Publications

by members of

Department of Economics
University of Nebraska-Omaha
Omaha, Nebraska (United States)

Working papers

2005

1. Mark E. Wohar & David E. Rapach, 2005. "Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence," Computing in Economics and Finance 2005 329, Society for Computational Economics. [Downloadable!]
2. Aaron Smallwood; Alex Maynard; Mark Wohar, 2005. "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005 384, Society for Computational Economics. [Downloadable!]
3. Catherine Co & John Landon-Lane & Myeong-Su Yun, 2005. "Inter-State Dynamics of Invention Activities, 1930-2000," Departmental Working Papers 200511, Rutgers University, Department of Economics. [Downloadable!]

2003

1. Kellard, Neil & Mark E Wohar, 2003. "Trends and Persistence in Primary Commodity Prices," Royal Economic Society Annual Conference 2003 118, Royal Economic Society. [Downloadable!]
2. Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.

2002

1. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 2002. "Self-Employment and Wage Earning: Hungary During Transition," Departmental Working Papers 200219, Rutgers University, Department of Economics. [Downloadable!]
2. Co, Catherine Y. & Gang, Ira N. & Yun, Myeong-Su, 2002. "Self-Employment and Wage Earning: Hungary During Transition," IZA Discussion Papers 572, Institute for the Study of Labor (IZA). [Downloadable!]

2001

1. John B. Carlson & Eduard A. Pelz & Mark Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland. [Downloadable!]
2. Nathan S. Balke & Mark E. Wohar, 2001. "Low frequency movements in stock prices: a state space decomposition," Working Papers 00-01, Federal Reserve Bank of Dallas. [Downloadable!]
3. P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar, 2001. "U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks," Trinity Economics Papers 20011, Trinity College Dublin, Department of Economics. [Downloadable!]

1999

1. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 1999. "Returns to Returning," Departmental Working Papers 199813, Rutgers University, Department of Economics. [Downloadable!]
2. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 1999. "Switching Models with Self-Selection: Self-Employment in Hungary," Departmental Working Papers 199912, Rutgers University, Department of Economics. [Downloadable!]

1998

1. Co, Catherine Y. & Yun, Myeong-Su & Gang, Ira N., 1998. "Returns to Returning: Who Went Abroad and What Does it Matter?," IZA Discussion Papers 19, Institute for the Study of Labor (IZA). [Downloadable!]

1997

1. Nathan S. Balke & Mark E. Wohar, 1997. "Nonlinear dynamics and covered interest rate parity," Working Papers 97-01, Federal Reserve Bank of Dallas.
2. William J. Crowder & Mark E. Wohar, 1997. "Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market," Finance 9702002, EconWPA, revised 25 Feb 1997. [Downloadable!]
3. William J. Crowder & Mark E. Wohar, 1997. "The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act," Finance 9702005, EconWPA. [Downloadable!]

Undated

1. Luis Locay & Tracy L. Regan & Arthur M. Diamond, Jr., . "The Effects of Spanish-Language Background on Completed Schooling and Aptitude Test Scores," Working Papers 0710, University of Miami, Department of Economics. [Downloadable!]
2. C. Ennew, & N. Kellard, & P. Newbold, A. J. Rayner & M. E. Wohar,, . "Two Puzzles in the Analysis of Foreign Exchange Market Efficiency," Discussion Papers 96/18, University of Nottingham, School of Economics.

