Articles
- Hinich, Melvin J. & Serletis, Apostolos, 2007.
"Episodic Nonlinear Event Detection in the Canadian Exchange Rate,"
Journal of the American Statistical Association,
American Statistical Association, vol. 102, pages 68-74, March.
[Downloadable!] (restricted)
Cited by:
- Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009.
"An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa,"
MPRA Paper
13437, University Library of Munich, Germany.
[Downloadable!]
- Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008.
"Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions,"
Working Papers Series
173, Central Bank of Brazil, Research Department.
[Downloadable!]
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market,"
Discussion Papers Series
367, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Claudio Bonilla & Rafael Romero-Meza & Melvin Hinich, 2007.
"GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America,"
Applied Economics,
Taylor and Francis Journals, vol. 39(19), pages 2529-2533.
[Downloadable!] (restricted)
Cited by:
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?,"
Discussion Papers Series
368, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market,"
Discussion Papers Series
367, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Hinich, Melvin J. & Foster, John & Wild, Phillip, 2006.
"Structural change in macroeconomic time series: A complex systems perspective,"
Journal of Macroeconomics,
Elsevier, vol. 28(1), pages 136-150, March.
[Downloadable!] (restricted)
Cited by:
- Angel Asensio, 2008.
"The growing evidence of Keynes's methodology advantage and its consequences within the four macro-markets framework,"
Post-Print
halshs-00189221_v2, HAL.
[Downloadable!]
- Angel Asensio, 2007.
"Inflation targeting drawbacks in the absence of a 'natural' anchor,"
Post-Print
halshs-00189225_v1, HAL.
[Downloadable!]
- Kian-Ping Lim & Melvin J. Hinich, 2005.
"Non-linear Market Behavior: Events Detection in the Malaysian Stock Market,"
Economics Bulletin,
Economics Bulletin, vol. 7(6), pages 1-5.
[Downloadable!]
Cited by:
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?,"
Discussion Papers Series
368, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market,"
Discussion Papers Series
367, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Kian-Ping Lim & Melvin J. Hinich, 2005.
"Cross-temporal universality of non-linear dependencies in Asian stock markets,"
Economics Bulletin,
Economics Bulletin, vol. 7(1), pages 1-6.
[Downloadable!]
Cited by:
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?,"
Discussion Papers Series
368, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Kian-Ping Lim & Melvin J. Hinich, 2005.
"Non-linear Market Behavior: Events Detection in the Malaysian Stock Market,"
Economics Bulletin,
Economics Bulletin, vol. 7(6), pages 1-5.
[Downloadable!]
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market,"
Discussion Papers Series
367, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Brooks, Chris & Hinich, Melvin J., 1999.
"Cross-correlations and cross-bicorrelations in Sterling exchange rates,"
Journal of Empirical Finance,
Elsevier, vol. 6(4), pages 385-404, October.
[Downloadable!] (restricted)
Cited by:
- Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew, 2003.
"Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets,"
Finance
0308001, EconWPA.
[Downloadable!]
- Manuel A. Dominguez & Ignacio N. Lobato, 2001.
"A Consistent Test for the Martingale Difference Hypothesis,"
Working Papers
0101, Centro de Investigacion Economica, ITAM.
[Downloadable!]
- Ignacio N. Lobato, 2000.
"A Consistent Test for the Martingale Difference Assumption,"
Econometric Society World Congress 2000 Contributed Papers
0278, Econometric Society.
[Downloadable!]
- Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003.
"Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange,"
Finance
0312012, EconWPA.
[Downloadable!]
- Rodrigo Aranda & Patricio Jaramillo, 2008.
"Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume,"
Working Papers Central Bank of Chile
463, Central Bank of Chile.
[Downloadable!]
- Brooks, Chris & Garrett, Ian & Hinich, Melvin J, 1999.
"An Alternative Approach to Investigating Lead-Lag Relationships between Stock and Stock Index Futures Markets,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 9(6), pages 605-13, December.
[Downloadable!] (restricted)
Cited by:
- Mohammad Hasan, 2005.
"An alternative approach in investigating lead--lag relationships between stock and stock index futures markets -- comment,"
Applied Financial Economics Letters,
Taylor and Francis Journals, vol. 1(2), pages 125-130, March.
[Downloadable!] (restricted)
- Brooks, Christopher & Hinich, Melvin J, 1998.
