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Notes, Comments and Preliminary results

Oct 03 2014 Jamal Bouoiyour and Refk Selmi
  The Nexus between Inflation and Inflation Uncertainty via wavelet approach: Some Lessons from Egyptian case
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Chandan Sharma and Sunny K Singh
  Determinants of International Reserves: Empirical Evidence from Emerging Asia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2014 Marcelo Griebeler
  Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 04 2014 Aviral Kumar Tiwari , Claudiu T Albulescu and Phouphet Kyophilavong
  A comparison of different forecasting models of the international trade in India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 30 2014 Manel Hamdi and Sami Mestiri
  Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 06 2014 Alexander Ludwig
  What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 19 2013 Vipin Arora
  Comparisons of Chinese and Indian Energy Consumption Forecasting Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 22 2013 Gazi Salah Uddin and Aviral Kumar Tiwari
  Measuring co-movement of oil price and exchange rate differential in Bangladesh
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2013 Helmi Hamdi and Rashid Sbia
  The relationship between natural resources rents, trade openness and economic growth in Algeria
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 14 2013 Helmi Hamdi , Rashid Sbia , Hakimi Abdelaziz and Wafa Khlaifia hakimi
  Multivariate Granger causality between foreign direct investment and economic growth in Tunisia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 12 2013 Helmi Hamdi
  Testing export-led growth in Tunisia and Morocco: New evidence using the Toda and Yamamoto procedure
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 12 2013 Afees Salisu , Idris Ademuyiwa and Basiru Fatai
  Modelling the Demand for Money in Sub-Saharan Africa (SSA)
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 04 2013 Ertan Oktay and Giray Gozgor
  Estimation of disaggregated import demand functions for Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 08 2013 Rosemarie Bröker Bone and Eduardo P Ribeiro
  Informational content of corporate ratings in a developing country: the case of Brazilian firms
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 20 2012 Nwosu O. Emmanuel , Fonta M. William , Aneke Gladys and Yuni N. Denis
  Microeconomic determinants of migrant remittances to Nigerian households
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 06 2012 Afees Salisu and Idris Ademuyiwa
  Trade creation and trade diversion in West African Monetary Zone (WAMZ)
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 22 2012 Neeliah Harris and Deenapanray Prakash
  The economic growth and electricity consumption nexus: Evidence from Mauritius
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 22 2012 Gijsbert Suren and Guilherme Moura
  Heteroskedastic Dynamic Factor Models: A Monte Carlo Study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 11 2012 Henri Nyberg , Markku Lanne and Erkka Saarinen
  Does noncausality help in forecasting economic time series?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 09 2012 Yashobanta Parida
  Causal Link between Central Government Revenue and Expenditure: Evidence for India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 24 2012 Hyeon-seung Huh and Yeana Lee
  A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2012 Carmine Trecroci
  Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 30 2012 Raymond Li and Guy C.K. Leung
  Gasoline consumption in China: a dynamic panel data analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 23 2012 Tara M. Sinclair , H. O. Stekler and Warren Carnow
  A new approach for evaluating economic forecasts
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos
  Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 20 2012 Aymen Belgacem and Amine Lahiani
  More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 26 2012 Jens Boysen-Hogrefe
  A note on predicting recessions in the euro area using real M1
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 13 2012 Matthias Hartmann , Helmut Herwartz and Yabibal M. Walle
  Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 24 2012 Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah
  A structural VARX modelling of international parities between China and Japan in the liberalization era
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori
  Exploring the dynamic interdependence between gold and other financial markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 09 2011 Zaichao Du
  Intraday probability of informed trading
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 24 2011 Tolga Omay
  The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 10 2011 Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik
  Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 05 2011 Emmanuel Kemel , Roger Collet and Laurent Hivert
  Evidence for an endogenous rebound effect impacting long-run car use elasticity to fuel price
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 21 2011 Tarkan Cavusoglu and Erdinc Telatar
  Purchasing Power Parity Revisited: A Time-Varying Parameter Approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 12 2011 Khaled Guesmi
  What Drives the Regional Integration of Emerging Stock Markets?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 11 2011 Kazuhiro Miyagawa , Tadanobu Misawa and Tetsuya Shimokawa
  The role of the orbitofrontal cortex in human adaptive learning under strategic environments
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 20 2011 Ozlem Goktas and Aycan Hepsag
  Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 05 2011 Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy
  Nonlinear prediction of Malaysian exchange rate with monetary fundamentals
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2011 Tran MANH Tuyen
  Modeling Volatility Using GARCH Models: Evidence from Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 29 2011 Mei-yin Lin , Yi-ting Tseng and Jue-shyan Wang
  Closeness and Turnout: Evidence from Election of Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 15 2011 Serge Rey
  Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 22 2011 Mili Roy and Md. Israt Rayhan
  Trade Flows of Bangladesh: A Gravity Model Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 21 2011 Christos S Savva
  Modeling interbank relations during the international financial crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 21 2011 Ju-Ann Yang , Shyan-Rong Chou and Chen-Hsun Lee
  A new monetary aggregates measurement: Application to Taiwanese data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 14 2011 François Benhmad
  A wavelet analysis of oil price volatility dynamic
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 14 2011 François Benhmad
  Noise traders or Fundamentalists? A Wavelet approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 08 2010 Kamel malik Bensafta
  Non-stationary Variance and Volatility Causality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 08 2010 Masato Ubukata
  Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 23 2010 Andreas Knabe and Steffen Rätzel
  Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2010 Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang
  Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 25 2010 Luca Zanin
  The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 29 2010 Yen-Chen Chiu
  Industry Concentration and Cash Flow at Risk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 01 2009 Cinzia Di Novi
  Sample Selection Correction in Panel Data Models When Selectivity Is Due to Two Sources
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 02 2009 Takamitsu Kurita
