Mark J. Holmes

University of Waikato - Management School, Department of Economics

Hamilton

New Zealand

SCHOLARLY PAPERS

19

DOWNLOADS

687

SSRN CITATIONS
Rank 15,692

SSRN RANKINGS

Top 15,692

in Total Papers Citations

17

CROSSREF CITATIONS

44

Scholarly Papers (19)

1.
Downloads 134 (229,480)
Citation 1

Credit Losses in Australasian Banking

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 21 Aug 2008
Kurt Hess, Arthur Grimes and Mark J. Holmes
Independent Credit View, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 131 (234,412)
Citation 1

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Banking, Credit Risk, Loan Loss Provisions, Australia, New Zealand

Credit Losses in Australasian Banking

Economic Record, Vol. 85, Issue 3, pp. 331-343, September 2009
Number of pages: 13 Posted: 08 Oct 2009
Kurt Hess, Arthur Grimes and Mark J. Holmes
Independent Credit View, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
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2.

Drivers of Credit Losses in Australasian Banking

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 30 Posted: 17 Jul 2007
Kurt Hess, Arthur Grimes and Mark J. Holmes
Independent Credit View, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 132 (232,307)

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Banking, Credit Risk, Loan Loss Provisions, Australia, New Zealand

3.

Is There Long-Run Convergence of Regional House Prices in the UK?

Motu Working Paper No. 05-11
Number of pages: 22 Posted: 26 Jun 2006
Arthur Grimes and Mark J. Holmes
Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 128 (237,799)
Citation 9

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House prices, convergence, unit roots, cointegration, principal components

4.

Rational Speculative Bubbles: Evidence from Asian Stock Markets

Number of pages: 29 Posted: 09 Jan 2018 Last Revised: 24 Sep 2019
Kenneth Szulczyk, Muhammad A. Cheema and Mark J. Holmes
Curtin University, Malaysia, University of Waikato New Zealand and University of Waikato - Management School, Department of Economics
Downloads 110 (265,621)

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rational bubble, cointegration test, explosiveness trend regression test, explosive unit root test, duration dependence test

5.

Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?

Motu Working Paper 16-04
Number of pages: 29 Posted: 09 Apr 2016
University of Auckland - Department of Economics, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 44 (437,089)
Citation 13

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R21, R31

6.

Non-Linear Trend Stationarity and Co-Trending in Latin American Real Exchange Rates

Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Number of pages: 12 Posted: 02 Dec 2008
Mark J. Holmes
University of Waikato - Management School, Department of Economics
Downloads 29 (504,410)

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Latin America, real exchange rate, non-linear, stationarity, unit root tests

7.

New Zealand Housing Markets: Just a Bit-Player in the A-League?

Motu Economic and Public Policy Research Working Paper No. 10-07
Number of pages: 32 Posted: 09 Sep 2010
Arthur Grimes, Mark J. Holmes and Nicholas Tarrant
Motu Economic and Public Policy Research Trust, University of Waikato - Management School, Department of Economics and University of Otago
Downloads 25 (526,741)
Citation 15

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House price convergence, international housing markets, Australasia

8.

Are the Trade Deficits of Less Developed Countries Stationary? Evidence for African Countries

Applied Econometrics and International Development, Vol. 3, No. 3, 2003
Number of pages: 18 Posted: 19 Aug 2008
Mark J. Holmes
University of Waikato - Management School, Department of Economics
Downloads 24 (532,621)
Citation 1

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LDC. Current Account, Panel Data, Unit Rood, Trade Deficit, African Countries

9.

How Sustainable are OECD Current Account Balances in the Long Run?

Manchester School, Vol. 74, No. 5, pp. 626-643, September 2006
Number of pages: 18 Posted: 17 Aug 2006
Mark J. Holmes
University of Waikato - Management School, Department of Economics
Downloads 21 (551,017)
Citation 2
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10.

Nominal Exchange Rates Adjustment and Long-Run Competitiveness in Less Developed Countries

Applied Econometrics and International Development, Vol. 4, No. 3, 2004
Number of pages: 22 Posted: 19 Aug 2008
Mark J. Holmes
University of Waikato - Management School, Department of Economics
Downloads 19 (563,609)

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Exchange Rate, Less Developed Countries, Panel Data

11.

Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union

Economic Notes, Vol. 34, No. 3, pp. 407-427, November 2005
Number of pages: 21 Posted: 06 Dec 2005
Mark J. Holmes
University of Waikato - Management School, Department of Economics
Downloads 15 (588,876)
Citation 1
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12.

Are Asia-Pacific Real Exchange Rates Stationary? A Regime-Switching Perspective

Pacific Economic Review, Vol. 15, No. 2, pp. 189-203, May 2010
Number of pages: 15 Posted: 21 Apr 2010
Mark J. Holmes
University of Waikato - Management School, Department of Economics
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13.

On the Stationarity of Current Account Deficits in the European Union

Review of International Economics, Vol. 18, No. 4, pp. 730-740, September 2010
Number of pages: 11 Posted: 10 Aug 2010
Mark J. Holmes, Jesús Otero and Theodore Panagiotidis
University of Waikato - Management School, Department of Economics, Independent and University of Macedonia - Department of Economics
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14.

Do Remittances Facilitate a Sustainable Current Account?

The World Economy, Vol. 39, Issue 11, pp. 1834-1853, 2016
Number of pages: 20 Posted: 10 Nov 2016
Gazi Hassan and Mark J. Holmes
University of Waikato and University of Waikato - Management School, Department of Economics
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15.

A Pair-Wise Analysis of Intra-City Price Convergence within the Paris Housing Market

Journal of Real Estate Finance and Economics, Vol. 54, No. 1, 2017
Posted: 16 Jan 2017
Mark J. Holmes, Jesús Otero and Theodore Panagiotidis
University of Waikato - Management School, Department of Economics, Independent and University of Macedonia - Department of Economics

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Pair-wise, house prices, cointegration, speed of adjustment

16.

Modelling a Regime‐Shifting Beveridge Curve

Bulletin of Economic Research, Vol. 68, Issue 1, pp. 90-104, 2016
Number of pages: 15 Posted: 13 Jan 2016
Richard Dutu, Mark J. Holmes and Brian Silverstone
University of Waikato, University of Waikato - Management School, Department of Economics and University of Waikato
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Beveridge, frictions, labour, Markov

17.

New Evidence on Long-Run Output Convergence Among Latin American Countries

Journal of Applied Economics, Vol. 8, No. 2, pp. 299-319, November 2005
Posted: 13 Dec 2005
Mark J. Holmes
University of Waikato - Management School, Department of Economics

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output convergence, Latin America, common trends

18.

New Evidence on Real Exchange Rate Stationarity and Purchasing Power Parity in Less Developed Countries

Journal of Macroeconomics, Vol. 23, No. 4, Fall 2001
Posted: 15 Oct 2001
Mark J. Holmes
University of Waikato - Management School, Department of Economics

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19.

Does Purchasing Power Parity Hold in African Less Developed Countries? Evidence from a Panel Data Unit Root Test

Journal of African Economies, Vol. 9, Issue 1, pp. 63-78
Posted: 03 Nov 2000
Mark J. Holmes
University of Waikato - Management School, Department of Economics

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