Associate Professor Nam Hoang
Associate Professor - UNE Business School
Phone: +61 2 6773 2682
A/Professor Nam Hoang joined the University of New England from February 2009. Before joining UNE, he taught econometrics and macroeconomics at American University (USA), Purdue University (USA) and University of Economics (Vietnam). His fields in teaching and doing research are Econometrics, Time-Series, Panel Data Modelling and Macroeconomics.
PhD in Economics, University of Colorado at Boulder, USA, August 2007
MA in Economics, University of Colorado at Boulder, USA, May 2004
MA in Economics, University of Economics, Ho Chi Minh City, Vietnam (UEH), 2001
BA in Economics, University of Economics, Ho Chi Minh City, Vietnam, 1994
Teaching areas and awards
Econometrics/Time Series: undergraduate and graduate courses
Macroeconomics: undergraduate and graduate courses
ECON 102 (Introductory Macroeconomics)
ECON 271/371 (Introductory Econometrics)
ECON 376/476 (Applied Econometrics)
ECON 374/474 (Econometric Analysis for Financial Markets)
QM 161 (Business Statistics)
ECON 409 (Advanced Macroeconomics)
ECON 406 (Quantitative Methods for Managements)
Advanced Econometrics Seminar (for PhD students)
HDR supervision topic areas
- Applied Econometrics
- Applied Time-series Economics
Econometrics, Nonparametric and Semiparametric Econometrics, Macroeconomics Issues, International Finance, Development Economics and financial econometrics.
Selected Published Articles
Hoang, V., Hoang, N., and Yarram, R. (2020), “Efficiency and Shareholder Value in Australia Banking". Economic Record – forthcoming
Grieb, T., Hoang, N. (2019) “The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets" Review of Economics & Finance, Vol 16, Issue 3
Farooque, O., Buachom, W., and Hoang, N. (2019) “Interactive Effects of Executive Compensation, Firm Performance and Corporate Governance: Evidence from an Asian Market". Asia Pacific Journal of Management, Vol 36, No 4, 1111-1164
Hoang, N., Nguyen, B. (2018) “Oil and Iron ore Price Shocks: What are the Different Economic Effects in Australia". Economic Record, Vol 94, Issue 304
Thenurara, W., Hoang,N., Siriwardana, M.(2018) “Will Population Ageing Cause a House Price Meltdown in Australia?". Journal of Developing Areas, Vol 53, No 2
Komaladara, P., Patrick, I., Hoang, N. (2018) “Contract bonus systems to encourage biosecurity adoption on small-scale broiler farms in Indonesia". Animal Production Science, Vol 58, pp 595-600
Hoang, N. (2017) “Introductory Econometrics - A practical Approach: A Review". Economic Record, Vol 93, Issue 302
Morales, E., Hoang, N., Stuen, E. (2017) “Spatial price premium transmission in Australian cattle markets: the vulnerability of price premiums to outside shocks". Australian Journal of Agricultural and Resource Economics, Vol 61, 590-569
Morales, L. E., Griffith, G., Wright, V., Fleming, E., Umberger, W. and Hoang, N. (2016) “Branding fresh food: Who is willing to pay more for beef?". Acta Aliment aria -An International Journal of Food Science
Stuen, E., Hoang, N. and Hoang, V. (2015) “Malnutrition Expectations and Precautionary Demand for Children: Evidence from Vietnam". Forum of International Development Studies, Vol 46 -2
Hussain, N, Hoang, N. (2014) “Effects of Fiscal, Monetary and Exchange Rate Policies on Output in the Selected Asian Economies, 1974-2007" Applied Econometrics and International Development, Vol 14, No 2
Meng, X., Hoang, N. and and Siriwardana, M. (2013) “Determinant of Australian Household Debts: A macro level study" Journal of Asian Economics, Vol 29, 80-90
