Advanced Search
MyIDEAS: Login

Michael McAleer

Contents:

This is information that was supplied by Michael McAleer in registering through RePEc. If you are Michael McAleer , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michael
Middle Name:
Last Name: McAleer
Suffix:

RePEc Short-ID: pmc90

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Location: Rotterdam, Netherlands
Homepage: http://www.econometric-institute.org/
Email:
Phone: 010 - 40 81278
Fax: 010 - 40 89162
Postal: Burgemeester Oudlaan 50, 3062 PA Rotterdam
Handle: RePEc:edi:eieurnl (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Queen's Economics Department PhD Graduates

Works

as in new window

Working papers

  1. David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
  2. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
  3. David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
  4. Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
  5. Manabu Asai & Michael McAleer, 2013. "A Fractionally Integrated Wishart Stochastic Volatility Model," Tinbergen Institute Discussion Papers 13-025/III, Tinbergen Institute.
  6. Lan-Fen Chu & Michael McAleer & Chi-Chung Chen, 2013. "How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?," Tinbergen Institute Discussion Papers 13-007/III, Tinbergen Institute.
  7. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers 13-018/III, Tinbergen Institute.
  8. Manabu Asai & Michael McAleer, 2013. "A Fractionally Integrated Wishart Stochastic Volatility Model," Documentos del Instituto Complutense de Análisis Económico 2013-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  9. David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh, 2013. "Volatility Spillovers from the US to Australia and China across the GFC," Tinbergen Institute Discussion Papers 13-009/III, Tinbergen Institute, revised 01 Feb 2013.
  10. Chia-Lin Chang & Michael McAleer & Les Oxley, 2013. "Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence," Tinbergen Institute Discussion Papers 13-002/III, Tinbergen Institute.
  11. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2013. "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," Tinbergen Institute Discussion Papers 13-008/III, Tinbergen Institute.
  12. Chia-Lin Chang & Michael McAleer & Les Oxley, 2013. "Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence," KIER Working Papers 852, Kyoto University, Institute of Economic Research.
  13. Massimiliano Caporin & Michael McAleer, 2013. "Ten Things you should know about DCC," Tinbergen Institute Discussion Papers 13-048/III, Tinbergen Institute.
  14. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers 13-010/III, Tinbergen Institute.
  15. Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos del Instituto Complutense de Análisis Económico 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  16. Lan-Fen Chu & Michael McAleer & Ching-Chung Chang, 2013. "Statistical Modelling of Extreme Rainfall in Taiwan," Tinbergen Institute Discussion Papers 13-006/III, Tinbergen Institute.
  17. Manabu Asai & Michael McAleer, 2013. "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," Tinbergen Institute Discussion Papers 13-003/III, Tinbergen Institute.
  18. Manabu Asai & Michael McAleer, 2013. "Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing," KIER Working Papers 840, Kyoto University, Institute of Economic Research.
  19. Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
  20. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
  21. Marcin Jaskowski & Michael McAleer, 2013. "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Tinbergen Institute Discussion Papers 13-005/III, Tinbergen Institute.
  22. Chia-Lin Chang & Michael McAleer & Les Oxley, 2013. "Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence," Tinbergen Institute Discussion Papers 13-040/III, Tinbergen Institute.
  23. David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
  24. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013. "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," Tinbergen Institute Discussion Papers 13-024/III, Tinbergen Institute.
  25. Massimiliano Caporin & Michael McAleer, 2013. "Ten Things You Should Know About DCC," Working Papers in Economics 13/16, University of Canterbury, Department of Economics and Finance.
  26. David.E. Allen & Mohammad.A. Ashraf & Michael. McAleer & Robert.J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
  27. Chia-Lin Chang & Michael McAleer, 2013. "What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance," Documentos del Instituto Complutense de Análisis Económico 2013-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, revised Feb 2013.
  28. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2013. "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," KIER Working Papers 844, Kyoto University, Institute of Economic Research.
  29. Chia-Lin Chang & Michael McAleer, 2013. "What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance," Tinbergen Institute Discussion Papers 13-029/III, Tinbergen Institute.
  30. Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Documentos del Instituto Complutense de Análisis Económico 2012-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  31. Lan-Fen Chu & Michael McAleer & Szu-Hua Wang, 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," Tinbergen Institute Discussion Papers 13-004/III, Tinbergen Institute.
  32. Lan-Fen Chu & Michael McAleer & Ching-Chung Chang, 2012. "Statistical Modelling of Extreme Rainfall in Taiwan," KIER Working Papers 835, Kyoto University, Institute of Economic Research.
  33. Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer, 2012. "Robust Ranking of Journal Quality: An Application to Economics," Emory Economics 1204, Department of Economics, Emory University (Atlanta).
  34. D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," KIER Working Papers 827, Kyoto University, Institute of Economic Research.
  35. David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012. "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers 838, Kyoto University, Institute of Economic Research.
  36. Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012. "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics 12/04, University of Canterbury, Department of Economics and Finance.
  37. Chia-Lin Chang & Michael McAleer & Les Oxley, 2012. "Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence," Documentos del Instituto Complutense de Análisis Económico 2012-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  38. Lan-Fen Chu & Michael McAleer & Szu-Hua Wang, 2012. "Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan," KIER Working Papers 837, Kyoto University, Institute of Economic Research.
  39. Chia-Lin Chang & Michael McAleer, 2012. "Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability," Working Papers in Economics 12/11, University of Canterbury, Department of Economics and Finance.
  40. Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2012. "Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism," KIER Working Papers 839, Kyoto University, Institute of Economic Research.
  41. D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012. "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos del Instituto Complutense de Análisis Económico 2012-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  42. Marcin Jaskowski & Michael McAleer, 2012. "Estimating implied recovery rates from the term structure of CDS spreads," KIER Working Papers 836, Kyoto University, Institute of Economic Research.
  43. Michael McAleer & Chia-Lin Chang, 2012. "What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance," KIER Working Papers 806, Kyoto University, Institute of Economic Research.
  44. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  45. Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 12/06, University of Canterbury, Department of Economics and Finance.
  46. Lau-Fen Chu & Michael McAleer & Chi-Chung Chen, 2012. "How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy?," Working Papers in Economics 12/15, University of Canterbury, Department of Economics and Finance.
  47. Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012. "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers 820, Kyoto University, Institute of Economic Research.
  48. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos del Instituto Complutense de Análisis Económico 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  49. Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
  50. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "The Rise and Fall of S&P500 Variance Futures," Working Papers in Economics 11/32, University of Canterbury, Department of Economics and Finance.
  51. Ishida, I. & McAleer, M.J. & Oya, K., 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX," Econometric Institute Report EI 2011-10, Erasmus University Rotterdam, Econometric Institute.
  52. Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
  53. Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  54. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  55. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience," KIER Working Papers 756, Kyoto University, Institute of Economic Research.
  56. Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos del Instituto Complutense de Análisis Económico 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  57. Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011. "Causality Between Market Liquidity and Depth for Energy and Grains," KIER Working Papers 769, Kyoto University, Institute of Economic Research.
  58. Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics 11/24, University of Canterbury, Department of Economics and Finance.
  59. Isao Ishida & Michael McAleer & Kosuke Oya, 2011. "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," Working Papers in Economics 11/11, University of Canterbury, Department of Economics and Finance.
  60. Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Report EI 2011-15, Erasmus University Rotterdam, Econometric Institute.
  61. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
