Now showing items 1-20 of 35

    • Article Influence Score = 5YIF divided by 2 

      Chang, C.-L.; McAleer, M.; Oxley, L. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
      This paper examines the novelty and usefulness of two new journal performance metrics, namely the Eigenfactor Score and Article Influence Score, using ISI data for 2009 for the 200 most highly cited journals in each of the ...
    • China's energy economy: a survey of the literature 

      Ma, H.; Oxley, L. (Department of Economics, Working PaperUniversity of Canterbury. Department of Economics and Finance, 2009)
      This paper reviews literature on China’s energy economics, focusing especially on: i) the relationship between energy consumption and economic growth, ii) China’s changing energy intensity, iii) energy demand and energy ...
    • China's energy situation and its implications in the New Millennium 

      Ma, H.; Oxley, L.; Gibson, J. (Department of EconomicsUniversity of Canterbury. Department of Economics and Finance, 2009)
      Many are interested in China’s energy situation, however, numerous energy related issues in China still remain unanswered, for example, what are the potential forces driving energy demand and supply? Previous reviews ...
    • China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution 

      Ma, H.; Oxley, L.; Gibson, J.; Kim, B. (Department of EconomicsUniversity of Canterbury. Economics., 2008)
      With its rapid economic growth, China’s primary energy consumption has exceeded domestic energy production since 1994, leading to a substantial expansion in energy imports, particularly of oil. China’s energy demand has ...
    • Chinese Dairy Farm Performance and Policy Implications in the New Millennium 

      Ma, H.; Oxley, L.; Guo, S.; Tang, H.; Wu, Y.; Huang, J.; Rae, A.; Rozelle, S. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2011)
      China has significantly expanded its dairy cow numbers and increased its dairy processing capacity over the last five year in an attempt to meet increased demand for dairy products. China's net imports of dairy products, ...
    • Cliometrics and Time Series Econometrics: Some Theory and Applications 

      Greasley, D.; Oxley, L. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
      The paper discusses a range of modern time series methods that have become popular in the past 20 years and considers their usefulness for cliometrics research both in theory and via a range of applications. Issues such ...
    • Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence 

      Chang, C-L.; McAleer, M.; Oxley, L. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)
      This paper examines the issue of coercive journal self-citations and the practical usefulness of two recent journal performance metrics, namely the Eigenfactor score, which may be interpreted as measuring Journal Influence, ...
    • Constructing Structural VAR Models With Conditional Independence Graphs 

      Oxley, L.; Reale, M.; Tunnicliffe-Wilson, G. (University of Canterbury. Economics., 2007)
      Technology has impacted extensively on the operations of financial markets which are inhabited by a rich array of fixed-income securities, each bearing a particular rate of interest. The relationship between the yields on ...
    • Constructing Structural VAR Models with Conditional Independence Graphs 

      Oxley, L.; Reale, M.; Tunnicliffe Wilson, G. (Department of EconomicsUniversity of Canterbury. Economics.University of Canterbury. Mathematics and Statistics., 2008)
      In this paper graphical modelling is used to select a sparse structure for a multivariate time series model of New Zealand interest rates. In particular, we consider a recursive structural vector autoregressions that can ...
    • Detection of spurious and real breaks in realized volatility: An empirical study of the DIJA 

      Rea, W.; Mendes, E.; Oxley, L.; Reale, M. (University of Canterbury. Economics.University of Canterbury. Mathematics and Statistics., 2007)
      Granger and Hyung (2004), Diebold and Inoue (2001) and Smith (2005) demonstrate how long memory and structural change can be confused because their finite sample properties are similar. In this paper we present a new ...
    • The Empirical Properties of Some Popular Estimators of Long Memory Processes 

      Rea, W.S.; Oxley, L.; Reale, M.; Brown, J. (College of Business and EconomicsUniversity of Canterbury. Economics.University of Canterbury. Mathematics and Statistics., 2008)
      We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, H, or the fractional integration parameter, d, in long memory time series. We compare and contrast their ...
    • Energy Market Integration in China 

      Ma, H.; Oxley, L.; Gibson, J. (University of Canterbury. Economics., 2007)
      This paper investigates market integration in Mainland China by employing common ADF unit root test and familiar causality test using unique highest frequency energy price data sets (ten-day interval spot prices). Meanwhile ...
    • Exploring the Knowledge Economy/Society 

      Oxley, L.; Thorns, D. (University of Canterbury. Economics., 2007)
      The paper will explore the debate that has emerged both globally and within Aotearoa/New Zealand about what constitutes the knowledge economy/society. The examination with address how it has been theorised, defined and ...
    • Extreme Value GARCH modelling with Bayesian Inference 

      Zhao, X.; Oxley, L.; Scarrott, C.; Reale, M. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2009)
      Extreme value theory is widely used financial applications such as risk analysis, forecasting and pricing models. One of the major difficulties in the applications to finance and economics is that the assumption of ...
    • Extreme Value GARCH modelling with Bayesian Inference 

      Oxley, L.; Scarrott, C.; Reale, M.; Zhao, X. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2009)
      Extreme value theory is widely used financial applications such as risk analysis, forecasting and pricing models. One of the major difficulties in the applications to finance and economics is that the assumption of ...
    • Great Expectatrics: Great Papers, Great Journals, Great Econometrics 

      Chang, C-L.; McAleer, M.; Oxley, L. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
      The paper discusses alternative Research Assessment Measures (RAM), with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). The various ISI RAM that are calculated annually or updated daily are ...
    • How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 

      Chan, C.; McAleer, M.; Oxley, L. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      The paper analyses the leading journals in Neurosciences using quantifiable Research Assessment Measures (RAM), highlights the similarities and differences in alternative RAM, shows that several RAM capture similar performance ...
    • How does Zinfluence Affect Article Influence? 

      Chan, C.; McAleer, M.; Oxley, L. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
      The paper analyses the leading journals in Neuroscience using quantifiable Research Assessment Measures (RAM). Alternative RAM criteria are discussed for the Thomson Reuters ISI Web of Science database (hereafter ISI). The ...
    • Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan 

      Chang, Chia-Lin; Oxley, L. (Department of EconomicsUniversity of Canterbury. Economics., 2008)
      The paper analyses the impact of geographic innovation on Total Factor Productivity (TFP) in Taiwan. Using 242 four-digit standard industrial classification (SIC) industries in Taiwan in 2001, we compute TFP by estimating ...
    • Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography 

      McCann, P.; Oxley, L.; Shangqin, H. (University of Canterbury. Department of Economics and Finance, 2009)
      In this paper we report empirical evidence from a mixed methods approach to investigating the drivers of innovation in New Zealand. The evidence comes from a primary questionnaire survey we conducted across seventy-five ...