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| Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
| |
Liquidity on Eurozone stock markets: A non-linear approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Boniface Yemba , Yi Duan and Nabaneeta Biswas |
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Government spending news and stock price index |
| |
Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Zachary Knepper and Christopher Yencha |
| |
Public skate-parks and community well-being: A spatial econometric study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Jacques Minlend |
| |
How does the economic policy uncertainty factor in the dynamics of oil price uncertainty? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Adilson de Oliveira , Susan Schommer and Ledson L. G. da Rosa |
| |
Oil price volatility: impacts in the Brazilian economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Riccardo Tilli , Paolo D'Imperio and Cristiana Fiorelli |
| |
Fiscal policy response to the COVID-19 pandemic in the euro area |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Md Shajedur Rahaman , Mohammad Chhiddikur Rahman , Md Abdur Rouf Sarkar and Mohammad Ariful Islam |
| |
Contribution of agriculture subsectors on economic growth in Bangladesh: An application of the ARDL method |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Tucker S McElroy |
| |
Stationary parameterization of GARCH processes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Jean-François Verne |
| |
Forecast the inflation rate in Lebanon: The use of the artificial neural networks method |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Yuta Kurose |
| |
Bayesian GARCH modeling for return and range |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Sy-Hoa Ho , Idir Hafrad and Viet Dung Tran |
| |
Asymmetric exchange rates pass-through in Vietnam |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Rajarshi Mitra , Md. Thasinul Abedin and Kanon Kumar Sen |
| |
Population Aging and FDI inflows: A multi-country cointegration analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
| |
Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Akihiko Noda |
| |
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Cássio R. A. Alves and Márcio P. Laurini |
| |
Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
| |
International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
| |
Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Chiara Casoli , Luca Pedini and Francesco Valentini |
| |
Do Covid-19 mobility restrictions affect economic uncertainty in Italy? Evidence from a SVAR approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Clovis Wendji Miamo and Elvis Dze Achuo |
| |
Crude Oil Price and Real GDP Growth: An Application of ARDL Bounds Cointegration and Toda-Yamamoto Causality Tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 18 2021 |
Md. Shafiqul Islam |
| |
Dynamics of energy use, technological innovation, economic growth, and trade openness in Bangladesh
|
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Abstract Contact Information Citation Full Text - Note |
| |
| Apr 09 2021 |
Omid Zamani , Mohammad Reza Farzanegan , Jens-Peter Loy and Majid Einian |
| |
The Impacts of Energy Sanctions on the Black-Market Premium: Evidence from Iran |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 09 2021 |
Nektarios A. Michail , Konstantinos D. Melas and Dimitris Batzilis |
| |
Container shipping trade and real GDP growth: A panel vector autoregressive approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 10 2021 |
Charles K. Mawusi |
| |
Does Informality and Trade Openness Impact Long Run Growth? Empirical Evidence from Ghana |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 17 2020 |
Ha-chi Le and Thai-ha Le |
| |
Foreign Direct Investment Inflows and Economic Growth in Singapore: an Empirical approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 30 2020 |
Soonho Kim |
| |
Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 25 2020 |
Veundjua Muruko-Jaezuruka and Prashant Gupta |
| |
Assessing Foreign Direct Investment Long-Run Contribution to Financial Development: Evidence from Namibia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 12 2020 |
Léleng Kebalo |
| |
Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 24 2020 |
Bopjun Gwak |
| |
Long-term Inflation Expectations and Central Bank Credibility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 19 2020 |
Fennee Chong and Venus Khim-Shen Liew |
| |
New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 14 2020 |
Frederique Bec and Melika Ben Salem |
| |
An asymmetrical overshooting correction model for G20 nominal effective exchange rates |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 18 2020 |
Dhafer Saïdane and Sana Ben Abdallah |
| |
Sustainability and Financial Stability: Evidence from European Banks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 18 2020 |
Chin Chia Liang , Carol Troy and Ellen Rouyer |
| |
The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 18 2020 |
Zameelah Khan Jaffur , Boopen Seetanah and Noor-Ul-Hacq Sookia |
| |
A cross-country analysis of the determinants of the real effective exchange rate in fifteen Sub-Saharan African countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 15 2020 |
Esmaeil Ebadi |
| |
Comparison of the Marshall-Lerner condition in OECD and
Asian countries: new evidence from pooled mean group
estimation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 06 2020 |
Nicholas Apergis , Tasawar Hayat and Tareq Saeed |
| |
The monetary policy transmission mechanism and the role of money market funds in the Eurozone |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 15 2020 |
Dinci J. Penzin and Afees A. Salisu |
| |
Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 25 2020 |
Geok Peng Yeap and Hooi Hooi Lean |
| |
Supply elasticity of new housing supply in Malaysia: an analysis across housing sub-markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 05 2020 |
Masudul Hasan Adil , Shadab Danish , Sajad Ahmad Bhat and Bandi Kamaiah |
| |
Fisher Effect: An Empirical Re-examination in Case of India |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 05 2020 |
