Mark Holmes

University of Waikato - Management School, Department of Economics

Hamilton

New Zealand

  • University of Waikato - Management School, Department of Economics

SCHOLARLY PAPERS

14

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865

SSRN CITATIONS
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in Total Papers Citations

19

CROSSREF CITATIONS

27

Scholarly Papers (14)

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1.

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 Holmes
Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 162 (291,002)
Citation 13

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

2.

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 Holmes
Independent Credit View, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 159 (298,858)
Citation 2

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

3.

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 Holmes
Independent Credit View, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 155 (301,970)

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

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 Holmes
Al Akhawayn University, University of Otago New Zealand and University of Waikato - Management School, Department of Economics
Downloads 154 (303,575)

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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
Ryan Greenaway-McGrevy, Arthur Grimes and Mark Holmes
University of Auckland Business School, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 62 (553,236)
Citation 13

Abstract:

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R21, R31

6.

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 Holmes and Nicholas Tarrant
Motu Economic and Public Policy Research Trust, University of Waikato - Management School, Department of Economics and University of Otago
Downloads 47 (627,390)
Citation 15

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House price convergence, international housing markets, Australasia

7.

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 Holmes
University of Waikato - Management School, Department of Economics
Downloads 47 (627,390)
Citation 1

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

8.

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 Holmes
University of Waikato - Management School, Department of Economics
Downloads 42 (655,826)

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

9.

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 Holmes
University of Waikato - Management School, Department of Economics
Downloads 28 (748,948)

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Exchange Rate, Less Developed Countries, Panel Data

10.

Covid - 19, Energy Crisis and Sri Lankan Economy: A Matter of Migrant Remittances?

Number of pages: 22 Posted: 24 May 2023
J.M.D.Sandamali Wijayarathne, Gazi Hassan and Mark Holmes
University of Waikato, University of Waikato and University of Waikato - Management School, Department of Economics
Downloads 9 (911,337)

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Sri Lanka, Energy Crisis, Energy Poverty, Remittances, and Covid-19.

11.

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 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

12.

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 Holmes
University of Waikato - Management School, Department of Economics

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output convergence, Latin America, common trends

13.

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

Posted: 15 Oct 2001
Mark Holmes
University of Waikato - Management School, Department of Economics

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14.

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

Posted: 03 Nov 2000
Mark Holmes
University of Waikato - Management School, Department of Economics

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