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Colin Paul Hargreaves

Personal Details

First Name:Colin
Middle Name:Paul
Last Name:Hargreaves
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RePEc Short-ID:pha583

Affiliation

Act on Climate Limited

http://www.aoc.org.au
Armidale, Australia

Research output

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Articles

  1. Marquez, Jaime, 1997. "Nonstationary time series analysis and cointegration : C. Hargreaves ed. (Oxford University Press, New York, 1996), 308 pp. $29.95, ISBN 0198773927," International Journal of Forecasting, Elsevier, vol. 13(4), pages 584-586, December.
  2. Sowey, Eric & Hargreaves, Colin, 1991. "Dissemination of macroeconometric models: Is a new age dawning?," Journal of Policy Modeling, Elsevier, vol. 13(4), pages 599-621.

Books

  1. Hargreaves, Colin P. (ed.), 1994. "Non-Stationary Time Series Analysis and Cointegration," OUP Catalogue, Oxford University Press, number 9780198773924.
  2. Colin Hargreaves (ed.), 1992. "Macroeconomic Modelling Of The Long Run," Books, Edward Elgar Publishing, number 207.

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.

Articles

  1. Sowey, Eric & Hargreaves, Colin, 1991. "Dissemination of macroeconometric models: Is a new age dawning?," Journal of Policy Modeling, Elsevier, vol. 13(4), pages 599-621.

    Cited by:

    1. Heilemann Ullrich, 2015. "Literaturbeitrag / Review Paper. Macroeconometric Models – From “Little Science” to “Big Science”," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(1), pages 82-89, February.
    2. Valadkhani, Abbas, 2004. "History of macroeconometric modelling: lessons from past experience," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 265-281, February.
    3. Heckelei, T., 1999. "Quantitative Modelle als Grundlage des Politikdialogs," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 35.

Books

  1. Hargreaves, Colin P. (ed.), 1994. "Non-Stationary Time Series Analysis and Cointegration," OUP Catalogue, Oxford University Press, number 9780198773924.

    Cited by:

