio, Auckland University of Technology, Department of Economics.
    25. Aktham Maghyereh & Hussein Abdoh, 2022. "Bubble contagion effect between the main precious metals," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(1), pages 43-63, March.
    26. Hu, Yang & Oxley, Les, 2018. "Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 89-95.
    27. Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019. "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper 95685, University Library of Munich, Germany.
    28. Marek Bryx & Janusz Sobieraj & Dominik Metelski & Izabela Rudzka, 2021. "Buying vs. Renting a Home in View of Young Adults in Poland," Land, MDPI, vol. 10(11), pages 1-31, November.
    29. Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
    30. Shi, Shuping, 2017. "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," Economic Modelling, Elsevier, vol. 66(C), pages 101-111.
    31. Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021. "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers 2021_06, Universidad Torcuato Di Tella.
    32. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 276-292, August.
    33. Yang Hu & Les Oxley, 2016. "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics 16/05, University of Waikato.
    34. Dinesh Gajurel & Mardi Dungey, 2023. "Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets," JRFM, MDPI, vol. 16(3), pages 1-20, March.
    35. Iliyasu, Jamilu & Rafindadi Sanusi, Aliyu & Suleiman, Dahiru, 2019. "Testing For Multiple Bubble Episodes In Nigerian Stock Exchange Market," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 6(6), pages 13-26, June.
    36. Jean-Louis Bago & Imad Rherrad & Koffi Akakpo & Ernest Ouédraogo, 2022. "An Empirical Investigation on Bubbles Contagion in Scandinavian Real Estate Markets," Businesses, MDPI, vol. 2(1), pages 1-8, March.
    37. Phillips, Peter C.B., 2016. "Modeling speculative bubbles with diverse investor expectations," Research in Economics, Elsevier, vol. 70(3), pages 375-387.
    38. Norman Gemmell & Arthur Grimes & Mark Skidmore, 2019. "Do Local Property Taxes Affect New Building Development? Results from a Quasi-Natural Experiment in New Zealand," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 310-333, February.
    39. Panagiotis Petris & George Dotsis & Panayotis Alexakis, 2022. "Bubble tests in the London housing market: A borough level analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1044-1063, January.
    40. Rafiq Ahmed & Syed Tehseen Jawaid & Samina Khalil, 2021. "Bubble Detection in Housing Market: Evidence From a Developing Country," SAGE Open, , vol. 11(2), pages 21582440211, April.

  9. Ryan Greenaway-McGrevy, 2013. "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers 0100, Bureau of Economic Analysis.

    Cited by:

    1. Tucker McElroy, 2017. "Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 611-625, October.

  10. Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 212012, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Rossi, José Luiz Júnior, 2013. "Liquidity and Exchange Rates," Insper Working Papers wpe_325, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Ramirez-Rondan, N.R. & Terrones, Marco E., 2019. "Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?," MPRA Paper 97524, University Library of Munich, Germany.
    3. Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio, 2016. "Can currency-based risk factors help forecast exchange rates?," International Journal of Forecasting, Elsevier, vol. 32(1), pages 75-97.
    4. Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, vol. 56(4), pages 1251-1268, April.
    5. Atanasov, Victoria & Nitschka, Thomas, 2014. "Currency excess returns and global downside market risk," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 268-285.
    6. Saart, Patrick W. & Xia, Yingcun, 2022. "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, vol. 229(1), pages 127-151.
    7. Shaghayegh KORDNOORI & Hamidreza MOSTAFAEI & Shirin KORDNOORI, 2015. "Applied SCGM(1,1)c Model and Weighted Markov Chain for Exchange Rate Ratios," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(4), pages 12-22, December.
    8. Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014. "Common Factors and the Exchange Rate: Results From the Brazilian Case," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    9. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2019. "Forecasting exchange rates using principal components," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
    10. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
    11. Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
    12. Samuel W. Malone & Robert B. Gramacy & Enrique Ter Horst, 2016. "Timing Foreign Exchange Markets," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
    13. Oliver Hossfeld & Ronald MacDonald, 2014. "Carry Funding and Safe Haven Currencies: A Threshold Regression Approach," CESifo Working Paper Series 5117, CESifo.
    14. Rossi, José Luiz Júnior, 2014. "The Usefulness of Financial Variables in Predicting Exchange Rate Movements," Insper Working Papers wpe_332, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    15. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben, 2015. "The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?," MPRA Paper 68966, University Library of Munich, Germany.
    16. Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
    17. Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013. "Common factors and the exchange rate: results from the Brazilian case," Insper Working Papers wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    18. Thomas A. Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2019. "Pricing Risks Across Currency Denominations," Management Science, INFORMS, vol. 65(11), pages 5308-5336, November.

