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Ghazi Shukur

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi, 2011. "A Ridge Regression estimator for the zero-inflated Poisson model," Working Paper Series in Economics and Institutions of Innovation 257, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. M. Revan Özkale & Atif Abbasi, 2022. "Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm," Statistical Papers, Springer, vol. 63(6), pages 1979-2040, December.
    2. Muhammad Amin & Muhammad Qasim & Muhammad Amanullah & Saima Afzal, 2020. "Performance of some ridge estimators for the gamma regression model," Statistical Papers, Springer, vol. 61(3), pages 997-1026, June.
    3. Akhil Rao & Francesca Letizia, 2022. "An integrated debris environment assessment model," Papers 2205.05205, arXiv.org.

  2. Månsson, Kristofer & Kibria, B. M. Golam & Shukur, Ghazi, 2011. "On Liu Estimators for the Logit Regression Model," Working Paper Series in Economics and Institutions of Innovation 259, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. M. Revan Özkale & Atif Abbasi, 2022. "Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm," Statistical Papers, Springer, vol. 63(6), pages 1979-2040, December.
    2. Iqra Babar & Hamdi Ayed & Sohail Chand & Muhammad Suhail & Yousaf Ali Khan & Riadh Marzouki, 2021. "Modified Liu estimators in the linear regression model: An application to Tobacco data," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-13, November.
    3. Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S., 2014. "Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 53-74.
    4. Adewale F. Lukman & B. M. Golam Kibria & Cosmas K. Nziku & Muhammad Amin & Emmanuel T. Adewuyi & Rasha Farghali, 2023. "K-L Estimator: Dealing with Multicollinearity in the Logistic Regression Model," Mathematics, MDPI, vol. 11(2), pages 1-14, January.
    5. M. Revan Özkale, 2016. "Iterative algorithms of biased estimation methods in binary logistic regression," Statistical Papers, Springer, vol. 57(4), pages 991-1016, December.
    6. N. H. Jadhav, 2020. "On linearized ridge logistic estimator in the presence of multicollinearity," Computational Statistics, Springer, vol. 35(2), pages 667-687, June.
    7. Ghazi Shukur & Kristofer Månsson & Pär Sjölander, 2015. "Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 539-550, December.
    8. Mohamed R. Abonazel & Rasha A. Farghali, 2019. "Liu-Type Multinomial Logistic Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(2), pages 203-225, December.
    9. Özkale, M. Revan & Arıcan, Engin, 2015. "First-order r−d class estimator in binary logistic regression model," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 19-29.
    10. M. Arashi & T. Valizadeh, 2015. "Performance of Kibria’s methods in partial linear ridge regression model," Statistical Papers, Springer, vol. 56(1), pages 231-246, February.

  3. Andersson, Lina & Hammarstedt, Mats & Hussain, Shakir & Shukur, Ghazi, 2011. "Ethnic origin, local labour markets and self-employment in Sweden: A Multilevel Approach," Working Paper Series in Economics and Institutions of Innovation 261, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Simoes, Nadia & Moreira, Sandrina B. & Crespo, Nuno, 2013. "Individual Determinants of Self-Employment Entry – What Do We Really Know?," MPRA Paper 48403, University Library of Munich, Germany.
    2. Isidoro Romero & Zhikun Yu, 2015. "Analyzing the influence of social capital on self-employment: a study of Chinese immigrants," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(3), pages 877-899, May.
    3. Alberto Díaz Dapena & Fernando Rubiera Morollón & Dusan Paredes Araya, 2017. "Are there different local patterns of convergence concealed beneath the regional level? An analysis for US states and counties using a multilevel approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(3), pages 623-640, May.
    4. Mingzhi Hu & Zhongfeng Su & Wenping Ye, 2023. "The future-time reference of home-country language and immigrant self-employment: an imprinting perspective," Small Business Economics, Springer, vol. 60(2), pages 521-535, February.
    5. Alberto Díaz Dapena & Fernando Rubiera Morollón & Dusan Paredes Araya, 2014. "Are there different convergence local behaviors hidden under the regional level? An analysis for the US States and counties with multilevel approach," Documentos de Trabajo en Economia y Ciencia Regional 47, Universidad Catolica del Norte, Chile, Department of Economics, revised Jul 2017.
    6. Begoña Cueto & Patricia Suárez & Matías Mayor, 2021. "Effects of human capital and regional context on entrepreneurial survival," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 331-357, April.
    7. Alberto Díaz Dapena & Fernando Rubiera-Morollon & Dusan Paredes, 2019. "New Approach to Economic Convergence in the EU: A Multilevel Analysis from the Spatial Effects Perspective," International Regional Science Review, , vol. 42(3-4), pages 335-367, May.