Journal articles

2008

1. Hamid Beladi & Fathali Firoozi & Catherine Co, 2008. "LINK BETWEEN DOMESTIC R&D AND INFLOW OF FDI: A GAME-THEORETIC ANALYSIS," Pacific Economic Review, Blackwell Publishing, vol. 13(2), pages 209-222, 05. [Downloadable!] (restricted)

2007

1. Catherine Y. Co, 2007. "Factors That Account for the Large Variations in U.S. Export Prices," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 143(3), pages 557-582, April. [Downloadable!] (restricted)
2. Catherine Yap Co, 2007. "US Exports of Knowledge-intensive Services and Importing-country Characteristics," Review of International Economics, Blackwell Publishing, vol. 15(5), pages 890-904, November. [Downloadable!] (restricted)

2006

1. Arthur Diamond, 2006. "The relative success of private funders and government funders in funding important science," European Journal of Law and Economics, Springer, vol. 21(2), pages 149-161, April. [Downloadable!] (restricted)
2. Rapach, David E. & Wohar, Mark E., 2006. "The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior," International Journal of Forecasting, Elsevier, vol. 22(2), pages 341-361. [Downloadable!] (restricted)
3. David E. Rapach & Mark E. Wohar, 2006. "Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 238-274. [Downloadable!] (restricted)
4. Robert Sollis & Mark E. Wohar, 2006. "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 139-153. [Downloadable!]
5. Kellard, Neil & Wohar, Mark E., 2006. "On the prevalence of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 79(1), pages 146-167, February. [Downloadable!] (restricted)
6. Rapach, David E. & Wohar, Mark E., 2006. "In-sample vs. out-of-sample tests of stock return predictability in the context of data mining," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 231-247, March. [Downloadable!] (restricted)
7. Catherine Yap Co, 2006. "Intellectual Property and Development: Lessons from Recent Economic Research - Edited by Carsten Fink and Keith Maskus," Review of International Economics, Blackwell Publishing, vol. 14(3), pages 520-521, 08. [Downloadable!] (restricted)
8. John S. Landon-Lane & Catherine Y. Co & Myeong-Su Yun, 2006. "Inter-state dynamics of invention activities, 1930-2000," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1111-1134. [Downloadable!]
9. Catherine Y. Co, 2006. "Co-evolution of invention activities among cities in New England-super-," Papers in Regional Science, Blackwell Publishing, vol. 85(1), pages 47-72, 03. [Downloadable!] (restricted)

2005

1. Arthur Diamond, 2005. "Measurement, incentives and constraintsin Stigler's economics of science ," European Journal of the History of Economic Thought, Taylor and Francis Journals, vol. 12(4), pages 635-661, December. [Downloadable!] (restricted)
2. Mark E. Wohar & David E. Rapach, 2005. "Valuation ratios and long-horizon stock price predictability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 327-344. [Downloadable!]
3. Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005. "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, vol. 21(1), pages 137-166. [Downloadable!] (restricted)
4. Rapach, David E & Wohar, Mark E, 2005. "Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 887-906, October.
5. Catherine Y. Co & Ira N. Gang & Myeong-Su Yun, 2005. "Self-Employment and Wage Earning in Hungary," Review of Development Economics, Blackwell Publishing, vol. 9(2), pages 150-165, 05. [Downloadable!] (restricted)

2004

1. Kim Sosin et al., 2004. "Efficiency in the Use of Technology in Economic Education: Some Preliminary Results," American Economic Review, American Economic Association, vol. 94(2), pages 253-258, May. [Downloadable!] (restricted)
2. Arthur Diamond, 2004. "Zvi Griliches's contributions to the economics of technology and growth," Economics of Innovation and New Technology, Taylor and Francis Journals, vol. 13(4), pages 365-397, June. [Downloadable!] (restricted)
3. Robert Sollis & Mark E. Wohar, 2004. "A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures," Manchester School, University of Manchester, vol. 72(2), pages 261-282, 03. [Downloadable!] (restricted)
4. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Oxford University Press, vol. 42(2), pages 179-193, April. [Downloadable!] (restricted)
5. William J. Crowder & Mark E. Wohar, 2004. "A cointegrated structural VAR model of the Canadian economy," Applied Economics, Taylor and Francis Journals, vol. 36(3), pages 195-213, February. [Downloadable!] (restricted)
6. Catherine Co & Mark Wohar, 2004. "Technological convergence among US regions and states," Economics of Innovation and New Technology, Taylor and Francis Journals, vol. 13(2), pages 101-126, March. [Downloadable!] (restricted)
7. Rapach, David E. & Wohar, Mark E., 2004. "Testing the monetary model of exchange rate determination: a closer look at panels," Journal of International Money and Finance, Elsevier, vol. 23(6), pages 867-895, October. [Downloadable!] (restricted)
8. Catherine Y. Co & John A. List, 2004. "Is foreign direct investment attracted to 'knowledge creators'?," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1143-1149, June. [Downloadable!] (restricted)
9. Catherine Y. Co, 2004. "Do Patent Rights Regimes Matter?," Review of International Economics, Blackwell Publishing, vol. 12(3), pages 359-373, 08. [Downloadable!] (restricted)
10. Catherine Y. Co, 2004. "How Valuable are the Patents Behind Section 337 Cases?," The World Economy, Blackwell Publishing, vol. 27(4), pages 525-539, 04. [Downloadable!] (restricted)
11. Catherine Y. Co & Patricia Euzent & Thomas Martin, 2004. "The export effect of immigration into the USA," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 573-583, April. [Downloadable!] (restricted)