  11. Ryan Greenaway-McGrevy, 2011. "Is GDP or GDI a better measure of output? A statistical approach," BEA Working Papers 0076, Bureau of Economic Analysis.

    Cited by:

    1. Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2023. "Aggregate Output Measurements: A Common Trend Approach," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 3-33, Emerald Group Publishing Limited.
    2. Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2022. "GDP Solera: The Ideal Vintage Mix," CEPR Discussion Papers 17196, C.E.P.R. Discussion Papers.
    3. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Shocks and Adjustments," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
    4. S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
    5. Martín Almuzara & Dante Amengual & Enrique Sentana, 2019. "Normality tests for latent variables," Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.

  12. Ana Aizcorbe & Ralph Bradley & Ryan Greenaway-McGrevy & Brad Herauf & Richard Kane & Eli Liebman & Sarah Pack & Lyubov Rozental, 2011. "Alternative Price Indexes for Medical Care: Evidence from the MEPS Survey," BEA Working Papers 0069, Bureau of Economic Analysis.

    Cited by:

    1. Abe Dunn & Eli Liebman & Adam Hale Shapiro, 2012. "Implications of Utilization Shifts on Medical-Care Price Measurement," BEA Working Papers 0087, Bureau of Economic Analysis.
    2. Bradley, Ralph, 2013. "Feasible methods to estimate disease based price indexes," Journal of Health Economics, Elsevier, vol. 32(3), pages 504-514.
    3. Tina Highfill & Elizabeth Bernstein, 2019. "Using disability adjusted life years to value the treatment of thirty chronic conditions in the U.S. from 1987 to 2010: a proof of concept," International Journal of Health Economics and Management, Springer, vol. 19(3), pages 449-466, December.
    4. Ana Aizcorbe & Tina Highfill, 2015. "Medical Care Expenditure Indexes for the US, 1980-2006," BEA Working Papers 0121, Bureau of Economic Analysis.
    5. Tina Highfill & Elizabeth Bernstein, 2014. "Using Disability Adjusted Life Years to Value the Treatment of Thirty Chronic Conditions in the U.S. from 1987-2010," BEA Working Papers 0113, Bureau of Economic Analysis.
    6. Amitabh Chandra & Jonathan Holmes & Jonathan Skinner, 2013. "Is This Time Different? The Slowdown in Healthcare Spending," NBER Working Papers 19700, National Bureau of Economic Research, Inc.
    7. Hall Anne E., 2016. "Estimating Regression-Based Medical Care Expenditure Indexes for Medicare Advantage Enrollees," Forum for Health Economics & Policy, De Gruyter, vol. 19(2), pages 261-297, December.

Articles

  1. Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023. "The impact of upzoning on housing construction in Auckland," Journal of Urban Economics, Elsevier, vol. 136(C).
    See citations under working paper version above.
  2. Bridgman, Benjamin & Greenaway-McGrevy, Ryan, 2023. "The economic impact of social distancing: Evidence from state-collected data during the 1918 influenza pandemic," Explorations in Economic History, Elsevier, vol. 90(C).

    Cited by:

    1. Hou, Wenxuan & Li, Mao & Main, Brian G.M. & Liu, Xiaofan, 2023. "Pandemics and financial development: A lesson from the 1918 influenza pandemic," Journal of Corporate Finance, Elsevier, vol. 83(C).

  3. Jack Fosten & Ryan Greenaway-McGrevy, 2022. "Panel data nowcasting," Econometric Reviews, Taylor & Francis Journals, vol. 41(7), pages 675-696, August.

    Cited by:

    1. Jack Fosten & Shaoni Nandi, 2023. "Nowcasting from cross‐sectionally dependent panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 898-919, September.

  4. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2021. "The effect of upzoning on house prices and redevelopment premiums in Auckland, New Zealand," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 959-976, April.