Morales, L. E., Griffith, G., Wright, V., Fleming, E., Umberger, W. and Hoang, N. (2013). “Variables Affecting the Propensity to Buy Branded Beef Among Groups of Australian Beef Buyers". Meat Science, Vol 94, 239-246
Siros Tongchure and Hoang N. (2013) “Cassava Smallholders’ Participation in Contract Farming in Nakhon Ratchasrima Province, Thailand" Journal of Social and Development Sciences, Vol. 4, No. 7, 340-346
Hoang, N., Grieb, T. (2019) “Hedging Positions, Basis and Future Prices: A Disaggregated Data Analysis on US Wheat Markets", Academy of Economics and Finance - 56th Meeting, Florida, 2/2019
Hoang, N., Grieb, T. (2019) “Realized Risk Premium, Future Prices and Hedging Positions: A Data Analysis on US Wheat Markets", Agricultural and Applied Economics Association (AAEA), 100th Meeting, Washington DC, 7/2008
Hoang, N., Grieb, T. (2018) “Basis and Future Risk Premium on US Wheat Markets", Western Economic Association International (WEAI) 93th meeting, Vancouver, 6/2018
Grieb, T. and Hoang, N. (2018) “The Effects of Hedging and Speculation on Cash-Future Basis and Risk Premium", Academy of Economics and Finance - 55th Meeting, Houston, 2/2018
Grieb, T. and Hoang, N. (2017) “The Effects of Hedging and Speculation on Cash-Future Basis and Risk Premium: Results from US Wheat Markets", Australasian Finance and Banking Conference-30th meeting, UNSW Sydney, 12/2017
Hoang, V. Hoang, N. and Yarram, R. (2017) “Efficiency and Shareholder Value in Australian Banking", Australasian Finance and Banking Conference - 30th meeting, UNSW Sydney, 12/2017
Hoang, V. Hoang, N. and Yarram, R. (2017) “Profitability and Efficiency in Australian Banking", Applied Financial Modelling Conference, Deakin University, 2/2017
Hoang, N. and Meng, X. (2016) “The Rising Household Debt in Australia - Bayesian Time Varying SVAR Analysis", Western Economics Association International (WEAI) meeting, Singapore, 1/2016
Hoang, N., Morales, L.E., and Griffith, G. (2015) ”Spatial Price Premium Transmission in Agri-Food Chains: The Case of MSA Cattle Premiums in Australia", Australian Agricultural and Resource Economics Society (AARES), 59th Annual Conference. Rotorua, New Zealand.
Morales LE, Hoang N, Griffith G, Salcedo S (2014) “Vertical price transmission and relationship between selected agri-food value chains in Australia and Colombia", Australian Agricultural and Resource Economics Society (AARES) meeting, Port Macquarie, 2/2014
Morales, L.E., Hoang, N., and Ramsay, T. (2013). “Modelling Volatility of Australian Beef Export Prices". Australian Agricultural and Resource Economics Society (AARES), 57th Annual Conference. Sydney, Australia.
Morales LE and Hoang N. (2012) “Beef Marketing Margin in Asian-Oceania Countries", Australian Agricultural and Resource Economics Society (AARES) meeting, Perth, 2/2012
Eric Stuen, Nam Hoang and Van Hoang (2011) “Malnutrition and Fertility: Evidence from Vietnam", Western Economic Association International (WEAI) meeting, San Diego, 7/2011
Nam Hoang (2010) “New Tests for Cointegration in Heterogeneous Panels", ACE10: 39th Annual Australian Conference of Economists, Sydney, Australia, 9/2010
Hoang, N. and McNown, R. (2008) “Domestic Saving and International Capital Flow: Evidence from New Panel Data Cointegration Tests", Invited presentation. Department of Economics, University of Manitoba, Canada, 2/2008
Under Review and Working Papers
Hedging Positions, Basis and Future Risk Premium: A Disaggregated Data Analysis on US Wheat Markets" (with Terrance Grieb)
Price Transmission between Quality Grades: Evidence from Australian Cattle Markets" (with Morales, E.)