  4. Li, Yushu & Shukur, Ghazi, 2010. "Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment," Working Paper Series in Economics and Institutions of Innovation 227, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Monica Billio & Silvio Di Sanzo, 2015. "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 956-966, May.
    2. Prasad Bal, Debi & Narayan Rath, Badri, 2015. "Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India," Energy Economics, Elsevier, vol. 51(C), pages 149-156.
    3. Lim, Shiok Ye & Ho, Chong Mun, 2013. "Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach," Economic Modelling, Elsevier, vol. 32(C), pages 136-145.

  5. Bjuggren, Per-Olof & Dzansi, James & Shukur, Ghazi, 2010. "Remittances and Investment," Working Paper Series in Economics and Institutions of Innovation 216, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Fatma MABROUK & Jacob ODUOR & Abebe SHIMELES, 2015. "Remittances and Youth Labor Market Participation in Africa," Cahiers du GREThA (2007-2019) 2015-32, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    2. Chimere O. Iheonu, 2019. "Governance and Domestic Investment in Africa," CEREDEC Working Papers 19/001, Centre de Recherche pour le Développement Economique (CEREDEC).
    3. Afi Etonam Adetou & Komlan Fiodendji, 2019. "Finance, Institutions, Remittances and Economic growth: New Evidence from a Dynamic Panel Threshold Analysis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(2), pages 1-4.
    4. Mduduzi Biyase & Yourishaa Naidoo, 2023. "The Symmetric and Asymmetric Effect of Remittances on Financial Development: Evidence from South Africa," IJFS, MDPI, vol. 11(1), pages 1-17, January.
    5. Umar Mohammed, 2021. "Re-examining the Impact of Remittances on Human Development: Evidence from Sub-Saharan Africa," Scientia Moralitas Conference Proceedings 01237, Research Association for Interdisciplinary Studies.
    6. Anupam Das & Murshed Chowdhury, 2019. "Macroeconomic impacts of remittances in Bangladesh: The role of reverse flows," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(3), November.
    7. Ziesemer, Thomas H.W., 2012. "Worker remittances, migration, accumulation and growth in poor developing countries: Survey and analysis of direct and indirect effects," Economic Modelling, Elsevier, vol. 29(2), pages 103-118.
    8. Gloria Clarissa O. Dzeha, 2016. "The decipher, theory or empirics: a review of remittance studies," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 5(2), pages 113-134.
    9. Chengjuan Xia & Md. Qamruzzaman & Anass Hamadelneel Adow, 2022. "An Asymmetric Nexus: Remittance-Led Human Capital Development in the Top 10 Remittance-Receiving Countries: Are FDI and Gross Capital Formation Critical for a Road to Sustainability?," Sustainability, MDPI, vol. 14(6), pages 1-24, March.
    10. Schneider, Friedrich & Khan, Shabeer & Baharom Abdul Hamid & Khan, Abidullah, 2019. "Does the tax undermine the effect of remittances on shadow economy?," Economics Discussion Papers 2019-67, Kiel Institute for the World Economy (IfW Kiel).
    11. Michael A. Clemens & Timothy N. Ogden, 2020. "Migration and household finances: How a different framing can improve thinking about migration," Development Policy Review, Overseas Development Institute, vol. 38(1), pages 3-27, January.
    12. Dorsaf Sridi & Wafa Ghardallou, 2021. "Remittances and disaggregated country risk ratings in Tunisia: an ARDL approach," Middle East Development Journal, Taylor & Francis Journals, vol. 13(1), pages 191-211, January.
    13. Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Cristina Georgiana ZELDEA & Sun QIANG & Duan WENQI, 2020. "Is the Relationship between Remittances and Economic Growth Influenced by the Governance and Development of the Financial Sector? New Evidence from the Developing Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 37-56, March.
    14. Michael Clemens and Timothy N. Ogden, 2014. "Migration as a Strategy for Household Finance: A Research Agenda on Remittances, Payments, and Development- Working Paper 354," Working Papers 354, Center for Global Development.
    15. Nahed Zghidi & Imen Mohamed Sghaier & Zouheir Abida, 2018. "Remittances, Institutions, and Economic Growth in North African Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 804-821, September.
    16. Nahed Zghidi & Zouheir Abid, 2015. "Remittances, Economic Freedom, and Economic Growth in North African Countries," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(58), pages 139-162, December.
    17. Jouini, Jamel, 2015. "Economic growth and remittances in Tunisia: Bi-directional causal links," Journal of Policy Modeling, Elsevier, vol. 37(2), pages 355-373.
    18. Nnyanzi John Bosco & Oryema John Bosco & Kilimani Nicholas, 2022. "How important are remittances to savings? Evidence from the Latin America and the Caribbean Countries," IZA Journal of Development and Migration, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 13(1), pages 1-37, January.
    19. Malik, Saif Ullah, 2013. "Role of Foreign Private Investment and Remittance in Stock Market Development: Study of South Asia," MPRA Paper 54530, University Library of Munich, Germany.
    20. Md. Qamruzzaman (a) and Wei Jianguo (b), 2020. "Nexus between Remittance and Household Consumption: Fresh Evidence from Symmetric or Asymmetric Investigation," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 45(3), pages 1-27, September.
    21. International Monetary Fund, 2014. "Former Yugoslav Republic of Macedonia: Selected Issues," IMF Staff Country Reports 2014/232, International Monetary Fund.
    22. Emmanuel K.K. Lartey, 2016. "The Cyclicality Of Remittances In Sub-Saharan Africa," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(1), pages 1-18, March.
    23. Chinenye Ifeoma Nwokolo & Matthew Ikechukwu Ogbuagu & Wakeel Atanda Isola, 2021. "Migrant’s remittance and investment financing nexus in Africa: Does investment climate matter?," Future Business Journal, Springer, vol. 7(1), pages 1-11, December.
    24. Fatima, Kiran & Qayyum, Abdul, 2016. "Remittances and Asset Accumulation of Household in Pakistan," MPRA Paper 72945, University Library of Munich, Germany.

