Alfred A. Haug

University of Otago - School of Business - Department of Economics

PO Box 56

Dunedin

New Zealand

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 23,191

SSRN RANKINGS

Top 23,191

in Total Papers Downloads

2,001

CITATIONS
Rank 8,892

SSRN RANKINGS

Top 8,892

in Total Papers Citations

62

Scholarly Papers (18)

1.

Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?

Applied Economics, Vol. 43, pp. 185-196, 2011
Number of pages: 22 Posted: 21 Aug 2007 Last Revised: 28 May 2011
Alfred A. Haug and Syed Abul Basher
University of Otago - School of Business - Department of Economics and East West University
Downloads 320 (92,698)
Citation 1

Abstract:

Loading...

PPP, order of integration, nonlinear cointegration

2.

Oil Prices, Exchange Rates and Emerging Stock Markets

Number of pages: 39 Posted: 28 May 2011
Syed Abul Basher, Alfred A. Haug and Perry Sadorsky
East West University, University of Otago - School of Business - Department of Economics and York University - Schulich School of Business
Downloads 269 (111,749)
Citation 40

Abstract:

Loading...

emerging market stock prices, oil prices, exchange rates

3.

Structural Breaks, Cointegration and the Fisher Effect

ECB Working Paper No. 1013
Number of pages: 33 Posted: 06 Mar 2009
Andreas Beyer, Alfred A. Haug and William G. Dewald
European Central Bank (ECB), University of Otago - School of Business - Department of Economics and Ohio State University (OSU) - Economics
Downloads 223 (135,131)

Abstract:

Loading...

Fisher effect, linear and nonlinear cointegration, structural change

4.

The Impact of Oil-Market Shocks on Stock Returns in Major Oil-Exporting Countries: A Markov Switching Approach

Number of pages: 38 Posted: 02 Oct 2017
Syed Abul Basher, Alfred A. Haug and Perry Sadorsky
East West University, University of Otago - School of Business - Department of Economics and York University - Schulich School of Business
Downloads 212 (141,828)
Citation 4

Abstract:

Loading...

Markov-switching, oil-exporting countries, oil-market shocks, stock returns

5.

Empirical Evidence on Inflation and Unemployment in the Long Run

Number of pages: 31 Posted: 14 Sep 2011
Alfred A. Haug and Ian Paul King
University of Otago - School of Business - Department of Economics and University of Melbourne
Downloads 192 (155,620)
Citation 1

Abstract:

Loading...

Inflation, Unemployment, Long-Run Phillips Curve

6.

The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment

Studies in Nonlinear Dynamics and Econometrics, Vol. 10, Article 6, pp. 1-32, December 2006
Number of pages: 42 Posted: 04 Nov 2005 Last Revised: 03 Sep 2008
Alfred A. Haug and Pierre L. Siklos
University of Otago - School of Business - Department of Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 158 (184,742)
Citation 3

Abstract:

Loading...

nonlinear, contegration, expectations hypothesis

7.

Longer-Term Effects of Monetary Growth on Real and Nominal Variables, Major Industrial Countries, 1880-2001

ECB Working Paper No. 382
Number of pages: 39 Posted: 09 Dec 2004
Alfred A. Haug and William G. Dewald
University of Otago - School of Business - Department of Economics and Ohio State University (OSU) - Economics
Downloads 124 (224,407)
Citation 11

Abstract:

Loading...

Band-pass filters, 2 to 8 year cycles, 8 to 40 year cycles

8.

Monetary Policy Transmission Mechanisms and Currency Unions: A Vector Error Correction Approach to a Trans-Tasman Currency Union

Journal of Policy Modeling, Vol. 27, February 2005
Number of pages: 17 Posted: 10 Sep 2003
Alfred A. Haug, Özer Karagedikli and Satish Ranchhod
University of Otago - School of Business - Department of Economics, Reserve Bank of New Zealand and Reserve Bank of New Zealand
Downloads 110 (244,946)
Citation 5

Abstract:

Loading...

Local Linear Impulse Responses for a Small Open Economy

Number of pages: 29 Posted: 31 Aug 2007
Alfred A. Haug and Christie Smith
University of Otago - School of Business - Department of Economics and Government of New Zealand - Department of Economics
Downloads 102 (259,836)
Citation 3

Abstract:

Loading...

