Ryan Greenaway-McGrevy

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

21

DOWNLOADS

1,316

TOTAL CITATIONS
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Top 36,098

in Total Papers Citations

35

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 313 (203,202)

Abstract:

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Upzoning, Land Use Regulations, House Pirces, Redevelopment Premium

2.

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 177 (354,873)
Citation 9

Abstract:

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

3.

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 148 (413,471)
Citation 2

Abstract:

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Forecasting, Model Selection, Asymptotic Efficiency, Panel Data

4.

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 113 (510,411)
Citation 3

Abstract:

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

5.

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 90 (596,543)

Abstract:

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

6.

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 83 (626,373)
Citation 4

Abstract:

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experiments, bubbles, sleep, circadian rhythm, asset markets

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 Business School
Downloads 79 (644,334)
Citation 2

Abstract:

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Labor Share, Inequality, Economic Reform, State Owned Enterprises

8.

Forecast Combination for Panel Data Vectorautoregressions

Number of pages: 46 Posted: 25 Jun 2019
Ryan Greenaway-McGrevy
University of Auckland Business School
Downloads 76 (658,199)
Citation 1

Abstract:

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

9.

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 75 (663,029)
Citation 13

Abstract:

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R21, R31

10.

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 73 (672,859)

Abstract:

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

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 46 (841,077)

Abstract:

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Pandemics, 1918 influenza, Non-pharmaceutical interventions, Employment

12.

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 43 (865,246)
Citation 1

Abstract:

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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

Abstract:

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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