Tauã Vital , Daniel Morais De Souza and Jessica Faciroli |
| |
Unemployment, poverty and police performance: an ARDL analysis of crime in São Paulo |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 03 2019 |
Anirudha Barik and Asit Ranjan Mohanty |
| |
New evidence on the relationship between public and private investment in India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 27 2019 |
Kore Marc Guei |
| |
Does financial structure matter for economic growth: evidence from South Africa |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 07 2019 |
Jaka Sriyana and Jiyao Joanna Ge |
| |
Asymmetric responses of fiscal policy to the inflation rate in Indonesia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 23 2019 |
Serdar Ongan and Ismet Gocer |
| |
Revisiting the Stability of Money Multiplier on Determination of Money Supply: Evidence from Canada |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 16 2019 |
Alarudeen Aminu and Isiaka Akande Raifu |
| |
Dynamic Nexus between Oil Revenues and Economic Growth in Nigeria |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 31 2019 |
Andrew Phiri |
| |
Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 02 2019 |
Salman Haider , Masudul Hasan Adil and Aadil Ahmad Ganaie |
| |
Does industrialisation and urbanisation affect energy consumption: A relative study of India and Iran? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 06 2018 |
Ramzi Benkraiem , Thi hong van Hoang , Amine Lahiani and Anthony Miloudi |
| |
Crude oil and equity markets in major European countries: New evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 05 2018 |
Tito Lívio , Naushad Mamode Khan , Marcelo Bourguignon and Hassan S. Bakouch |
| |
An INAR(1) model with Poisson-Lindley innovations |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 05 2018 |
Taha Zaghdoudi |
| |
Asymmetric responses of CO2 emissions to oil price shocks in China: a non-linear ARDL approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 25 2018 |
Manoranjan Sahoo |
| |
Exchange Rate and Service Exports from India: A Nonlinear ARDL Analysis
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 19 2017 |
Balaji Bathmanaban , Raja Sethu Durai S and Ramachandran M |
| |
The relationship between Output Uncertainty and Economic Growth-Evidence from India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2017 |
Simeon Ebechidi and Eleanya K. Nduka |
| |
Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 26 2017 |
Naveed Raza , Syed Jawad Hussain Shahzad , Muhammad Shahbaz and Aviral kumar Tiwari |
| |
Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 23 2017 |
Eléazar Zerbo |
| |
Energy consumption and economic growth in Sub-Saharan African countries: Further evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 16 2017 |
Ralf Dewenter and Ulrich Heimeshoff |
| |
Predicting Advertising Volumes Using Structural Time
Series Models: A Case Study
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2017 |
Taha Zaghdoudi |
| |
Internet usage, renewable energy, electricity consumption and economic growth : Evidence from developed countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2017 |
Umar Bala , Patchaya Songsiengchai and Lee Chin |
| |
Asymmetric behavior of exchange rate pass-through in Thailand |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 25 2017 |
Siew-Voon Soon and Ahmad Zubaidi Baharumshah |
| |
Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 14 2017 |
Helton Saulo and Jeremias Leão |
| |
On log-symmetric duration models applied to high frequency financial data |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 09 2017 |
Sasiwimon W. Paweenawat and Sutida Plyngam |
| |
Does the causal relationship between renewable energy consumption, CO2 emissions, and economic growth exist in Thailand? An ARDL approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 22 2017 |
Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng |
| |
A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2017 |
Venus khim-sen Liew and Arunnan Balasubramaniam |
| |
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2016 |
Manas Tripathi and Sarveshwar Kumar Inani |
| |
Does internet affect economic growth in sub-Saharan Africa? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2016 |
Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi |
| |
Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 05 2016 |
Stephen Norman |
| |
Attractor misspecification and threshold estimation bias |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 08 2016 |
Andreza A Palma |
| |
Natural interest rate in Brazil: further evidence from an AR-trend-bound model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 29 2016 |
Ramzi Boussaidi and Abaoub Ezzeddine |
| |
The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 13 2015 |
Ligane Massamba Séne |
| |
Spatial Modeling of Origin-Destination flows of farmers in Senegal |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 13 2015 |
Sovannroeun Samreth |
| |
An Estimation of the Money Demand Function in Cambodia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 02 2015 |
Katsuhiro Sugita |
| |
Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 24 2015 |
Luisa Bisaglia and Margherita Gerolimetto |
| |
Forecasting integer autoregressive processes of order 1: are simple AR competitive? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 13 2015 |
Naomi Motlhasedi and Andrew Phiri |
| |
The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 28 2015 |
Ariane Amin and Johanna Choumert |
| |
Development and biodiversity conservation in Sub-Saharan Africa: A spatial analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 08 2013 |
Scott W Hegerty |
| |
Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 27 2013 |
Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller |
| |
A 10 min tick volatility analysis between the Ibovespa and the S&P500 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 07 2013 |
Marcel die Dama , Boniface ngah Epo and Galex syrie Soh |
| |
Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data |
| |