2003

1. Diamond, Arthur Jr., 2003. "Edwin Mansfield's contributions to the economics of technology," Research Policy, Elsevier, vol. 32(9), pages 1607-1617, October. [Downloadable!] (restricted)

2002

1. Rives, Janet M. & Sosin, Kim, 2002. "Occupations and the cyclical behavior of gender unemployment rates," The Journal of Socio-Economics, Elsevier, vol. 31(3), pages 287-299. [Downloadable!] (restricted)
2. Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, 06. [Downloadable!] (restricted)
3. Rapach, David E. & Wohar, Mark E., 2002. "Testing the monetary model of exchange rate determination: new evidence from a century of data," Journal of International Economics, Elsevier, vol. 58(2), pages 359-385, December. [Downloadable!] (restricted)
4. Catherine Y. Co, 2002. "The agglomeration of U.S.-owned and foreign-owned plants across the U.S. States," The Annals of Regional Science, Springer, vol. 36(4), pages 575-592. [Downloadable!] (restricted)
5. Catherine Co, 2002. "Evolution of the Geography of Innovation: Evidence from Patent Data," Growth and Change, Gatton College of Business and Economics, University of Kentucky, vol. 33(4), pages 393-423. [Downloadable!] (restricted)

2001

1. Shuanglin Lin & Kim Sosin, 2001. "Foreign debt and economic growth," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 9(3), pages 635-655, November. [Downloadable!] (restricted)
2. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34. [Downloadable!]
3. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102. [Downloadable!] (restricted)
4. Strazicich, Mark C. & Co, Catherine Y. & Lee, Junsoo, 2001. "Are shocks to foreign investment in developing countries permanent or temporary? : Evidence from panel unit root tests," Economics Letters, Elsevier, vol. 70(3), pages 405-412, March. [Downloadable!] (restricted)
5. Co, Catherine Y., 2001. "Trade, foreign direct investment and industry performance," International Journal of Industrial Organization, Elsevier, vol. 19(1-2), pages 163-183, January. [Downloadable!] (restricted)

2000

1. List, John A. & Co, Catherine Y., 2000. "The Effects of Environmental Regulations on Foreign Direct Investment," Journal of Environmental Economics and Management, Elsevier, vol. 40(1), pages 1-20, July. [Downloadable!] (restricted)
2. Catherine Y. Co & Ira N. Gang & Myeong-Su Yun, 2000. "Returns to returning," Journal of Population Economics, Springer, vol. 13(1), pages 57-79. [Downloadable!] (restricted)
3. Catherine Co, 2000. "R & D, Foreign Direct Investment and Technology Sourcing?," Review of Industrial Organization, Springer, vol. 16(4), pages 385-397, June. [Downloadable!] (restricted)

