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Notes, Comments and Preliminary results |
| Dec 30 2025 |
Yusri Yahya , Abdul Hafizh Mohd Azam , Zulkefly Abdul Karim and Mohd Azlan Shah Zaidi |
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Reverse herding behavior in the Malaysian stock market: a wavelet multiple cross-correlation analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2025 |
John Levendis |
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Default and collapsed instruments in dynamic panel GMM: a Monte Carlo comparison |
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Abstract Contact Information Citation Full Text - Comment |
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| Sep 30 2025 |
Eduardo Lima Campos , Rubens Penha Cysne and Carlos de Castro |
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Multi-kink quantile regression based analysis for industrial structure of non-high-income economies |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Enrico C. Mira , Wilfredo L. Maldonado and Octávio A. F. Tourinho |
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Testing for bubbles in the Brazilian commercial real estate market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Sophie Nivoix and Sandrine Boulerne |
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Do financial markets in central and eastern European countries experience post-crisis mean reversion? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Margherita Gerolimetto and Stefano Magrini |
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From Metropolitan Planning Organization to Transport Management Areas: a change of air? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Olivier Baron , Jean-Marie Cardebat and Jean-Marc Figuet |
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Scotch whisky prices unveiled: the influence of age, alcohol content, and distillery reputation |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Burcu Berke and Gülsüm Akarsu |
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Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Seiji Zenitani |
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A gamma variate generator with shape parameter less than unity |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Anton Bobrov and James Traina |
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The beginning of the trend: Interest rates, profits, and markups |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Geraldo E. Silva jr. and Sidney M. Caetano |
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Inception-expansion-bursting bubbles in the BRICS-dollar exchange rates |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2024 |
Kuo-Hsuan Chin and Xin-Hua Zheng |
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Stability of Phillips Curve: The case of Taiwan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
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Liquidity on Eurozone stock markets: A non-linear approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Arthur Charpentier and Emmanuel Flachaire |
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Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2024 |
Naukhaiz Chaudhry , Waheed Akhter and David Roubaud |
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Financial literacy, personality traits and financial wellbeing: A preliminary evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Ibrahim N Ouattara and Balakissa Kone |
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The effect of exchange rate on the money demand: evidence from ECOWAS countries |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2023 |
Hamid Beladi and Avik Chakrabarti |
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Export upstreamness and financial development |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2023 |
Bruno M. Pegoraro , Thiago Costa Monteiro Caldeira and Silvio Rosa Paula |
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Truck drivers and drugs: impact of mandatory drug testing on safety on Brazilian highways |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer |
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Twitter sentiment and stock return volatility of US travel and leisure firms |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Yuta Kurose |
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Bayesian GARCH modeling for return and range |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak |
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Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Noureddine Kouaissah and Amin Hocine |
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Robust drawdown-based performance measures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Cássio R. A. Alves and Márcio P. Laurini |
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Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Jean Francky Landry Ngono |
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Women's empowerment, self-employment and incomes inequalities in Sub-Saharan Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Clovis Wendji Miamo and Elvis Dze Achuo |
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Crude Oil Price and Real GDP Growth: An Application of ARDL Bounds Cointegration and Toda-Yamamoto Causality Tests |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Abdhut Deheri |
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The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Joshua Ang and Jason C. Patalinghug |
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Property rights and economic growth: A dynamic GMM analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 18 2021 |
Francis Petterini and Akauã Flores |
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Copula econometrics to simulate effects of private policing on crime |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 18 2021 |
Mohamed Ben Mimoun |
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Stability of Conventional and Islamic banks, externalities and resilience to crises: evidences from comprehensive Saudi banks' time-series data |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 18 2021 |
Md. Shafiqul Islam |
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Dynamics of energy use, technological innovation, economic growth, and trade openness in Bangladesh
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Kavita Sardana |
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Double truncation in choice-based sample: An application of on-site survey sample |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2021 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Zahra Elmi and Omid Ranjbar |