"Episodic Nonstationarity in Exchange Rates,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 5(11), pages 719-22, November.
[Downloadable!] (restricted)
Cited by:
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?,"
Discussion Papers Series
368, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Kian-Ping Lim & Melvin J. Hinich, 2005.
"Non-linear Market Behavior: Events Detection in the Malaysian Stock Market,"
Economics Bulletin,
Economics Bulletin, vol. 7(6), pages 1-5.
[Downloadable!]
- K.P. Lim & M.J. Hinich & K.S. Liew, 2003.
"GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market,"
Finance
0307013, EconWPA.
[Downloadable!]
- Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003.
"Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange,"
Finance
0312012, EconWPA.
[Downloadable!]
- Kian-Ping Lim & Melvin J. Hinich, 2005.
"Cross-temporal universality of non-linear dependencies in Asian stock markets,"
Economics Bulletin,
Economics Bulletin, vol. 7(1), pages 1-6.
[Downloadable!]
- Phillip Wild & Melvin J. Hinich & John Foster, 2008.
"The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market,"
Discussion Papers Series
367, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997.
"A single-blind controlled competition among tests for nonlinearity and chaos,"
Journal of Econometrics,
Elsevier, vol. 82(1), pages 157-192.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1995.
"Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 27(2), pages 301-320, July.
[Downloadable!] (restricted)
Cited by:
- Barry E. Jones & Travis D. Nesmith, 2006.
"Linear cointegration of nonlinear time series with an application to interest rate dynamics,"
Finance and Economics Discussion Series
2007-03, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997.
"Nonlinear and Complex Dynamics in Economics,"
Econometrics
9709001, EconWPA.
[Downloadable!]
- William A. Barnett & Melvin J. Hinich & Piyu Yue, .
"The Exact Theoretical Rational Expectations Monetary Aggregate,"
Macroeconomics
0003004, EconWPA.
[Downloadable!]
Other versions: - Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2008.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
MPRA Paper
10179, University Library of Munich, Germany.
[Downloadable!]
Other versions:- Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
MPRA Paper
10150, University Library of Munich, Germany, revised 06 Aug 2008.
[Downloadable!]
- Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
MPRA Paper
5770, University Library of Munich, Germany.
[Downloadable!]
- William Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200706, University of Kansas, Department of Economics, revised Aug 2008.
[Downloadable!]
- Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2009.
"Measurement Error In Monetary Aggregates: A Markov Switching Factor Approach,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 13(S2), pages 381-412, September.
[Downloadable!]
- Elena Olmedo & Ricardo Gimeno & Lorenzo Escot & Ruth Mateos, 2007.
"Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov,"
Cuadernos de Economía (Latin American Journal of Economics),
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(129), pages 91-108.
[Downloadable!]
- Oliver Linton & Mototsugu Shintani, 2002.
"Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos,"
STICERD - Econometrics Paper Series
/2002/434, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:- Mototsugu Shintani & Oliver Linton, 2003.
"Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos,"
Working Papers
0309, Department of Economics, Vanderbilt University.
[Downloadable!]
- Oliver Linton & Mototsugu Shintani, 2003.
"Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos,"
STICERD - Econometrics Paper Series
/2003/455, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
- Shintani, Mototsugu & Linton, Oliver, 2004.
"Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos,"
Journal of Econometrics,
Elsevier, vol. 120(1), pages 1-33, May.
[Downloadable!] (restricted)
- Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis,"
Working Papers
0418, Department of Economics, Vanderbilt University.
[Downloadable!]
Other versions:- Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis,"
Econometric Society 2004 Far Eastern Meetings
538, Econometric Society.
- Shintani, Mototsugu, 2008.
"A dynamic factor approach to nonlinear stability analysis,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(9), pages 2788-2808, September.
[Downloadable!] (restricted)
- Mototsugu Shintani, 2004.
"A Dynamic Factor Approach to Nonlinear Stability Analysis,"
Levine's Bibliography
122247000000000621, UCLA Department of Economics.
[Downloadable!]
- William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004.
"The Nonlinear Skeletons in the Closet,"
Econometrics
0405003, EconWPA.
[Downloadable!]
Other versions: - William A. Barnett & Apostolos Serletis, 1998.
"Martingales, Nonlinearity, and Chaos,"
Econometrics
9805003, EconWPA.
[Downloadable!]
