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Colin Ross McKenzie

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Personal Details

First Name: Colin
Middle Name: Ross
Last Name: McKenzie
Suffix:

RePEc Short-ID: pmc148

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Affiliation

Faculty of Economics
Keio University
Location: Tokyo, Japan
Homepage: http://www.econ.keio.ac.jp/
Email:
Phone: 81-3-3453-4511
Fax:
Postal: 2-15-45, Mita, Minato-ku, Tokyo 108-8345
Handle: RePEc:edi:fekeijp (more details at EDIRC)

Works

as in new window

Working papers

  1. William Greene & Colin McKenzie, 2012. "LM Tests for Random Effects," Working Papers 12-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Kei Sakata & Colin. R. McKenzie, 2010. "Does Taxation Affect Marriage and Family Planning Decisions?," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-003, Keio/Kyoto Joint Global COE Program.
  3. Colin McKenzie, 2006. "Australia's Deflation in the 1890s," Discussion papers 06017, Research Institute of Economy, Trade and Industry (RIETI).
  4. C.R. McKenzie & Sumiko Takaoka, 2004. "The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market," Econometric Society 2004 Australasian Meetings 128, Econometric Society.
  5. C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University.
  6. McAleer, M. & McKenzie, C.R. & Pesaren, M.H., 1993. "Cointegration and Direct Tests of the Rational Expectations Hypothesis," Cambridge Working Papers in Economics 9306, Faculty of Economics, University of Cambridge.
  7. Mcaleer, M. & Mckenzie, C.R., 1990. "Keynesian And New Classical Models Of Unemployment Revisited," Papers 9006, Tilburg - Center for Economic Research.
  8. Mcleer, M. & Mckenzie, C.R., 1989. "When Are Two Step Estimators Efficient?," Papers 179, Australian National University - Department of Economics.

