Ryan Greenaway-McGrevy

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

20

DOWNLOADS

554

SSRN CITATIONS
Rank 30,354

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Top 30,354

in Total Papers Citations

16

CROSSREF CITATIONS

12

Scholarly Papers (20)

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 128 (310,753)

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 77 (432,172)
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 62 (484,186)
Citation 9

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

4.

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 Business School and University of Auckland Business School
Downloads 51 (529,515)

Abstract:

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asset markets, experiments, bubbles, sleep, circadian rhythm

5.

Forecast Combination for Panel Data Vectorautoregressions

Number of pages: 46 Posted: 25 Jun 2019
Ryan Greenaway-McGrevy
University of Auckland Business School
Downloads 50 (534,054)
Citation 1

Abstract:

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

6.

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 49 (538,576)
Citation 13

Abstract:

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R21, R31

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 48 (543,168)
Citation 1

Abstract:

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Labor Share, Inequality, Economic Reform, State Owned Enterprises

8.

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 44 (562,444)
Citation 2

Abstract:

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Forecasting, Model Selection, Asymptotic Efficiency, Panel Data

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 19 (724,427)

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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 16 (750,072)

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 9 (828,785)

Abstract:

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Pandemics, 1918 influenza, Non-pharmaceutical interventions, Employment

12.

Identifying Exchange Rate Common Factors

International Economic Review, Vol. 59, Issue 4, pp. 2193-2218, 2018
Number of pages: 26 Posted: 14 Nov 2018
Ryan Greenaway-McGrevy, Nelson C. Mark, Donggyu Sul and Jyh‐Lin Wu
University of Auckland Business School, University of Notre Dame, Independent and National Sun Yat-sen University
Downloads 1 (915,413)
Citation 2

Abstract:

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13.

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

14.

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)

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

15.

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)

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

16.

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

17.

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

18.

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

19.

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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20.

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