  A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 04 2009 Jim Lee
  Food and Energy Prices in Core Inflation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 30 2009 Derek Stimel
  An examination of U.S. Phillips curve nonlinearity and its relationship to the business cycle
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 01 2009 Anthony N Rezitis and Konstantinos S Stavropoulos
  Modeling sheep supply response under asymmetric price volatility and cap reforms
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 05 2009 Helena Veiga
  Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 16 2009 Amitrajeet Batabyal
  An independence result concerning the arrival rate of and the provision of transport to tourists
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2008 Stephen Pilgrim and Sunday Iyare
  Foreign direct investment (FDI) and the global food crisis. A study of the Windward Islands' agricultural sector.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 21 2008 Sergio Da Silva and Mauricio Nunes
  Explosive and periodically collapsing bubbles in emerging stockmarkets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 04 2008 Ahmad Zubaidi Baharumshah and Darja Borsic
  Purchasing power parity in Central and Eastern European countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 02 2008 Olivier Darne
  Using business survey in industrial and services sector to nowcast GDP growth:The French case
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 22 2008 Laurent Ferrara and Dominique Guégan
  Business surveys modelling with Seasonal-Cyclical Long Memory models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 27 2008 Panos Fousekis
  Price Convergence in the EU Poultry and Eggs Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 06 2008 Manami Ogura
  The examination of the validity of the Divisia price index for the almost ideal demand system model: Some Monte Carlo results
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 11 2008 Atanu Ghoshray
  Asymmetric price adjustment of Ukrainian feed wheat export prices in relation to U.S. maize exports: A Note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 14 2007 Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu
  Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 14 2007 Cho-Min Lin and Kung-Cheng Lin
  The demand for lottery expenditure in Taiwan: a quantile regression approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 18 2007 Carlos Santos
  A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 17 2007 Marcio Laurini
  A note on the use of quantile regression in beta convergence analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 18 2007 Sheng-Kai Chang
  The asymptotic global power comparisons of the GMM overidentifying restrictions tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 24 2007 Luis Gil-Alana
  Seasonal fractional integration with structural break. An application to the German GNP data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2007 Ranasinghe Malmini
  Scale invariance in financial time series
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2007 Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan
  Habit Formation: Deep and Uncertain
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 08 2006 Kristine M. Grimsrud , Robert P. Berrens and Ron C. Mittelhammer
  A Mixture Model of Consumers' Intended Purchase Decisions for Genetically Modified Foods
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 07 2006 Alan T.K. Wan
  On discrimination and the status of immigrants in the Hong Kong labour market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 28 2006 Sainan Jin , Wanjun Jiang , Liangjun Su and Jianying Hu
  The Rise in House Prices in China: Bubbles or Fundamentals?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 19 2005 Dimitris Hatzinikolaou and Athanassios Stavrakoudis
  A New Variant of RESET for Distributed Lag Models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 29 2005 Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang
  Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2005 Alexander Gorobets
  The Optimal Prediction Simultaneous Equations Selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 07 2005 Robert W. Turner , Laura Noddin and Alita Giuda
  Estimating nonuse values using conjoint analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 17 2005 BARHOUMI Karim
  Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 04 2005 Boriss Siliverstovs
  The Bi-parameter Smooth Transition Autoregressive model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2005 Sunil Sapra
  "A regression error specification test (RESET) for generalized linear models".
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 13 2004 Luis A. Gil-Alana
  Fractional cointegration in the consumption and income relationship using semiparametric techniques
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2004 Taro Kanatani
  Integrated volatility measuring from unevenly sampled observations
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Sep 16 2004 Luis A. Gil-Alana
  Testing of I(d) processes in the real output
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 16 2004 Francesca Di Iorio and Stefano Fachin
  Models of labour demand with fixed costs of adjustment: a generalised tobit approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 08 2004 Godwin Nwaobi
  Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 17 2004 Valerie Mignon , Gilles Dufrenot and Slim Chaouachi
  Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 01 2004 Stefano Fachin
  Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Mar 16 2004 Steven Cook
  On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 03 2004 Luis Alberiko Gil-Alana
  A fractionally integrated model for the Spanish real GDP
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 12 2003 AHAMADA IBRAHIM
  Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2003 Jérôme Fillol
  Multifractality: Theory and Evidence an Application to the French Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 26 2003 Boriss Siliverstovs
  Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Nov 22 2003 Anthony Bende-Nabende and Jim Slater
  Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 06 2003 Ilaski Barañano and M. Paz Moral
  Output dynamics in an endogenous growth model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 27 2003 Francis Ahking
  Efficient unit root tests of real exchange rates in the post-Bretton Woods era
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 22 2003 Jesus Crespo Cuaresma
  Asymmetric cycles in unobserved components models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 19 2003 Jussi Tolvi
  Long memory in a small stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 05 2002 Theodore Panagiotidis
  Testing the assumption of Linearity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 06 2002 Konstantin A. Kholodilin
  Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 22 2002 Konstantin A. Kholodilin
  Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 05 2002 Yi-Ting Chen
  On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 02 2002 Patrick Fève and Xavier Fairise
  Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 28 2002 Stanislav Anatolyev
  Electoral behavior of US counties: a panel data approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 19 2002 Konstantin Kholodilin
  Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 10 2002 GODWIN NWAOBI
  A vector error correction and nonnested modeling of money demand function in Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 17 2001 Konstantin Kholodilin
  Latent Leading and Coincident Factors Model with Markov-Switching Dynamics
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result