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Notes, Comments and Preliminary results

Sep 30 2025 Eduardo Lima Campos , Rubens Penha Cysne and Carlos de Castro
  Multi-kink quantile regression based analysis for industrial structure of non-high-income economies
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2025 Enrico C. Mira , Wilfredo L. Maldonado and Octávio A. F. Tourinho
  Testing for bubbles in the Brazilian commercial real estate market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2025 Sophie Nivoix and Sandrine Boulerne
  Do financial markets in central and eastern European countries experience post-crisis mean reversion?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2025 Margherita Gerolimetto and Stefano Magrini
  From Metropolitan Planning Organization to Transport Management Areas: a change of air?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2025 Olivier Baron , Jean-Marie Cardebat and Jean-Marc Figuet
  Scotch whisky prices unveiled: the influence of age, alcohol content, and distillery reputation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2024 Burcu Berke and Gülsüm Akarsu
  Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2024 Seiji Zenitani
  A gamma variate generator with shape parameter less than unity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2024 Anton Bobrov and James Traina
  The beginning of the trend: Interest rates, profits, and markups
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2024 Geraldo E. Silva jr. and Sidney M. Caetano
  Inception-expansion-bursting bubbles in the BRICS-dollar exchange rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2024 Kuo-Hsuan Chin and Xin-Hua Zheng
  Stability of Phillips Curve: The case of Taiwan
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2024 Boumediene Souiki and Françoise Seyte
  Liquidity on Eurozone stock markets: A non-linear approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2024 Arthur Charpentier and Emmanuel Flachaire
  Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2024 Naukhaiz Chaudhry , Waheed Akhter and David Roubaud
  Financial literacy, personality traits and financial wellbeing: A preliminary evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Ibrahim N Ouattara and Balakissa Kone
  The effect of exchange rate on the money demand: evidence from ECOWAS countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2023 Hamid Beladi and Avik Chakrabarti
  Export upstreamness and financial development
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2023 Bruno M. Pegoraro , Thiago Costa Monteiro Caldeira and Silvio Rosa Paula
  Truck drivers and drugs: impact of mandatory drug testing on safety on Brazilian highways
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2023 Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer
  Twitter sentiment and stock return volatility of US travel and leisure firms
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2022 Yuta Kurose
  Bayesian GARCH modeling for return and range
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2022 Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak
  Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Noureddine Kouaissah and Amin Hocine
  Robust drawdown-based performance measures
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
Sep 17 2021 Jean Francky Landry Ngono
  Women's empowerment, self-employment and incomes inequalities in Sub-Saharan Africa
  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
 
Sep 17 2021 Abdhut Deheri
  The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 17 2021 Joshua Ang and Jason C. Patalinghug
  Property rights and economic growth: A dynamic GMM analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 18 2021 Francis Petterini and Akauã Flores
  Copula econometrics to simulate effects of private policing on crime
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 18 2021 Mohamed Ben Mimoun
  Stability of Conventional and Islamic banks, externalities and resilience to crises: evidences from comprehensive Saudi banks' time-series data
  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
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 09 2021 Kavita Sardana
  Double truncation in choice-based sample: An application of on-site survey sample
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2021 Mohsen Bahmani-Oskooee , Tsangyao Chang , Zahra Elmi and Omid Ranjbar
  Testing the degree of persistence of Covid-19 using Fourier quantile unit root test
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 09 2021 Ndéné Ka
  Proo-poor growth modeling in developing countries: A Gini regression approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 25 2020 Andreas Humpe and David McMillan
  The Covid-19 stock market puzzle and money supply in the US
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 18 2020 Agbutun S Adzugbele , Iheonu O Chimere , Anyanwu C Ogochukwu and Ineghenehi P Augustine
  What determines fertility among women in Nigeria? A disaggregated analysis using Poisson Regression
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 14 2020 Jingyu Song , Paul V Preckel and Michael S Delgado
  Fractional logit estimation under varying spatial resolution
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 31 2020 Kai Yin Woo , Shu Kam Lee and Alan T. Y. Chan
  Food price convergence in Canada: A nonparametric nonlinear cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 08 2020 Kyungmin Kim
