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Laurent Pauwels

Laurent Pauwels

PhD Graduate Institute Geneva
Lecturer

Rm 481
H04 - Merewether Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9114 0752
Fax +61 2 9351 6409
laurent.pauwels@sydney.edu.au


Bio

Laurent Pauwels received his Ph.D. in International Economics jointly from the Graduate Institute and the University of Geneva. His main areas of research include structural change in time series and panels, estimation and inference in discrete choice models, forecast combinations, economic crises and networks. His interests also include monetary policy and exchange rate issues in China and other economies. During his doctoral studies, Laurent held positions at the European Central Bank (ECB) and the United Nations Economic Commission for Europe (UNECE). Before joining the University of Sydney, he worked as an economist in the research department of the Hong Kong Monetary Authority (HKMA) conducting research and monitoring both economies of China and Hong Kong.

Research Interests:

Structural change in time series/panels, discrete choice models, forecast combinations, economic crises, networks and monetary policy in China.

Publications

2014

4
Journal Article/s

Pauwels L and Vasnev A 2014 'Forecast combination for U.S. recessions with real-time data', North American Journal of Economics and Finance, vol.28, pp. 138-48 Link

2013

4
Journal Article/s

Chan F, Pauwels L and Wongsosaputro J 2013 'The Impact of Serial Correlation on Testing for Structural Change in Binary Choice Model: Monte Carlo Evidence', Mathematics and Computers in Simulation, vol.93, pp. 175-89 Link

Vasnev A, Skirtun M and Pauwels L 2013 'Forecasting Monetary Policy Decisions in Australia: A Forecast Combination Approach', Journal of Forecasting, vol.32:2, pp. 151-66 Link

5
Conference Paper/s

Pauwels L and Matsypura D 2013 'Stock Market Margin Requirement and the 2008 Financial Crisis', INFORMS 2013 Annual Meeting, Minneapolis, United States, 9th October 2013

Vasnev A and Pauwels L 2013 'Practical considerations for optimal weights in density forecast combination', Econometric Society Australasian Meeting ESAM2013, University of Sydney, Australia, 12th July 2013

Vasnev A and Pauwels L 2013 'Forecast combination for discrete choice models: predicting FOMC monetary policy decisions', International Choice Modelling Conference ICMC2013, Sydney, Australia, 5th July 2013

Pauwels L and Vasnev A 2013 'Practical considerations for optimal weights in density forecast combination', North American Econometric Society Summer Meeting, University of Southern California, Los Angeles, United States, 16th June 2013

2012

4
Journal Article/s

Liu L and Pauwels L 2012 'Do external political pressures affect the Renminbi exchange rate?', Journal of International Money and Finance, vol.31:6, pp. 1800-18 Link

Pauwels L, Chan F and Mancini Griffoli T 2012 'Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect', Journal of Time Series Econometrics, vol.4:2, pp. 1-33 Link

5
Conference Paper/s

Pauwels L, Chan F and Wongsosaputro J 2012 'Testing for Structural Change in Binary Choice Models with Autocorrelation', International Symposium on Econometric Theory and Applications SETA 2012, Shanghai, China, 21st May 2012

Pauwels L, Chang F and Wongsosaputro J 2012 'Testing for Structural Change in Binary Choice Models with Autocorrelation', 22nd New Zealand Econometrics Study Group Meeting NZESG 2012, Wellington, New Zealand, 24th February 2012

9
Internal Working Paper/s

Vasnev A and Pauwels L 2012 'Practical Use of the Optimal Weights in Density Forecast Combinations', work in progress

Pauwels L and Vasnev A 2012 'Forecasting the U.S. Business Cycle A Discrete Choice Approach with Real-Time Data and Forecast Combination', work in progress

2011

4
Journal Article/s

Chan F and Pauwels L 2011 'Model specification in panel data unit root tests with an unknown break', Mathematics and Computers in Simulation, vol.81:7, pp. 1299-309

6
Conference Proceeding/s

Wongsosaputro J, Pauwels L and Chan F 2011 'Testing for structural breaks in discrete choice models', Proceedings of the 19th International Congress on Modelling and Simulation: Modelling and Simulation Society of Australia and New Zealand MODSIM2011 (Eds: F. Chan, D. Marinova and R.S. Anderssen), Perth, Australia, 16th December 2011

Pauwels L and Vasnev A 2011 'Forecast combination for discrete choice models: predicting FOMC monetary policy decisions', Proceedings of the 19th International Congress on Modelling and Simulation: Modelling and Simulation Society of Australia and New Zealand MODSIM2011 (Eds: F. Chan, D. Marinova and R.S. Anderssen), Perth, Australia, 16th December 2011 Link

9
Internal Working Paper/s

Pauwels L and Vasnev A 2011 'Forecast combination for discrete choice models: predicting FOMC monetary policy decisions', University of Sydney

Pauwels L and Liu LG 2011 'Do External Political Pressures Affect the Renminbi Exchange Rate?', Operations Management and Econometrics Working Paper Series, University of Sydney, Australia

2009

5
Conference Paper/s

Pauwels L, Chan F and Mancini T 2009 'Stability tests for Heterogeneous panel data', 4th End-Of-Year Conference of Swiss Economists Abroad, Basel, Switzerland, 21st December 2009

2008

4
Journal Article/s

Pauwels L and He D 2008 'What prompts the People’s Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model', China & World Economy, vol.16:6, pp. 1-21

Pauwels L, Hoti S and McAleer M 2008 'Multivariate volatility in environmental finance', Mathematics and Computers in Simulation, vol.78:2-3 Special Issue: Selected Papers of the MSSANZ/IMACS 16th Biennial Conference on Modelling and Simulation, Melbourne, pp. 189-99

9
Internal Working Paper/s

Pauwels L, Chan F and Mancini T 2008 'Stability Tests for Heterogeneous Panel Data', HKIMR Working Paper No. 09/2008

2007

4
Journal Article/s

Pauwels L, Hoti S and McAleer M 2007 'Measuring Risk in Environmental Finance', The Journal of Economic Surveys, vol.21:5, pp. 970-98

2006

9
Internal Working Paper/s

Pauwels L and Mancini T 2006 'Did the Euro Affect Trade? Answers from End-of-Sample Instability Tests', HEI Working Paper No.4-2006

2005

4
Journal Article/s

Pauwels L and Genberg H 2005 'An Open Economy New Keynesian Phillips Curve: Empirical Evidence from Hong Kong', Pacific Economic Review - Special Issue on "Deflation and Macroeconomic Issues in Hong Kong", vol.10:2, pp. 261-77

Pauwels L and Genberg H 2005 'Wage-Price Dynamics and Deflation in Hong Kong', Pacific Economic Review - Special Issue on "Deflation and Macroeconomic Issues in Hong Kong", vol.10:2, pp. 191-216

Hoti S, McAleer M and Pauwels L 2005 'Modelling Environmental Risk', Environmental Modelling and Software, vol.20:10, pp. 1289-98

Recent Units Taught