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Testing the degree of persistence of Covid-19 using Fourier quantile unit root test |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Ndéné Ka |
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Proo-poor growth modeling in developing countries: A Gini regression approach |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 25 2020 |
Andreas Humpe and David McMillan |
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The Covid-19 stock market puzzle and money supply in the US |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 18 2020 |
Agbutun S Adzugbele , Iheonu O Chimere , Anyanwu C Ogochukwu and Ineghenehi P Augustine |
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What determines fertility among women in Nigeria? A disaggregated analysis using Poisson Regression |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 14 2020 |
Jingyu Song , Paul V Preckel and Michael S Delgado |
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Fractional logit estimation under varying spatial resolution |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2020 |
Kai Yin Woo , Shu Kam Lee and Alan T. Y. Chan |
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Food price convergence in Canada: A nonparametric nonlinear cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 08 2020 |
Kyungmin Kim |
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Income inequality and house prices in the United States: A panel VAR analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 02 2020 |
Pedro Antonio Martin-Cervantes and Salvador Cruz-Rambaud |
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Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 19 2020 |
Noureddine Kouaissah and Sergio Ortobelli lozza |
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Multivariate Stochastic Dominance: A Parametric Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 29 2020 |
Cuiyuan Wang , Tao Wang and Changhe Yuan |
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Does Applying Deep Learning in Financial Sentiment Analysis Lead to Better Classification Performance? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2020 |
Lumengo Bonga-Bonga and Mathias mandla Manguzvane |
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Assessing the extent of contagion of sovereign credit risk among BRICS countries |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 15 2020 |
Michel C Samba and Arthur S Mveng |
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Asymmetry of information and financial development: Evidence from middle income countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 22 2020 |
Heni Boubaker and Hichem Rezgui |
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Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2020 |
Ana Brochado , Margarida Abreu and Victor Mendes |
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Correlates of Gambling |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 24 2019 |
Michael Polemis |
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Is the effect of corruption on entrepreneurial activity nonmonotonic? A semi-parametric panel data analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 29 2019 |
Zsolt Sándor |
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Further evidence on sparse grids-based numerical integration in the mixed logit model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 13 2019 |
Anderson M. A. dos Santos , Paulo de A. Jacinto , Victor R. de Oliveira and Pedro Henrique S. Leivas |
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The impact of physical activity on women`s health: evidences for Brazil |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 13 2019 |
Amine Ben Amar |
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The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 07 2019 |
Tin-chun Lin and Subir Bandyopadhyay |
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Are level of preparation and lecture attendance related in the role of influencing students' academic performance? |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 23 2019 |
Sosso Feindouno |
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Improving the measurement of export instability in the Economic Vulnerability Index: A simple proposal |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 15 2019 |
Hiroaki Masuhara |
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Identifying finite mixture models in the presence of moment-generating function: application in medical care using a zero-inflated binomial model |
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Abstract Contact Information Citation Full Text - Note |
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| May 15 2019 |
Jeetendra Khadan and Amrita Deonarine |
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Testing the Inter-temporal Budget Constraint for Small States |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 18 2019 |
Paulo Ferreira and Éder Pereira |
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The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 18 2019 |
Scott W Hegerty |
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A Comparison of Tract-Level, Nationwide Indices of Economic Deprivation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 30 2018 |
Alexander Falter and Dennis Wesselbaum |
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Correlated shocks in estimated DSGE models |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 05 2018 |
Mihai Mutascu |
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G7 countries: between trade openness and CO2 emissions |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 18 2018 |
Lumengo Bonga-bonga and Maphelane Phume |
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Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2018 |
Mohamed Mabrouki |
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Supporting economic growth through innovation: How does human capital influence the rate of growth? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
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The regional pricing of risk: An empirical investigation of the MENA Region |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 23 2018 |
Kristian Jönsson |
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Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2018 |
Alejandro Mosiño and Alejandro Tatsuo Moreno-Okuno |
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On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2018 |
Lamia Soltani , Aymen Frija and Mohamed salah Matoussi |
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Factors affecting Willingness to Accept compensation for crops conversion programs: a farm level study in Tunisia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 09 2018 |
Khaled Thabet |
