Dr Ryan Greenaway-McGrevy
BA, BCom (Hons), PhD (Auckland)
Ryan joined the department in July 2014. Prior to this he was a Research Economist in the Office of the Chief Statistician at the Bureau of Economic Analysis (BEA) in Washington, D.C.
Research | Current
Ryan is an econometrician working in both the theoretical and applied fields of the discipline. His theoretical research focusses primarily on developing methods for forecasting panel data structures. In 2016 he was awarded a Marsden Grant with Professor Peter Phillips to further develop these methods. His work in econometric theory has appeared in the top field journals in the discipline, including the Journal of Econometrics and Econometric Theory. His applied research focusses on urban and regional economics, international finance, and macro labour, and has appeared in top field and general interest journals, including the Journal of Urban Economics and the International Economic Review.
- Royal Society of New Zealand Marsden Fund Grant, Principal Investigator. $705,000, 2017-2020
- University of Auckland Foundation. $50,000, 2017-2020.
Teaching | Current
The Economics of Labour Markets ECON 302
Econometrics 2 ECON 723
Introduction to Econometrics ECON 221
Applied Econometrics ECON 322
Doctoral Students (completed)
- Daan Steenkamp, Co-supervisor, 2017.
- Tony So, Co-supervisor, 2017.
- Huixian Zhang, Main Supervisor, 2018.
Doctoral Students (ongoing)
- Kade Sorensen, Main Supervisor (expected June 2020)
- Yun So, Main supervisor (expected May 2021)
- Yury Chernykh, Co-supervisor
- Mohammad Salimifar, Co-supervisor
Honours and Masters Students
- Peter Nunns, 2018
- James Stewart, 2018
- Cameron Haworth, 2018
- Alex Koh, 2017
- Sam Yoon, 2017
- Michael Sivendra, 2016
- Prince Siddarth, 2016
- Ashleigh Lee, 2016
Prizes and Awards
- University of Auckland Business School Research Excellence Award, 2018
- A.R. Bergstrom Prize in Econometrics, 2005
- New Zealand Econometric Study Group (NZESG) Award in Econometrics, 2004
- Associate Editor, Journal of Economic Surveys, 2019-
- Guest Editor, New Zealand Economic Papers: Special Issue on Housing Affordability, 2019
Deputy Head of Department, 2018-
Director fo the Centre for Applied Research in Economics, 2016-
Areas of expertise
Time Series and Panel Data Econometrics, Forecasting
- Member, University of Auckland Business School BCom/BProp review panel, 2018-2019
- Member, Professorial Interview Panel for the Department of Economics, 2018
- Local organizing committee member, Econometric Society Australasian Meetings, Auckland University of Technology, Auckland, New Zealand, 2018.
- Program committee member, Econometric Society Australasian Meetings, Auckland University of Technology, Auckland, New Zealand, 2018.
Selected publications and creative works (Research Outputs)
- Greenaway-McGrevy, R. (2019). ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING. ECONOMETRIC THEORY, 35 (4), 842-899. 10.1017/S0266466618000294
- Greenaway-McGrevy, R., & Hood, K. (2019). Aggregate effects and measuring regional dynamics. Papers in Regional Science10.1111/pirs.12441
- Greenaway-McGrevy, R. T., & Hood, K. K. (2016). Worker migration or job creation? Persistent shocks and regional recoveries. Journal of Urban Economics, 96, 1-16. 10.1016/j.jue.2016.08.001
- Bridgman, B., & Greenaway-McGrevy, R. (2016). The fall (and rise) of labour share in New Zealand. New Zealand Economic Papers, 1-22. 10.1080/00779954.2016.1219763
- Greenaway-McGrevy, R., & Phillips, P. C. B. (2016). Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres. New Zealand Economic Papers, 50 (1), 88-113. 10.1080/00779954.2015.1065903
Other University of Auckland co-authors: Peter Phillips
- Greenaway-McGrevy, R. (2015). Evaluating panel data forecasts under independent realization. Journal of Multivariate Analysis, 136, 108-125. 10.1016/j.jmva.2015.01.004
- Greenaway-McGrevy, R. T., Grimm, B. T., & Fixler, D. J. (2014). The revisions to GDP, GDI, and their major components. Survey of Current Business, 94 (8)
- Greenaway-McGrevy, R., Han, C., & Sul, D. (2014). Efficient estimation and inference for difference-in-difference regressions with persistent errors. Advances in Econometrics, 33, 281-302. 10.1108/S0731-905320140000033009