    1. Ralf Brüggemann & Helmut Lütkepohl, 2005. "Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 673-690, October.
    2. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    3. Geoffrey Shuetrim & Christopher Thompson, 2003. "The Implications of Uncertainty for Monetary Policy," The Economic Record, The Economic Society of Australia, vol. 79(246), pages 370-379, September.
    4. Vasco J. Gabriel, 2001. "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers 7/2001, NIPE - Universidade do Minho.
    5. Badri Narayan Rath & Purna Chandra Parida, 2014. "Did Openness and Human Capital Affect Total Factor Productivity? Evidence from the South Asian Region," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 6(2), pages 103-118, May.
    6. G. Everaert, 2007. "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/452, Ghent University, Faculty of Economics and Business Administration.
    7. Vasco J. Gabriel & Luis F. Martins, 2010. "Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship," NIPE Working Papers 28/2010, NIPE - Universidade do Minho.
    8. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin 944, DIW Berlin, German Institute for Economic Research.
    9. Juthathip Jongwanich, 2010. "Determinants of Export Performance in East and Southeast Asia," The World Economy, Wiley Blackwell, vol. 33(1), pages 20-41, January.
    10. Tilak Abeysinghe & Tan Khay Boon, 1999. "Small sample estimation of a cointegrating vector: an empirical evaluation of six estimation techniques," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 645-648.
    11. Felipe Morandé & Raimundo Soto, "undated". "El Mercado de Clientes No Regulados en la Industria Eléctrica," ILADES-UAH Working Papers inv100, Universidad Alberto Hurtado/School of Economics and Business.
    12. Okunade, Albert A. & Murthy, Vasudeva N. R., 2002. "Technology as a 'major driver' of health care costs: a cointegration analysis of the Newhouse conjecture," Journal of Health Economics, Elsevier, vol. 21(1), pages 147-159, January.
    13. Suzanne McCoskey & Chihwa Kao, 1999. "Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques," Center for Policy Research Working Papers 5, Center for Policy Research, Maxwell School, Syracuse University.
    14. Khediri, S. & Ncibi, N., 2005. "L’impact de l’infrastructure sur la croissance economique de long terme dans les pays de MENA : analyse de les secteurs d´electricite et des telephones en dix pays, 1975-1999," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 5(2).
    15. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, University Library of Munich, Germany.
    16. Andrea Beccarini, 2017. "Verifying time inconsistency of the ECB monetary policy by means of a regime-switching approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 203-227, May.
    17. Joscha Beckmann & Ansgar Belke & Florian Verheyen, 2014. "Exchange rate pass-through into German import prices - a disaggregated perspective," Applied Economics, Taylor & Francis Journals, vol. 46(34), pages 4164-4177, December.
    18. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
    19. Ibrahim A. Elbadawi & Raimundo Soto, "undated". "Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries," ILADES-UAH Working Papers inv093, Universidad Alberto Hurtado/School of Economics and Business.
    20. Insang Hwang, 1998. "Long-run determinant of Korean economic growth: empirical evidence from manufacturing," Applied Economics, Taylor & Francis Journals, vol. 30(3), pages 391-405.
    21. Joscha Beckmann & Michael Kühl, 2017. "The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function," The World Economy, Wiley Blackwell, vol. 40(9), pages 1836-1865, September.
    22. Gutierrez, Luciano & Erickson, Kenneth W. & Westerlund, Joakim, 2005. "The Present Value Model, Farmland Prices and Structural Breaks," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24702, European Association of Agricultural Economists.
    23. Hooker, Mark A., 2000. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 583-600, August.