  Income inequality and house prices in the United States: A panel VAR analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 02 2020 Pedro Antonio Martin-Cervantes and Salvador Cruz-Rambaud
  Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 19 2020 Noureddine Kouaissah and Sergio Ortobelli lozza
  Multivariate Stochastic Dominance: A Parametric Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 29 2020 Cuiyuan Wang , Tao Wang and Changhe Yuan
  Does Applying Deep Learning in Financial Sentiment Analysis Lead to Better Classification Performance?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2020 Lumengo Bonga-Bonga and Mathias mandla Manguzvane
  Assessing the extent of contagion of sovereign credit risk among BRICS countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 15 2020 Michel C Samba and Arthur S Mveng
  Asymmetry of information and financial development: Evidence from middle income countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 22 2020 Heni Boubaker and Hichem Rezgui
  Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 10 2020 Ana Brochado , Margarida Abreu and Victor Mendes
  Correlates of Gambling
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 24 2019 Michael Polemis
  Is the effect of corruption on entrepreneurial activity nonmonotonic? A semi-parametric panel data analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 29 2019 Zsolt Sándor
  Further evidence on sparse grids-based numerical integration in the mixed logit model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 13 2019 Anderson M. A. dos Santos , Paulo de A. Jacinto , Victor R. de Oliveira and Pedro Henrique S. Leivas
  The impact of physical activity on women`s health: evidences for Brazil
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 13 2019 Amine Ben Amar
  The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 07 2019 Tin-chun Lin and Subir Bandyopadhyay
  Are level of preparation and lecture attendance related in the role of influencing students' academic performance?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 23 2019 Sosso Feindouno
  Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 15 2019 Hiroaki Masuhara
  Identifying finite mixture models in the presence of moment-generating function: application in medical care using a zero-inflated binomial model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 15 2019 Jeetendra Khadan and Amrita Deonarine
  Testing the Inter-temporal Budget Constraint for Small States
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 18 2019 Paulo Ferreira and Éder Pereira
  The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 18 2019 Scott W Hegerty
  A Comparison of Tract-Level, Nationwide Indices of Economic Deprivation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 30 2018 Alexander Falter and Dennis Wesselbaum
  Correlated shocks in estimated DSGE models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 05 2018 Mihai Mutascu
  G7 countries: between trade openness and CO2 emissions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 18 2018 Lumengo Bonga-bonga and Maphelane Phume
  Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2018 Mohamed Mabrouki
  Supporting economic growth through innovation: How does human capital influence the rate of growth?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2018 Khaled Khaled , Amel Belanes and Sandrine Kablan
  The regional pricing of risk: An empirical investigation of the MENA Region
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 23 2018 Kristian Jönsson
  Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 27 2018 Alejandro Mosiño and Alejandro Tatsuo Moreno-Okuno
  On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 27 2018 Lamia Soltani , Aymen Frija and Mohamed salah Matoussi
  Factors affecting Willingness to Accept compensation for crops conversion programs: a farm level study in Tunisia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 09 2018 Khaled Thabet
  Determinants of total factor productivity growth of Tunisian manufacturing firms
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 01 2017 Vincent Boucher
  Selecting Equilibria using Best-Response Dynamics
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2017 Sergio Longobardi , Margherita Maria Pagliuca and Andrea Regoli
  Family background and financial literacy of Italian students: the mediating role of attitudes and motivations
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 26 2017 Trung Xuan Hoang and Quang Nhat Bui
  Sectoral Employment and Poverty in Rural Vietnam in 2000s
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 26 2017 Tak Wai Chau
  Identification through Heteroscedasticity: What If We Have the Wrong Form?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer
  Improved two-component tests in Beta-Skew-t-EGARCH models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 31 2017 Burkhard Raunig
  Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 31 2017 Hulya Saygili and Kemal Türkcan
  Trade integration and export survival: Evidence from Turkish machinery products
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 23 2017 Md.Thasinul Abedin
  Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2017 Aysegul Corakcı , Furkan Emirmahmutoglu and Omay Tolga
  PPP hypothesis and temporary structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 02 2017 Livio Ferrante , Simona Monteleone and Francesco Reito
  Universities as nail factories? An evaluation of the Italian public funding of higher education