  62. Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
  63. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos del Instituto Complutense de Análisis Económico 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  64. Michael McAleer & David Allen & Ron Amram, 2011. "Volatility Spillovers from the Chinese Stock Market to Economic Neighbours," KIER Working Papers 805, Kyoto University, Institute of Economic Research.
  65. Michael McAleer & Chia-Lin Chang, 2011. "Citations and Impact of ISI Tourism and Hospitality Journals," KIER Working Papers 781, Kyoto University, Institute of Economic Research.
  66. Chia-Lin Chang & Michael McAleer, 2011. "How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics," Working Papers in Economics 11/43, University of Canterbury, Department of Economics and Finance.
  67. Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Report EI 2010-34, Erasmus University Rotterdam, Econometric Institute.
  68. Michael McAleer & Les Oxley, 2010. "Ten Things We Should Know About Time Series," Working Papers in Economics 10/42, University of Canterbury, Department of Economics and Finance.
  69. Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
  70. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Volatility in Global Fertilizer Prices," Working Papers in Economics 10/46, University of Canterbury, Department of Economics and Finance.
  71. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CIRJE F-Series CIRJE-F-706, CIRJE, Faculty of Economics, University of Tokyo.
  72. Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010. "Risk Management of Precious Metals," Working Papers in Economics 10/37, University of Canterbury, Department of Economics and Finance.
  73. Lean, H.H. & McAleer, M.J. & Wong, W-K., 2010. "Investor preferences for oil spot and futures based on mean-variance and stochastic dominance," Econometric Institute Report EI 2010-37, Erasmus University Rotterdam, Econometric Institute.
  74. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series CIRJE-F-704, CIRJE, Faculty of Economics, University of Tokyo.
  75. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
  76. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  77. Chialin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series CIRJE-F-718, CIRJE, Faculty of Economics, University of Tokyo.
  78. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Journal Impact Factor Versus Eigenfactor and Article Influence," Working Papers in Economics 10/67, University of Canterbury, Department of Economics and Finance.
  79. Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics 10/58, University of Canterbury, Department of Economics and Finance.
  80. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics 10/60, University of Canterbury, Department of Economics and Finance.
  81. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," KIER Working Papers 746, Kyoto University, Institute of Economic Research.
  82. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics 10/19, University of Canterbury, Department of Economics and Finance.
  83. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics 10/55, University of Canterbury, Department of Economics and Finance.
  84. Massimiliano Caporin & Michael McAleer, 2010. "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," CIRJE F-Series CIRJE-F-713, CIRJE, Faculty of Economics, University of Tokyo.
  85. Chia-Lin Chang & Michael McAleer & Christine Lim, 2010. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Working Papers in Economics 10/40, University of Canterbury, Department of Economics and Finance.
  86. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics 10/18, University of Canterbury, Department of Economics and Finance.
  87. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
  88. Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics 10/54, University of Canterbury, Department of Economics and Finance.
  89. Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
  90. Michael McAleer & Marcelo C. Medeiros, 2010. "Forecasting Realized Volatility with Linear and Nonlinear Univariate Models," Working Papers in Economics 10/28, University of Canterbury, Department of Economics and Finance.
  91. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
  92. Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010. "Moment Restriction-based Econometric Methods: An Overview," KIER Working Papers 734, Kyoto University, Institute of Economic Research.
  93. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010. "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-732, CIRJE, Faculty of Economics, University of Tokyo.
  94. Bian, G. & McAleer, M.J. & Wong, W-K., 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Econometric Institute Report EI 2010-62, Erasmus University Rotterdam, Econometric Institute.
  95. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010. "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," CIRJE F-Series CIRJE-F-741, CIRJE, Faculty of Economics, University of Tokyo.
  96. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "What Makes a Great Journal Great in Economics? The Singer Not the Song," Working Papers in Economics 10/43, University of Canterbury, Department of Economics and Finance.
  97. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010. "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," CIRJE F-Series CIRJE-F-735, CIRJE, Faculty of Economics, University of Tokyo.
  98. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Article Influence Score = 5YIF divided by 2," Working Papers in Economics 10/44, University of Canterbury, Department of Economics and Finance.
  99. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "How does Zinfluence Affect Article Influence?," Working Papers in Economics 10/47, University of Canterbury, Department of Economics and Finance.
  100. Chia-Lin Chang & Michael McAleer, 2010. "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates," CIRJE F-Series CIRJE-F-716, CIRJE, Faculty of Economics, University of Tokyo.
  101. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CIRJE F-Series CIRJE-F-705, CIRJE, Faculty of Economics, University of Tokyo.
  102. Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics 10/79, University of Canterbury, Department of Economics and Finance.
  103. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
  104. Jian Huang & Masahito Kobayashi & Michael McAleer, 2010. "Testing the Box-Cox Parameter for an Integrated Process," Working Papers in Economics 10/77, University of Canterbury, Department of Economics and Finance.
  105. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
  106. Manabu Asai & Massimiliano Caporin & Michael McAleer, 2009. "Block Structure Multivariate Stochastic Volatility Models," CIRJE F-Series CIRJE-F-699, CIRJE, Faculty of Economics, University of Tokyo.
  107. Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo.
  108. Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CIRJE F-Series CIRJE-F-687, CIRJE, Faculty of Economics, University of Tokyo.
  109. Shiqing Ling & Michael McAleer, 2009. "A General Asymptotic Theory for Time Series Models," CIRJE F-Series CIRJE-F-670, CIRJE, Faculty of Economics, University of Tokyo.
  110. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers 0096, Dipartimento di Scienze Economiche "Marco Fanno".
  111. Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira, 2009. "Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain," CIRJE F-Series CIRJE-F-665, CIRJE, Faculty of Economics, University of Tokyo.
  112. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
  113. Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009. "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CIRJE F-Series CIRJE-F-675, CIRJE, Faculty of Economics, University of Tokyo.
  114. David E. Allen & Michael McAleer & Marcel Scharth, 2009. "Realized Volatility Risk," CIRJE F-Series CIRJE-F-693, CIRJE, Faculty of Economics, University of Tokyo.
  115. Jose Angelo Divino & Michael McAleer, 2009. "Modelling and Forecasting Daily International Mass Tourism to Peru," CIRJE F-Series CIRJE-F-651, CIRJE, Faculty of Economics, University of Tokyo.
  116. Jian Huang & Masahito Kobayashi & Michael McAleer, 2009. "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series CIRJE-F-661, CIRJE, Faculty of Economics, University of Tokyo.
  117. Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009. "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Report EI 2009-12, Erasmus University Rotterdam, Econometric Institute.
  118. Chia-Lin Chang & Michael McAleer & Dan Slottje, 2009. "Modelling International Tourist Arrivals and Volatility: An Application to Taiwan," "Marco Fanno" Working Papers 0097, Dipartimento di Scienze Economiche "Marco Fanno".
  119. Jose Angelo Divino & Michael McAleer, 2009. "Modelling the Growth and Volatility in Daily International Mass Tourism to Peru," Documentos del Instituto Complutense de Análisis Económico 0915, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  120. Manabu Asai & Michael McAleer, 2009. "Dynamic Conditional Correlations for Asymmetric Processes," CIRJE F-Series CIRJE-F-657, CIRJE, Faculty of Economics, University of Tokyo.
  121. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
  122. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo.
  123. Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
  124. Chia-Lin Chang & Michael McAleer & Christine Lim, 2009. "Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan," CIRJE F-Series CIRJE-F-647, CIRJE, Faculty of Economics, University of Tokyo.
  125. Manabu Asai & Michael McAleer, 2009. "Alternative Asymmetric Stochastic Volatility Models," CIRJE F-Series CIRJE-F-655, CIRJE, Faculty of Economics, University of Tokyo.
  126. Joseph Macri & Michael McAleer & Dipendra Sinha, 2009. "On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments," CIRJE F-Series CIRJE-F-660, CIRJE, Faculty of Economics, University of Tokyo.
  127. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo.
  128. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009. "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Report EI 2009-09, Erasmus University Rotterdam, Econometric Institute.