    Cited by:

    1. Emil Mendoza & Fabian Dunker & Marco Reale, 2023. "Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand," Papers 2307.13232, arXiv.org.
    2. Buitrago-Mora, Diego & Garcia-López, Miquel-Àngel, 2023. "Real estate prices and land use regulations: Evidence from the Law of Heights in Bogotá," Regional Science and Urban Economics, Elsevier, vol. 101(C).
    3. Igal Charney, 2024. "Rezoning a top-notch CBD: The choreography of land-use regulation and creative destruction in Manhattan’s East Midtown," Urban Studies, Urban Studies Journal Limited, vol. 61(8), pages 1451-1467, June.
    4. Yuanyuan Huang & Scott N. Lieske & Yan Liu, 2023. "Factors influencing vertical urban development at the parcel scale: The case in Brisbane, Australia," Environment and Planning B, , vol. 50(3), pages 694-708, March.
    5. Christina Stacy & Chris Davis & Yonah Slifkin Freemark & Lydia Lo & Graham MacDonald & Vivian Zheng & Rolf Pendall, 2023. "Land-use reforms and housing costs: Does allowing for increased density lead to greater affordability?," Urban Studies, Urban Studies Journal Limited, vol. 60(14), pages 2919-2940, November.
    6. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022. "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.
    7. Ka Shing Cheung & Paavo Monkkonen & Chung Yim Yiu, 2024. "The heterogeneous impacts of widespread upzoning: Lessons from Auckland, New Zealand," Urban Studies, Urban Studies Journal Limited, vol. 61(5), pages 943-967, April.
    8. Murray, Cameron & Limb, Mark, 2020. "We zoned for density and got higher house prices: Supply and price effects of upzoning over 20 years," OSF Preprints zkt7v, Center for Open Science.
    9. Donovan Stuart & Matthew Maltman, 2024. "Dispelling myths: Reviewing the evidence on zoning reforms in Auckland," Working Papers 24_07, Motu Economic and Public Policy Research.
    10. Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.

  5. Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021. "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, vol. 99(C).

    Cited by:

    1. Reusens, Peter & Vastmans, Frank & Damen, Sven, 2023. "A new framework to disentangle the impact of changes in dwelling characteristics on house price indices," Economic Modelling, Elsevier, vol. 123(C).
    2. Karagiannis, Roxani & Karagiannis, Giannis, 2023. "Nonparametric estimates of price efficiency for the Greek infant milk market: Curing the curse of dimensionality with shannon entropy," Economic Modelling, Elsevier, vol. 121(C).
    3. Ouyang, Yanyan & Cai, Hongbo & Yu, Xuefei & Li, Zijian, 2022. "Capitalization of social infrastructure into China's urban and rural housing values: Empirical evidence from Bayesian Model Averaging," Economic Modelling, Elsevier, vol. 107(C).

  6. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2021. "House prices and affordability," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 1-6, January.

    Cited by:

    1. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022. "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.

  7. Ryan Greenaway-McGrevy & Cameron Haworth, 2020. "Loss aversion in New Zealand housing," New Zealand Economic Papers, Taylor & Francis Journals, vol. 54(2), pages 138-160, May.

    Cited by:

    1. Akshita Singh & Shailendra Kumar & Utkarsh Goel & Amar Johri, 2023. "Behavioural biases in real estate investment: a literature review and future research agenda," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.
    2. Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021. "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, vol. 99(C).

  8. Ryan Greenaway-McGrevy, 2020. "Multistep forecast selection for panel data," Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 373-406, April.

    Cited by:

    1. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.

  9. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2020. "Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 526-553, June.

    Cited by:

    1. Oyebode, B.I. & Nicholls, N., 2021. "Does the timing of assessment matter? Circadian mismatch and reflective processing in university students," International Review of Economics Education, Elsevier, vol. 38(C).

  10. Ryan Greenaway‐McGrevy & Arthur Grimes & Mark Holmes, 2019. "Two countries, sixteen cities, five thousand kilometres: How many housing markets?," Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 353-370, February.
    See citations under working paper version above.
  11. Greenaway-McGrevy, Ryan, 2019. "Asymptotically Efficient Model Selection For Panel Data Forecasting," Econometric Theory, Cambridge University Press, vol. 35(4), pages 842-899, August.

    Cited by:

    1. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.