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 22 2017 Ferdinand Owoundi
  Investigating the link between the exchange rate regime and underlying misalignments
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 29 2017 Youngsoo Kim , Younoh Kim and Vlad Radoias
  The short-run price elasticity of demand for energy in the US.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 09 2016 Christoph Hanck
  I just ran two trillion regressions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 29 2016 Vinod Mishra and Ankita Mishra
  Is there a Modi effect in per Capita Income of Gujarat?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 11 2016 Sandrine Kablan and Khaled Guesmi
  Financial Integration and Japanese Stock market Performance
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2016 Jean-michel Sahut , Medhi Mili , Sana Ben Tekaya and Frédéric Teulon
  Financial Impacts and antecedents of CSR: a PLS Path Modelling Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 17 2016 Panos Fousekis and Vasilis Grigoriadis
  Price co-movement in the principal skim milk powder producing regions: a wavelet analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 17 2016 Riyad Abubaker
  Consumption and Money Uncertainty at the Zero Lower Bound
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 17 2016 Yoshimasa Uematsu and Shinya Tanaka
  Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 13 2015 Steffen Ahrens and Matthias Hartmann
  Cross-sectional evidence on state-dependent versus time-dependent price setting
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 16 2015 Christian Dudel
  Nonparametric bounds on equivalence scales
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 02 2015 François Seck Fall , Yaya Ky and Ousmane Birba
  Analyzing the Mobile-Banking Adoption Process among Low-Income Populations: A Sequential Logit Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 22 2015 Mihai Mutascu
  A bootstrap panel Granger causality analysis of government revenues and expenditures in the PIIGS countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 24 2015 Nikolaos Kourogenis
  Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2015 Qihui Chen , Tade Okediji and Tian Guoqiang
  Exploiting Regression-Discontinuity Design to Estimate Peer Effects in College – The Case of Class Attendance
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 08 2015 Lorena Remuzgo and Jose Maria Sarabia
  A general factorial decomposition of the second Theil index of inequality with applications in environmental economics
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2015 Rachida Hennani and Michel Terraza
  Contributions of a noisy chaotic model to the stressed Value-at-Risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2015 Jacques Jaussaud , Sophie Nivoix and Serge Rey
  The Great East Japan Earthquake and Stock Prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 14 2015 Flavia C. Rodrigues da Cunha and Mauricio S. Bugarin
  Benford's law for audit of public works: an analysis of overpricing in Maracanã soccer arena's renovation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 09 2015 Konstantinos N. Konstantakis and Panayotis G. Michaelides
  Step-by-Step Causality Revisited: Theory and Evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2015 Abdelkader Aguir and Mounir Smida
  Efficiency of monetary policy under inflation targeting
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 22 2015 Damien Besancenot , Kim V. Huynh and Francisco Serranito
  Determinant of Co-authorship in economics: the French case
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 25 2014 Mohamed Siry Bah
  Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2014 Ricky Chee Jiun Chia , Shiok Ye Lim and Sheue Li Ong
  Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2014 Olga Vasyechko and Michel Grun Rehomme
  A new smoothing technique for univariate time series: the endpoint problem
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 06 2014 Samuel Bates and Cheikh Tidiane Ndiaye
  Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 02 2014 Antonio Ribba
  Sources of unemployment fluctuations in the USA and in the Euro Area in the last decade
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 06 2014 Oasis Kodila-Tedika and Mihai Mutascu
  Shadow economy and tax revenue in Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 Olaolu R Olayeni
  Analyzing the Feldstein-Horioka puzzle in continuous wavelet transform
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 03 2013 Alexander Ludwig
  Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2013 Dimitris Hatzinikolaou , Theodore Simos and Agathi Tsoka
  Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon
  Common risk factors in commodities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2013 Masato Okamoto
  Erratum to “Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation”
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Sep 19 2013 Gerry H. Makepeace and Michael J. Peel
  Combining information from Heckman and matching estimators: testing and controlling for hidden bias
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 11 2013 Mouna Ben rejeb attia , Houda Sassi and Naima Lassoued
  Signaling over income smoothing and IFRS adoption by banks: a panel data analysis on MENA countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 29 2013 Zuzana Janko and Janusz Kokoszewski
  An Intervention Time Series Analysis: Specialization and Competitiveness in Sports”