  129. Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer, 2009. "Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity," CIRJE F-Series CIRJE-F-694, CIRJE, Faculty of Economics, University of Tokyo.
  130. Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo.
  131. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009. "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series CIRJE-F-662, CIRJE, Faculty of Economics, University of Tokyo.
  132. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009. "A Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-685, CIRJE, Faculty of Economics, University of Tokyo.
  133. LanFen Chu & Michael McAleer & Chi-Chung Chen, 2009. "How Volatile is ENSO?," CIRJE F-Series CIRJE-F-635, CIRJE, Faculty of Economics, University of Tokyo.
  134. Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo.
  135. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-668, CIRJE, Faculty of Economics, University of Tokyo.
  136. Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series CIRJE-F-663, CIRJE, Faculty of Economics, University of Tokyo.
  137. Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer, 2009. "Estimating the Impact of Whaling on Global Whale Watching," CIRJE F-Series CIRJE-F-634, CIRJE, Faculty of Economics, University of Tokyo.
  138. Massimiliano Caporin & Michael McAleer, 2009. "A Scientific Classification of Volatility Models," Documentos del Instituto Complutense de Análisis Económico 0905, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  139. Chia-Lin Chang & Michael McAleer, 2009. "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," CIRJE F-Series CIRJE-F-691, CIRJE, Faculty of Economics, University of Tokyo.
  140. Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009. "Modelling conditional correlations for risk diversification in crude oil markets," Econometric Institute Report EI 2009-11, Erasmus University Rotterdam, Econometric Institute.
  141. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo.
  142. Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
  143. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009. "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CIRJE F-Series CIRJE-F-680, CIRJE, Faculty of Economics, University of Tokyo.
  144. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo.
  145. Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," CIRJE F-Series CIRJE-F-642, CIRJE, Faculty of Economics, University of Tokyo.
  146. Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira, 2009. "Cruising is Risky Business," CIRJE F-Series CIRJE-F-664, CIRJE, Faculty of Economics, University of Tokyo.
  147. David E Allen & Michael McAleer & Marcel Scharth, 2009. "Pricing Options by Simulation Using Realized Volatility," Working papers 2009-02, Edith Cowan University, School of Accounting Finance & Economics.
  148. Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos del Instituto Complutense de Análisis Económico 0904, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  149. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CIRJE F-Series CIRJE-F-639, CIRJE, Faculty of Economics, University of Tokyo.
  150. Areosa, W.D. & McAleer, M.J. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Report EI 2008-36, Erasmus University Rotterdam, Econometric Institute.
  151. David E Allen & Michael McAleer & Marcel Scharth, 2008. "Realized Volatility Uncertainty," Working papers 2008-07, Edith Cowan University, School of Accounting Finance & Economics.
  152. Asai, M. & McAleer, M.J. & Medeiros, M.C., 2008. "Asymmetry and leverage in realized volatility," Econometric Institute Report EI 2008-31, Erasmus University Rotterdam, Econometric Institute.
  153. Wiphatthanananthakul, C. & McAleer, M.J., 2008. "A simple expected volatility (SEV) index: application to SET50 index options," Econometric Institute Report EI 2008-35, Erasmus University Rotterdam, Econometric Institute.
  154. McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Report EI 2008-34, Erasmus University Rotterdam, Econometric Institute.
  155. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Does the ROMC have expertise, and can it forecast?," Econometric Institute Report EI 2008-33, Erasmus University Rotterdam, Econometric Institute.
  156. Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  157. Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2008. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Report EI 2008-29, Erasmus University Rotterdam, Econometric Institute.
  158. Divino, J. A. & McAleer, M.J., 2008. "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Report EI 2008-22, Erasmus University Rotterdam, Econometric Institute.
  159. McAleer, M.J., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Report EI 2008-32, Erasmus University Rotterdam, Econometric Institute.
  160. McAleer, M.J. & Huang, B-W. & Kuo, H-I. & Chen, C-C. & Chang, C-L., 2008. "An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia," Econometric Institute Report EI 2008-21, Erasmus University Rotterdam, Econometric Institute.
  161. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Expert opinion versus expertise in forecasting," Econometric Institute Report EI 2008-30, Erasmus University Rotterdam, Econometric Institute.
  162. Sinha, Dipendra & Macri, Joseph & McAleer, Michael, 2007. "On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002," MPRA Paper 2881, University Library of Munich, Germany.
  163. David E. Allen & Zdravetz Lazarov & Michael McAleer & Shelton Peiris, 2007. "Comparison of Alternative ACD Models via Density and Interval Forecasts: Evidence from the Australian Stock Market," Working papers 2007-03, Edith Cowan University, School of Accounting Finance & Economics.
  164. David E. Allen & Zdravetz Lazarov & Michael McAleer, 2007. "Modelling Intra-day Seasonality and Forecasting Densities in Financial Duration Data," Working papers 2007-02, Edith Cowan University, School of Accounting Finance & Economics.
  165. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007.
  166. Riaz Shareef & Michael McAleer, 2006. "Modelling International Tourism Demand and Uncertainty in Maldives and Seychelles: A Portfolio Approach," Working papers 2006-05, Edith Cowan University, School of Accounting Finance & Economics.
  167. Michael McAleer & Marcelo Cunha Medeiros, 2006. "Realized volatility: a review," Textos para discussão 531 Publication status: F, Department of Economics PUC-Rio (Brazil).
  168. David E Allen & Felix Chan & Michael McAleer & Shelton Peiris, 2006. "Finite Sample Properties of the QMLE for the Log-ACD Model: Application to Australian Stocks," Working papers 2006-04, Edith Cowan University, School of Accounting Finance & Economics.
  169. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility," Microeconomics Working Papers 22058, East Asian Bureau of Economic Research.
  170. Manabu Asai & Michael McAleer, 2005. "Asymmetric Multivariate Stochastic Volatility," DEA Working Papers 12, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  171. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Working Papers 2005.137, Fondazione Eni Enrico Mattei.
  172. Riaz Shareef & Michael McAleer, 2005. "Modelling International Tourism Demand and Volatility in Small Island Tourism Economies," Working papers 2005-17, Edith Cowan University, School of Accounting Finance & Economics.
  173. Suhejla Hoti & Riaz Shareef & Michael McAleer, 2005. "Modelling International Tourism and Country Risk Spillovers for Cyprus and Malta," Working papers 2005-16, Edith Cowan University, School of Accounting Finance & Economics.
  174. David E. Allen & Michael McAleer & Bernardo Veiga, 2005. "Modelling and Forecasting Dynamic VaR Thresholds for Risk Management and Regulation," Working papers 2005-03, Edith Cowan University, School of Accounting Finance & Economics.
  175. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives," DEA Working Papers 11, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  176. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  177. Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer, 2005. "Towards an East Asian Monetary Union: An Econometrics Analysis of Shocks," Working papers 2005-06, Edith Cowan University, School of Accounting Finance & Economics.
  178. Matteo Manera & Alessandro Lanza & Michael McAleer, 2004. "Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns," Working Papers 2004.72, Fondazione Eni Enrico Mattei.
  179. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," IHEID Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies.
  180. Christine Lim & Michael McAleer, 2003. "Modelling International Travel Demand from Singapore to Australia," CIRJE F-Series CIRJE-F-214, CIRJE, Faculty of Economics, University of Tokyo.
  181. Baiding Hu & Michael McAleer, 2003. "Input-output Structure and Growth in China," CIRJE F-Series CIRJE-F-209, CIRJE, Faculty of Economics, University of Tokyo.
  182. Peter Verhoeven & Michael McAleer, 2003. "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series CIRJE-F-211, CIRJE, Faculty of Economics, University of Tokyo.
  183. Robert L. Basmann & Michael McAleer & Daniel Slottje, 2003. "Patent Activity and Technical Change," CIRJE F-Series CIRJE-F-217, CIRJE, Faculty of Economics, University of Tokyo.
  184. Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo.
  185. Felix Chan & Dora Marinova & Michael McAleer, 2003. "Modelling the Asymmetric Volatility of Electronics Patents in the USA," CIRJE F-Series CIRJE-F-208, CIRJE, Faculty of Economics, University of Tokyo.
  186. Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series CIRJE-F-215, CIRJE, Faculty of Economics, University of Tokyo.
  187. Dora Marinova & Michael McAleer, 2003. "Environmental Technology Strengths: International Rankings Based on US Patent Data," CIRJE F-Series CIRJE-F-204, CIRJE, Faculty of Economics, University of Tokyo.
  188. Lee Kian Lim & Michael McAleer, 2003. "Convergence and Catching Up in ASEAN: A Comparative Analysis," CIRJE F-Series CIRJE-F-218, CIRJE, Faculty of Economics, University of Tokyo.