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Determinants of total factor productivity growth of Tunisian manufacturing firms |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 01 2017 |
Vincent Boucher |
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Selecting Equilibria using Best-Response Dynamics |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2017 |
Sergio Longobardi , Margherita Maria Pagliuca and Andrea Regoli |
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Family background and financial literacy of Italian students: the mediating role of attitudes and motivations |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 26 2017 |
Trung Xuan Hoang and Quang Nhat Bui |
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Sectoral Employment and Poverty in Rural Vietnam in 2000s |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 26 2017 |
Tak Wai Chau |
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Identification through Heteroscedasticity: What If We Have the Wrong Form? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 26 2017 |
Fernanda Maria Müller and Fábio M Bayer |
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Improved two-component tests in Beta-Skew-t-EGARCH models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2017 |
Burkhard Raunig |
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Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 31 2017 |
Hulya Saygili and Kemal Türkcan |
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Trade integration and export survival: Evidence from Turkish machinery products |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 23 2017 |
Md.Thasinul Abedin |
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Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2017 |
Aysegul Corakcı , Furkan Emirmahmutoglu and Omay Tolga |
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PPP hypothesis and temporary structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 02 2017 |
Livio Ferrante , Simona Monteleone and Francesco Reito |
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Universities as nail factories? An evaluation of the Italian public funding of higher education |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 22 2017 |
Ferdinand Owoundi |
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Investigating the link between the exchange rate regime and underlying misalignments
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 29 2017 |
Youngsoo Kim , Younoh Kim and Vlad Radoias |
| |
The short-run price elasticity of demand for energy in the US. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 09 2016 |
Christoph Hanck |
| |
I just ran two trillion regressions |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 29 2016 |
Vinod Mishra and Ankita Mishra |
| |
Is there a Modi effect in per Capita Income of Gujarat? |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 11 2016 |
Sandrine Kablan and Khaled Guesmi |
| |
Financial Integration and Japanese Stock market Performance |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2016 |
Jean-michel Sahut , Medhi Mili , Sana Ben Tekaya and Frédéric Teulon |
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Financial Impacts and antecedents of CSR: a PLS Path Modelling Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 17 2016 |
Panos Fousekis and Vasilis Grigoriadis |
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Price co-movement in the principal skim milk powder producing regions: a wavelet analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 17 2016 |
Riyad Abubaker |
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Consumption and Money Uncertainty at the Zero Lower Bound |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 17 2016 |
Yoshimasa Uematsu and Shinya Tanaka |
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Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 13 2015 |
Steffen Ahrens and Matthias Hartmann |
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Cross-sectional evidence on state-dependent versus time-dependent price setting |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 16 2015 |
Christian Dudel |
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Nonparametric bounds on equivalence scales |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2015 |
François Seck Fall , Yaya Ky and Ousmane Birba |
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Analyzing the Mobile-Banking Adoption Process among Low-Income Populations: A Sequential Logit Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 22 2015 |
Mihai Mutascu |
| |
A bootstrap panel Granger causality analysis of government revenues and expenditures in the PIIGS countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2015 |
Nikolaos Kourogenis |
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Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 11 2015 |
Qihui Chen , Tade Okediji and Tian Guoqiang |
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Exploiting Regression-Discontinuity Design to Estimate Peer Effects in College – The Case of Class Attendance |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 08 2015 |
Lorena Remuzgo and Jose Maria Sarabia |
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A general factorial decomposition of the second Theil index of inequality with applications in environmental economics |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2015 |
Rachida Hennani and Michel Terraza |
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Contributions of a noisy chaotic model to the stressed Value-at-Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2015 |
Jacques Jaussaud , Sophie Nivoix and Serge Rey |
| |
The Great East Japan Earthquake and Stock Prices |
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Abstract Contact Information Citation Full Text - Note |
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| May 14 2015 |
Flavia C. Rodrigues da Cunha and Mauricio S. Bugarin |
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Benford's law for audit of public works: an analysis of overpricing in Maracanã soccer arena's renovation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2015 |
Konstantinos N. Konstantakis and Panayotis G. Michaelides |
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Step-by-Step Causality Revisited: Theory and Evidence |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2015 |
Abdelkader Aguir and Mounir Smida |
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Efficiency of monetary policy under inflation targeting |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 22 2015 |
Damien Besancenot , Kim V. Huynh and Francisco Serranito |
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Determinant of Co-authorship in economics: the French case |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 25 2014 |