Articles

  1. Sumiko Takaoka & C. R. McKenzie, 2014. "Main bank relationships and underwriter choice," Applied Financial Economics, Taylor & Francis Journals, vol. 24(6), pages 413-423, March.
  2. McKenzie, C.R. & Takaoka, Sumiko, 2013. "The matching of lead underwriters and issuing firms in the Japanese corporate bond market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 86-97.
  3. Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2013. "Japan at the Crosswords: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(2), pages 169-192, December.
  4. Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2013. "Association of Southeast Asian Nations' New Frontiers: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 8(1), pages 1-24, 06.
  5. C. R. McKenzie & Sumiko Takaoka, 2013. "Microfit 5.0," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 170-175, 01.
  6. C. R. McKenzie & Sumiko Takaoka, 2012. "EViews 7.2," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(7), pages 1205-1210, November.
  7. Takatoshi Ito & Kazumasa Iwata & Colin Mckenzie & Shujiro Urata, 2012. "Fiscal Policy and Sovereign Debt: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 7(2), pages 135-156, December.
  8. Takatoshi ITO & Kazumasa IWATA & Colin MCKENZIE & Marcus NOLAND & Shujiro URATA, 2012. "Korea in Transition: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 7(1), pages 1-19, 06.
  9. Ujo Goto & Colin McKenzie, 2011. "Deregulation and strategic complements: Japanese gasoline market," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2185-2192.
  10. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2011. "Developments in Asian Finance: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 6(2), pages 157-175, December.
  11. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2011. "ASEAN Economy: Diversity, Disparities, and Dynamics: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 6(1), pages 1-21, 06.
  12. Sakata, K. & McKenzie, C.R., 2011. "Social security and divorce in Japan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1507-1517.
  13. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2010. "The Environment and Climate Change: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 5(1), pages 1-18.
  14. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2010. "Asia Reshaping the Global Economic Order: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 5(2), pages 135-156, December.
  15. Sakata, Kei & McKenzie, C.R., 2009. "The impact of divorce precedents on the Japanese divorce rate," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2917-2926.
  16. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Marcus NOLAND & Shujiro URATA, 2009. "The United States and East Asia: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(2), pages 163-180.
  17. Hal HILL & Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2008. "Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 3(1), pages 1-18.
  18. McKenzie, C.R. & Takaoka, Sumiko, 2008. "Underwriter reputation and switching," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 215-222.
  19. C. R. McKenzie & Sumiko Takaoka, 2007. "EViews 5.1," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1145-1152.
  20. Takaoka, Sumiko & McKenzie, C.R., 2006. "The impact of bank entry in the Japanese corporate bond underwriting market," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 59-83, January.
  21. McKenzie, C.R. & Takaoka, Sumiko, 2005. "Deregulation of bank underwriting activities: impacts in the Euro–yen and Japanese corporate bond markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 526-535.
  22. Sakata, Kei & McKenzie, Colin, 2004. "The accumulation of human capital and the sectoral shifts hypothesis for different age groups," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 459-465.
  23. C. R. McKenzie & Sumiko Takaoka, 2003. "2002: A LIMDEP odyssey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 241-247.
  24. McKenzie, Colin, 2002. " Final Fantasy: The Third TCER/CIRJE Macro Conference, Osaka, September 2001," Journal of Economic Surveys, Wiley Blackwell, vol. 16(2), pages 219-25, April.
  25. McAleer, Michael & McKenzie, Colin, 2002. " The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999," Journal of Economic Surveys, Wiley Blackwell, vol. 16(1), pages 111-21, February.
  26. Goto, Ujo & McKenzie, C.R., 2002. "Price collusion and deregulation in the Japanese retail gasoline market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 187-195.
  27. McKenzie, Colin, 2000. "Software Reviews," Economic Journal, Royal Economic Society, vol. 110(464), pages F455-61, June.
  28. Toda, Hiro Y. & McKenzie, C.R., 1999. "LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, Augus," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 457-468.
  29. Colin R. McKenzie & Michael McAleer & Len Gill, 1999. "Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models," The Japanese Economic Review, Japanese Economic Association, vol. 50(3), pages 239-252, 09.
  30. McKenzie, Colin, 1998. " L'invasion des smurf: Econometric Society European Meeting ESEM97--Toulouse," Journal of Economic Surveys, Wiley Blackwell, vol. 12(2), pages 233-38, April.
  31. McKenzie, Colin, 1998. "Japanese Firms, Finance and Markets," Journal of the Japanese and International Economies, Elsevier, vol. 12(2), pages 167-170, June.
  32. C. R. McKenzie, 1998. "Microfit 4.0," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 77-89.
  33. McAleer, Michael & McKenzie, Colin R & Oxley, Les, 1998. " The Winter of My Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia," Journal of Economic Surveys, Wiley Blackwell, vol. 12(1), pages 111-24, February.
  34. McAleer, Michael & McKenzie, Colin & Oxley, Les, 1998. " The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997," Journal of Economic Surveys, Wiley Blackwell, vol. 12(4), pages 399-415, September.
  35. Colin McKenzie, 1998. "Book Review: Time Series and Dynamic Models, Christian Gourieroux and Alain Monfort, Cambridge University Press, Cambridge, 1997," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 681-684.
  36. G. C. Lim & C. R. McKenzie, 1998. "Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.
  37. Colin McKenzie & Michael McAleer, 1997. "On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach," The Japanese Economic Review, Japanese Economic Association, vol. 48(4), pages 368-389, December.
  38. McKenzie, C.R. & Kapuscinski, C.A., 1997. "Estimation in a linear model with serially correlated errors when observations are missing," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 1-9.
  39. Colin McKenzie, 1997. "Unit Roots and Cointegration Analysis: The Impact on Empirical Analysis in Economics," The Japanese Economic Review, Japanese Economic Association, vol. 48(1), pages 18-28, 01.
  40. McKenzie, C.R., 1997. "The properties of some two step estimators of ARMA Models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 451-456.
  41. McAleer, Michael & McKenzie, Colin, 1996. " The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995," Journal of Economic Surveys, Wiley Blackwell, vol. 10(1), pages 105-14, March.
  42. Jarque, C.M. & McKenzie, C.R., 1995. "Testing for multivariate normality in simultaneous equations models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 323-328.
  43. McKenzie, C R & McAleer, Michael, 1994. "On the Effects of Misspecification Errors in Models with Generated Regressors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 441-55, November.
  44. McKenzie Colin, 1994. "The Japanese Economy, Takatoshi Ito, MIT Press, Cambridge MA 1992, 445 + xvi pp., $39.95; Contemporary Japanese Economy and Economic Policy, Heizo Takenaka, University of Michigan Press, Ann Arbor MI ," Journal of the Japanese and International Economies, Elsevier, vol. 8(1), pages 106-109, March.
  45. McKenzie, C R, 1993. "Microsoft 3.0: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 413-19, Oct.-Dec..
  46. McAleer, Michael & McKenzie, C. R., 1992. "Recursive estimation and generated regressors," Economics Letters, Elsevier, vol. 39(1), pages 1-5, May.
  47. McKenzie, C. R., 1992. "Money demand in an open economy," Journal of the Japanese and International Economies, Elsevier, vol. 6(2), pages 176-198, June.
  48. McAleer, Michael & McKenzie, C R, 1991. "Keynesian and New Classical Models of Unemployment Revisited," Economic Journal, Royal Economic Society, vol. 101(406), pages 359-81, May.
  49. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
  50. McKenzie, Colin R, 1988. "Rational Expectations in Financial Markets and the Murphy Model: Comment," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 89-91, Supplemen.

Editor

  1. Asian Economic Policy Review, Japan Center for Economic Research.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-04-01. Author is listed
  2. NEP-COM: Industrial Competition (1) 2004-10-30. Author is listed
  3. NEP-ECM: Econometrics (1) 2012-09-22. Author is listed
  4. NEP-LAW: Law & Economics (1) 2004-10-30. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2006-04-01. Author is listed

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