Curriculum Vitae. Professor Maurice J. Roche

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1 Curriculum Vitae Professor Maurice J. Roche Contact Information Work Address Department of Economics, Ryerson University, 350 Victoria Street, Toronto, Ontario, Canada, M5B 2K3. Work Telephone international code , ext Work Fax international code Work mroche@economics.ryerson.ca Education Degrees and certificates 1991 Ph.D. in economics from Queen s Title of the dissertation was Fiscal Policy and the International Business Cycle. Supervisors were Michael Devereux, Jang-Ok Cho and Doug Purvis M.A. in economics from University College Dublin, Ireland B.A. in economics from University College Dublin, Ireland. Educational scholarships 1990 International Student Fee Waiver Tuition Bursary Queens Graduate Award 1989 International Student Fee Waiver Tuition Bursary Deans Award 1988 Northern Telecom Scholarship (Ireland) International Student Fee Waiver Tuition Bursary R.S. McLaughlin Scholarship 1987 ESRI Scholarship (Ireland) Northern Telecom Scholarship (Ireland) International Student Fee Waiver Tuition Bursary Deans Award Page 1 of 8

2 Career Academic Appointments 2010-present Chair of the Department of Economics at Ryerson 2008-present Full Professor at Ryerson Full Professor at the National University of Ireland Senior Lecturer at the National University of Ireland Lecturer at the National University of Ireland Teaching assistant at Queen s Research assistant at Queen s Part-time Lecturer at University College Dublin, Ireland. Part-time Lecturer at Dublin City University, Ireland. Part-time Lecturer at Dublin Institute of Technology, Ireland. Part-time Lecturer at the National University of Ireland Lecturer at the National University of Ireland Research assistant at University College Dublin, Ireland. Other Concurrent Appointments Adjunct Professor at the National University of Ireland Visiting Associate Professor at Queen s Senior econometric advisor to the Food and Agricultural Policy Research Institute (Missouri)-Ireland agri-food modelling project Economic advisor to the chief economist of the Irish Prime Minister Visiting Lecturer at The Queen s University of Belfast, U.K Research assistant at the World Bank in Washington D.C., USA Economic consultant for the Incorporated Law Society, Dublin, Ireland. Research Record Refereed papers published in journals, books and other publications Moore, Michael J. and Maurice J. Roche (2012), When does uncovered interest parity hold?, Journal of International Money and Finance, Vol. 31, No. 4, pp Moore, Michael J. and Maurice J. Roche (2010), Solving exchange rate puzzles with neither sticky prices nor trade costs, Journal of International Money and Finance, Vol. 29, No. 6, pp Moore, Michael J. and Maurice J. Roche (2008), Volatile and persistent real exchange rates with or without sticky prices, Journal of Monetary Economics, Vol. 55, No. 2, pp Roche, Maurice J. (2006), The equity premium puzzle and decreasing relative risk aversion, Applied Financial Economics Letters, Vol. 2, No. 3, pp Behan, Jasmina, McQuinn, Kieran and Maurice J. Roche (2006), Rural land use: Traditional agriculture or forestry, Land Economics, Vol. 82, No. 1, pp Moore, Michael J. and Maurice J. Roche (2005), A neo-classical explanation of nominal exchange rate volatility published in Exchange Rate Economics: Where Do We Stand? edited by Paul de Grauwe, pp , MIT Press: Cambridge. Roche, Maurice J. and Kieran McQuinn (2004), Riskier product portfolio under decoupled payments, European Review of Agricultural Economics, Vol. 31, No. 2, pp Page 2 of 8