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 |
Ke Yang |
| |
An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 30 2012 |
Robert F. Phillips |
| |
On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
| |
| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
| |
Quantiles autocorrelation in stock markets returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 15 2012 |
Yu Hsing |
| |
Exchange Rate Arrangements and Monetary Autonomy in Fourteen Selected Asian and Pacific Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 17 2012 |
Yunmi Kim |
| |
Autoregressive conditional beta |
| |
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 |
| |
| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
| |
The fractional integrated bi- parameter smooth transition autoregressive model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 20 2012 |
Tsangyao Chang , Chia-hao Lee and Guochen Pan |
| |
Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
| |
| Jun 25 2011 |
Gianluca Lagana and Pasquale Sgro |
| |
Fiscal Policy and US-Canadian Trade |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 25 2011 |
Tiziana Caliman and Enrico di Bella |
| |
Spatial Autoregressive Models for House Price Dynamics in Italy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2011 |
Fengbao Yin and Shigeyuki Hamori |
| |
Estimating the import demand function in the autoregressive distributed lag framework: The case of China |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2011 |
Hyun S Kim and Jungho Baek |
| |
The Environmental Consequences of Economic Growth Revisited |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 17 2011 |
Tsangyao Chang , Chia-hao Lee and Pei-I Chou |
| |
Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 21 2011 |
Gueorgui I. Kolev |
| |
The "spurious regression problem" in the classical regression model framework |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
| |
Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 28 2010 |
Ivan Jeliazkov and Rui Liu |
| |
A model-based ranking of U.S. recessions |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 21 2010 |
Matthew J. Holian and Ali M. Reza |
| |
The persistence of accounting versus economic profit |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 04 2010 |
Claudio Detotto and Pulina Manuela |
| |
Testing the effects of crime on the Italian economy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
| |
| May 27 2010 |
Julien Chevallier |
| |
A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 18 2010 |
Henri Nyberg |
| |
Testing an autoregressive structure in binary time series models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2010 |
Sovannroeun Samreth |
| |
A Note on Short-Run and Long-Run Relationships between Parallel and Official Exchange Rates: The Case of Cambodia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 19 2010 |
Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong |
| |
Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 06 2010 |
Dara Long |
| |
The Long-Run of Purchasing Power Parity: The Case of Japan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 02 2009 |
Stephen Norman |
| |
Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 13 2009 |
Md abdul Wadud |
| |
Financial development and economic growth: a cointegration and error-correction modeling approach for south Asian countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
| |
Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
| |
| Apr 13 2009 |
Takamitsu Kurita |
| |
A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 04 2008 |
Sovannroeun SAMRETH and Dara LONG |
| |
The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL 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 19 2008 |
Andrea Cerasa |
| |
CIPS test for Unit Root in Panel Data: further Monte Carlo results |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
| |
Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
| |
| Oct 18 2007 |
Carlos Santos |
| |
A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 27 2007 |
Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang |
| |
Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 04 2006 |
Kazuhiko Hayakawa |
| |
A Note on Bias in First-Differenced AR(1) Models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 23 2006 |
Terence Tai-Leung Chong , Chi-Leung Wong and Venus Liew |
| |
Estimation of the Autoregressive Order in the Presence of Measurement Errors |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 27 2005 |
Kazuhiko Kakamu |
| |
Bayesian Estimation of A Distance Functional Weight Matrix Model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 07 2005 |
Steven Cook |
| |
Threshold autoregressive testing procedures and structural change in cointegrating relationships |
| |
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 26 2005 |
Jean-Claude Maswana |
| |
Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 04 2005 |
Boriss Siliverstovs |
| |
The Bi-parameter Smooth Transition Autoregressive model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2005 |
Venus Khim-Sen Liew and Terence Tai-leung Chong |
| |
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2004 |
Venus Khim-Sen Liew |
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Which Lag Length Selection Criteria Should We Employ? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 08 2003 |
Richard Carter and Arnold Zellner |
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AR Versus MA Disturbance Terms |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 13 2003 |
Steve Cook |
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The properties of asymmetric unit root tests in the presence of mis-specified asymmetry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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| May 17 2002 |
Steven Cook and Neil Manning |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 10 2002 |
GODWIN NWAOBI |
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A vector error correction and nonnested modeling of money demand function in Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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