    24. Tronzano, Marco, 2017. "Testing Fiscal Sustainability In The Transition Economies Of Eastern Europe: The Case Of Poland (1999-2015)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(1), pages 103-132.
    25. Arize, Augustine C. & Osang, Thomas & Slottje, Daniel J., 2008. "Exchange-rate volatility in Latin America and its impact on foreign trade," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 33-44.
    26. Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," ROME Working Papers 201203, ROME Network.
    27. Hammoudeh, Shawkat & Choi, Kyongwook, 2006. "Behavior of GCC stock markets and impacts of US oil and financial markets," Research in International Business and Finance, Elsevier, vol. 20(1), pages 22-44, March.
    28. Raimundo Soto, "undated". "El Tipo de Cambio Real de Equilibrio: Un modelo no lineal de Series de Tiempo," ILADES-UAH Working Papers inv094, Universidad Alberto Hurtado/School of Economics and Business.
    29. Chi, Junwook & Baek, Jungho, 2011. "Demand Analysis for Coal on the United States Inland Waterway System: Fully‐Modified Cointegration (FM‐OLS) Approach," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 50(1).
    30. Vasco J. Gabriel & Luis F. Martins, 2000. "The Properties of Cointegration Tests in Models with Structural Change," NIPE Working Papers 1/2000, NIPE - Universidade do Minho.
    31. Vittorio Corbo, 1998. "Reaching One-Digit Inflation: The Chilean Experience," Journal of Applied Economics, Taylor & Francis Journals, vol. 1(1), pages 123-163, November.
    32. Yudong Wang & Chongfeng Wu & Li Yang, 2015. "Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?," Management Science, INFORMS, vol. 61(12), pages 2870-2889, December.
    33. Arize, Augustine C. & Malindretos, John & Ghosh, Dilip, 2015. "Purchasing power parity-symmetry and proportionality: Evidence from 116 countries," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 69-85.
    34. Álvarez-Díaz, Marcos & González-Gómez, Manuel & Otero-Giráldez, María Soledad, 2018. "Main determinants of export-oriented bleached eucalyptus kraft pulp (BEKP) demand from the north-western regions of Spain," Forest Policy and Economics, Elsevier, vol. 96(C), pages 112-119.
    35. KHAN, Muhammad Arshad, 2008. "Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 61-78.
    36. Rodrigo Cubero-Brealey, "undated". "FDI, Foreign Affiliate Operations, and the Transfer Process: Macroeconomic Adjustment to FDI Inflows in the Case of Costa Rica," QEH Working Papers qehwps87, Queen Elizabeth House, University of Oxford.
    37. Tilak Abeysinghe & Tan Lin Yeok, 1998. "Exchange rate appreciation and export competitiveness. The case of Singapore," Applied Economics, Taylor & Francis Journals, vol. 30(1), pages 51-55.
    38. Bilgili, Faik, 1998. "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper 75967, University Library of Munich, Germany.
    39. Mohammad Hasan, 2006. "A century of Purchasing Power Parity: evidence from Canada and Australia," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 145-156.
    40. Ioannis Litsios & Keith Pilbeam, 2019. "The Role Of National Debts In The Determination Of The Yen‐Dollar Exchange Rate," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1182-1195, April.
    41. Robert Witt & Ann Dryden Witte, 1998. "Crime, Imprisonment, and Female Labor Force Participation: A Time-Series Approach," NBER Working Papers 6786, National Bureau of Economic Research, Inc.
    42. David Tennant & Marlon Tracey, 2013. "Explaining related party transactions in commercial banking: looted lending and information-based investments," Applied Financial Economics, Taylor & Francis Journals, vol. 23(19), pages 1509-1530, October.
    43. Isabel Cortés-Jiménez & Ramesh Durbarry & Manuela Pulina, 2009. "Estimation of Outbound Italian Tourism Demand: A Monthly Dynamic EC-LAIDS Model," Tourism Economics, , vol. 15(3), pages 547-565, September.
    44. Magalhães, Matheus Albergaria de & Picchetti, Paulo, 2005. "Regress and Progress! An Econometric Characterization of the Short-Run Relationship between Productivity and Labor Input in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.

