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Notes, Comments and Preliminary results

Jun 05 2009 Ching-Chun Wei
  An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2009 Thouraya Boujelbene and Younes Boujelbène
  The long run Phillips curve and the role of downward nominal wage rigidity in Tunisia
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 20 2008 Fabrizio Carmignani
  Does capital account liberalisation promote economic growth? Evidence from system estimation.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 28 2008 Wan-Hsiu Cheng
  Overestimation in the Traditional GARCH Model During Jump Periods
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 14 2008 Shyh-Wei Chen
  Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2008 Ching-Chun Wei
  The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 10 2008 Ching-Chun Wei
  Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 12 2008 Hiroaki Masuhara
  Semi-nonparametric count data estimation with an endogenous binary variable
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 18 2008 Andrea Cerasa
  Panel Unit Root Tests and the Specification of Cross-sectional Dependence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 01 2008 Corrado Andini
  Portugal and the competitive disinflation: let the data speak
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 11 2008 Jong-Rong Chen , Ying-Tang Huang and Wen-Cheng Lu
  Dynamic Interrelation of Births and Deaths: Evidence from Plant Level Data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 06 2008 Tsangyao Chang and Wen-Chi Liu
  Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 03 2008 Wei-Choun Yu
  Macroeconomic and financial market volatilities: an empirical evidence of factor model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 30 2008 Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee
  Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 24 2008 Chi-Wei Su , Ya-Wen Chang , Yahn-Shir Chen and Hsu-Ling Chang
  The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 19 2008 Jean-François Hoarau
  Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 14 2008 Johan Lyhagen
  Why not use standard panel unit root test for testing PPP
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2008 Kristian Jönsson
  Choosing Between Panel Data Stationarity Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2008 Shyh-Wei Chen , Mei-Rong Lin and Chung-Hua Shen
  Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2008 Katsuhiro Sugita
  Bayesian analysis of a vector autoregressive model with multiple structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 09 2008 Tatiana Cesaroni and Carmine Pappalardo
  Long run and short run dynamics in italian manufacturing labour productivity
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 21 2008 Sichong Chen
  Exploring the driving force and price adjustment of the J-REIT market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 13 2008 Javier Ordóñez , Cecilio Tamarit and Mariam Camarero
  The expectations hypothesis of the term structure in the Euro area:
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 09 2008 Jin Inhwan
  Determinants of Agricultural Protection in Industrial Countries: An Empirical Investigation
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Dec 19 2007 Patricia Stefani
  Financial Development and Economic Growth in Brazil: 1986-2006
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 05 2007 Panos Fousekis
  Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 30 2007 Shyh-Wei Chen
  Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2007 Shyh-Wei Chen
  Using Regional Cycles to Measure National Business Cycles in the U.S. with the Markov Switching Panel Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu
  An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 20 2007 Md Abdul Wadud , Qamarullah Bin Tariq Islam and Tariq Saiful Islam
  Relationship between education and GDP growth: a mutivariate causality analysis for Bangladesh
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 16 2007 Chi-Wei Su , Yi-Sung Huang , Peirchyi Lii and Ning-Jun Zhang
  IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 15 2007 Chien-Chiang Lee and Chun-Ping Chang
  Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 15 2007 Yen-Hsien Lee and Chien-Liang Chiu
  The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 01 2007 Shiferaw Gurmu and John Elder
  A simple bivariate count data regression model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 12 2007 Shyh-Wei Chen
  Exactly what is the link between export and growth in Taiwan? new evidence from the Granger causality test
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 13 2006 Sunil Sapra
  Robust exogeneity tests in the presence of outliers
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 26 2006 Kazuto Masuda
  An Empirical Evidence of Consumption Planning
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 03 2006 Tsangyao Chang and Yang-Cheng Lu
  Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 07 2005 Harry Haupt and Walter Oberhofer
  On autoregressive errors in singular systems of equations
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 29 2005 Jonas Andersson
  Testing for Granger causality in the presence of measurement errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 03 2005 Mauro Costantini and Claudio Lupi
  Stochastic convergence among European economies
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2005 Alexander Gorobets
  The Optimal Prediction Simultaneous Equations Selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2005 Fang Xu
  Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 06 2005 David Sharp and Kenneth Zantow
  Attribution of injury in the shrimp antidumping case: A simultaneous equations approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 25 2005 Alexander Gorobets
  The error of prediction for a simultaneous equation model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 21 2005 Jan G. De Gooijer and Antoni Vidiella-i-Anguera
  Estimating threshold cointegrated systems
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 12 2004 Jahyeong Koo and Paul A. Johnson
  Feedback between US and UK Prices: a Frequency Domain Analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 01 2004 Hilde Bjørnland
  Estimating the equilibrium real exchange rate in Venezuela
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2003 David O. Cushman
  Further evidence on the size and power of the Bierens and Johansen cointegration procedures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 28 2003 Olivier Darné
  Maximum likelihood seasonal cointegration tests for daily data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 08 2003 Philip Shively
  Threshold stationary real exchange rates: a nonlinear, multivariate approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 23 2002 Hans-Eggert Reimers and Helmut Herwartz
  Testing Growth Ratios via Pooled Error Correction Models
  Abstract  Contact Information  Citation  Full Text  -  Note