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Professor Alfred Haug

Alfred Haug 2021 imageDiplom-Volkswirt (Econ)(Konstanz), MA, PhD (Ohio State University)

Tel +64 3 479 5636
Room 615, 6th 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-autoregressions 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 has been 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).

Alfred's CV

Read Alfred Haug's CV (PDF)

Teaching responsibilities

Preferred areas of research supervision

Alfred is especially interested in supervising research students in the following areas

  • Empirical macroeconomics, in particular monetary and fiscal policy
  • Small open economy structural vector-autoregressive models (SVARs)
  • The role of oil prices for macroeconomic relationships

Selected publications

Take a look at Alfred’s publications below:

Haug, A.A. “Testing Ricardian Equivalence With the Narrative Record on Tax Changes.” Oxford Bulletin of Economics and Statistics 82 (April 2020), 387-404.

Haug, A.A., and M. Ucal. “The Role of Trade and FDI for CO2 Emissions in Turkey: Nonlinear Relationships.” Energy Economics 81 (June 2019), 297-307.

Haug, A.A., T. Jędrzejowicz, and A. Sznajderska. “Monetary and Fiscal Policy Transmission in Poland.” Economic Modelling 79 (June 2019), 15-27.

Basher, S., A.A. Haug, and P. Sadorsky. “The Impact of Oil-Market Shocks on Stock Returns in Major Oil-Exporting Countries.” Journal of International Money and Finance 86 (September 2018), 264-280.

Haug, A.A., and V.C. Blackburn. “Government Secondary School Finances in New South Wales: Accounting for Students' Prior Achievements in a Two-Stage DEA at the School Level.” Journal of Productivity Analysis 48 (August 2017), 69-83.

Basher, S., A.A. Haug, and P. Sadorsky. “The Impact of Oil Shocks on Exchange Rates: A Markov-Switching Approach.” Energy Economics 54 (February 2016), 11-23.

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. “On Real Interest Rate Persistence: The Role of Breaks.” Applied Economics 46 (April 2014), 1058-1066.

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. “Canadian Money Demand Functions: Cointegration-Rank Stability.” The Manchester School 74 (March 2006), 214-230.

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. “Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study.” Oxford Bulletin of Economics and Statistics 64 (September 2002), 399-412.

Haug, A.A. “Testing Linear Restrictions on Cointegrating Vectors: Sizes and Powers of Wald and Likelihood Ratio Tests in Finite Samples.” Econometric Theory 18 (April 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.

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.

Haug, A.A. “Cointegration and Government Borrowing Constraints: Evidence for the U.S.” Journal of Business and Economic Statistics 9 (January 1991), 97-101.

Dockner, E., and A.A. Haug. “Tariffs and Quotas Under Dynamic Duopolistic Competition.” Journal of International Economics 29 (August 1990), 147-159.