3 Roche, Maurice J. and Kieran McQuinn (2003), Grain price volatility in a small open economy, European Review of Agricultural Economics, Vol. 30, No. 1, pp Roche, Maurice J. (2003), Will there be a crash in Irish house prices? Quarterly Economic Commentary, Winter, The Economic and Social Research Institute: Dublin, pp Moore, Michael J. and Maurice J. Roche (2002), Less of a puzzle: A new look at the forex market, Journal of International Economics, Vol. 58, No. 2, pp Roche, Maurice J. (2001), Fads versus fundamentals in farmland prices: Comment, American Journal of Agricultural Economics, Vol. 83, No. 4, pp Moore, Michael J. and Maurice J. Roche (2001), Liquidity in the forward exchange market, Journal of Empirical Finance, Vol. 8, No. 2, pp Roche, Maurice J. and Kieran McQuinn (2001), Testing for speculation in agricultural land in Ireland, European Review of Agricultural Economics, Vol. 28, No. 2, pp Roche, Maurice J. (2001), The rise in Dublin City house prices: Bubble, fad or just fundamentals, Economic Modelling, Vol. 18, No. 2, pp Roche, Maurice J. (1999), Irish house prices: Will the roof cave in? The Economic and Social Review, Vol. 30, No. 4, pp Roche, Maurice J. (1998), Some linear-quadratic solution methods to nonlinear stochastic rational expectations models, The Manchester School, Vol. 66, No. 1, pp Roche, Maurice J. (1996), Government spending and the international business cycle, Canadian Journal of Economics, Vol. 29, No. 4, pp Roche, Maurice J. (1995), Testing the permanent income hypothesis: The Irish evidence, The Economic and Social Review, Vol. 26, No. 3, pp Roche, Maurice J. and Karen Cosgrove (1994), What causes Irish recessions: Fluctuations in aggregate demand or aggregate supply? The Economic and Social Review, Vol. 26, No.1, pp Non-refereed papers published in journals, books and other publications Roche, Maurice J. (2004), The fundamental facts, Irish Property Buyer, Dublin: Ireland. Roche, Maurice J. (2001), Econometric modelling of the agri-food sector, food and agricultural Policy Research Institute (Missouri)-Ireland Partnership, Teagasc, Dublin, Ireland. Walsh, Brendan M. and Maurice J. Roche (1985), The future of the solicitors profession in Ireland, Incorporated Law Society: Dublin, Ireland. Referee for Academic Journals I have refereed papers for the Agricultural Economics, American Journal of Agricultural Economics, Applied Economics, Applied Financial Economics, Canadian Journal of Economics, Economic Journal, Economic Modelling, European Review of Agricultural Economics, Irish Journal of Agricultural and Food Research, Journal of Agricultural and Resource Economics, Journal of Economic Dynamics and Control, Journal of International Money and Finance, Journal of the Statistical and Social Society of Ireland, Review of International Economics and The Economic and Social Review. Funding Awarded Between , I have been awarded approximately $1,100,766 in research funding Received funding of 154,000 from the Irish Research Council for the Humanities and Social Sciences under the Government of Ireland Thematic Research Project Page 3 of 8

4 Grants Bi-Lateral Scheme Title of Project: The impact of electronic trading on international financial markets Received funding of 282,000 over three years from the Higher Education Authority under the North-South Programme for Collaborative Research. Title of Project: Explaining puzzles in international finance using consumption externalities Member of a consortium that was successful in obtaining funding for the Institute of Integrated International Studies (IIIS). IIIS received funding of approximately 8 million under Cycle 3 of the Higher Education Authority s Programme for Research in Third Level Institutions. As member of the Maynooth Finance Research Group we received funding of 275,519 from this award Received funding of 22,855 from the National University of Ireland Maynooth under the Research Enhancement Fund. Title of Project: An analysis of the housing market in Ireland Received funding of 58,100 from the Department of Agriculture and Rural Development under the Research Stimulus Fund. Title of Project: Agri-food foresight: Forward looking analysis with economic models Member of a consortium that was successful in obtaining funding for the National Institute of Regional and Spatial Analysis (NIRSA). NIRSA received funding of approximately 2.84 million under Cycle 3 of the Higher Education Authority s Programme for Research in Third Level Institutions Received funding of 62,365 from the Department of Agriculture and Rural Development under the Research Stimulus Fund. Title of Project: Model of the agri-food industry in Ireland Received funding of 30,474 from Teagasc under the Walsh Scholarship programme Received funding of 2,540 from the Department of Agriculture and Rural Development. Public Presentations Solving exchange rate puzzles with neither sticky prices nor trade costs presented to the Department of Economics, Ryerson University, Ontario, Canada (February 2008). Solving exchange rate puzzles with neither sticky prices nor trade costs presented to the Department of Economics, Brock University, Ontario, Canada (November 2007). Solving exchange rate puzzles with neither sticky prices nor trade costs presented to the Bank of Canada (November 2006). Will there be a crash in Irish house prices? presented to the Department of Economics, National University of Ireland Maynooth, Ireland, (February 2004). Trees or trotters? presented to the Department of Economics, National University of Ireland Maynooth, Ireland, (February 2004). Analyzing non-linear dynamic discrete-time stochastic models presented to the Maynooth Finance Research Group in the Department of Economics, National University of Ireland Maynooth, Ireland, (April 2003). Can habit consumption explain exchange rate puzzles? presented to the Institute of Integrated International Studies in Trinity College Dublin, Ireland, (March 2003). Page 4 of 8