  12. Ryan Greenaway‐McGrevy & Kyle Hood, 2019. "Aggregate effects and measuring regional dynamics," Papers in Regional Science, Wiley Blackwell, vol. 98(5), pages 1955-1991, October.

    Cited by:

    1. Rickman, Dan S. & Wang, Hongbo, 2022. "Estimating the Economic Effects of US State and Local Fiscal Policy: A Synthetic Control Method Matched Regression Approach," MPRA Paper 112575, University Library of Munich, Germany.
    2. Dan S. Rickman & Hongbo Wang, 2024. "Estimating the economic effects of US state and local fiscal policy: A synthetic control method matching‐regression approach," Growth and Change, Wiley Blackwell, vol. 55(2), June.

  13. Benjamin Bridgman & Ryan Greenaway-McGrevy, 2018. "The fall (and rise) of labour share in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(2), pages 109-130, May.

    Cited by:

    1. Corey Allan & David C Maré, 2021. "Do workers share in firm success? Pass-through estimates for New Zealand," Working Papers 21_15, Motu Economic and Public Policy Research.

  14. Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018. "Identifying Exchange Rate Common Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2193-2218, November.
    See citations under working paper version above.
  15. Greenaway-McGrevy, Ryan & Hood, Kyle K., 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 1-16.
    See citations under working paper version above.
  16. Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016. "Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(1), pages 88-113, April.
    See citations under working paper version above.
  17. Greenaway-McGrevy, Ryan, 2015. "Evaluating panel data forecasts under independent realization," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 108-125.

    Cited by:

    1. Alejandro Barragán-Ocaña & Gerardo Reyes-Ruiz & Samuel Olmos-Peña & Hortensia Gómez-Viquez, 2020. "Approach to the identification of an alternative technological innovation index," Scientometrics, Springer;Akadémiai Kiadó, vol. 122(1), pages 23-45, January.
    2. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.

  18. Greenaway-McGrevy, Ryan, 2013. "Multistep Prediction Of Panel Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 29(4), pages 699-734, August.

    Cited by:

    1. Greenaway-McGrevy, Ryan, 2015. "Evaluating panel data forecasts under independent realization," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 108-125.
    2. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.

  19. Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012. "Asymptotic distribution of factor augmented estimators for panel regression," Journal of Econometrics, Elsevier, vol. 169(1), pages 48-53.

    Cited by:

