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| Mar 18 2013 |
Mariko Tanaka |
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Endogenous fluctuations in a three-period OLG model with credit market imperfection |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 14 2013 |
Florian Verheyen |
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Interest rate pass-through in the EMU – new evidence using the nonlinear ARDL framework |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 01 2013 |
Jean-Sébastien Pentecôte |
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Fear of a two-speed monetary union: what does a basic correlation scatter plot tell us? |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 14 2013 |
Hwa-taek Lee , Venus khim-sen Liew and Gawon Yoon |
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Is there a nonlinear long-run relation in the U.S. interest rate and inflation? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 05 2012 |
Mihai Mutascu |
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Taxation under media capture |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2012 |
Ibrahim ARISOY |
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Structural breaks and nonlinearities in hours worked: are they really nonstationary? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2012 |
Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN |
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Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 09 2012 |
Jean-michel Sahut , Medhi Mili and Frédéric Teulon |
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What is the linkage between real growth in the Euro area and global financial market conditions? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 03 2012 |
Can Erutku |
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Price-Discrimination with Nonlinear Contracts in Input Markets |
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Abstract Contact Information Citation Full Text - Note |
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| May 14 2012 |
David Coyne and Chih-ming Tan |
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Do political institutions yield multiple growth regimes? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 25 2012 |
Go Tamakoshi and Shigeyuki Hamori |
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Informational roles of commodity prices for monetary policy: evidence from the Euro area |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 06 2012 |
Aviral Kumar Tiwari |
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Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2012 |
Frederick H Wallace |
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Testing for a nonlinear Fisher relationship |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2012 |
Mark J. Holmes and Xin Shen |
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An Alternative Nonlinear Perspective on the Consumption, Income and Wealth Relationship |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
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The fractional integrated bi- parameter smooth transition autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 13 2012 |
Julien Chevallier |
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Cointegration between carbon spot and futures prices: from linear to nonlinear modeling |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 24 2011 |
Tolga Omay |
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The relationship between inflation, output growth, and their uncertainties:
Nonlinear Multivariate GARCH-M evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 21 2011 |
Shiok Ye Lim , Mohd Fahmi Ghazali and Chong Mun Ho |
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Export and economic growth in Southeast Asia current Newly Industrialized Countries: Evidence from nonparametric approach |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 09 2011 |
Roland Craigwell and Allan Wright |
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Foreign direct investment and corruption in developing economies: Evidence from linear and non-linear panel Granger causality tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 05 2011 |
Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy |
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Nonlinear prediction of Malaysian exchange rate with monetary fundamentals |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 22 2011 |
Rania Guirat |
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Investor behavior heterogeneity in the French stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 12 2011 |
Nikolay Nenovsky , Amine Lahiani and Petar Chobanov |
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Empirical Investigation of Systemic Risk in the New EU States |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
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Do on/off time series models reproduce emerging stock market comovements? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 14 2011 |
François Benhmad |
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A wavelet analysis of oil price volatility dynamic |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 17 2011 |
Martin Falk and Thomas Leoni |
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Estimating the Wage Curve with Spatial Effects and Spline Functions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 09 2010 |
Kazuyuki Iwata |
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The relationship between traffic accidents and economic growth in China |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 09 2010 |
Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong |
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Linearity and stationarity of G7 government bond returns |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2010 |
Shabbir Ahmad |
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Fisher effect in nonlinear STAR framework: some evidence from Asia |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 23 2010 |
Jahyun Koo , Ivan Paya and David A. Peel |
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Further empirical evidence of nonlinearity in the us monetary policy rule |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 16 2010 |
Orlando Gomes |
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Diffusion Paths: Fixed Points, Periodicity and Chaos |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 28 2010 |
Jean-michel Sahut |
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A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 30 2010 |
Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo |
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On the power of modified Kapetanios-Snell-Shin (KSS) tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 30 2010 |
Marco Maria Sorge |
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A note on Kalman filter approach to solution of rational expectations models |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 27 2010 |
Shu-Chen Chang and Teng-yu Chang |
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The relationships between corruption and pollution on corruption regimes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 19 2010 |
Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang |
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Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2010 |
Shiok Ye Lim , Ricky Chee-Jiun Chia and Chong Mun Ho |
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Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test
|
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Abstract Contact Information Citation Full Text - Note |
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| Feb 16 2010 |
Derek Stimel |
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Choice of Aggregate Demand Proxy and its Affect on Phillips Curve Nonlinearity: U.S. Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 23 2009 |
Hiroyuki Taguchi , Harutaka Murofushi and Hironao Tsuboue |
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Exchange rate regime and real exchange rate behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 13 2009 |
Manish Kumar |
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A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 09 2009 |
Tomoaki Yamada |
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Persistence of income shocks and consumption inequality: A case in Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2009 |
Stephen Norman |
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Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one. |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 18 2009 |
Christopher R Mcintosh , Jason F Shogren and Andrew J Moravec |
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Can tournaments induce rational play in the centipede game?