  189. Felix Chan & Michael McAleer, 2003. "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models," CIRJE F-Series CIRJE-F-216, CIRJE, Faculty of Economics, University of Tokyo.
  190. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2003. "Asian Monetary Integration: A Structural VAR Approach," CIRJE F-Series CIRJE-F-212, CIRJE, Faculty of Economics, University of Tokyo.
  191. Shiqing Ling & W. K. Li & Michael McAleer, 2003. "Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence," CIRJE F-Series CIRJE-F-207, CIRJE, Faculty of Economics, University of Tokyo.
  192. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.
  193. John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003. "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series CIRJE-F-210, CIRJE, Faculty of Economics, University of Tokyo.
  194. Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
  195. Christine Lim & Michael McAleer, 2003. "Ecologically Sustainable Tourism Management," CIRJE F-Series CIRJE-F-206, CIRJE, Faculty of Economics, University of Tokyo.
  196. Clinton WATKINS & Michael McALEER, 2002. "Volatility of a Market Index and its Components: An Application to Commodity Markets," Computing in Economics and Finance 2002 18, Society for Computational Economics.
  197. Shiqing Ling & Michael McAleer, 2001. "Asymptotic Theory for a Vector ARMA-GARCH Model," ISER Discussion Paper 0549, Institute of Social and Economic Research, Osaka University.
  198. Shiqing Ling & Michael McAleer, 2001. "Stationarity and the Existence of Moments of a Family of GARCH Processes," ISER Discussion Paper 0535, Institute of Social and Economic Research, Osaka University.
  199. Christine Lim & Michael McAleer, 2001. "Modelling the Determinants of International Tourism Demand to Australia," ISER Discussion Paper 0532, Institute of Social and Economic Research, Osaka University.
  200. Matteo Manera & Michael McAleer, 2001. "Testing Multiple Non-nested Factor Demand Systems," ISER Discussion Paper 0543, Institute of Social and Economic Research, Osaka University.
  201. W. K. Li & Shiqing Ling & Michael McAleer, 2001. "A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors," ISER Discussion Paper 0545, Institute of Social and Economic Research, Osaka University.
  202. Felix Chan & Michael McAleer, 2001. "Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers," ISER Discussion Paper 0539, Institute of Social and Economic Research, Osaka University.
  203. Shiqing Ling & Michael McAleer, 2001. "On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University.
  204. Shiqing Ling & Michael McAleer, 2001. "Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models," ISER Discussion Paper 0534, Institute of Social and Economic Research, Osaka University.
  205. Christine Lim & Michael McAleer, 2001. "Time Series Forecasts of International Tourism Demand for Australia," ISER Discussion Paper 0533, Institute of Social and Economic Research, Osaka University.
  206. 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.
  207. Franses, P.H. & McAleer, M., 1995. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Papers 9510, Tilburg - Center for Economic Research.
  208. Keuzenkamp, H.A. & McAleer, M., 1994. "Simplicity, scientific inference and econometric modelling," Discussion Paper 1994-56, Tilburg University, Center for Economic Research.
  209. 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.
  210. Barten, A.P. & Mcaleer, M., 1991. "Comparing The Empirical Perfomance Of Alternative Demand Systems," Papers 9002a, Tilburg - Center for Economic Research.
  211. Smith, J. & Mcaleer, M., 1990. "On The Robustness Of Barro'S New Classical Unemployment Model," Papers 206, Australian National University - Department of Economics.
  212. McKensie, C.R. & McAleer, M., 1990. "On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach," Papers 211, Australian National University - Department of Economics.
  213. Mcaleer, M. & Smith, J., 1990. "A Mote Carlo Comparison Of Ols,Iv,Fiml And Bootstrap Standard Errors In Linear Models With Generated Regressors," Papers 207, Australian National University - Department of Economics.
  214. McAleer, M. & Smith, J., 1990. "Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing," Papers 219, Australian National University - Department of Economics.
  215. Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990. "Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models," Papers 210, Australian National University - Department of Economics.
  216. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1990. "Estimation And Discrimination Of Alternative Air Pollution Models," Papers 209, Australian National University - Department of Economics.
  217. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 10, California Los Angeles - Applied Econometrics.
  218. Mcaleer, M. & Mckenzie, C.R., 1990. "Keynesian And New Classical Models Of Unemployment Revisited," Papers 9006, Tilburg - Center for Economic Research.
  219. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1990. "Discrimination Between Nested Two- And Three-Parameter Distributions: An Application To Models Of Air Pollution," Papers 9028, Tilburg - Center for Economic Research.
  220. Bai, J. & Jakeman, A. & Mcaleer, M., 1990. "Discrimination Procedures For Fitting Nested And Non-Nested Distributions To Environmental Quality Data," Papers 200, Australian National University - Department of Economics.
  221. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1989. "A New Approach To Maximum Likelihood Estimation Of The Three-Paramater Gamma And Weibull Distributions," Papers 191, Australian National University - Department of Economics.
  222. Mcaleer, M. & Tse, Y.K., 1989. "On The Robustness Of Tests Of Outliers And Functional Form," ISER Discussion Paper 0179, Institute of Social and Economic Research, Osaka University.
  223. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1989. "The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions," Papers 185, Australian National University - Department of Economics.
  224. Bera, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Test Of Non-Nested Models And General Erro Specifications," Papers 3, California Los Angeles - Applied Econometrics.
  225. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1989. "Estimating The Percentiles Of Some Misspecified Non-Nested Distributions," Papers 193, Australian National University - Department of Economics.
  226. Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," ISER Discussion Paper 0197, Institute of Social and Economic Research, Osaka University.
  227. McALEER, M. & DASTOOR, N.K., 1988. "Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses," Papers 168, Australian National University - Department of Economics.
  228. McAleer, Michael & Pagan, Adrian, 1985. "What Will Take the Con Out of Econometrics?," CEPR Discussion Papers 39, C.E.P.R. Discussion Papers.
  229. Naorayex K. Dastoor & Michael McAleer, 1985. "On the Consistency of Joint and Paired Tests for Non-Nested Regression Models," Working Papers 614, Queen's University, Department of Economics.
  230. Fisher, G. & Mcaleer, M. & Whistler, D., 1982. "A Note on Identifiability in the Linear Expenditure Family," Cahiers de recherche 8215, Universite de Montreal, Departement de sciences economiques.
  231. Mcaleer, M. & Fisher, G. & Volker, P., 1982. "Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function," Cahiers de recherche 8217, Universite de Montreal, Departement de sciences economiques.
  232. Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Papers 420, Queen's University, Department of Economics.
  233. Michael McAleer & Gordon Fisher, 1981. "Testing Separate Regression Models Subject to Specification Error," Working Papers 441, Queen's University, Department of Economics.
  234. Michael McAleer, 1981. "Exact Tests of a Model Against Non-Nested Alternatives," Working Papers 431, Queen's University, Department of Economics.
  235. Michael McAleer & Gordon Fisher, 1981. "Separate Misspecified Regressions," Working Papers 424, Queen's University, Department of Economics.
  236. Gordon Fisher & Michael McAleer, 1980. "The Interpretation of the Cox Test in Econometrics," Working Papers 371, Queen's University, Department of Economics.
  237. Gordon Fisher & Allan W. Gregory & Michael McAleer, 1980. "Two Papers on Linear Models," Working Papers 411, Queen's University, Department of Economics.
  238. Gordon Fisher & Michael McAleer, 1980. "Two Papers on Model Testing and Discrimination," Working Papers 416, Queen's University, Department of Economics.
  239. Gordon Fisher & Michael McAleer & Diana Whistler, 1980. "Interest Rates and Durability in the Linear Expenditure Family," Working Papers 399, Queen's University, Department of Economics.
  240. Gordon Fisher & Michael McAleer, 1980. "Principles and Methods in the Testing of Alternative Models," Working Papers 400, Queen's University, Department of Economics.
  241. Allan W. Gregory & Michael McAleer, 1980. "Exogeneity and Money Demand in a Small Open Economy: The Canadian Case," Working Papers 401, Queen's University, Department of Economics.
  242. Gordon Fisher & Michael McAleer, 1979. "Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case," Working Papers 367, Queen's University, Department of Economics.
  243. Michael McAleer & Alan A. Powell & Peter Dixon & Tony Lawson, 1979. "Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables," Working Papers 349, Queen's University, Department of Economics.
  244. Michael McAleer & Ian E. Gorman, 1979. "Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal," Working Papers 333, Queen's University, Department of Economics.
  245. Michael McAleer & Gordon Fisher & Diana Whistler, 1979. "Problems of Estimating the Linear Expenditure System and its Related Forms," Working Papers 355, Queen's University, Department of Economics.
  246. Alan Gregory & Michael McAleer, 1978. "Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada," Working Papers 316, Queen's University, Department of Economics.
  247. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, . "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute.