  6. Månsson, Kristofer & Shukur, Ghazi, 2010. "A Poisson Ridge Regression Estimator," HUI Working Papers 42, HUI Research.

    Cited by:

    1. M. Revan Özkale & Atif Abbasi, 2022. "Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm," Statistical Papers, Springer, vol. 63(6), pages 1979-2040, December.
    2. Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi, 2011. "New Liu Estimators for the Poisson Regression Model: Method and Application," HUI Working Papers 51, HUI Research.
    3. Semra Türkan & Gamze Özel, 2016. "A new modified Jackknifed estimator for the Poisson regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1892-1905, August.
    4. Muhammad Amin & Muhammad Qasim & Muhammad Amanullah & Saima Afzal, 2020. "Performance of some ridge estimators for the gamma regression model," Statistical Papers, Springer, vol. 61(3), pages 997-1026, June.
    5. Akhil Rao & Francesca Letizia, 2022. "An integrated debris environment assessment model," Papers 2205.05205, arXiv.org.
    6. Månsson, Kristofer, 2012. "On ridge estimators for the negative binomial regression model," Economic Modelling, Elsevier, vol. 29(2), pages 178-184.

  7. Salman, A. Khalik & von Friedrichs, Yvonne & Shukur, Ghazi, 2009. "Macroeconomic Factors and Swedish Small and Medium-Sized Manufacturing Firm Failure," Working Paper Series in Economics and Institutions of Innovation 185, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Ioana Maria BUCERZAN, 2015. "The Propagation Of Insolvency Among Business In Romania," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 64-79.