1999

1. Kim Sosin, 1999. "Explorations on Using the Web for Teaching - Introduction: How Might On-Line Networks Change Teaching?," Feminist Economics, Taylor and Francis Journals, vol. 5(1), pages 79-82, March. [Downloadable!] (restricted)
2. Diamond, Arthur M, Jr, 1999. "Does Federal Funding "Crowd In" Private Funding of Science?," Contemporary Economic Policy, Oxford University Press, vol. 17(4), pages 423-31, October.
3. Whidbee, David A. & Wohar, Mark, 1999. "Derivative activities and managerial incentives in the banking industry," Journal of Corporate Finance, Elsevier, vol. 5(3), pages 251-276, September. [Downloadable!] (restricted)
4. Crowder, William J. & Wohar, Mark E., 1999. "The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act," Review of Financial Economics, Elsevier, vol. 8(2), pages 101-119. [Downloadable!] (restricted)
5. Tufte, David & Wohar, Mark E, 1999. " Models with Unexpected Components: The Case for Efficient Estimation," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 295-313, November. [Downloadable!] (restricted)
6. William J. Crowder & Mark E. Wohar, 1999. "Are Tax Effects Important in the Long-Run Fisher Relationship? Evidence from the Municipal Bond Market," Journal of Finance, American Finance Association, vol. 54(1), pages 307-317, 02. [Downloadable!] (restricted)

1998

1. Kim Sosin, Janet Rives, Janet West, 1998. "Unions and Gender Pay Equity in Academe: A Study of U.S. Institutions," Feminist Economics, Taylor and Francis Journals, vol. 4(2), pages 25-45, July. [Downloadable!] (restricted)
2. Crowder, William J & Wohar, Mark E, 1998. "Stock Price Effects of Permanent and Transitory Shocks," Economic Inquiry, Oxford University Press, vol. 36(4), pages 540-52, October.
3. Mark E. Wohar & Nathan S. Balke, 1998. "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, vol. 23(4), pages 535-559. [Downloadable!] (restricted)
4. Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine, 1998. "Two puzzles in the analysis of foreign exchange market efficiency," International Review of Financial Analysis, Elsevier, vol. 7(2), pages 95-111. [Downloadable!] (restricted)

1997

1. Siklos, Pierre L & Wohar, Mark E, 1997. "Convergence in Interest Rates and Inflation Rates across Countries and over Time," Review of International Economics, Blackwell Publishing, vol. 5(1), pages 129-41, February.
2. Co, Catherine Y., 1997. "Japanese FDI into the U.S. automobile industry: An empirical investigation," Japan and the World Economy, Elsevier, vol. 9(1), pages 93-108, March. [Downloadable!] (restricted)

1996

1. Breuer, Janice Boucher & Wohar, Mark E, 1996. "The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness," Economic Journal, Royal Economic Society, vol. 106(434), pages 26-38, January. [Downloadable!] (restricted)
2. Wohar, Mark E, 1996. "PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 105-15, Jan.-Feb.. [Downloadable!] (restricted)
3. Allen, Stuart D & Wohar, Mark E, 1996. "The Differing Effects of Pre- and Post-1981 Federal Budget Deficits on Tax-Adjusted Real Interest Rates," Applied Economics, Taylor and Francis Journals, vol. 28(1), pages 45-53, January. [Downloadable!] (restricted)
4. Lee, Bun Song & Wohar, Mark E & Cho, Joonmo, 1996. "Nontradable Goods Prices and Per-Capita Income: An Application to Regional Korean Data," Applied Economics, Taylor and Francis Journals, vol. 28(5), pages 551-58, May. [Downloadable!] (restricted)
5. Siklos, Pierre L. & Wohar, Mark E., 1996. "Cointegration and the term structure: A multicountry comparison," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 21-34. [Downloadable!] (restricted)
6. Volkman, David A. & Wohar, Mark E., 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, Elsevier, vol. 5(2), pages 101-116. [Downloadable!] (restricted)

