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Notes, Comments and Preliminary results |
| Jun 05 2009 |
Ching-Chun Wei |
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An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 03 2009 |
Thouraya Boujelbene and Younes Boujelbène |
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The long run Phillips curve and the role of downward nominal wage rigidity in Tunisia |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 20 2008 |
Fabrizio Carmignani |
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Does capital account liberalisation promote economic growth? Evidence from system estimation. |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 28 2008 |
Wan-Hsiu Cheng |
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Overestimation in the Traditional GARCH Model During Jump Periods |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 14 2008 |
Shyh-Wei Chen |
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Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2008 |
Ching-Chun Wei |
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Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2008 |
Ching-Chun Wei |
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The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 12 2008 |
Hiroaki Masuhara |
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Semi-nonparametric count data estimation with an endogenous binary variable |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 18 2008 |
Andrea Cerasa |
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Panel Unit Root Tests and the Specification of Cross-sectional Dependence |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 01 2008 |
Corrado Andini |
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Portugal and the competitive disinflation: let the data speak |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 11 2008 |
Jong-Rong Chen , Ying-Tang Huang and Wen-Cheng Lu |
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Dynamic Interrelation of Births and Deaths: Evidence from Plant Level Data |
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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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| Jun 03 2008 |
Wei-Choun Yu |
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Macroeconomic and financial market volatilities: an empirical evidence of factor model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 30 2008 |
Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee |
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Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 24 2008 |
Chi-Wei Su , Ya-Wen Chang , Yahn-Shir Chen and Hsu-Ling Chang |
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The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 19 2008 |
Jean-François Hoarau |
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Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 14 2008 |
Johan Lyhagen |
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Why not use standard panel unit root test for testing PPP |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2008 |
Kristian Jönsson |
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Choosing Between Panel Data Stationarity Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2008 |
Shyh-Wei Chen , Mei-Rong Lin and Chung-Hua Shen |
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Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 09 2008 |
Tatiana Cesaroni and Carmine Pappalardo |
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Long run and short run dynamics in italian manufacturing labour productivity |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 21 2008 |
Sichong Chen |
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Exploring the driving force and price adjustment of the J-REIT market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 13 2008 |
Javier Ordóñez , Cecilio Tamarit and Mariam Camarero |
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The expectations hypothesis of the term structure in the Euro area: |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 09 2008 |
Jin Inhwan |
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Determinants of Agricultural Protection in Industrial Countries: An Empirical Investigation |
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Abstract Contact Information Citation Full Text - Comment |
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| Dec 19 2007 |
Patricia Stefani |
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Financial Development and Economic Growth in Brazil: 1986-2006 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 05 2007 |
Panos Fousekis |
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Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 30 2007 |
Shyh-Wei Chen |
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Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 19 2007 |
Shyh-Wei Chen |
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Using Regional Cycles to Measure National Business Cycles in the U.S. with the Markov Switching Panel Model |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
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An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 20 2007 |
Md Abdul Wadud , Qamarullah Bin Tariq Islam and Tariq Saiful Islam |
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Relationship between education and GDP growth: a mutivariate causality analysis for Bangladesh |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2007 |
Chi-Wei Su , Yi-Sung Huang , Peirchyi Lii and Ning-Jun Zhang |
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IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2007 |
Chien-Chiang Lee and Chun-Ping Chang |
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Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
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The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 01 2007 |
Shiferaw Gurmu and John Elder |
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A simple bivariate count data regression model |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 12 2007 |
Shyh-Wei Chen |
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Exactly what is the link between export and growth in Taiwan? new evidence from the Granger causality test |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 13 2006 |
Sunil Sapra |
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Robust exogeneity tests in the presence of outliers |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 26 2006 |
Kazuto Masuda |
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An Empirical Evidence of Consumption Planning |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 03 2006 |
Tsangyao Chang and Yang-Cheng Lu |
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Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 07 2005 |
Harry Haupt and Walter Oberhofer |
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On autoregressive errors in singular systems of equations |
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Abstract Contact Information Citation Full Text - Comment |
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| Oct 29 2005 |
Jonas Andersson |
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Testing for Granger causality in the presence of measurement errors |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 03 2005 |
Mauro Costantini and Claudio Lupi |
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Stochastic convergence among European economies |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 26 2005 |
Alexander Gorobets |
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The Optimal Prediction Simultaneous Equations Selection |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 03 2005 |
Fang Xu |
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Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany |
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Abstract Contact Information Citation Full Text - Note |
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| May 06 2005 |
David Sharp and Kenneth Zantow |
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Attribution of injury in the shrimp antidumping case: A simultaneous equations approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 25 2005 |
Alexander Gorobets |
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The error of prediction for a simultaneous equation model |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 21 2005 |
Jan G. De Gooijer and Antoni Vidiella-i-Anguera |
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Estimating threshold cointegrated systems |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 12 2004 |
Jahyeong Koo and Paul A. Johnson |
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Feedback between US and UK Prices: a Frequency Domain Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 01 2004 |
Hilde Bjørnland |
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Estimating the equilibrium real exchange rate in Venezuela |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 08 2003 |
David O. Cushman |
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Further evidence on the size and power of the Bierens and Johansen cointegration procedures |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 28 2003 |
Olivier Darné |
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Maximum likelihood seasonal cointegration tests for daily data |
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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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| Jul 23 2002 |
Hans-Eggert Reimers and Helmut Herwartz |
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Testing Growth Ratios via Pooled Error Correction Models |
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Abstract Contact Information Citation Full Text - Note |
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