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Information about:
Mark E. Wohar

Personal Details | Affiliation | Works
This is information that was supplied by Mark Wohar in registering through RePEc. If you are Mark E. Wohar , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Mark
Middle Name: E.
Last Name: Wohar
Suffix:

RePEc Short-ID: pwo4

Email:
Homepage: http://cba.unomaha.edu/faculty/mwohar/WEB/homepage.html
Postal Address: University of Nebraska-Omaha Department of Economics RH-512K Omaha, NE 68182 USA
Phone: 402-554-3712

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Journal Pages
  3. Number of Journal Pages, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. Kellard, Neil & Mark E Wohar, 2003. "Trends and Persistence in Primary Commodity Prices," Royal Economic Society Annual Conference 2003 118, Royal Economic Society. [Downloadable!]

  4. 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.
    Other versions:
    Published as:

  5. 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!]

  6. 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!]
    Published as:

  7. 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!]

  8. 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!]

  9. 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!]

  10. Nathan S. Balke & Mark E. Wohar, 1997. "Nonlinear dynamics and covered interest rate parity," Working Papers 97-01, Federal Reserve Bank of Dallas. [Downloadable!]
    Published as:

  11. Siklos, P.L. & Wohar, M.E., 1993. "Convergence in Interest Rates and Inflation Rates Across Countries and Across Time," Working Papers 93004, Wilfrid Laurier University, Department of Economics.

  12. 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.
    Published as:

Articles

  1. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75. [Downloadable!]

  2. Rapach, David E. & Wohar, Mark E., 2009. "Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 427-453, April. [Downloadable!] (restricted)

  3. David C. Wheelock & Mark E. Wohar, 2009. "Can the term spread predict output growth and recessions? a survey of the literature," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 419-440. [Downloadable!]

  4. Jack Strauss & Mark E. Wohar, 2007. "Domestic–foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models," Southern Economic Journal, Southern Economic Association, vol. 73(3), pages 814–829, January.

  5. Christopher Decker & Mark Wohar, 2007. "Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States," The Annals of Regional Science, Springer, vol. 41(1), pages 171-188, March. [Downloadable!] (restricted)

  6. Christopher S. Decker & Mark E. Wohar, 2007. "Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?," Applied Economics, Taylor and Francis Journals, vol. 39(6), pages 727-737. [Downloadable!] (restricted)

  7. Mark E. Wohar & David E. Rapach, 2007. "Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models

    This is a significantly revised vers," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 33-51. [Downloadable!]

  8. 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)

  9. 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)

  10. Weiyu Guo & Mark E. Wohar, 2006. "Identifying Regime Changes In Market Volatility," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 29(1), pages 79-93. [Downloadable!] (restricted)

  11. 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)

  12. 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!]

  13. Nathan S. Balke & Mark E. Wohar, 2006. "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, Southern Economic Association, vol. 73(1), pages 55–78, July.

  14. 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)

  15. 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.

  16. 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!]

  17. 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)

  18. 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)
    Other versions:

  19. 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)

  20. 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)

  21. 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)

  22. Jack Strauss & Mark E. Wohar, 2004. "The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries," Southern Economic Journal, Southern Economic Association, vol. 70(4), pages 920-941, April.

  23. 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)

  24. David E. Rapach & Mark E. Wohar, 2004. "The persistence in international real interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 339-346. [Downloadable!]

  25. 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)

  26. 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)
    Other versions:

  27. 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!]

  28. 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)

  29. 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)

  30. 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)

  31. 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)

  32. 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)

  33. Crowder, William J. & Wohar, Mark E., 1998. "Cointegration, forecasting and international stock prices," Global Finance Journal, Elsevier, vol. 9(2), pages 181-204. [Downloadable!] (restricted)

  34. 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)
    Other versions:

  35. 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)
    Other versions:

  36. 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.

  37. 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.

  38. 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)

  39. 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)

  40. 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)

  41. 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)

  42. 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)

  43. 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)

  44. Volkman, David A & Wohar, Mark E, 1995. "Determinants of Persistence in Relative Performance of Mutual Funds," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 18(4), pages 415-30, Winter.

  45. 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)

  46. 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)

  47. 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)

  48. 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)

  49. 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.

  50. 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.

  51. Bun Song Lee & Mark E. Wohar, 1991. "Testing Alternative Specifications Of Reserve Flow Equations: The Japanese Experience, 1959--1986," International Economic Journal, Korean International Economic Association, vol. 5(1), pages 35-50, April. [Downloadable!] (restricted)

  52. Choi, Seungmook & Wohar, Mark E, 1991. "New Evidence Concerning the Expectations Theory for the Short End of the Maturity Spectrum," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 14(1), pages 83-92, Spring.

  53. 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)

  54. 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)

  55. 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.

  56. 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)

  57. 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)

  58. 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)

  59. 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)

  60. 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)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2005-11-19 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2005-11-19 Author is listed
  3. NEP-FIN: Finance (1) 2005-11-19 Author is listed
  4. NEP-FMK: Financial Markets (2) 2001-11-05 2005-11-19 Author is listed
  5. NEP-IFN: International Finance (1) 2003-10-05 Author is listed
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This page was last updated on 2009-11-14.

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