    1. Simplice A. Asongu & Voxi H. S. Amavilah & Antonio R. Andres, 2019. "Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries," Working Papers of the African Governance and Development Institute. 19/004, African Governance and Development Institute..
    2. Simplice A. Asongu, 2017. "Does Globalization Promote Good Governance in Africa? An Empirical Study Across 51 countries," Research Africa Network Working Papers 17/026, Research Africa Network (RAN).
    3. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
    4. Asongu, Simplice A. & Nwachukwu, Jacinta C., 2016. "The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa," World Development, Elsevier, vol. 86(C), pages 133-147.
    5. Asongu, Simplice & Odhiambo, Nicholas, 2019. "Governance, Capital flight and Industrialisation in Africa," MPRA Paper 101923, University Library of Munich, Germany.
    6. Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 19/057, Research Africa Network (RAN).
    7. In Choi & Jorg Breitung, 2011. "Factor models," Working Papers 1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
    8. Asongu, Simplice, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," MPRA Paper 67310, University Library of Munich, Germany.
    9. Simplice A. Asongu & Samba Diop & Ekene ThankGod Emeka & Amarachi O. Ogbonna, 2024. "The role of governance and infrastructure in moderating the effect of resource rents on economic growth," Working Papers 24/027, European Xtramile Centre of African Studies (EXCAS).
    10. Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Research Africa Network Working Papers 17/047, Research Africa Network (RAN).
    11. William D. Larson, 2022. "Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints," FHFA Staff Working Papers 22-04, Federal Housing Finance Agency.
    12. Lynn Bergeland Morgan & Peter C. B. Phillips & Donggyu Sul, 2023. "Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US," Cowles Foundation Discussion Papers 2380, Cowles Foundation for Research in Economics, Yale University.
    13. Nazlioglu, Saban & Kassouri, Yacouba & Kucukkaplan, Ilhan & Soytas, Ugur, 2022. "Convergence of oil consumption: A historical perspective with new concepts," Energy Policy, Elsevier, vol. 168(C).
    14. Asongu, Simplice & Andrés, Antonio, 2019. "Trajectories of Knowledge Economy in SSA and MENA countries," MPRA Paper 93662, University Library of Munich, Germany.
    15. Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2019. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited," Working Papers of the African Governance and Development Institute. 19/085, African Governance and Development Institute..
    16. Simplice A. Asongu, 2018. "Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(1), pages 81-135, March.
    17. Westerlund, Joakim & Reese, Simon, 2014. "Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors," Working Papers 2014:8, Lund University, Department of Economics, revised 27 Jan 2014.
    18. Jörg Breitung & Philipp Hansen, 2021. "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, vol. 60(1), pages 327-351, January.
    19. Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.
    20. Asongu, Simplice & Efobi, Uchenna & Tchamyou, Vanessa, 2016. "Globalization and Governance: A Critical Contribution to the Empirics," MPRA Paper 74229, University Library of Munich, Germany.
    21. Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
    22. Asongu, Simplice & Tchamyou, Vanessa, 2015. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency," MPRA Paper 71173, University Library of Munich, Germany.
    23. Simplice Asongu & Jacinta C. Nwachukwu, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute. 15/001, African Governance and Development Institute..
    24. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    25. Jad Beyhum & Martin Mugnier, 2024. "Inference after discretizing unobserved heterogeneity," CeMMAP working papers 29/24, Institute for Fiscal Studies.
    26. Floro, Danvee & van Roye, Björn, 2015. "Threshold Effects of Financial Stress on Monetary Policy Rules: A Panel Data Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112840, Verein für Socialpolitik / German Economic Association.
    27. Asongu, Simplice & Nwachukwu, Jacinta, 2015. "The incremental effect of education on corruption: evidence of synergy from lifelong learning," MPRA Paper 69439, University Library of Munich, Germany.
    28. Asongu, Simplice & Tchamyou, Vanessa, 2015. "Foreign aid, education and lifelong learning in Africa," MPRA Paper 70240, University Library of Munich, Germany.
    29. Asongu, Simplice & Nnanna, Joseph, 2020. "Governance and the Capital Flight Trap in Africa," MPRA Paper 103226, University Library of Munich, Germany.
    30. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org.
    31. Simplice A. Asongu & Jacinta C. Nwachukwu, 2014. "Revolution empirics: predicting the Arab Spring," Research Africa Network Working Papers 14/032, Research Africa Network (RAN).
    32. Asongu, Simplice & Uduji, Joseph & Okolo-Obasi, Elda, 2019. "Foreign aid volatility and lifelong learning," MPRA Paper 102032, University Library of Munich, Germany.
    33. Asongu, Simplice & Nwachukwu, Jacinta, 2017. "The Role of Openness in the Effect of ICT on Governance," MPRA Paper 84344, University Library of Munich, Germany.
    34. Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers 18/046, African Finance and Economic Association (AFEA).
    35. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    36. Westerlund, Joakim & Urbain, Jean-Pierre, 2015. "Cross-sectional averages versus principal components," Journal of Econometrics, Elsevier, vol. 185(2), pages 372-377.
    37. Yoonseok Lee & Donggyu Sul, 2022. "Trimmed Mean Group Estimation," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 177-202, Emerald Group Publishing Limited.