Other versions:- Barnett, William A. & Serletis, Apostolos, 2000.
"Martingales, nonlinearity, and chaos,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 24(5-7), pages 703-724, June.
[Downloadable!] (restricted)
- William A. Barnett, 1996.
"A Perspective on the Current State of Macroeconomic Theory,"
Macroeconomics
9602003, EconWPA.
[Downloadable!]
- Mototsugu Shintani & Oliver Linton, 2000.
"Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors,"
Working Papers
0111, Department of Economics, Vanderbilt University, revised Jun 2001.
[Downloadable!]
Other versions:- Mototsugu Shintani & Oliver Linton, 2003.
"Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 331-357, February.
[Downloadable!] (restricted)
- Oliver Linton & Mototsugu Shintani, 2001.
"Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors,"
FMG Discussion Papers
dp383, Financial Markets Group.
[Downloadable!] (restricted)
- Enelow, James M & Hinich, Melvin J, 1994.
" A Test of the Predictive Dimensions Model in Spatial Voting Theory,"
Public Choice,
Springer, vol. 78(2), pages 155-69, February.
Cited by:
- Claudio Bonilla, 2004.
"A Model of Political Competition in the Underlying Space of Ideology,"
Public Choice,
Springer, vol. 121(1), pages 51-67, October.
[Downloadable!] (restricted)
- William A. Barnett & Melvin Hinich & Piyu Yue, 1989.
"Monitoring monetary aggregates under risk aversion,"
Proceedings,
Federal Reserve Bank of St. Louis, pages 189-245.
Cited by:
- William A. Barnett & Yi Liu, 1996.
"The CAPM-Extended Divisia Monetary Aggregate with Exact Tracking under Risk,"
Finance
9602001, EconWPA.
[Downloadable!]
- William A. Barnett & Melvin J. Hinich & Piyu Yue, .
"The Exact Theoretical Rational Expectations Monetary Aggregate,"
Macroeconomics
0003004, EconWPA.
[Downloadable!]
Other versions: - Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2008.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
MPRA Paper
10179, University Library of Munich, Germany.
[Downloadable!]
Other versions:- Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
MPRA Paper
10150, University Library of Munich, Germany, revised 06 Aug 2008.
[Downloadable!]
- Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
MPRA Paper
5770, University Library of Munich, Germany.
[Downloadable!]
- William Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2007.
"Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200706, University of Kansas, Department of Economics, revised Aug 2008.
[Downloadable!]
- Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2009.
"Measurement Error In Monetary Aggregates: A Markov Switching Factor Approach,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 13(S2), pages 381-412, September.
[Downloadable!]
- William A. Barnett & Yi Liu, 1996.
"Beyond the Risk Neutral Utility Function,"
Macroeconomics
9602001, EconWPA.
[Downloadable!]
- William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004.
"The Nonlinear Skeletons in the Closet,"
Econometrics
0405003, EconWPA.
[Downloadable!]
Other versions: - William A. Barnett, 1996.
"Which Road Leads to Stable Money Demand?,"
Macroeconomics
9611001, EconWPA.
[Downloadable!]
Other versions: - William A. Barnett & Milka Kirova & Meenakshi Pasupathy, 1996.
"Technology Modeling: Curvature is not Sufficient for Regularity,"
Econometrics
9602002, EconWPA, revised 24 Jun 1999.
[Downloadable!]
- Barnett, William A. & Hinich, Melvin J. & Weber, Warren E., 1986.
"The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates,"
Journal of Econometrics,
Elsevier, vol. 33(1-2), pages 165-185.
[Downloadable!] (restricted)
Cited by:
- William Barnett, 2006.
"Supply of Money,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200607, University of Kansas, Department of Economics.
[Downloadable!]
Other versions: - William Barnett & Marcelle Chauvet, 2008.
"International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200804, University of Kansas, Department of Economics, revised Sep 2008.
[Downloadable!]
Other versions:- William Barnett & Marcelle Chauvet, 2009.
"International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview,"
Open Economies Review,
Springer, vol. 20(1), pages 1-37, February.
[Downloadable!] (restricted)
- Barnett, William A. & Chauvet, Marcelle, 2008.
"International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview,"
MPRA Paper
10242, University Library of Munich, Germany, revised 04 Sep 2008.
[Downloadable!]
- William A. Barnett & Yi Liu, 1996.