Exploring dominance vs. strategic uncertainty
|
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Abstract Contact Information Citation Full Text - Note |
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| Jul 01 2009 |
Qaiser Munir and Kasim Mansur |
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Non-Linearity between Inflation Rate and GDP Growth in Malaysia |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
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Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 05 2009 |
Venus khim-sen Liew |
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Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 16 2009 |
Hassan Belkacem Ghassan , Mohammed Souissi and Mohammed Kbiri Alaoui |
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An Alternative Identification of the
Economic Shocks in SVAR Models
|
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Abstract Contact Information Citation Full Text - Note |
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| May 03 2009 |
Arouri Mohamed el hédi and Fouquau Julien |
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On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 30 2009 |
Derek Stimel |
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An examination of U.S. Phillips curve nonlinearity and its relationship to the business cycle |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 01 2009 |
Anthony N Rezitis and Konstantinos S Stavropoulos |
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Modeling sheep supply response under asymmetric price volatility and cap reforms |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 22 2009 |
Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri |
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Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2009 |
Juan Carlos Cuestas and Javier Ordoñez |
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Nonlinearities in price convergence among Mercosur countries |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2009 |
Olivier Darne and Estelle Bee Dagum |
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Performance of short-term trend predictors for current economic analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2008 |
Frédérique Bec , Anders Rahbek and Mélika Ben Salem |
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Purchasing power parity: A nonlinear multivariate perspective |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 26 2008 |
Cuong Nguyen Viet |
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A note on estimation of the average treatment effect and average partial effect in nonlinear models |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2008 |
Frederick Wallace |
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Nonlinear unit root tests of PPP using long-horizon data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 21 2008 |
Veli YILANCI |
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Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 04 2008 |
Alexandru Minea , Patrick Villieu and Christophe Rault |
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Further theoretical and empirical evidence on money to growth relation |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 04 2008 |
Koji Shirai |
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A generalization of monotone comparative statics |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 04 2008 |
Yu-Shu Cheng and Yi-Pei Liu |
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Does a change in debt structure matter in earnings management? the application of nonlinear panel threshold test |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 02 2008 |
Sofiane Amri |
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Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 06 2008 |
Tsangyao Chang and Wen-Chi Liu |
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Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 16 2008 |
Juan Carlos Cuestas and Paulo José Regis |
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Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 23 2008 |
Iñaki Aguirre |
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Output and misallocation effects in monopolistic third-degree price discrimination |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2008 |
Shabbir Ahmad and Abdul Rashid |
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Non-linear PPP in South Asia and China |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2008 |
JAWADI Fredj |
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Does nonlinear econometrics confirm the macroeconomic models of consumption? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
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Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 11 2007 |
Sudhanshu Mishra |
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Least squares estimation of joint production functions by the differential evolution method of global optimization |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2007 |
Thanasis Stengos , Andreas Savvides , Theofanis Mamuneas and Elena Ketteni |
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Is the Financial Development and Economic Growth Relationship Nonlinear? |
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Abstract Contact Information Citation Full Text - Note |
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| May 29 2007 |
Tommy Andersson |
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A Note on Nonlinear Income Taxes and the Utility Possibility Set |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2007 |
Kenji Fujiwara and Norimichi Matsueda |
| |
On a Nonlinear Feedback Strategy Equilibrium of a Dynamic Game |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 30 2006 |
Brian Francis and Sunday Iyare |
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Do exchange rates in caribbean and latin american countries exhibit nonlinearities? |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 12 2006 |
Mario Cerrato and Nick Sarantis |
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Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 28 2006 |
Sainan Jin , Wanjun Jiang , Liangjun Su and Jianying Hu |
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The Rise in House Prices in China: Bubbles or Fundamentals? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 14 2005 |
Venus Khim-Sen Liew , Chee-Keong Choong , Evan Lau and Kian-Ping Lim |
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Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 08 2005 |
Sergio Da Silva and Guilherme Moura |
| |
Is There a Brazilian J-Curve? |
| |
Abstract Contact Information Citation Full Text - Note |
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| May 04 2005 |
Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh |
| |
Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 05 2005 |
Daiki Maki |
| |
The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 15 2005 |
Khaïreddine Jebsi and Lionel Thomas |
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Nonlinear pricing of a congestible network good |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 04 2005 |
Venus Khim-Sen Liew and Kian-Ping Lim |
| |
Income Divergence? Evidence of Non-linearity in the East Asian Economies |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 12 2004 |
Venus Khim-Sen Liew |
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Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 07 2004 |
Jorge Belaire-Franch and Dulce Contreras |
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A power comparison among tests for time reversibility |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 17 2004 |
Valerie Mignon , Gilles Dufrenot and Slim Chaouachi |
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Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective |
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Abstract Contact Information Citation Full Text - Note |
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| May 08 2003 |
Philip Shively |
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Threshold stationary real exchange rates: a nonlinear, multivariate approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2003 |
Sofiane Hicham Sekioua |
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The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2002 |
Konstantin A. Kholodilin |
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Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2002 |
Yi-Ting Chen |
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On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study |
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Abstract Contact Information Citation Full Text - Note |
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