MCKENZIE, Colin

MCKENZIE, Colin

MCKENZIE, Colin

Faculty Fellow (until March 31, 2006)

Professor, Faculty of Economics, Keio University

Expertise

Econometric Modelling, Finance

Education

1980 B.Ec., (Hons I), Economics and Econometrics, Australian National University
1987 Ph.D., Economics and Econometrics, Australian National University

Experience

1980 Tutor, Department of Statistics, Australian National University
1980-1981 Research Assistant, Department of Statistics, London School of Economics
1987-1989 Lecturer, Department of Economics, Australian National University
1989-1994 Associate Professor, Faculty of Economics, Osaka University
1994-2000 Associate Professor, Osaka School of International Public Policy, Osaka University
2000-2003 Professor, Osaka School of International Public Policy, Osaka University
2003-present Professor, Faculty of Economics, Keio University

Selected Publications and Papers

"Keynesian and New Classical Models of Unemployment Revisited", Economic Journal, 1991, (with M. McAleer).
"When Are Two Step Estimators Efficient?", Econometric Reviews, 1991, (with M. McAleer)
"On Efficient Estimation and Correct Inference in Models with Generated Regressors: A General Approach", Japanese Economic Review, 1997, (with M. McAleer).
Econometric Analysis Using EViews, Toyo Keizai Publishing, 2001 (with K. Matsuura, in Japanese).
Introductory Econometrics Using EViews, Toyo Keizai Publishing, 2005 (with K. Matsuura, in Japanese).
"The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market", Journal of Banking and Finance, forthcoming (with S. Takaoka)

Others

Managing Editor, Asian Economic Policy Review
Associate Editor, Asian Economic Journal