Articles

  1. Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, 04.
  2. Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013. "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, vol. 36(C), pages 526-535.
  3. Chia-Lin Chang & Michael McAleer, 2013. "Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(1), pages 27-53, 02.
  4. Michael McAleer & Marcelo C. Medeiros, 2012. "Asymmetry and Long Memory in Volatility Modeling," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(3), pages 495-512, June.
  5. Massimiliano Caporin & Michael McAleer, 2012. "Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models," Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 736-751, 09.
  6. Chia-Lin Chang & Michael Mcaleer, 2012. "Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates," The Japanese Economic Review, Japanese Economic Association, vol. 63(3), pages 397-419, 09.
  7. Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012. "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 217-230, January.
  8. Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  9. Bernardo da Veiga & Felix Chan & Michael McAleer, 2012. "It pays to violate: how effective are the Basel accord penalties in encouraging risk management?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 95-116, 03.
  10. Michael McAleer & Teodosio Pérez-Amaral, 2012. "Professor Halbert L. White, 1950–2012," Journal of Economic Surveys, Wiley Blackwell, vol. 26(4), pages 551-554, 09.
  11. Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012. "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, vol. 34(6), pages 1990-2002.
  12. Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael, 2012. "Causality between market liquidity and depth for energy and grains," Energy Economics, Elsevier, vol. 34(5), pages 1683-1692.
  13. Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012. "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
  14. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor and Francis Journals, vol. 30(6), pages 583-619.
  15. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011. "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, vol. 33(5), pages 912-923, September.
  16. Michael McAleer & Marcelo C. Medeiros, 2011. "Forecasting Realized Volatility With Linear And Nonlinear Univariate Models," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 6-18, 02.
  17. Chia‐Lin Chang & Michael McAleer & Les Oxley, 2011. "What Makes A Great Journal Great In Economics? The Singer Not The Song," Journal of Economic Surveys, Wiley Blackwell, vol. 25(2), pages 326-361, 04.
  18. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
  19. Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011. "Risk management of precious metals," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 435-441.
  20. Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, 05.
  21. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  22. Manabu Asai & Michael McAleer, 2011. "Alternative Asymmetric Stochastic Volatility Models," Econometric Reviews, Taylor and Francis Journals, vol. 30(5), pages 548-564.
  23. Michael McAleer & Les Oxley, 2011. "Ten Things We Should Know About Time Series," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 185-188, 02.
  24. Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "How are journal impact, prestige and article influence related? An application to neuroscience," Journal of Applied Statistics, Taylor and Francis Journals, vol. 38(11), pages 2563-2573, January.
  25. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010. "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, vol. 32(5), pages 979-986, September.
  26. Massimiliano Caporin & Michael McAleer, 2010. "The Ten Commandments For Managing Investments," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 196-200, 02.
  27. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2010. "Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets," Energy Economics, Elsevier, vol. 32(6), pages 1445-1455, November.
  28. Shiqing Ling & Michael McAleer, 2010. "A general asymptotic theory for time-series models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(1), pages 97-111.
  29. Joseph Macri & Michael McAleer & Dipendra Sinha, 2010. "On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002," Applied Economics, Taylor and Francis Journals, vol. 42(10), pages 1257-1268.
  30. Abdul Hakim & Michael McAleer, 2010. "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor and Francis Journals, vol. 42(7), pages 825-850.
  31. Massimiliano Caporin & Michael McAleer, 2010. "A Scientific Classification Of Volatility Models," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 192-195, 02.
  32. Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010. "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 633-647, October.
  33. Michael McAleer & Suhejla Hoti & Felix Chan, 2009. "Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility," Econometric Reviews, Taylor and Francis Journals, vol. 28(5), pages 422-440.
  34. Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael, 2009. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 829-842, August.
  35. Giam Quang Do & Michael Mcaleer & Songsak Sriboonchitta, 2009. "Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets," Economics Bulletin, AccessEcon, vol. 29(2), pages 599-610.
  36. Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2009. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," Econometric Reviews, Taylor and Francis Journals, vol. 28(6), pages 522-554.
  37. Asai, Manabu & McAleer, Michael, 2009. "The structure of dynamic correlations in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 150(2), pages 182-192, June.
  38. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2009. "Expert opinion versus expertise in forecasting," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 334-346.
  39. Juan-�ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 850-855, December.
  40. Manabu Asai & Michael McAleer, 2009. "Multivariate stochastic volatility, leverage and news impact surfaces," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 292-309, 07.
  41. Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung, 2009. "Linear and nonlinear causality between changes in consumption and consumer attitudes," Economics Letters, Elsevier, vol. 102(3), pages 161-164, March.
  42. Michael McAleer, 2009. "The Ten Commandments For Optimizing Value-At-Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 831-849, December.
  43. Massimiliano Caporin & Michael McAleer, 2008. "Scalar BEKK and indirect DCC," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 537-549.
  44. Esfandiar Maasoumi & Michael McAleer, 2008. "Realized Volatility and Long Memory: An Overview," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 1-9.
  45. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September.
  46. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 10-45.
  47. Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton, 2008. "Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks," Journal of Econometrics, Elsevier, vol. 147(1), pages 163-185, November.
  48. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
  49. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
  50. Asai, Manabu & McAleer, Michael, 2008. "A Portfolio Index GARCH model," International Journal of Forecasting, Elsevier, vol. 24(3), pages 449-461.
  51. McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer, 2008. "Generalized Autoregressive Conditional Correlation," Econometric Theory, Cambridge University Press, vol. 24(06), pages 1554-1583, December.
  52. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November.
  53. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
  54. Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December.
  55. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
  56. McAleer, Michael & Chan, Felix & Marinova, Dora, 2007. "An econometric analysis of asymmetric volatility: Theory and application to patents," Journal of Econometrics, Elsevier, vol. 139(2), pages 259-284, August.
  57. Basmann, Robert L. & McAleer, Michael & Slottje, Daniel, 2007. "Patent activity and technical change," Journal of Econometrics, Elsevier, vol. 139(2), pages 355-375, August.
  58. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2007. "Measuring Risk In Environmental Finance," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 970-998, December.
  59. McAleer, Michael, 2007. "The econometrics of intellectual property: An overview," Journal of Econometrics, Elsevier, vol. 139(2), pages 237-241, August.
  60. Manabu Asai & Michael McAleer, 2007. "Non-trading day effects in asymmetric conditional and stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 113-123, 03.
  61. Suhejla Hoti & Michael McAleer, 2006. "How Does Country Risk Affect Innovation? An Application To Foreign Patents Registered In The Usa," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 691-714, 09.
  62. Manabu Asai & Michael McAleer, 2006. "Asymmetric Multivariate Stochastic Volatility," Econometric Reviews, Taylor and Francis Journals, vol. 25(2-3), pages 453-473.
  63. Matteo Manera & Michael McAleer & Margherita Grasso, 2006. "Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns," Applied Financial Economics, Taylor and Francis Journals, vol. 16(7), pages 525-533.
  64. Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006. "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, vol. 3(2), pages 114-132, June.
  65. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility: A Review," Econometric Reviews, Taylor and Francis Journals, vol. 25(2-3), pages 145-175.
  66. Esfandiar Maasoumi & Michael McAleer, 2006. "Multivariate Stochastic Volatility: An Overview," Econometric Reviews, Taylor and Francis Journals, vol. 25(2-3), pages 139-144.
  67. Suhejla Hoti & Michael McAleer & Daniel Slottje, 2006. "Intellectual Property Litigation Activity In The Usa," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 715-729, 09.
  68. Clinton Watkins & Michael McAleer, 2006. "Pricing of non-ferrous metals futures on the London Metal Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 16(12), pages 853-880.
  69. Michael McAleer & Les Oxley, 2006. "Intellectual Property And Economic Incentives," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 483-491, 09.
  70. Massimiliano Caporin & Michael McAleer, 2006. "Dynamic Asymmetric GARCH," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(3), pages 385-412.
  71. McAleer, Michael, 2005. "Automated Inference And Learning In Modeling Financial Volatility," Econometric Theory, Cambridge University Press, vol. 21(01), pages 232-261, February.
  72. Manabu Asai & Michael McAleer, 2005. "Dynamic Asymmetric Leverage in Stochastic Volatility Models," Econometric Reviews, Taylor and Francis Journals, vol. 24(3), pages 317-332.
  73. Michael McAleer & Les Oxley, 2005. "The Ten Commandments for Academics," Journal of Economic Surveys, Wiley Blackwell, vol. 19(5), pages 823-826, December.
  74. Michael McAleer, 2005. "The ten commandments for ranking university quality," Journal of Economic Surveys, Wiley Blackwell, vol. 19(4), pages 649-653, 09.
  75. Felix Chan & Dora Marinova & Michael McAleer, 2004. "Trends and volatilities in foreign patents registered in the USA," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 585-592.
  76. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2004. "Is a monetary union feasible for East Asia?," Applied Economics, Taylor and Francis Journals, vol. 36(10), pages 1031-1043.