  8. Anxo, Dominique & Shukur, Ghazi & Hussain, Shakir, 2009. "The Demand of Part-time in European Companies: A Multilevel Modeling Approach," CAFO Working Papers 2009:8, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.

    Cited by:

    1. Anja Iseke, 2014. "The Part-Time Job Satisfaction Puzzle: Different Types of Job Discrepancies and the Moderating Effect of Family Importance," British Journal of Industrial Relations, London School of Economics, vol. 52(3), pages 445-469, September.
    2. Dag Ingvar Jacobsen & Elin M. Fjeldbraaten, 2020. "Exploring the Links Between Part-Time Employment and Absenteeism: the Mediating Roles of Organizational Commitment and Work-Family Conflict," Public Organization Review, Springer, vol. 20(1), pages 129-143, March.

  9. Salman, Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi, 2009. "Estimating the Swedish and Norwegian International Tourism Demand using ISUR Technique," Working Paper Series in Economics and Institutions of Innovation 198, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Fulvio Fontini & Georg Umgiesser & Lucia Vergano, 2008. "The Role of Ambiguity in the Evaluation of the Net Benefits of the MOSE System in the Venice Lagoon," "Marco Fanno" Working Papers 0080, Dipartimento di Scienze Economiche "Marco Fanno".
    2. Bouzahzah, Mohamed & El Menyari, Younesse, 2012. "Les déterminants de la demande touristique: le cas du Maroc [Determinants of tourism demand: the case of Morocco]," MPRA Paper 39029, University Library of Munich, Germany, revised 25 May 2012.

  10. Zeebari, Zangin & Shukur, Ghazi, 2009. "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation 183, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Shukur, Ghazi & Zeebari, Zangin, 2011. "Median Regression for SUR Models with the Same Explanatory Varia," Working Paper Series in Economics and Institutions of Innovation 258, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

  11. Ekberg, Jan & Hammarstedt, Mats & Shukur, Ghazi, 2007. "SUR estimation of earnings differentials between three generations of immigrants and natives," CAFO Working Papers 2007:7, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.

    Cited by:

    1. Zangin Zeebari & Ghazi Shukur, 2023. "On The Least Absolute Deviations Method for Ridge Estimation of Sure Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(14), pages 4773-4791, July.
    2. Zeebari, Zangin & Shukur, Ghazi, 2009. "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation 183, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

  12. Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. M. Alkhamisi, 2010. "Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies," Statistical Papers, Springer, vol. 51(3), pages 651-672, September.
    2. Månsson, Kristofer & Shukur, Ghazi, 2011. "A Poisson ridge regression estimator," Economic Modelling, Elsevier, vol. 28(4), pages 1475-1481, July.
    3. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2012. "A New Asymmetric Interaction Ridge (AIR) Regression Method," HUI Working Papers 54, HUI Research.
    4. B. Kibria & Kristofer Månsson & Ghazi Shukur, 2012. "Performance of Some Logistic Ridge Regression Estimators," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 401-414, December.
    5. Muniz, Gisela & Kibria, B. M.Golam & Shukur, Ghazi, 2009. "On Developing Ridge Regression Parameters: A Graphical investigation," HUI Working Papers 29, HUI Research.

Articles

  1. Hyunjoo Kim Karlsson & Yushu Li & Ghazi Shukur, 2018. "The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods," Sustainability, MDPI, vol. 10(8), pages 1-15, August.

    Cited by:

