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   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   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   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