1995

1. Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E, 1995. "The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 476-97, May. [Downloadable!] (restricted)
2. Choi, Seungmook & Wohar, Mark E., 1995. "The expectations theory of interest rates: Cointegration and factor decomposition," International Journal of Forecasting, Elsevier, vol. 11(2), pages 253-262, June. [Downloadable!] (restricted)
3. Erenburg, S. J. & Wohar, Mark E., 1995. "Public and private investment: Are there causal linkages?," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 1-30. [Downloadable!] (restricted)

1994

1. Diamond, Arthur M, Jr & Levy, David M, 1994. "The Metrics of Style: Adam Smith Teaches Efficient Rhetoric," Economic Inquiry, Oxford University Press, vol. 32(1), pages 138-45, January.
2. Choi, Seungmook & Wohar, Mark E, 1994. "S&P 500 Index Options Prices and the Black-Scholes Option Pricing Model," Applied Financial Economics, Taylor and Francis Journals, vol. 4(4), pages 249-63, August. [Downloadable!] (restricted)

1993

1. Cordell, Lawrence R & MacDonald, Gregor D & Wohar, Mark E, 1993. "Corporate Ownership and the Thrift Crisis," Journal of Law & Economics, University of Chicago Press, vol. 36(2), pages 719-56, October.

1992

1. Choi, Seungmook & Sosin, Kim, 1992. "Structural Change in the Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 226-38, May. [Downloadable!] (restricted)
2. Choi, Seungmook & Wohar, Mark E, 1992. "Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets," The Financial Review, Eastern Finance Association, vol. 27(4), pages 503-30, November.

1990

1. Fishe, Raymond P H & Wohar, Mark, 1990. "The Adjustment of Expectations to a Change in Regime: Comment," American Economic Review, American Economic Association, vol. 80(4), pages 968-76, September. [Downloadable!] (restricted)
2. Burdekin, Richard C. K. & Wohar, Mark E., 1990. "Monetary institutions, budget deficits and inflation : Empirical results for eight countries," European Journal of Political Economy, Elsevier, vol. 6(4), pages 531-551. [Downloadable!] (restricted)

1989

1. Diamond, Arthur M, Jr & Locay, Luis, 1989. "Investment in Sister's Children as Behavior towards Risk," Economic Inquiry, Oxford University Press, vol. 27(4), pages 719-35, October.
2. Wohar, Mark & Burkett, Paul, 1989. "External Shocks and Fiscal Deficits in a Monetary Model of International Reserve Determination: Honduras, 1960-83," Applied Economics, Taylor and Francis Journals, vol. 21(7), pages 921-29, July.

1987

1. Sosin, Kim & Fairchild, Loretta, 1987. "Capital Intensity and Export Propensity in Some Latin American," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(2), pages 191-208, May.
2. Nelson, Randy A & Wohar, Mark, 1987. "Regulation, Scale and Productivity: Reply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 535-39, June. [Downloadable!] (restricted)
3. Turnovsky, Stephen J & Wohar, Mark E, 1987. "Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 1-25, January. [Downloadable!] (restricted)
4. Burkett, Paul & Ramirez, Javier & Wohar, Mark, 1987. "The determinants of international reserves in the small open economy: The case of Honduras," Journal of Macroeconomics, Elsevier, vol. 9(3), pages 439-450. [Downloadable!] (restricted)

1984

1. Sosin, Kim H & Fairchild, Loretta G, 1984. "Nonhomotheticity and Technological Bias in Production," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 44-50, February. [Downloadable!] (restricted)
2. Turnovsky, Stephen J & Wohar, Mark E, 1984. "Monetarism and the Aggregate Economy: Some Longer-Run Evidence," The Review of Economics and Statistics, MIT Press, vol. 66(4), pages 619-29, November. [Downloadable!] (restricted)

1983

1. Nelson, Randy A & Wohar, Mark E, 1983. "Regulation, Scale Economies, and Productivity in Steam-Electric Generation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 57-79, February. [Downloadable!] (restricted)

This page was last updated on 2008-9-1.