Notes, Comments and Preliminary results 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