Department of Economics, University of Otago

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Alfred Haug

Alfred Haug Diplom-Volkswirt (Econ)(Konstanz), MA, PhD (Ohio State University)

Alfred's interests are in time series econometrics and empirical macroeconomics. Before joining the Department of Economics, he was at York University in Toronto, the University of Canterbury, and the University of Saskatchewan. He has held visiting positions at the European Central Bank, the National University of Singapore, Simon Fraser University, IGIER at Bocconi University, the University of Konstanz, and the IES at the University of Oxford (UK). Also, Alfred is on the Editorial Boards of The Open Economics Journal (Bentham) and The North American Journal of Economics and Finance (Elsevier), and is a Board Member of the Centre for Macroeconomics at the University of Melbourne.

Contact Details

Office CO720
Tel 64 3 479 5636
Email alfred.haug@otago.ac.nz

Current Teaching

Econ375

Curriculum Vitae

You can download Alfred's C.V. in PDF format.

Selected Publications

Basher, S., A. A. Haug, and P. Sadorsky. "Oil Prices, Exchange Rates and Emerging Stock Markets." In press, Energy Economics (2011); IF (1 year) 2.449; IF (5 years) 2.903.

Haug, A. A., and C. Smith. "Local Linear Impulse Responses for a Small Open Economy." In press, Oxford Bulletin of Economics and Statistics.

Haug, A. A., and W. G. Dewald. "Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880 – 2001." In press, Economic Inquiry.

Haug, A. A., and S. Basher. "Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?" Applied Economics, 43 (2011), 185-196.

Alexander, R., A. A. Haug, and M. Jaforullah. "A Two-Stage Double-Bootstrap Data Envelopment Analysis of Efficiency Differences of New Zealand Secondary Schools." Journal of Productivity Analysis 34 (October 2010), 99-110.

Haug, A. A., with J. Tam. "A Closer Look at Long Run U.S. Money Demand: Linear or Nonlinear Error-Correction with M0, M1 or M2?" Economic Inquiry 45 (April 2007), 363-376.

Haug, A. A., and P. Siklos. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment." Studies in Nonlinear Dynamics and Econometrics 10 (December 2006), Article 6, 1-32.

Gregory, A. W., A. A. Haug, and N. Lomuto. "Mixed Signals Among Tests for Cointegration." Journal of Applied Econometrics 19 (January/February 2004), 89-98.

Donnenfeld, S., and A. A. Haug. "Currency Invoicing in International Trade: An Empirical Investigation." Review of International Economics 11 (May 2003), 332-345.

Haug, A. A. "Tests for Cointegration: A Monte Carlo Comparison," in P. Newbold and S. J. Leybourne, Recent Developments in Time Series, Edward Elgar, Cheltenham, UK, 2003. (Reprint of the Journal of Econometrics publication listed below).

Haug, A. A. "Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study." Oxford Bulletin of Economics and Statistics 64 (September 2002), 399-412.

Haug, A. A. "Testing Linear Restrictions on Cointegrating Vectors: Sizes and Powers of Wald and Likelihood Ratio Tests in Finite Samples." Econometric Theory 18 (May 2002), 505-524.

Haug, A. A., J. G. MacKinnon, and L. Michelis. "European Monetary Union: A Cointegration Analysis." Journal of International Money and Finance 19 (June 2000), 419-432.

MacKinnon, J. G., A. A. Haug, and L. Michelis. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration." Journal of Applied Econometrics 14 (September-October 1999), 563-577. Implemented in EViews.

Haug, A. A., and R. F. Lucas. "Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment." American Economic Review 87 (September 1997), 756-759.

Haug, A. A., and R. F. Lucas. "Long-Run Money Demand in Canada: In Search of Stability." Review of Economics and Statistics 78 (May 1996), 345-348.

Haug, A. A. "Blanchard's Model of Consumption: An Empirical Study." Journal of Business and Economic Statistics 14 (April 1996), 169-177.

Haug, A. A. "Tests for Cointegration: A Monte Carlo Comparison." Journal of Econometrics 71 (March 1996), 89-115.