Local linear projection-based impulse responses, structural identification for New Zealand

Local Linear Impulse Responses for a Small Open Economy

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 3, pp. 470-492, 2012
Number of pages: 23 Posted: 03 May 2012
Alfred A. Haug and Christie Smith
University of Otago - School of Business - Department of Economics and Government of New Zealand - Department of Economics
Downloads 2 (660,070)
Citation 3
  • Add to Cart

Abstract:

Loading...

10.

Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy

Number of pages: 46 Posted: 20 Dec 2013
University of Otago - School of Business - Department of Economics, National Bank of Poland and National Bank of Poland
Downloads 79 (303,325)
Citation 4

Abstract:

Loading...

Structural vector autoregressions; monetary and fiscal policy; fiscal foresight; narrative approach

11.

A Closer Look at Long-Run U.S. Money Demand: Linear or Nonlinear Error-Correction With M0, M1, or M2?

Economic Inquiry, Vol. 45, No. 2, pp. 363-376, April 2007
Number of pages: 14 Posted: 10 Mar 2007
Alfred A. Haug and Julie Tam
University of Otago - School of Business - Department of Economics and Government of the United Kingdom - Department of Trade and Industry (DTI)
Downloads 41 (414,866)
Citation 3
  • Add to Cart

Abstract:

Loading...

12.

Exchange Rates of Oil Exporting Countries and Global Oil Price Shocks: A Nonlinear Smooth-Transition Approach

Number of pages: 32 Posted: 08 Dec 2017
Alfred A. Haug and Syed Abul Basher
University of Otago - School of Business - Department of Economics and East West University
Downloads 38 (426,707)

Abstract:

Loading...

logistic and exponential smooth transition, oil price shocks, exchange rates

13.

Toward Timeliness in Civil Justice

(2015) 41(2) Monash University Law Journal 415
Number of pages: 31 Posted: 28 Apr 2016 Last Revised: 03 May 2016
Kim M. Economides, Alfred A. Haug and Joe McIntyre
Flinders University, University of Otago - School of Business - Department of Economics and University of South Australia - School of Law
Downloads 33 (447,255)

Abstract:

Loading...

Civil Procedure, Delay, Econometrics, Empirical Methodology

14.

A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes

Number of pages: 17 Posted: 15 Apr 2017
Alfred A. Haug
University of Otago - School of Business - Department of Economics
Downloads 32 (451,669)

Abstract:

Loading...

Ricardian Equivalence Hypothesis, Government Budget Deficits, Narrative Record, Exogenous Tax Changes, Tax Multipliers

15.

Currency Invoicing in International Trade: An Empirical Investigation

Review of International Economics, Vol. 11, pp. 332-345, May 2003
Number of pages: 14 Posted: 09 Jun 2003
Shabtai Donnenfeld and Alfred A. Haug
York University - Department of Economics and University of Otago - School of Business - Department of Economics
Downloads 24 (491,975)
Citation 22
  • Add to Cart

Abstract:

Loading...

16.

Canadian Money Demand Functions: Cointegration-Rank Stability

Manchester School, Vol. 74, No. 2, pp. 214-230, March 2006
Number of pages: 17 Posted: 08 May 2006
Alfred A. Haug
University of Otago - School of Business - Department of Economics
Downloads 21 (508,910)
  • Add to Cart

Abstract:

Loading...

17.

Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study

Oxford Bulletin of Economics and Statistics, Vol. 64, pp. 399-412, 2002
Number of pages: 14 Posted: 13 May 2003
Alfred A. Haug
University of Otago - School of Business - Department of Economics
Downloads 20 (514,568)
Citation 44
  • Add to Cart

Abstract:

Loading...

18.

Money, Output, and Inflation in the Longer Term: Major Industrial Countries, 1880–2001

Economic Inquiry, Vol. 50, Issue 3, pp. 773-787, 2012
Number of pages: 15 Posted: 05 Jul 2012
Alfred A. Haug and William G. Dewald
University of Otago - School of Business - Department of Economics and Ohio State University (OSU) - Economics
Downloads 1 (642,649)
Citation 1
  • Add to Cart

Abstract:

Loading...