Alfred A. Haug

University of Otago - School of Business - Department of Economics

PO Box 56

Dunedin

New Zealand

SCHOLARLY PAPERS

18

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2,105

SSRN CITATIONS
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Top 10,570

in Total Papers Citations

9

CROSSREF CITATIONS

84

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 323 (95,901)
Citation 1

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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 280 (112,001)
Citation 7

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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 229 (137,604)

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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 222 (141,781)
Citation 4

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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 212 (148,182)
Citation 3

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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 161 (189,718)

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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 127 (230,146)

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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 115 (247,775)
Citation 3

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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 106 (263,882)
Citation 3

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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 (689,196)
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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 98 (276,763)
Citation 3

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

11.

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 47 (410,208)

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

12.

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 (432,928)
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13.

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 38 (445,403)

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

14.

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 38 (445,403)

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Civil Procedure, Delay, Econometrics, Empirical Methodology

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 (513,773)
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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 (531,422)
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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 (537,292)
Citation 1
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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 (670,064)
Citation 1
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