"Beyond the Risk Neutral Utility Function,"
Macroeconomics
9602001, EconWPA.
[Downloadable!]
- William Barnett & Unja Chae & John Keating, 2005.
"Forecast Design in Monetary Capital Stock Measurement,"
Macroeconomics
0508022, EconWPA.
[Downloadable!]
Other versions:
- Hinich, Melvin J. & Patterson, Douglas M., 1985.
"Identification of the coefficients in a non-linear : time series of the quadratic type,"
Journal of Econometrics,
Elsevier, vol. 30(1-2), pages 269-288.
[Downloadable!] (restricted)
Cited by:
- William A. Barnett & Melvin J. Hinich & Piyu Yue, .
"The Exact Theoretical Rational Expectations Monetary Aggregate,"
Macroeconomics
0003004, EconWPA.
[Downloadable!]
Other versions: - William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004.
"The Nonlinear Skeletons in the Closet,"
Econometrics
0405003, EconWPA.
[Downloadable!]
Other versions: - Ramsey, James B., 1988.
"Economic And Financial Data As Nonlinear Processes,"
Working Papers
88-30, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Ramsey, James B. & Rothman, Philip, 1988.
"Characterization Of The Time Irreversibility Of Economic Time Series: Estimators And Test Statistics,"
Working Papers
88-39, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Hinich, Melvin J & Patterson, Douglas M, 1985.
"Evidence of Nonlinearity in Daily Stock Returns,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 3(1), pages 69-77, January.
Cited by:
- Goldberg, Michael & Schulmeister, Stephen, 1988.
"Technical Analysis And Stock Market Efficiency,"
Working Papers
88-21, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Barry E. Jones & Travis D. Nesmith, 2006.
"Linear cointegration of nonlinear time series with an application to interest rate dynamics,"
Finance and Economics Discussion Series
2007-03, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Diego Valderrama, 2002.
"Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model,"
Working Papers in Applied Economic Theory
2002-13, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: - Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew, 2003.
"Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets,"
Finance
0308001, EconWPA.
[Downloadable!]
- Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003.
"Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange,"
Finance
0312012, EconWPA.
[Downloadable!]
- Rodrigo Aranda & Patricio Jaramillo, 2008.
"Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume,"
Working Papers Central Bank of Chile
463, Central Bank of Chile.
[Downloadable!]
- Daniela Hristova, 2004.
"Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices,"
Computing in Economics and Finance 2004
47, Society for Computational Economics.
[Downloadable!]
- Ignacio Olmeda & Joaquin Pérez, 1995.
"Non-linear dynamics and chaos in the Spanish stock market,"
Investigaciones Economicas,
Fundación SEPI, vol. 19(2), pages 217-248, May.
[Downloadable!]
- Kian-Ping Lim & Melvin J. Hinich, 2005.
"Cross-temporal universality of non-linear dependencies in Asian stock markets,"
Economics Bulletin,
Economics Bulletin, vol. 7(1), pages 1-6.
[Downloadable!]
- Nathan S. Balke & Thomas B. Fomby, 1991.
"Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series,"
Research Paper
9101, Federal Reserve Bank of Dallas.
[Downloadable!]
Other versions:- Balke, Nathan S & Fomby, Thomas B, 1994.
"Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 9(2), pages 181-200, April-Jun.
[Downloadable!] (restricted)
- Ramsey, James B., 1988.
"Economic And Financial Data As Nonlinear Processes,"
Working Papers
88-30, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Diego Valderrama, 2003.
"Statistical Nonlinearities in the Business Cycle,"
Computing in Economics and Finance 2003
219, Society for Computational Economics.
[Downloadable!]
- Ramsey, James B. & Rothman, Philip, 1988.
"Characterization Of The Time Irreversibility Of Economic Time Series: Estimators And Test Statistics,"
Working Papers
88-39, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Coughlin, Peter J. & Hinich, Melvin J., 1984.
"Necessary and sufficient conditions for single-peakedness in public economic models,"
Journal of Public Economics,
Elsevier, vol. 25(1-2), pages 161-179, November.
[Downloadable!] (restricted)
Cited by:
- Ordeshook, Peter C., 1991.
"The Development of Contemporary Political Theory,"
Working Papers
762, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Donald Wittman, 2005.
"Valence characteristics, costly policy and the median-crossing property: A diagrammatic exposition,"
Public Choice,
Springer, vol. 124(3), pages 365-382, September.