  77. Lee Kian Lim & Michael McAleer, 2004. "Convergence and catching up in ASEAN: a comparative analysis," Applied Economics, Taylor and Francis Journals, vol. 36(2), pages 137-153.
  78. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non-ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
  79. M. McAleer & J. M. Sequeira, 2004. "Efficient estimation and testing of oil futures contracts in a mutual offset system," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 953-962.
  80. Ng, Hock Guan & McAleer, Michael, 2004. "Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations," International Journal of Forecasting, Elsevier, vol. 20(1), pages 115-129.
  81. Ling, Shiqing & McAleer, Michael, 2004. "Regression quantiles for unstable autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 304-328, May.
  82. Suhejla Hoti & Michael McAleer, 2004. "An Empirical Assessment of Country Risk Ratings and Associated Models," Journal of Economic Surveys, Wiley Blackwell, vol. 18(4), pages 539-588, 09.
  83. Ling, Shiqing & McAleer, Michael, 2003. "Asymptotic Theory For A Vector Arma-Garch Model," Econometric Theory, Cambridge University Press, vol. 19(02), pages 280-310, April.
  84. Felix Chan & Michael McAleer, 2003. "Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers," Applied Financial Economics, Taylor and Francis Journals, vol. 13(8), pages 581-592.
  85. Shiqing Ling & W. K. Li & Michael McAleer, 2003. "Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence," Econometric Reviews, Taylor and Francis Journals, vol. 22(2), pages 179-202.
  86. Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties Of The Estimator Of The Long-Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors," The Japanese Economic Review, Japanese Economic Association, vol. 54(4), pages 420-438.
  87. Ling, Shiqing & McAleer, Michael, 2002. "NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS," Econometric Theory, Cambridge University Press, vol. 18(03), pages 722-729, June.
  88. Ling, Shiqing & McAleer, Michael, 2002. "Stationarity and the existence of moments of a family of GARCH processes," Journal of Econometrics, Elsevier, vol. 106(1), pages 109-117, January.
  89. McAleer, Michael & Oxley, Les, 2002. " The Ten Commandments for Presenting a Conference Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 16(2), pages 215-18, April.
  90. 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.
  91. Li, W K & Ling, Shiqing & McAleer, Michael, 2002. " Recent Theoretical Results for Time Series Models with GARCH Errors," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 245-69, July.
  92. McAleer, Michael & Oxley, Les, 2002. " The Econometrics of Financial Time Series," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 237-43, July.
  93. Felix Chan & Michael McAleer, 2002. "Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 509-534.
  94. Philip Hans Franses & Michael McAleer, 2002. "Financial volatility: an introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 419-424.
  95. Christine Lim & Michael McAleer, 2001. "Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia," Applied Economics, Taylor and Francis Journals, vol. 33(12), pages 1599-1619.
  96. Kazumitsu Nawata & Michael McAleer, 2001. "Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 105-112.
  97. McAleer, Michael & Oxley, Les, 2001. " The Ten Commandments for Attending a Conference," Journal of Economic Surveys, Wiley Blackwell, vol. 15(5), pages 671-78, December.
  98. Sequeira, John M & McAleer, Michael & Chow, Ying-Foon, 2001. "Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts," The Economic Record, The Economic Society of Australia, vol. 77(238), pages 270-82, September.
  99. Madsen, Jakob B. & McAleer, Michael, 2001. "Consumption, liquidity constraints, uncertainty and temptation: An international comparison," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 61-89, February.
  100. Kenneth Leong & Michael McAleer, 2000. "Testing long-run neutrality using intra-year data," Applied Economics, Taylor and Francis Journals, vol. 32(1), pages 25-37.
  101. Christine Lim & Michael McAleer, 2000. "A seasonal analysis of Asian tourist arrivals to Australia," Applied Economics, Taylor and Francis Journals, vol. 32(4), pages 499-509.
  102. John Sequeira & MICHAEL McALEER, 2000. "Testing the risk premium and cost-of-carry hypotheses for currency futures contracts," Applied Financial Economics, Taylor and Francis Journals, vol. 10(3), pages 277-289.
  103. John Sequeira & Michael McAleer, 2000. "A market-augmented model for SIMEX Brent crude oil futures contracts," Applied Financial Economics, Taylor and Francis Journals, vol. 10(5), pages 543-552.
  104. Chow, Ying-Foon & McAleer, Michael & Sequeira, John M, 2000. " Pricing of Forward and Futures Contracts," Journal of Economic Surveys, Wiley Blackwell, vol. 14(2), pages 215-53, April.
  105. Madsen, Jakob B. & Mcaleer, Michael, 2000. "Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 229-252, April.
  106. Kobayashi, Masahito & McAleer, Michael, 1999. "Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models," Econometric Theory, Cambridge University Press, vol. 15(01), pages 99-113, February.
  107. Franses, Philip Hans & McAleer, Michael, 1998. " Cointegration Analysis of Seasonal Time Series," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 651-78, December.
  108. 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.
  109. Morimune, Kimio & McAleer, Michael, 1998. "Switching Orthogonality," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(1), pages 171-82, February.
  110. McAleer, Michael & Oxley, Les, 1998. " Cointegration in Practice," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 417-22, December.
  111. 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.
  112. McAleer, Michael, 1997. "Revisiting Tobin's 1950 Study of Food Expenditure: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 553-57, Sept.-Oct.
  113. McAleer, Michael, 1997. " Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, the Netherlands, 1996," Journal of Economic Surveys, Wiley Blackwell, vol. 11(4), pages 419-32, December.
  114. Barten, Anton P. & McAleer, Michael, 1997. "Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 27-45, mars-juin.
  115. McAleer, Michael, 1997. " The Ten Commandments for Organizing a Conference," Journal of Economic Surveys, Wiley Blackwell, vol. 11(2), pages 231-33, June.
  116. McAleer, Michael, 1997. "Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 587-89, Sept.-Oct.
  117. McAleer, Michael, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 640-42, Sept.-Oct.
  118. McAleer, Michael, 1996. " The Osaka Econometrics Conference: Osaka, Japan, 1995," Journal of Economic Surveys, Wiley Blackwell, vol. 10(1), pages 115-22, March.
  119. 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.
  120. Keuzenkamp, Hugo A & McAleer, Michael, 1995. "Simplicity, Scientific Interference and Econometric Modelling," Economic Journal, Royal Economic Society, vol. 105(428), pages 1-21, January.
  121. Smith, Jeremy & McAleer, Michael, 1995. "Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 165-85, April-Jun.
  122. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  123. McAleer, Michael & Smith, Jeremy, 1994. "A note on the unbiasedness test of rationality using survey data," Journal of Macroeconomics, Elsevier, vol. 16(2), pages 369-374.
  124. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-70, December.
  125. 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.
  126. Oxley, Les & McAleer, Michael, 1993. " Econometric Issues in Macroeconomic Models with Generated Regressors," Journal of Economic Surveys, Wiley Blackwell, vol. 7(1), pages 1-40.
  127. McAleer, Michael & McKenzie, C. R., 1992. "Recursive estimation and generated regressors," Economics Letters, Elsevier, vol. 39(1), pages 1-5, May.
  128. McAleer, Michael, 1992. "Efficient Estimation: The Rao-Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares," The Economic Record, The Economic Society of Australia, vol. 68(200), pages 65-72, March.
  129. Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert, 1992. "Properties of ordinary least squares estimators in regression models with nonspherical disturbances," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 321-334.
  130. 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.
  131. Dastoor, Naorayex K. & McAleer, Michael, 1989. "Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses," Econometric Theory, Cambridge University Press, vol. 5(01), pages 83-94, April.
  132. McAleer, Michael & Veall, Michael R, 1989. "How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 99-106, February.
  133. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
  134. 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.
  135. Bera, Anil K. & McAleer, Michael, 1987. "On exact and asymptotic tests of non-nested models," Statistics & Probability Letters, Elsevier, vol. 5(1), pages 19-22, January.
  136. King, Maxwell L & McAleer, Michael, 1987. "Further Results on Testing AR (1) against MA (1) Disturbances in the Linear Regression Model," Review of Economic Studies, Wiley Blackwell, vol. 54(4), pages 649-63, October.
  137. McAleer, Michael & Pagan, Adrian & Visco, Ignazio, 1986. "A further result on the sign of restricted least-squares estimates," Journal of Econometrics, Elsevier, vol. 32(2), pages 287-290, July.
  138. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June.
  139. Dastoor, Naorayex K. & McAleer, Michael, 1985. "Testing separate models with stochastic regressors," Economic Modelling, Elsevier, vol. 2(4), pages 331-338, October.
  140. Allan W. Gregory & Michael McAleer, 1983. "Testing Non-Nested Specifications of Money Demand for Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 16(4), pages 593-602, November.
  141. Bera, Anvil K & McAleer, Michael, 1983. "Some Exact Tests for Model Specification," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 351-54, May.
  142. McAleer, Michael & Fisher, Gordon, 1982. "Testing separate regression models subject to specification error," Journal of Econometrics, Elsevier, vol. 19(1), pages 125-145, May.
  143. McAleer, Michael & Fisher, Gordon & Volker, Paul, 1982. "Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 572-83, November.
  144. Fisher, Gordon & McAleer, Michael & Whistler, Diana, 1982. "A Note on Identifiability in the Linear Expenditure Family," Australian Economic Papers, Wiley Blackwell, vol. 21(39), pages 416-20, December.
  145. Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May.
  146. McAleer, Michael, 1981. "A small sample test for non-nested regression models," Economics Letters, Elsevier, vol. 7(4), pages 335-338.
  147. Allan W. Gregory & Michael McAleer, 1981. "Simultaneity and the Demand for Money in Canada: Comments and Extensions," Canadian Journal of Economics, Canadian Economics Association, vol. 14(3), pages 488-96, August.
  148. Gordon Fisher & Michael McAleer & Diana Whistler, 1981. "Interest Rates and Durability in the Linear Expenditure Family," Canadian Journal of Economics, Canadian Economics Association, vol. 14(2), pages 331-41, May.
  149. McAleer, Michael, 1980. "The minimum error variance rule for non-linear regression models," Economics Letters, Elsevier, vol. 6(1), pages 17-21.
  150. Fisher, Gordon & McAleer, Michael, 1979. "On the interpretation of the cox test in econometrics," Economics Letters, Elsevier, vol. 4(2), pages 145-150.