5 Volatile and persistent real exchange rates without the contrivance of sticky prices presented at the Annual Conference of the Irish Economic Association in Mullingar, Ireland, (April 2002). Volatile and persistent real exchange rates without the contrivance of sticky prices presented to the Department of Economics, National University of Ireland Maynooth, Ireland, (November 2001). Less of a puzzle: A new look at the forex market presented to the Department of Economics, National University of Ireland Galway, Ireland, (March 2000). Less of a puzzle: A new look at the forex market presented to the Dublin Economics Workshop in Trinity College Dublin, Ireland, (January 2000). Less of a puzzle: A new look at the forex market presented to the Department of Economics, National University of Ireland Maynooth, Ireland, (November 1999). Less of a puzzle: A new look at the forex market presented to the Department of Economics, University College Cork, Cork, Ireland, (November 1999). Irish house prices: Will the roof fall in? presented at the Annual Conference of the Irish Economic Association in Westport, Ireland, (April 1999). Irish house prices: Will the roof fall in? presented to the Department of Economics, the National University of Ireland Maynooth, Ireland, (March 1999). An econometric model of the Irish beef sector presented Teagasc (Agricultural Research Institute), Ireland, (June 1998). An econometric model of the Irish dairy sector presented to Teagasc (Agricultural Research Institute), Ireland, (June 1998). An econometric model of the Irish pig sector presented to Teagasc (Agricultural Research Institute), Ireland, (June 1998). An econometric model of Irish agricultural inputs presented to Teagasc (Agricultural Research Institute), Ireland, (June 1998). The Irish dairy sector: A First Look presented to Teagasc (Agricultural Research Institute), Ireland, (February 1998). The Irish Pig Sector: A first look presented to Teagasc (Agricultural Research Institute), Ireland, (February 1998). Irish agricultural inputs: A first look presented to Teagasc (Agricultural Research Institute), Ireland, (February 1998). The Irish beef sector: A first look presented to Teagasc (Agricultural Research Institute), Ireland, (February 1998). Econometric modelling of the agri-food sector presented to Teagasc (Agricultural Research Institute), Ireland, (January 1998). Liquidity in the forward exchange market presented to the Department of Economics, University of Glasgow, Scotland, (February 1997). Liquidity in the forward exchange market presented to the Department of Economics, National University of Ireland Maynooth, Ireland, (October 1996). Government spending and the international business cycle presented to the Department of Economics, University of Stirling, Scotland, (February 1995). What causes Irish recessions: Fluctuations in aggregate demand or aggregate supply presented at the Annual Conference of the Irish Economic Association in Galway, Ireland, (April 1994). Government spending and the international business cycle presented to the Dublin Economics Workshop in University College Dublin, Ireland, (March 1994). Speculative efficiency on the London metal exchange: A comment presented at the Annual Conference of the Irish Economic Association in Carrickmacross, Ireland, (April 1993). Page 5 of 8

