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Constructing Structural VAR Models With Conditional Independence Graphs
(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 ...
The Pastoral Boom, the Rural Land Market, and Long Swings in New Zealand Economic Growth 1873-1939
(University of Canterbury. Economics., 2006)
A pastoral boom led to higher farm and manufacturing productivity and to New
Zealand attaining the world’s highest HDI in 1913. Staple exports invigorated the land market,
diffused rural land ownership, and fostered ...
Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market
(University of Canterbury. Economics., 2007)
In this paper we consider the forecasting performance
of a range of semi- and non-parametric methods
applied to high frequency electricity price data.
Electricity price time-series data tend to be highly
seasonal, mean ...
Ten Things We Should Know About Time Series
(College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
Time series data affect many aspects of our lives. This paper highlights ten things we should all know about time series, namely: a good working knowledge of econometrics and statistics, an awareness of measurement errors, ...
China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution
(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
(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, ...
China's energy economy: a survey of the literature
(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 ...
Testing for Energy Market Integration in China
(Department of EconomicsUniversity of Canterbury. Economics., 2008)
The paper investigates energy market integration in China by employing univariate, and
panel-based unit root tests and Granger causality tests applied to a new, energy price data set. We
identify price series that converge ...
Re-inventing New Zealand: Institutions Output and Patents 1870-1939
(Department of EconomicsUniversity of Canterbury. Economics., 2008)
New estimates of commodity output and patenting are used to explore New Zealand’s transition from extensive to intensive growth. By investigating the cointegrating and causal relationships among the output of 25 industries ...
The Pastoral Boom, the Rural Land Market, and Long Swings in New Zealand Economic Growth 1873-1939
(Department of EconomicsUniversity of Canterbury. Economics., 2008)
A pastoral boom led to higher farm and manufacturing productivity and to New
Zealand attaining the world’s highest HDI in 1913. Staple exports invigorated the land market,
diffused rural land ownership, and fostered ...













