Publications
Journal Articles
"Mode Choice and the Effects of Rapid Transit Improvements on Private Vehicle Use and Urban Development." Journal of Transportation Economics and Policy, 58(1), 1-36, 2024 (with James Allan Jones).
"The economic impact of social distancing: Evidence from state-collected data during the 1918 influenza pandemic." Explorations in Economic History 90, 101531, 2023 (with Ben Bridgman).
"The impact of upzoning on housing construction in Auckland." Journal of Urban Economics 136, 103555, 2023 (with Peter C.B. Phillips).
"Panel Data Nowcasting" Econometric Reviews 41(7), 675-696, 2022 (with Jack Fosten).
"Public Enterprise and the rise and fall of labor share" Economic Inquiry 60(1), 320– 350, 2022 (with Ben Bridgman).
"Persistent shocks and incomplete regional adjustment: A model averaging approach" Regional Studies 56(3) 371-380, 2022. (with Kyle Hood).
"Forecast Combination for VARs in large n and T Panels" International Journal of Forecasting 38(1), 142-164, 2022.
"Is macroprudential policy fair game in New Zealand’s struggle with house prices?" East Asia Forum June 2021.
"A Spatial Model Averaging Approach to Measuring House Prices" Journal of Spatial Econometrics 2(1), 1-32, 2021 (with Kade Sorensen).
"A Time-Varying Hedonic Approach to Quantifying the Effects of Loss Aversion on House Prices" Economic Modelling 99, 105491, 2021 (with Kade Sorensen).
"Mortality and Fluctuations in Macroeconomic Activity in New Zealand" New Zealand Medical Journal, 134(1533), 46-6, 2021.
"The effect of upzoning on house prices and redevelopment premiums in Auckland, New Zealand" Urban Studies 58(5), 959-976, 2021 (with Gail Pacheco and Kade Sorensen).
"Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market" Journal of Experimental Economics, 23, 526–553, 2020 (with David Dickinson and Ananish Chaudhuri).
"Multistep Forecast Selection for Panel Data" Econometric Reviews 39(4), 373-406, 2020.
"Loss Aversion in New Zealand Housing" New Zealand Economic Papers 54(2), 138-160, 2020 (with Cameron Haworth).
"Aggregate Effects and Measuring Regional Dynamics" Papers in Regional Science 98(5), 1955-1991, 2019 (with Kyle Hood).
"Asymptotically Efficient Forecast Selection for Panel Data" Econometric Theory 35(4), 842-899, 2019.
"Identifying Exchange Rate Common Factors" International Economic Review 59(4), 2193-2218, 2019 (with Nelson Mark, Donggyu Sul, and Jyh-Lin Wu). NBER Working Paper Version.
"Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?" Papers in Regional Science 98(1), 353-370, 2019 (with Arthur Grimes and Mark J. Holmes).
"The Fall (and Rise) of Labour Share in New Zealand". New Zealand Economic Papers 52, 109-130, 2018 (with Benjamin Bridgman). UoA Working Paper Version.
"Worker Migration or Job Creation? Persistent Shocks and Regional Recoveries". Journal of Urban Economics 96, 1-16, 2016 (with Kyle Hood). UoA Working Paper Version.
"Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres". New Zealand Economic Papers 50, 88-113, 2016 (with Peter C.B. Phillips). 2016 Quarter 1 Update.
"Evaluating Independent Sample Forecasts in Panel Data". Journal of Multivariate Analysis 136, 108-125, 2015.
"Estimation and Inference for Difference-in-Difference Regressions with Persistent Errors." Advances in Econometrics 33, 281-302, 2014 (with Chirok Han and Donggyu Sul).
"Multistep Prediction of Panel Vector Autoregressive Processes." Econometric Theory 29, 699-734, 2013.
"Asymptotic distribution of factor augmented estimators for panel regression." Journal of Econometrics 169, 48-53, 2012 (with Chirok Han and Donggyu Sul). Technical Appendix Full Monte Carlo Study
"Estimating the Number of Common Factors in Serially Dependent Factor Models." Economic Letters 116, 531-534, 2012 (with Chirok Han and Donggyu Sul).
"Standardization and Estimation of the Number of Factors for Panel Data." Journal of Economic Theory and Econometrics 23, 79-88, 2012 (with Chirok Han and Donggyu Sul).
Non-Peer-Reviewed Journal Publications
"House Prices and Affordability: Introduction to the Special Issue" New Zealand Economic Papers 55(1), 1-26, 2021 (with Peter C.B. Phillips).
"The Revisions to GDP, GDI, and Their Major Components." Survey of Current Business, 94(8), 2014 (with Dennis Fixler and Bruce Grimm).
"Revisions to GDP, GDI, and Their Major Components." Survey of Current Business, 91(7), 2011 (with Dennis Fixler and Bruce Grimm).
Reports
"New Zealand's Economic Future: COVID-19 as a Catalyst for Innovation" (with Tim Maloney, Arthur Grimes, Anne Bardsley and Peter Gluckman).