[Downloadable!] (restricted)
- Hinich, Melvin J., 1977.
"Equilibrium in spatial voting: The median voter result is an artifact,"
Journal of Economic Theory,
Elsevier, vol. 16(2), pages 208-219, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Farley, John U. & Hinich, Melvin & McGuire, Timothy W., 1975.
"Some comparisons of tests for a shift in the slopes of a multivariate linear time series model,"
Journal of Econometrics,
Elsevier, vol. 3(3), pages 297-318, August.
[Downloadable!] (restricted)
Cited by:
- Martin, Will & Porter, Darrell, 1985.
"Testing For Changes In The Structure Of The Demand For Meat In Australia,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 29(01), April.
[Downloadable!]
- Ali F. Darrat, 1988.
"Rational Expectations and the Role of Monetary Policy: Some Tests Based on the Fisher Equation,"
Eastern Economic Journal,
Eastern Economic Association, vol. 14(3), pages 211-219, Jul-Sep.
[Downloadable!]
- R. Becker & W. Enders & S. Hurn, 2001.
"Modelling Structural Change in Money Demand Using a Fourier-Series Approximation,"
Research Paper Series
67, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
- Darrat A. F. & Lopez F. A., 1989.
"Has Inflation Uncertainty Hampered Economic Growth In Latin America?,"
International Economic Journal,
Korean International Economic Association, vol. 3(2), pages 1-15, June.
[Downloadable!] (restricted)
- Amir Kia, 1996.
"Overnight Covered Interest Parity: Theory And Practice,"
International Economic Journal,
Korean International Economic Association, vol. 10(1), pages 59-82, April.
[Downloadable!] (restricted)
- G. S. Laumas & J. S. Fackler, 1987.
"Economic Instability and the Demand for Money, 1908-1980,"
Eastern Economic Journal,
Eastern Economic Association, vol. 13(3), pages 249-257, Jul-Sep.
[Downloadable!]
- Vanzetti, David & Quiggin, John, 1985.
"A Comparative Analysis Of Agricultural Tractor Investment Models,"
Australian Journal of Agricultural Economics,
Australian Agricultural and Resource Economics Society, vol. 29(02), August.
[Downloadable!]
- Augustine Arize, 1991.
"Specification Tests Of The Aggregate Import Demand Model In Developing Countries,"
International Economic Journal,
Korean International Economic Association, vol. 5(1), pages 79-89, April.
[Downloadable!] (restricted)
- Holt, Matthew T. & Balagtas, Joseph V., 2009.
"Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand,"
MPRA Paper
15331, University Library of Munich, Germany.
[Downloadable!]
- A. F. Darrat & A. C. Arize, 1990.
"Domestic And International Sources Of Inflation In Developing Countries: Some Evidence From The Monetary Approach,"
International Economic Journal,
Korean International Economic Association, vol. 4(4), pages 55-69, December.
[Downloadable!] (restricted)
- Richard A. Ashley & Randall J. Verbrugge., 2006.
"Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback,"
Working Papers
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"Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve,"
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"Time series and cross-section parameter stability in the market model: the implications for event studies,"
European Journal of Finance,
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"Effects Of Financial Innovations On The Money Demand Function: Evidence From Japan,"
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"The size and scope of government:: Comparative politics with rational politicians,"
European Economic Review,
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"The Size and Scope of Government: Comparative Politics With Rational Politicians,"
CEPR Discussion Papers
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- Persson, Torsten & Tabellini, Guido, 1998.
"The size and scope of government: Comparative politics with rational politicians,"
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"The size and the scope of government: Comparative politics with rational politicians,"
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"Political Economy of Taxation in an Overlapping-Generations Economy,"
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- Davis, Otto A & DeGroot, Morris H & Hinich, Melvin J, 1972.
"Social Preference Orderings and Majority Rule,"
Econometrica,
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"Political Bad Reputation,"
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"In memoriam: Otto “Toby” Davis, 1934–2006,"
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"Instability and Convergence Under Simple-Majority Rule: Results from Simulation of Committee Choice in Two-Dimensional Space,"
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"The effects of tax deductibility on the mix of property taxes and use charges: an empirical analysis of the spanish case,"
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"A Dynamical Model of Political Equilibrium,"
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2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49277, Agricultural and Applied Economics Association.
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