  2. Colin Hargreaves (ed.), 1992. "Macroeconomic Modelling Of The Long Run," Books, Edward Elgar Publishing, number 207.

    Cited by:

    1. Rimgailaite, Ramune, 2012. "Exchange rate modelling for Lithuania and Switzerland," MPRA Paper 43451, University Library of Munich, Germany.
    2. Abbas Valadkhani, 2002. "Long- and short-run determinants of the demand for money in New Zealand: A cointegration analysis," New Zealand Economic Papers, Taylor & Francis Journals, vol. 36(2), pages 235-250.
    3. Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
    4. Serge Rey, 2009. "L’apport du Natrex à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," Post-Print hal-01885310, HAL.
    5. Barisone, G. & Driver, R.L. & Wren-Lewis, S., 2000. "Are Our FEERs Justified?," Discussion Papers 0002, University of Exeter, Department of Economics.
    6. Norrbin, Stefan C. & Reffett, Kevin L., 1995. "I(2) representations of US money demand," Economics Letters, Elsevier, vol. 49(4), pages 415-423, October.
    7. Murthy, N. R. Vasudeva & Phillips, Joseph M., 1996. "The relationship between budget deficits and capital inflows: Further econometric evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 485-494.
    8. Frait, Jan & Komarek, Lubos, 2001. "Real exchange rate trends in transitional countries," Economic Research Papers 269366, University of Warwick - Department of Economics.
    9. Reza Siregar & Ramkishen Rajan, 2006. "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Centre for International Economic Studies Working Papers 2006-04, University of Adelaide, Centre for International Economic Studies.
    10. Jonathan Köhler & Terry Barker & Dennis Anderson & Haoran Pan, 2006. "Combining Energy Technology Dynamics and Macroeconometrics: The E3MG Model," The Energy Journal, , vol. 27(2_suppl), pages 113-133, June.
    11. Serge Rey, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working papers of CATT hal-01880363, HAL.
    12. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003. "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers rdp2003-03, Reserve Bank of Australia.
    13. Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F., 1996. "Targeting inflation: Comparative control exercises on models of the UK economy," Economic Modelling, Elsevier, vol. 13(2), pages 169-184, April.
    14. Rodrigo Caputo & Marco Núñez & Rodrigo Valdés, 2007. "Exchange Rate Analysis in Practice," Working Papers Central Bank of Chile 434, Central Bank of Chile.
    15. Rodrigo Caputo G. & Marco Núñez N. & Rodrigo Valdés P., 2008. "Análisis del tipo de cambio en la práctica," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 11, pages 313-364, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    16. Zhou, Su & Mahdavi, Saeid, 1996. "Simple vs. generalized interest rate and purchasing power parity models of exchange rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(2), pages 197-218.
    17. Viktors Ajevskis & Ramune Rimgailaite & Uldis Rutkaste & Olegs Tkacevs, 2012. "The Assesment of Equilibrium Real Echange Rate of Latvia," Working Papers 2012/04, Latvijas Banka.
    18. Bal??zs ??gert, & L??szl?? Halpern & Ronald MacDonald, 2005. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," William Davidson Institute Working Papers Series wp793, William Davidson Institute at the University of Michigan.
    19. Frydman Roman & Goldberg Michael D., 2008. "Macroeconomic Theory for a World of Imperfect Knowledge," Capitalism and Society, De Gruyter, vol. 3(3), pages 1-78, December.
    20. Jeffery D. Amato & Andrew Filardo & Gabriele Galati & Goetz von Peter & Feng Zhu, 2005. "Research on exchange rates and monetary policy: an overview," BIS Working Papers 178, Bank for International Settlements.
    21. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998. "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series 8, Edinburgh School of Economics, University of Edinburgh.
    22. Gerdesmeier, Dieter, 1996. "The role of wealth in money demand," Discussion Paper Series 1: Economic Studies 1996,05e, Deutsche Bundesbank.
    23. MacDonald, Ronald, 1998. "What determines real exchange rates?: The long and the short of it," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(2), pages 117-153, June.
    24. Ásgeir Daníelsson & Magnús F. Gudmundsson & Svava J. Haraldsdóttir & Thorvardur T. Ólafsson & Ásgerdur Ó. Pétursdóttir & Thórarinn G. Pétursson & Rósa Sveinsdóttir, 2009. "QMM. A Quarterly Macroeconomic Model of the Icelandic Economy," Economics wp41, Department of Economics, Central bank of Iceland.
    25. Arndt, Channing & Tarp, Finn, 2003. "Trade Policy Reform and the Missing Revenue: A Gendered Analysis for Mozambique," MPRA Paper 62441, University Library of Munich, Germany.
    26. Lester C. Hunt & Robert Witt, 1995. "An Analysis of UK Energy Demand Using Multivariate Cointegration," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 86, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
    27. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
    28. Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2008. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," Discussion Papers 08-31, University of Copenhagen. Department of Economics.
    29. Juselius, Katarina, 1995. "Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model," Journal of Econometrics, Elsevier, vol. 69(1), pages 211-240, September.
    30. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
    31. Holtemöller, Oliver & Mallick, Sushanta, 2013. "Exchange rate regime, real misalignment and currency crises," Economic Modelling, Elsevier, vol. 34(C), pages 5-14.
    32. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, November.
    33. Kenneth F. Wallis, 1993. "On Macroeconomic Policy and Macroeconometric Models," The Economic Record, The Economic Society of Australia, vol. 69(2), pages 113-130, June.
    34. Ásgeir Daníelsson & Lúdvik Elíasson & Magnús F. Gudmundsson & Svava J. Haraldsdóttir & Lilja S. Kro & Thórarinn G. Pétursson & Thorsteinn S. Sveinsson, 2019. "QMM A Quarterly Macroeconomic Model of the Icelandic Economy Version 4.0," Economics wp82, Department of Economics, Central bank of Iceland.
    35. Siregar, Reza, 2011. "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," MPRA Paper 28987, University Library of Munich, Germany.
    36. Kumar, Saten & Webber, Don J., 2010. "Australasian money demand stability: Application of structural break tests," MPRA Paper 27569, University Library of Munich, Germany.
    37. Mahdavi, Saeid & Zhou, Su, 1997. "Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance," Journal of Economics and Business, Elsevier, vol. 49(5), pages 475-489.
    38. Gordon de Brouwer, 1996. "Consumption and Liquidity Constraints in Australia and East Asia: Does Financial Integration Matter?," RBA Research Discussion Papers rdp9602, Reserve Bank of Australia.
    39. Ms. Camelia Minoiu & Patrick A. Imam, 2008. "Mauritius: A Competitiveness Assessment," IMF Working Papers 2008/212, International Monetary Fund.
    40. Channing Arndt & Finn Tarp, 2004. "On Trade Policy Reform and the Missing Revenue: an Application to Mozambique," Discussion Papers 04-19, University of Copenhagen. Department of Economics.
    41. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 2001. "Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 637-650, August.
    42. Ottavio Ricchi, 2013. "Analyzing MeMo-It supply side properties," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 57-64.

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