    38. Marco Avarucci & Paolo Zaffaroni, 2019. "Robust Nearly-Efficient Estimation of Large Panels with Factor Structures," Papers 1902.11181, arXiv.org.
    39. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    40. Shiyun Cao & Qiankun Zhou, 2022. "Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures," Econometrics, MDPI, vol. 10(3), pages 1-27, August.
    41. Asongu, Simplice A & Nwachukwu, Jacinta C., 2015. "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper 71783, University Library of Munich, Germany.
    42. Simplice A. Asongu & Sara le Roux & Jacinta Nwachukwu & Chris Pyke, 2018. "The Mobile Phone as an Argument for Good Governance in sub-Saharan Africa," Working Papers 2 4004, Office Of The Chief Economist, Development Bank of Nigeria.
    43. Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 212012, Hong Kong Institute for Monetary Research.
    44. Joakim Westerlund, 2020. "A cross‐section average‐based principal components approach for fixed‐T panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 776-785, September.
    45. In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
    46. Westerlund, J. & Urbain, J.R.Y.J., 2011. "Cross sectional averages or principal components?," Research Memorandum 053, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    47. Simplice Asongu & Jacinta Nwachukwu, 2016. "Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute. 16/047, African Governance and Development Institute..
    48. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
    49. Simplice A. Asongu & Samba Diop, 2022. "Resource Rents and Economic Growth: Governance and Infrastructure Thresholds," Working Papers 22/072, European Xtramile Centre of African Studies (EXCAS).
    50. Saman Banafti & Tae-Hwy Lee, 2023. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202308, University of California at Riverside, Department of Economics.
    51. Yan Jin & Cornelis Gardebroek & Nico Heerink, 2024. "The impact of Chinese rice support policies on rice acreages," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 16(3), pages 705-719, June.
    52. Jad Beyhum, 2024. "Counterfactuals in factor models," Papers 2401.03293, arXiv.org.
    53. Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata, 2018. "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects," ISER Discussion Paper 1037, Institute of Social and Economic Research, The University of Osaka.
    54. Westerlund, Joakim & Urbain, Jean-Pierre, 2013. "On the implementation and use of factor-augmented regressions in panel data," Journal of Asian Economics, Elsevier, vol. 28(C), pages 3-11.
    55. Beyhum, Jad & Gautier, Eric, 2021. "Factor and factor loading augmented estimators for panel regression," TSE Working Papers 21-1219, Toulouse School of Economics (TSE).
    56. Westerlund, Joakim & Petrova, Yana, 2018. "Asymptotic collinearity in CCE estimation of interactive effects models," Economic Modelling, Elsevier, vol. 70(C), pages 331-337.
    57. Jad Beyhum & Martin Mugnier, 2024. "Inference after discretizing unobserved heterogeneity," Papers 2412.07352, arXiv.org.
    58. Mr. Salvatore Dell'Erba & Mr. Sergio Sola, 2013. "Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel," IMF Working Papers 2013/159, International Monetary Fund.
    59. Ying Liao & Cuixia Li & Lei Jiang & Liang Peng, 2021. "Quantifying Diseconomies Of Scale For Mutual Funds," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 1-24, May.
    60. Hou, Lei & Li, Kunpeng & Li, Qi & Ouyang, Min, 2021. "Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks," Journal of Econometrics, Elsevier, vol. 221(2), pages 483-509.
    61. Chen, Mingjing & Yan, Jingzhou, 2019. "Unbiased CCE estimator for Interactive Fixed Effects panels," Economics Letters, Elsevier, vol. 175(C), pages 1-4.
    62. Khusrav Gaibulloev & Todd Sandler & Donggyu Sul, "undated". "Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence," Economics Working Papers 02-03/2013, School of Business Administration, American University of Sharjah.
    63. Jad Beyhum & Martin Mugnier, 2024. "Inference after discretizing unobserved heterogeneity," PSE Working Papers halshs-04840588, HAL.
    64. Bada, Oualid & Liebl, Dominik, 2014. "phtt: Panel Data Analysis with Heterogeneous Time Trends in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 59(i06).

  20. Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012. "Estimating the number of common factors in serially dependent approximate factor models," Economics Letters, Elsevier, vol. 116(3), pages 531-534.

    Cited by:

    1. Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
    2. In Choi & Jorg Breitung, 2011. "Factor models," Working Papers 1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
    3. Jonas Krampe & Luca Margaritella, 2021. "Factor Models with Sparse VAR Idiosyncratic Components," Papers 2112.07149, arXiv.org, revised May 2022.
    4. Sarafidis, Vasilis & Wansbeek, Tom, 2010. "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper 20367, University Library of Munich, Germany.
    5. Jiahe Lin & George Michailidis, 2019. "Approximate Factor Models with Strongly Correlated Idiosyncratic Errors," Papers 1912.04123, arXiv.org.
    6. Ryan Greenaway‐McGrevy & Arthur Grimes & Mark Holmes, 2019. "Two countries, sixteen cities, five thousand kilometres: How many housing markets?," Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 353-370, February.
    7. Luca Margaritella & Joakim Westerlund, 2023. "Using information criteria to select averages in CCE," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 405-421.
    8. Bada, Oualid & Kneip, Alois, 2014. "Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 95-115.

Chapters

    Sorry, no citations of chapters recorded.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.