Mohamed Siry Bah |
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Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2014 |
Ricky Chee Jiun Chia , Shiok Ye Lim and Sheue Li Ong |
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Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries
|
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2014 |
Olga Vasyechko and Michel Grun Rehomme |
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A new smoothing technique for univariate time series: the endpoint problem |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 06 2014 |
Samuel Bates and Cheikh Tidiane Ndiaye |
| |
Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 02 2014 |
Antonio Ribba |
| |
Sources of unemployment fluctuations in the USA and in the Euro Area in the last decade |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 06 2014 |
Oasis Kodila-Tedika and Mihai Mutascu |
| |
Shadow economy and tax revenue in Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2013 |
Olaolu R Olayeni |
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Analyzing the Feldstein-Horioka puzzle in continuous wavelet transform |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 03 2013 |
Alexander Ludwig |
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Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 05 2013 |
Dimitris Hatzinikolaou , Theodore Simos and Agathi Tsoka |
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Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 05 2013 |
Julien Chevallier , Florian Ielpo and Ling-Ni Boon |
| |
Common risk factors in commodities |
| |
Abstract Contact Information Citation Full Text - Note |
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| 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” |
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Abstract Contact Information Citation Full Text - Comment |
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| Sep 19 2013 |
Gerry H. Makepeace and Michael J. Peel |
| |
Combining information from Heckman and matching estimators: testing and controlling for hidden bias |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 11 2013 |
Mouna Ben rejeb attia , Houda Sassi and Naima Lassoued |
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Signaling over income smoothing and IFRS adoption by banks: a panel data analysis on MENA countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 29 2013 |
Zuzana Janko and Janusz Kokoszewski |
| |
An Intervention Time Series Analysis: Specialization and Competitiveness in Sports” |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 13 2013 |
Fabio Clementi and Francesco Schettino |
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Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 11 2013 |
Komivi Afawubo and Vincent Fromentin |
| |
Financial development and economic growth: the case of ECOWAS and WAEMU |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 21 2013 |
Cassandro Mendes and Olugbenga Adesida |
| |
Income inequality and economic development: evidence from sub-Saharan African countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 19 2013 |
Marcus F. da Silva , Eder J. A. Leão , Idaraí Santos de Santana and José Garcia Vivas Miranda |
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Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2013 |
Nabil Aflouk and Jacques Mazier |
| |
Exchange rate misalignments and economic growth: A threshold panel approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 18 2013 |
Benoît Sévi and César Baena |
| |
The explanatory power of signed jumps for the risk-return tradeoff |
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Abstract Contact Information Citation Full Text - Note |
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| 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 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2013 |
Dongling Huang and Christian Rojas |
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The Outside Good Bias in Logit Models of Demand with Aggregate Data |
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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 |
| |
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? |
| |
Abstract Contact Information Citation Full Text - Note |
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| Dec 03 2012 |
Markus Haas |
| |
A Note on the Moments of the Skew-Normal Distribution |
| |
Abstract Contact Information Citation Full Text - Note |
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| 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 |
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| Oct 25 2012 |
Antonio Ribba |
| |
The federal funds rate and the conduction of the international orchestra |
| |
Abstract Contact Information Citation Full Text - Note |
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| Oct 25 2012 |
Masato Okamoto |
| |
Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 16 2012 |
Marcelo Resende |
| |
Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 08 2012 |
Serge Rey and Florent Deisting |
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GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 28 2012 |
Shigeyuki Hamori and Yoshihiro Hashiguchi |
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Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 27 2012 |
Shibananda Nayak |
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What motivates to participate in an employment guarantee programme in India? A logit model analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
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Quantiles autocorrelation in stock markets returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 14 2012 |
Susan Sunila Sharma and Paresh Kumar Narayan |
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Investment and oil price volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 17 2012 |
Kentaka Aruga and Shunsuke Managi |
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Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2012 |
Paresh Kumar Narayan and Stephan Popp |
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Comparing the small sample properties of two break Lagrange Multiplier unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 01 2012 |
Richard A Dunn |
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Consistently bounding parameter values with one instrument and two endogenous explanatory variables |
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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 27 2012 |
Takuya Hasebe |
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The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2012 |
George E. Halkos and Nickolaos G. Tzeremes |
