Ryan Greenaway-McGrevy

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

21

DOWNLOADS

861

SSRN CITATIONS
Rank 33,783

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Top 33,783

in Total Papers Citations

15

CROSSREF CITATIONS

12

Scholarly Papers (21)

1.

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 Business School, Auckland University of Technology - School of Business and Economics and University of Auckland Business School
Downloads 232 (219,615)

Abstract:

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Upzoning, Land Use Regulations, House Pirces, Redevelopment Premium

2.

Panel Data Nowcasting

Number of pages: 45 Posted: 15 Aug 2019 Last Revised: 23 Sep 2019
Jack Fosten and Ryan Greenaway-McGrevy
King’s College London - King's Business School and University of Auckland Business School
Downloads 96 (449,609)
Citation 1

Abstract:

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

3.

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 Business School and University of Auckland Business School
Downloads 92 (462,201)
Citation 9

Abstract:

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

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 Business School
Downloads 71 (538,644)
Citation 2

Abstract:

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Forecasting, Model Selection, Asymptotic Efficiency, Panel Data

5.

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 Business School
Downloads 66 (559,979)
Citation 1

Abstract:

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Labor Share, Inequality, Economic Reform, State Owned Enterprises

6.

Forecast Combination for Panel Data Vectorautoregressions

Number of pages: 46 Posted: 25 Jun 2019
Ryan Greenaway-McGrevy
University of Auckland Business School
Downloads 64 (569,016)
Citation 1

Abstract:

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

7.

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 Last Revised: 26 Apr 2023
David L. Dickinson, Ananish Chaudhuri and Ryan Greenaway-McGrevy
Appalachian State University, University of Auckland Business School and University of Auckland Business School
Downloads 64 (569,016)
Citation 3

Abstract:

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experiments, bubbles, sleep, circadian rhythm, asset markets

8.

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 63 (573,564)
Citation 13

Abstract:

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R21, R31

9.

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 Business School
Downloads 40 (699,275)

Abstract:

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

10.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726
Number of pages: 43 Posted: 28 Aug 2017 Last Revised: 01 May 2022
Ryan Greenaway-McGrevy, Donggyu Sul, Nelson C. Mark and Jyh-Lin Wu
University of Auckland Business School, Independent, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen UniversityNational Chung Cheng University
Downloads 30 (770,698)

Abstract:

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11.

The Economic Impact of Social Distancing: Evidence from U.S. States During the 1918 Influenza Pandemic

Number of pages: 33 Posted: 07 Sep 2022
Benjamin Bridgman and Ryan Greenaway-McGrevy
Bureau of Economic Analysis and University of Auckland Business School
Downloads 25 (810,753)

Abstract:

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Pandemics, 1918 influenza, Non-pharmaceutical interventions, Employment

12.

Evaluating the Long-Run Effects of Zoning Reform on Urban Development

Number of pages: 42 Posted: 05 May 2023
Ryan Greenaway-McGrevy
University of Auckland Business School
Downloads 18 (873,406)

Abstract:

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Upzoning, Land Use Regulations, Redevelopment, Housing Construction, AMM model.

13.

The impact of upzoning on housing construction in Auckland

Journal of Urban Economics, 136, 103555. DOI: 10.1016/j.jue.2023.103555., The University of Auckland Business School Research Paper Series
Posted: 05 Sep 2023
Ryan Greenaway-McGrevy and Peter C. B. Phillips
University of Auckland Business School and University of Auckland Business School

Abstract:

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Upzoning, Land use regulations, Redevelopment, Housing construction, Housing affordability, Spillovers

14.

A Spatial Model Averaging Approach to Measuring House Prices

Journal of Spatial Econometrics, 2(1), 6. doi:10.1007/s43071-021-00013-4, The University of Auckland Business School Research Paper Series
Posted: 14 Jan 2022
Ryan Greenaway-McGrevy and Kade Sorensen
University of Auckland Business School and University of Auckland Business School

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Hedonic Imputation Price Index, House prices, Model averaging, Mallows model averaging

15.

Persistent Shocks and Incomplete Regional Adjustment: A Model-Averaging Approach

Regional Studies, 1-10. doi:10.1080/00343404.2021.1948001, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Ryan Greenaway-McGrevy and Kyle Hood
University of Auckland Business School and Government of the United States of America - Bureau of Economic Analysis (BEA)

Abstract:

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regional adjustment, regional unemployment, labour mobility, model averaging, Mallows criterion

16.

Aggregate Effects and Measuring Regional Dynamics

Papers of the Regional Science Association, 98(5), 1955-1991. doi:10.1111/pirs.12441, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Ryan Greenaway-McGrevy and Kyle Hood
University of Auckland Business School and Government of the United States of America - Bureau of Economic Analysis (BEA)

Abstract:

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aggregate shocks, factor model, labour mobility, migration, spatiotemporal heterogeneity

17.

The Fall (and Rise) of Labour Share in New Zealand

New Zealand Economic Papers, 52(2), 109-130. doi:10.1080/00779954.2016.1219763, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Benjamin Bridgman and Ryan Greenaway-McGrevy
Government of the United States of America - Bureau of Economic Analysis (BEA) and University of Auckland Business School

Abstract:

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Labour share, inequality, economic reform, state-owned enterprises

18.

Loss Aversion in New Zealand Housing

New Zealand Economic Papers, 54(2), 1-23. doi:10.1080/00779954.2019.1631877, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Ryan Greenaway-McGrevy and Cameron Haworth
University of Auckland Business School and University of Auckland Business School

Abstract:

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Loss aversion, prospect theory, house prices, housing market

19.

Forecast Combination for VARs in Large N and T Panels

International Journal of Forecasting. doi:10.1016/j.ijforecast.2021.04.006, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Ryan Greenaway-McGrevy
University of Auckland Business School

Abstract:

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Forecast combination, Model averaging, Panel data, Mallows criterion, Bias correction

20.

House Prices and Affordability

New Zealand Economic Papers, 55(1), 1-6. doi:10.1080/00779954.2021.1878328, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Ryan Greenaway-McGrevy and Peter C. B. Phillips
University of Auckland Business School and University of Auckland Business School

Abstract:

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21.

A Time-Varying Hedonic Approach to Quantifying the Effects of Loss Aversion on House Prices

Economic Modelling, 99, 105491. doi:10.1016/j.econmod.2021.03.010, The University of Auckland Business School Research Paper Series
Posted: 12 Jan 2022
Ryan Greenaway-McGrevy and Kade Sorensen
University of Auckland Business School and University of Auckland Business School

Abstract:

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Hedonic regression, House prices, Loss aversion