Ryan Greenaway-McGrevy

University of Auckland - Department of Economics

Private Bag 92019

Auckland

New Zealand

SCHOLARLY PAPERS

10

DOWNLOADS

279

SSRN CITATIONS
Rank 33,657

SSRN RANKINGS

Top 33,657

in Total Papers Citations

11

CROSSREF CITATIONS

10

Scholarly Papers (10)

1.

Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres

Cowles Foundation Discussion Paper No. 2004
Number of pages: 34 Posted: 25 Jun 2015
Ryan Greenaway-McGrevy and Peter C. B. Phillips
University of Auckland - Department of Economics and Yale University - Cowles Foundation
Downloads 48 (425,919)
Citation 4

Abstract:

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Bubble, Exuberance, Collapse, Contagion, Dating methods, House prices, Property market, Sup test

2.

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 J. Holmes
University of Auckland - Department of Economics, Motu Economic and Public Policy Research Trust and University of Waikato - Management School, Department of Economics
Downloads 44 (441,227)
Citation 13

Abstract:

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R21, R31

3.

Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market

IZA Discussion Paper No. 10984
Number of pages: 33 Posted: 18 Sep 2017
David L. Dickinson, Ananish Chaudhuri and Ryan Greenaway-McGrevy
Appalachian State University, University of Auckland - Department of Economics and University of Auckland - Department of Economics
Downloads 40 (457,717)

Abstract:

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asset markets, experiments, bubbles, sleep, circadian rhythm

4.

Asymptotically Efficient Model Selection for Panel Data Forecasting

Number of pages: 57 Posted: 05 Mar 2018 Last Revised: 03 Aug 2018
Ryan Greenaway-McGrevy
University of Auckland - Department of Economics
Downloads 36 (475,042)
Citation 3

Abstract:

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Forecasting, Model Selection, Asymptotic Efficiency, Panel Data

5.

Panel Data Nowcasting

Number of pages: 45 Posted: 15 Aug 2019 Last Revised: 23 Sep 2019
Jack Fosten and Ryan Greenaway-McGrevy
University of London - King's Business School and University of Auckland - Department of Economics
Downloads 31 (498,754)

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Panel Data, Nowcasting, Model Selection, Model Averaging, State-level GDP

6.

Forecast Combination for Panel Data Vectorautoregressions

Number of pages: 46 Posted: 25 Jun 2019
Ryan Greenaway-McGrevy
University of Auckland - Department of Economics
Downloads 24 (537,797)
Citation 1

Abstract:

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Forecast Combination, Model Averaging, Panel Data, Mallows Criterion, Bias-Correction

7.

Public Enterprise and the Rise and Fall of Labor Share

Number of pages: 58 Posted: 25 Apr 2019 Last Revised: 12 May 2019
Benjamin Bridgman and Ryan Greenaway-McGrevy
Government of the United States of America - Bureau of Economic Analysis (BEA) and University of Auckland - Department of Economics
Downloads 18 (575,248)
Citation 1

Abstract:

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Labor Share, Inequality, Economic Reform, State Owned Enterprises

8.

The Effect of Upzoning on House Prices and Redevelopment Premiums in Auckland, New Zealand

Number of pages: 39 Posted: 03 Mar 2020
Ryan Greenaway-McGrevy, Gail Pacheco and Kade Sorensen
University of Auckland - Department of Economics, Auckland University of Technology - School of Business and Economics and University of Auckland - Department of Economics
Downloads 16 (587,991)

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Upzoning, Land Use Regulations, House Pirces, Redevelopment Premium

9.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726
Number of pages: 43 Posted: 28 Aug 2017
Ryan Greenaway-McGrevy, Donggyu Sul, Nelson C. Mark and Jyh-Lin Wu
University of Auckland - Department of Economics, University of Auckland - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen University
Downloads 12 (614,866)

Abstract:

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10.

Multistep Forecast Selection for Panel Data

Number of pages: 45 Posted: 17 Jun 2019 Last Revised: 18 Jul 2019
Ryan Greenaway-McGrevy
University of Auckland - Department of Economics
Downloads 10 (628,389)

Abstract:

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Forecasting, Model Selection, Panel Data, Misspecification, Bias-Correction, Final Prediction Error, Mallows Criterion