Books

  1. Zellner,Arnold & Keuzenkamp,Hugo A. & McAleer,Michael (ed.), 2009. "Simplicity, Inference and Modelling," Cambridge Books, Cambridge University Press, number 9780521121354.
  2. Zellner,Arnold & Keuzenkamp,Hugo A. & McAleer,Michael (ed.), 2002. "Simplicity, Inference and Modelling," Cambridge Books, Cambridge University Press, number 9780521803618.

NEP Fields

416 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (22) 2009-11-27 2009-12-11 2010-08-06 2010-08-14 2010-08-28 2010-09-11 2010-09-18 2010-10-09 2011-01-03 2011-04-30 2011-05-07 2011-05-07 2011-06-11 2011-07-02 2011-07-13 2012-05-08 2012-05-15 2012-05-15 2012-05-22 2013-02-03 2013-02-08 2013-02-16. Author is listed
  2. NEP-BAN: Banking (31) 2009-11-27 2009-12-11 2009-12-19 2010-03-20 2010-05-15 2010-05-29 2010-07-03 2010-09-18 2010-09-18 2010-10-23 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-05-07 2011-05-30 2011-06-25 2011-07-13 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2012-03-14 2012-11-11 2013-01-19 2013-01-26 2013-02-03. Author is listed
  3. NEP-BEC: Business Economics (11) 2009-12-19 2010-02-20 2010-07-03 2010-08-28 2010-09-18 2010-09-18 2011-01-03 2011-01-23 2013-01-07 2013-01-19 2013-01-26. Author is listed
  4. NEP-CBA: Central Banking (39) 2003-04-02 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2009-08-30 2010-04-04 2010-04-17 2010-04-17 2010-05-02 2010-05-02 2010-05-29 2010-06-11 2010-09-03 2010-12-18 2010-12-18 2011-03-12 2011-03-26 2011-03-26 2011-04-02 2011-04-09 2011-04-23 2011-05-07 2011-05-07 2011-05-07 2011-05-14 2011-06-25 2011-07-02 2011-07-02 2011-07-02 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2012-03-14 2012-06-25 2012-11-11 2013-01-19 2013-01-26. Author is listed
  5. NEP-CFN: Corporate Finance (7) 2010-10-23 2011-01-23 2011-02-12 2011-03-12 2011-07-21 2011-07-27 2013-01-26. Author is listed
  6. NEP-CMP: Computational Economics (5) 2003-03-25 2009-11-27 2009-12-11 2010-04-17 2010-05-29. Author is listed
  7. NEP-CNA: China (1) 2010-01-10
  8. NEP-COM: Industrial Competition (2) 2003-03-25 2003-04-02
  9. NEP-CSE: Economics of Strategic Management (5) 2010-09-11 2010-10-09 2012-07-01 2013-01-07 2013-01-19. Author is listed
  10. NEP-CUL: Cultural Economics (4) 2009-05-23 2009-09-05 2009-09-05 2011-02-05
  11. NEP-CWA: Central & Western Asia (6) 2009-03-28 2010-12-11 2011-01-03 2011-06-11 2012-07-01 2012-07-01. Author is listed
  12. NEP-DEV: Development (1) 2009-11-27
  13. NEP-ECM: Econometrics (66) 2003-03-19 2003-03-19 2003-03-25 2003-04-04 2003-04-04 2003-04-04 2006-04-08 2006-12-01 2008-03-15 2009-03-22 2009-03-22 2009-03-22 2009-03-28 2009-03-28 2009-08-08 2009-08-22 2009-08-22 2009-09-19 2009-09-19 2009-09-19 2009-09-19 2009-09-19 2009-09-26 2009-09-26 2009-10-24 2009-11-27 2009-12-11 2009-12-19 2010-01-10 2010-02-13 2010-04-04 2010-04-17 2010-05-02 2010-05-22 2010-05-22 2010-05-29 2010-05-29 2010-05-29 2010-05-29 2010-06-04 2010-06-11 2010-06-11 2010-07-03 2010-07-03 2010-09-25 2010-10-16 2010-11-06 2010-11-06 2010-12-18 2011-01-03 2011-01-03 2011-02-12 2011-04-02 2011-05-07 2011-05-30 2011-05-30 2011-06-11 2011-07-02 2012-03-14 2012-04-17 2012-07-01 2012-11-03 2013-01-19 2013-01-26 2013-02-16 2013-03-30. Author is listed
  14. NEP-EDU: Education (2) 2012-04-10 2012-04-17
  15. NEP-EEC: European Economics (1) 2003-04-02
  16. NEP-ENE: Energy Economics (51) 2003-03-19 2009-07-03 2009-07-03 2009-08-22 2009-08-22 2009-08-22 2010-01-23 2010-01-23 2010-01-23 2010-02-20 2010-02-20 2010-02-20 2010-03-13 2010-03-20 2010-05-15 2010-05-15 2010-05-22 2010-05-29 2010-06-04 2010-08-06 2010-08-14 2010-08-28 2010-08-28 2010-09-03 2010-09-03 2010-09-11 2010-09-18 2010-09-18 2010-09-18 2010-10-09 2010-10-23 2010-12-11 2011-01-03 2011-01-23 2011-04-30 2011-05-07 2011-06-11 2011-06-18 2011-06-25 2011-07-02 2011-07-02 2011-07-13 2011-11-28 2012-03-28 2012-10-06 2012-11-03 2013-01-19 2013-02-03 2013-02-08 2013-02-16 2013-02-16. Author is listed
  17. NEP-ENV: Environmental Economics (14) 2009-05-23 2009-09-05 2009-09-19 2010-05-29 2010-06-04 2010-10-23 2010-10-23 2011-06-25 2011-07-02 2012-01-18 2012-10-06 2012-10-06 2012-11-03 2013-01-19. Author is listed
  18. NEP-ETS: Econometric Time Series (75) 2003-03-19 2003-03-25 2003-04-02 2003-04-02 2003-04-02 2003-10-20 2006-04-08 2006-04-08 2006-12-01 2008-03-15 2009-03-22 2009-03-22 2009-03-28 2009-08-22 2009-09-19 2009-09-19 2009-09-19 2009-09-26 2009-09-26 2009-10-24 2009-11-27 2009-12-11 2010-01-10 2010-02-13 2010-04-17 2010-04-17 2010-05-02 2010-05-22 2010-05-22 2010-05-22 2010-05-22 2010-05-29 2010-05-29 2010-05-29 2010-05-29 2010-06-04 2010-06-04 2010-06-11 2010-06-11 2010-07-03 2010-07-03 2010-08-21 2010-09-03 2010-09-18 2010-09-18 2010-09-18 2010-09-18 2010-09-25 2010-10-02 2010-10-16 2010-10-23 2010-11-27 2010-12-11 2010-12-23 2011-01-03 2011-01-03 2011-01-03 2011-01-03 2011-02-05 2011-02-12 2011-02-12 2011-04-02 2011-04-23 2011-06-11 2011-06-25 2011-07-02 2011-07-13 2012-03-14 2012-04-17 2012-04-17 2012-05-15 2013-02-16 2013-03-30 2013-04-06 2013-04-13. Author is listed
  19. NEP-FDG: Financial Development & Growth (1) 2010-05-29
  20. NEP-FIN: Finance (4) 2003-04-02 2003-04-02 2005-12-09 2006-04-08
  21. NEP-FMK: Financial Markets (47) 2003-04-02 2003-04-02 2006-04-08 2009-03-22 2009-03-22 2009-03-28 2009-03-28 2009-05-23 2009-07-03 2009-08-22 2009-08-22 2009-08-22 2009-09-19 2009-09-19 2009-09-26 2009-09-26 2009-10-24 2009-11-27 2009-11-27 2009-11-27 2009-12-11 2009-12-11 2009-12-19 2010-09-18 2010-09-18 2010-09-18 2010-09-18 2011-01-23 2011-01-30 2011-02-12 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-27 2011-08-02 2011-11-14 2011-11-28 2011-11-28 2012-09-09 2012-11-03 2012-11-11 2012-11-11 2013-01-19 2013-01-19 2013-01-26. Author is listed