Rethinking the Asset Meltdown Debate: New Evidence from Australia" (with Thenurara, W. and Siriwardana, M.) Working Papers
Spot Price Movement - Does Hedging Activities Play a Critical Role? A Time-Varying Parameter VAR Analysis"
Basis, Future Prices and Hedging Positions: A State-Space Time Series Modelling for US Wheat Markets"
Future Risk Premium Forecasting: The Roles of Hedging and Speculation Positions"
The Rising Household Debt in Australia - Bayesian Time Varying SVAR Analysis"
On the Instrument Matrix for System GMM Estimation"
Tests for Cointegration in Heterogeneous Panels Using Weighted Symmetric Estimation"
Domestic Saving and International Capital Flow: Evidence from New Panel Data Cointegration Tests"
Panel Data Unit Roots Tests Using Various Estimation Methods" Works in Progress
Bayesian nonparametric estimations of food choice models"
Stock prices, Banking Performances and the Economy"
Report 1: Beef Consumer Preference Analysis in HCMC and Phnom Penh (2015)
Report 2: Demand - Supply Analysis for Beef in HCMC (2015).
Report 3: Imported Live Cattle and Beef Distribution Channels in Ho Chi Minh City and Mekong Delta Regions (2016)
Report 4: Goat marketing systems in from Laos to Vietnam (2017)
Invited seminar: Effects of China’s Rail Boom - Office of the Chief Economist, The World Bank - Washington DC, 8/2019.
Invited seminars: Thai Nguyen University, Vietnam 4/2017, University of Crete, Greece 7/2015, University of Massachusetts-Lowell, 10/2014; University of Idaho, 10/2014.
Conferences: ABFC 30th conference - Sydney 12/2017,
ACIAR Conference - Hanoi 11/2017,
AFM Conference - Melbourne, 2/2017,
WEAI meeting - Singapore 1/2016,
AARES meeting 2/2014,
AARES meeting 2/2013,
AARES meeting - Perth 2/2012;
WEAI meeting- San Diego 7/2011; Australian Conference for Economists - Sydney 9/2010;
University of Manitoba- Canada 2/2008; Purdue University, Indiana- 3/2008;
ASSA meeting- New Orleans 1/2008;
ASSA meeting- Chicago 1/2007.
Workshops and Trainings
High Frequency Financial Econometrics and Statistics: Volatility Institute, NYU-Shanghai, China 8/2018
R Programming and Git Version Control: UTS-Sydney, Australia 7/2017
Bayesian Dynamic Modelling for Multivariate Time Series Analysis: CORE, Universite Catholique de Louvain, Belgium 5/2017
Bayesian Nonparametric Techniques with Applications: University of Melbourne, Australia 11/2016
Nonparametric and Semiparametric Econometrics -Theory and Application: University of Coimbra, Portugal 5/2016
Micro econometrics for Count Data Using Stata: University of Sydney, Australia 12/2015
Machine Learning - MATLAB: MathWorks Headquarter, Sydney, Australia 9/2015
Endogeneity in Econometric Model and Moment-Based Estimation: University of Crete, Greece 7/2015
The Science and Art of DSGE Modelling: University of Surrey, London, UK 9/2014
Data Management and Advanced Dynamic Panel Data Methods: University of Salamanca, Spain 7/2014
Recent Developments in Panel Data Methods: Johannes Gutenberg-University Mainz, Germany, 8/2013
Computational Macro-econometrics with MATLAB: University of Salento, Lecce, Italy 7/2013
VAR Modelling: University of Tasmania - CAMA, Australia 02/2012
Other school/university/external roles
Lecturer UNE Business School, University of New England, NSW, Australia.
February 2009- present
Visiting Assistant Professor Department of Economics, American University, Washington DC
August 2008 – February 2009
Visiting Assistant Professor Department of Economics, Purdue University, West Lafayette, Indiana, USA
December 2007 - August 2008
Courses taught: PhD level courses; Econometrics 1 and Micro-econometrics
Visiting Scholar Department of Economics, Purdue University, West Lafayette, Indiana
August 2007- December 2007
Teaching Assistant Introduction to Statistics and Econometrics, University of Colorado at Boulder
Fall 2006, Spring 2007
Research Assistant Department of Economics, University of Colorado at Boulder
Summer and Fall, 2005
Lecturer University of Economics – Ho Chi Minh City
Courses taught: Introduction to Econometrics, Economic Mathematics