Now showing items 1-10 of 21
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 ...
You Get What You Vote For: Electoral Determinants of Economic Freedom
(University of Canterbury. Economics., 2002)
While several cross-sectional studies (La Porta et. al. 2002, Norton 2002) examine institutional and cultural determinants of economic freedom, changes in economic freedom remain unexamined. I find changes in voter preferences ...
Does Cash Flow Really Matter for Corporate Investment Decisions?
(University of Canterbury. Department of Economics and Finance, 2009)
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 ...
How to solve our water crisis: a demo spot market for ground water
(University of Canterbury. Civil Engineering.University of Canterbury. Management., 2006)
We show how to set up a physically and economically correct market for ground and surface water, using a modified version of MODMAN. MODMAN uses MODFLOW to produce a response matrix, which in turn becomes part of a linear ...
Experimental Examination of Behavior in a Sequential versus Simultaneous Trust Game
(University of Canterbury. Department of Economics and Finance, 2007)
We conduct an experiment to examine the strategic use of trust in an environment similar to Berg, Dickhaut, and McCabe (1995) investment game. The environment differs in that the second mover is restricted to the binary ...
Improving an algorithm for break points detection based on regression trees
(University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2009)
Powerpoint of presentation given at the conference, Computational and Financial Econometrics (CFE'09), Cyprus Oct 2009
Is Six Sigma appropriate to NZ organisations?
(University of Canterbury. Management, 2008)
Six Sigma refers to a set of tools and techniques, within an improvement cycle, developed by Motorola to guide the process of continuous improvement of product quality. The term itself refers to a level of process capability. ...
Dynamic Incentives in the Sport of Kings
(University of Canterbury. Department of Economics and Finance, 2006)
Can the reputational incentives that arise in a dynamic setting mitigate standard agency problems, as Fama (1980) suggests? We examine this issue using data from the horse racing industry, where trainers have an incentive ...
Determining the Rental Rate on Commercial Real Estate Leases
(University of Canterbury. Department of Economics and Finance, 2008)
Although the theoretical framework for determining equilibrium rental rates on commercial land is well-established, applying this framework in practice is difficult because of its dependence on unobservable parameters ...