  22. NEP-FOR: Forecasting (111) 2006-04-08 2009-03-28 2009-03-28 2009-03-28 2009-05-23 2009-07-03 2009-08-08 2009-08-22 2009-08-22 2009-08-22 2009-08-22 2009-08-30 2009-09-05 2009-09-05 2009-09-19 2009-09-26 2009-09-26 2009-11-27 2009-11-27 2009-12-11 2009-12-11 2010-03-13 2010-03-20 2010-03-20 2010-04-04 2010-04-17 2010-04-17 2010-04-17 2010-05-02 2010-05-02 2010-05-02 2010-05-02 2010-05-15 2010-05-22 2010-05-29 2010-05-29 2010-05-29 2010-06-04 2010-06-11 2010-07-03 2010-07-03 2010-08-21 2010-09-03 2010-09-03 2010-09-11 2010-09-18 2010-09-18 2010-09-18 2010-09-25 2010-10-02 2010-10-16 2010-10-23 2010-10-23 2010-10-23 2010-11-06 2010-11-20 2010-12-18 2010-12-23 2011-01-03 2011-01-03 2011-01-23 2011-01-30 2011-02-05 2011-02-12 2011-02-12 2011-03-12 2011-03-26 2011-03-26 2011-04-02 2011-04-02 2011-04-09 2011-04-23 2011-04-23 2011-05-07 2011-05-07 2011-05-14 2011-05-30 2011-06-11 2011-06-25 2011-06-25 2011-07-02 2011-07-02 2011-07-02 2011-07-02 2011-07-13 2011-07-13 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2011-11-14 2012-03-14 2012-03-14 2012-04-17 2012-04-17 2012-05-02 2012-05-15 2012-06-25 2012-07-01 2012-07-08 2012-07-14 2012-11-11 2013-01-19 2013-01-26 2013-03-02 2013-03-16 2013-03-16 2013-04-13 2013-04-27 2013-04-27. Author is listed
  23. NEP-HIS: Business, Economic & Financial History (4) 2012-07-01 2012-07-14 2013-03-02 2013-03-16
  24. NEP-HPE: History & Philosophy of Economics (2) 2010-09-03 2012-07-14
  25. NEP-ICT: Information & Communication Technologies (2) 2006-04-08 2010-08-14
  26. NEP-IFN: International Finance (17) 2003-04-02 2003-04-02 2003-04-02 2003-04-02 2009-03-22 2009-09-19 2009-09-26 2009-11-27 2009-12-11 2010-02-27 2010-03-20 2010-05-22 2010-05-29 2010-06-04 2010-08-21 2010-09-18 2011-01-03. Author is listed
  27. NEP-IND: Industrial Organization (2) 2003-03-25 2003-04-02
  28. NEP-INO: Innovation (4) 2007-08-08 2010-09-11 2010-10-09 2012-07-01
  29. NEP-INT: International Trade (3) 2010-09-11 2010-10-09 2012-07-01
  30. NEP-IPR: Intellectual Property Rights (6) 2007-08-08 2010-09-11 2010-09-11 2010-10-09 2012-01-18 2012-07-01. Author is listed
  31. NEP-KNM: Knowledge Management & Knowledge Economy (2) 2007-05-12 2012-07-01
  32. NEP-LAW: Law & Economics (1) 2007-08-08
  33. NEP-MAC: Macroeconomics (20) 2003-03-25 2006-04-08 2009-08-08 2009-08-22 2010-01-10 2010-02-20 2010-04-04 2010-04-17 2010-05-02 2010-05-02 2011-01-03 2011-01-03 2011-01-03 2011-05-07 2011-05-07 2011-06-11 2011-07-02 2012-06-25 2012-07-01 2012-07-14. Author is listed
  34. NEP-MON: Monetary Economics (1) 2009-08-22
  35. NEP-MST: Market Microstructure (16) 2006-12-01 2009-08-22 2009-09-26 2009-11-27 2009-12-11 2009-12-19 2010-04-17 2010-05-29 2010-05-29 2010-07-03 2010-09-18 2011-01-03 2011-02-12 2011-02-12 2011-04-23 2011-06-25. Author is listed
  36. NEP-NET: Network Economics (1) 2013-01-19
  37. NEP-ORE: Operations Research (24) 2009-03-28 2009-09-19 2010-07-03 2010-09-25 2010-10-02 2010-10-16 2010-10-23 2010-12-18 2011-01-03 2011-02-12 2011-05-30 2011-05-30 2011-06-25 2011-06-25 2012-03-14 2012-04-17 2012-07-01 2013-01-07 2013-01-19 2013-01-19 2013-01-26 2013-01-26 2013-02-16 2013-03-02. Author is listed
  38. NEP-REG: Regulation (11) 2009-03-22 2009-03-28 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2009-08-30 2009-11-27 2009-12-11 2010-03-20 2010-09-18. Author is listed
  39. NEP-RMG: Risk Management (83) 2003-03-19 2003-04-02 2003-04-02 2003-04-02 2003-04-02 2003-10-20 2005-12-09 2008-12-14 2009-03-22 2009-03-22 2009-03-28 2009-03-28 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2009-08-22 2009-08-22 2009-08-22 2009-08-30 2009-09-05 2009-09-19 2009-09-26 2009-09-26 2009-11-27 2009-12-11 2010-01-23 2010-02-20 2010-03-13 2010-03-20 2010-03-20 2010-05-15 2010-05-29 2010-06-11 2010-06-18 2010-07-03 2010-08-28 2010-09-03 2010-09-03 2010-09-18 2010-09-18 2010-09-18 2010-09-25 2010-10-02 2010-10-16 2010-10-23 2010-10-23 2010-11-27 2010-12-11 2011-01-03 2011-01-23 2011-01-30 2011-02-05 2011-02-12 2011-03-12 2011-03-26 2011-04-02 2011-04-09 2011-04-23 2011-05-07 2011-05-30 2011-06-25 2011-06-25 2011-06-25 2011-07-13 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2011-11-14 2011-11-28 2012-03-14 2012-04-17 2012-05-02 2012-11-03 2012-11-11 2012-11-11 2013-01-19 2013-01-26 2013-01-26 2013-01-26 2013-01-26. Author is listed
  40. NEP-SEA: South East Asia (46) 2009-03-22 2009-03-22 2009-03-28 2009-03-28 2009-08-22 2009-09-05 2009-09-19 2009-10-24 2009-10-24 2009-11-27 2009-11-27 2009-12-11 2009-12-11 2009-12-11 2009-12-11 2010-01-10 2010-01-23 2010-02-20 2010-04-17 2010-04-17 2010-05-02 2010-05-02 2010-05-22 2010-05-29 2010-05-29 2010-06-18 2010-09-03 2010-09-03 2010-09-11 2010-09-18 2010-09-18 2010-10-02 2010-10-02 2011-01-23 2011-07-27 2011-11-28 2012-01-10 2012-01-18 2012-03-28 2012-05-08 2012-05-15 2012-06-25 2012-07-01 2013-01-26 2013-01-26 2013-02-03. Author is listed
  41. NEP-SOG: Sociology of Economics (34) 2007-05-12 2009-09-19 2010-06-11 2010-07-17 2010-07-31 2010-08-14 2010-08-14 2010-08-28 2010-08-28 2010-09-03 2010-09-03 2010-11-20 2011-01-03 2011-01-23 2011-02-05 2011-06-25 2011-07-21 2011-08-02 2012-01-18 2012-01-18 2012-03-28 2012-03-28 2012-04-17 2012-04-23 2012-06-05 2012-06-25 2012-07-01 2012-07-01 2012-07-14 2013-01-19 2013-03-02 2013-03-16 2013-03-16 2013-03-30. Author is listed
  42. NEP-TRA: Transition Economics (1) 2003-03-25
  43. NEP-TUR: Tourism Economics (50) 2005-12-09 2006-04-08 2009-03-22 2009-03-28 2009-03-28 2009-05-23 2009-08-22 2009-09-05 2009-09-05 2009-09-05 2009-09-19 2009-09-19 2009-09-19 2009-09-26 2009-11-27 2009-11-27 2009-11-27 2009-12-11 2009-12-11 2009-12-11 2010-02-27 2010-03-20 2010-04-11 2010-04-17 2010-04-17 2010-04-17 2010-05-02 2010-05-02 2010-05-29 2010-05-29 2010-05-29 2010-07-03 2010-08-14 2010-08-21 2010-09-03 2010-09-11 2010-09-18 2010-10-02 2010-10-23 2011-06-25 2011-06-25 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2012-01-18 2012-03-28 2013-01-07 2013-01-19 2013-01-26. Author is listed
  44. NEP-UPT: Utility Models & Prospect Theory (8) 2009-12-19 2010-05-22 2010-05-29 2010-07-03 2010-09-18 2011-01-23 2012-06-25 2012-07-01. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors
  26. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  27. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  28. Number of Abstract Views in RePEc Services over the past 12 months
  29. Number of Downloads through RePEc Services over the past 12 months
  30. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Closeness measure in co-authorship network
  33. Betweenness measure in co-authorship network
  34. Wu-Index

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Michael McAleer should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.