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The culture of corruption: A nonparametric analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 23 2012 |
Hakan M. Berument , Zulal S Denaux and Yeliz Yalcin |
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How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 20 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Predicting the risk of global portfolios considering the non-linear dependence structures |
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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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| Jan 13 2012 |
Julien Chevallier |
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EUAs and CERs: Interactions in a Markov regime-switching environment |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 09 2011 |
Wafa Snoussi and Mhamed ali El-aroui |
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Impact of Returns Time Dependency on the Estimation of Extreme Market Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 28 2011 |
Dean Fantazzini |
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Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 13 2011 |
Benoît Sévi and César Baena |
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Brownian motion vs. pure-jump processes for individual stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
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Stock Market Anomalies in South Africa and its Neighbouring Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
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Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 24 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 18 2011 |
David E Giles and Hui Feng |
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Reducing the bias of the maximum likelihood estimator for the Poisson regression model |
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Abstract Contact Information Citation Full Text - Note |
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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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| Sep 13 2011 |
Marco Biagetti and Sergio Scicchitano |
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Education and wage inequality in Europe |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2011 |
Thomai Filippeli |
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Inflation differentials in EMU: what can we learn from the time series evidence? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 30 2011 |
Ufuk gunes Bebek |
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Consistency of the proposed additive measures of revealed comparative advantage |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 21 2011 |
Aviral Kumar Tiwari |
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Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 13 2011 |
Somnath Chattopadhyay |
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Earnings efficiency and poverty dominance analysis: a spatial approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 05 2011 |
Chor Foon Tang and Hooi Hooi Lean |
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Revisit Feldstein-Horioka puzzle: evidence from Malaysia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 28 2011 |
Loredana Ureche-Rangau and Franck Speeg |
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A simple method for variance shift detection at unknown time points |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 12 2011 |
Helton Saulo and Jeremias Leao |
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Equilibrium, Adverse Selection, and Statistical Distributions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 05 2011 |
Andrew Phiri and Peter Lusanga |
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Can asymmetries account for the empirical failure of the Fisher effect in South Africa? |
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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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| Jun 19 2011 |
Yi-Chi Chen and Wei-Choun Yu |
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Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 14 2011 |
Reginaldo Pinto Nogueira Jr., Claudio Djissey Shikida and Ari Francisco de Araujo Jr. |
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Structural changes in exchange rate regimes in Brazil |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 14 2011 |
Julien Chevallier |
| |
Wavelet packet transforms analysis applied to carbon prices |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
| |
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 20 2011 |
George Milunovich |
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Measuring the Impact of the GFC on European Equity Markets |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 17 2011 |
Atsushi Maki and Kenji Wada |
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Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 15 2011 |
Chaker Aloui Mr and Ben hamida Hela miss |
| |
Hurst's exponent behaviour, weak-form stock market efficiency
and financial liberalization: the Tunisian case
|
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Abstract Contact Information Citation Full Text - Note |
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| Jan 10 2011 |
Julien Chevallier |
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Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
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Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 04 2011 |
Marco Biagetti and Sergio Scicchitano |
| |
Exploring the inter-industry wage premia in Portugal along the wage distribution: evidence from EU-SILC data |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 08 2010 |
Siow-Hooi Tan and Mohammad Tariqul Islam Khan |
| |
Long Memory Features in Return and Volatility of the Malaysian Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 30 2010 |
Stefan D. Haigner , Stefan Jenewein , Hans-Christian Müller and Florian Wakolbinger |
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The first shall be last: Serial position effects in the case contestants evaluate each other |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 19 2010 |
Francesca Giambona , Erasmo Vassallo and Elli Vassiliadis |
| |
Educational efficiency in a dea-bootstrap approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 09 2010 |
Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong |
| |
Linearity and stationarity of G7 government bond returns |
| |
Abstract Contact Information Citation Full Text - Note |
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| Oct 05 2010 |
Jialu Liu |
| |
Does Migration Income Help Hometown Business? Evidences from Rural Households Survey in China |