6 Teaching Record Teaching Between 1985 and 2012, I have developed and instructed approximately twenty economics and/or finance courses Theory and Methods in International Finance to postgraduates in Ryerson International Financial Markets to postgraduates in Ryerson International Monetary Economics to undergraduates in Ryerson University, Canada Econometrics to postgraduates in Ryerson 2006 Topics in Quantitative Finance to postgraduates in Queen s Time Series Econometrics to postgraduates in the National University of Ireland Portfolio Theory to undergraduates in the National University of Ireland Capital Markets to undergraduates in the National University of Ireland 1996 Topics in Quantitative Finance to undergraduates in The Queen s University of Belfast, UK Econometrics to postgraduates in the National University of Ireland Maynooth, Ireland Macroeconomics to postgraduates in the National University of Ireland Econometrics to undergraduates in the National University of Ireland Maynooth, Ireland Macroeconomics to undergraduates in the National University of Ireland Advanced Macroeconomics to undergraduates in the National University of Ireland Development Economics to undergraduates in the National University of Ireland Introductory Microeconomics to undergraduates in the Dublin City University Introductory Macroeconomics to undergraduates in the Dublin City University Introductory Microeconomics to undergraduates in the Dublin Institute of Technology Introductory Macroeconomics to undergraduates in the Dublin Institute of Technology Comparative Economic Systems to undergraduates in the National University of Ireland Public Economics to undergraduates in the National University of Ireland Quantitative Economics to undergraduates in the National University of Ireland Page 6 of 8

7 Thesis Supervision Between 1991 and 2005, I supervised over 200 B.A. research papers and over 30 M.A. research papers in the National University of Ireland Between 2008 and 2012, I supervised 9 B.A. research papers and over 8 M.A. research papers in Ryerson University, Canada. The following PhD students have been under my supervision in the National University of Ireland Colin Bermingham (Irish Central Bank). The thesis title: Core inflation Monika Blaszkiewicz-Schwartzman (Koç University - TÜSİAD Economic Research Forum). The thesis title: Catching up and Equilibrium Exchange Rates in EU Candidate Countries Running up for Euro David Duffy (Economic and Social Research Institute, Ireland). The thesis title: Heterogeneous Buyers and the Irish Housing Market Kieran McQuinn (Irish Central Bank). The thesis title: Risk and Uncertainty in Irish Agriculture: Econometric Applications. Service Record Academic appointments Social Sciences and Humanities Research Council assessor Ontario Graduate Scholarship panel member Associate member of the National Institute of Regional and Spatial Analysis, National University of Ireland Maynooth Operations committee member of the National Institute of Regional and Spatial Analysis, National University of Ireland Maynooth Associate member of the Institute of Integrated International Studies, Trinity College Dublin Member of the Maynooth Finance Research Group, National University of Ireland Maynooth. University administration 2010-present Chair of the Department of Economics in Ryerson present Member of the Department of Economics Evaluation Committees in Ryerson present Member of the Department of Economics Hiring Committee in Ryerson 2012-present Member of the Faculty Promotion Committee in Ryerson Member of the Faculty of Arts Continuing Education Committee in Ryerson Member of the Faculty of Arts Associate Dean Research and Graduate Studies Search Committee in Ryerson Member of the Faculty of Arts Associate Dean Students & Undergraduate Studies Search Committee in Ryerson Graduate Program Director in the Department of Economics in Ryerson Member of five Faculty Promotion Committees in Ryerson Member of the Department of Economics Appointments Committee in Ryerson Page 7 of 8

8 Member of two Faculty Promotion Committees in Ryerson Member of the Academic Council in the National University of Ireland Maynooth Secretary of the Academic Support Services Committee of the Academic Council in the National University of Ireland Maynooth Government appointments Appointed by the Irish Prime Minister to the Food and Agricultural Policy Research Institute (Missouri)-Ireland Partnership Steering Group Appointed as an econometric advisor to the Food and Agricultural Policy Research Institute (Missouri)-Ireland Partnership agri-food modelling project by the chief economist of the Irish Prime Minister Appointed as an economic advisor by the chief economist of the Irish Prime Minister. Page 8 of 8