Diplom-Volkswirt (Econ)(Konstanz), MA, PhD (Ohio State University)
Tel: 64 3 479 5636
Room 520, 5th Floor, Otago Business School
Alfred's interests are in time series econometrics and empirical macroeconomics. His particular interests are in combing fiscal and monetary policy transmission mechanisms within empirical structural vector-autoregression in order to assess the effects on the macroeconomy. He also has a keen interest in the empirical effects of oil shocks on macroeconomies and financial markets. Before joining the Department of Economics in 2006, he was at York University in Toronto, the University of Canterbury, and the University of Saskatchewan. He has held visiting positions at the Norwegian Central Bank, the Free University of Berlin, Kadir Has University, the Warsaw School of Economics, the European Central Bank, the National University of Singapore, Simon Fraser University, IGIER at Bocconi University, the University of Konstanz, and the IES at the University of Oxford (UK).
Alfred is currently an associate editor of the Eurasian Economic Review and has served or is serving on other editorial boards. He is also an Advisory Board Member of the Macroeconomics Research Unit at the University of Melbourne and a board member of the Australasian Macroeconomics Society (AMS).
Take a look at Alfred’s selected publications below:
Haug A. A., and I. P. King. "In the Long Run, US Unemployment Follows Inflation Like a Faithful Dog." Journal of Macroeconomics 41 (September 2014), 42-52.
Haug, A. A., and W. G. Dewald. “Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880 – 2001.” Economic Inquiry 50 (July 2012), 773-787.
Haug, A. A., and C. Smith. “Local Linear Impulse Responses for a Small Open Economy.” Oxford Bulletin of Economics and Statistics 74 (June 2012), 470-492.
Basher, S., A. A. Haug, and P. Sadorsky. “Oil Prices, Exchange Rates and Emerging Stock Markets.” Energy Economics 34 (January 2012), 227-240.
Haug, A. A., and S. Basher. "Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?" Applied Economics, 43 (2011), 185-196.
Haug, A. A., with J. Tam. "A Closer Look at Long Run U.S. Money Demand: Linear or Nonlinear Error-Correction with M0, M1 or M2?" Economic Inquiry 45 (April 2007), 363-376.
Haug, A. A., and P. Siklos. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment." Studies in Nonlinear Dynamics and Econometrics 10 (December 2006), Article 6, 1-32.
Gregory, A. W., A. A. Haug, and N. Lomuto. "Mixed Signals Among Tests for Cointegration." Journal of Applied Econometrics 19 (January/February 2004), 89-98.
Haug, A. A. "Tests for Cointegration: A Monte Carlo Comparison," in P. Newbold and S. J. Leybourne, Recent Developments in Time Series, Edward Elgar, Cheltenham, UK, 2003. (Reprint of the Journal of Econometrics publication listed below).
Haug, A. A. "Testing Linear Restrictions on Cointegrating Vectors: Sizes and Powers of Wald and Likelihood Ratio Tests in Finite Samples." Econometric Theory 18 (May 2002), 505-524.
MacKinnon, J. G., A. A. Haug, and L. Michelis. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration." Journal of Applied Econometrics 14 (September-October 1999), 563-577. Implemented in EViews.
Haug, A. A., and R. F. Lucas. "Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment." American Economic Review 87 (September 1997), 756-759.
Haug, A. A., and R. F. Lucas. "Long-Run Money Demand in Canada: In Search of Stability." Review of Economics and Statistics 78 (May 1996), 345-348.
Haug, A. A. "Blanchard's Model of Consumption: An Empirical Study." Journal of Business and Economic Statistics 14 (April 1996), 169-177.
Haug, A. A. "Tests for Cointegration: A Monte Carlo Comparison." Journal of Econometrics 71 (March 1996), 89-115.