    1. Wang, Kai-Hua & Liu, Lu & Li, Xin & Oana-Ramona, Lobonţ, 2022. "Do oil price shocks drive unemployment? Evidence from Russia and Canada," Energy, Elsevier, vol. 253(C).
    2. Yating, Yang & Mughal, Nafeesa & Wen, Jun & Thi Ngan, Truong & Ramirez-Asis, Edwin & Maneengam, Apichit, 2022. "Economic performance and natural resources commodity prices volatility: Evidence from global data," Resources Policy, Elsevier, vol. 78(C).
    3. Kocaarslan, Baris & Soytas, Mehmet Ali & Soytas, Ugur, 2020. "The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US," Energy Economics, Elsevier, vol. 86(C).
    4. Guo, Shanwen & Wang, Qibin & Hordofa, Tolassa Temesgen & Kaur, Prabjot & Nguyen, Ngoc Quynh & Maneengam, Apichit, 2022. "Does COVID-19 pandemic cause natural resources commodity prices volatility? Empirical evidence from China," Resources Policy, Elsevier, vol. 77(C).
    5. Iman Cheratian & Mohammad Reza Farzanegan & Saleh Goltabar, 2019. "Oil Price Shocks and Unemployment Rate: New Evidence from the MENA Region," MAGKS Papers on Economics 201931, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    6. Cui, Lianbiao & Weng, Shimei & Kirikkaleli, Dervis & Bashir, Muhammad Adnan & Rjoub, Husam & Zhou, Yuanxiang, 2021. "Exploring the role of natural resources, natural gas and oil production for economic growth of China," Resources Policy, Elsevier, vol. 74(C).
    7. Ayhan Orhan & Dervis Kirikkaleli & Fatih Ayhan, 2019. "Analysis of Wavelet Coherence: Service Sector Index and Economic Growth in an Emerging Market," Sustainability, MDPI, vol. 11(23), pages 1-12, November.
    8. Sun, Li & Wang, Yang, 2021. "Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era," Resources Policy, Elsevier, vol. 74(C).
    9. Zhou, Shuai & Qian, Yudan & Farmanesh, Panteha, 2022. "The economic cost of environmental laws: Volatility transmission mechanism and remedies," Resources Policy, Elsevier, vol. 79(C).
    10. Zhang, Xi-Xi & Liu, Lu, 2020. "The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745)," Energy, Elsevier, vol. 212(C).
    11. Naixia Mou & Yanxin Xie & Tengfei Yang & Hengcai Zhang & Yoo Ri Kim, 2019. "The Impact of Slumping Oil Price on the Situation of Tanker Shipping along the Maritime Silk Road," Sustainability, MDPI, vol. 11(17), pages 1-16, September.

  2. Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur & Pär Sjölander, 2018. "On the Estimation of the CO 2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity," Sustainability, MDPI, vol. 10(5), pages 1-11, April.

    Cited by:

    1. Luanping Zhou & Bruce I. Iormom & Muhammad Salman Azhar & Michael Yao‐Ping Peng, 2022. "Domestic inflation, exchange rate, and aggregate import demand nexus in Nigeria: New evidence from cointegrating regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4154-4165, October.
    2. Nathaniel, Solomon Prince & Yalçiner, Kürşat & Bekun, Festus Victor, 2021. "Assessing the environmental sustainability corridor: Linking natural resources, renewable energy, human capital, and ecological footprint in BRICS," Resources Policy, Elsevier, vol. 70(C).
    3. Ajide, Folorunsho M., 2021. "Fiscal Policy and Crime Rate in Nigeria," African Journal of Economic Review, African Journal of Economic Review, vol. 9(4), September.
    4. Xiao Gong & Jianing Mi & Chunyan Wei & Ruitao Yang, 2019. "Measuring Environmental and Economic Performance of Air Pollution Control for Province-Level Areas in China," IJERPH, MDPI, vol. 16(8), pages 1-19, April.
    5. Ali, Qamar & Yaseen, Muhammad Rizwan & Anwar, Sofia & Makhdum, Muhammad Sohail Amjad & Khan, Muhammad Tariq Iqbal, 2021. "The impact of tourism, renewable energy, and economic growth on ecological footprint and natural resources: A panel data analysis," Resources Policy, Elsevier, vol. 74(C).

  3. Zangin Zeebari & B. M. Golam Kibria & Ghazi Shukur, 2018. "Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(20), pages 5029-5053, October.

    Cited by:

    1. Bahadır Yüzbaşı & S. Ejaz Ahmed, 2020. "Ridge Type Shrinkage Estimation of Seemingly Unrelated Regressions And Analytics of Economic and Financial Data from “Fragile Five” Countries," JRFM, MDPI, vol. 13(6), pages 1-19, June.

  4. A. Almasri & K. Månsson & P. Sjölander & G. Shukur, 2017. "A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries," Applied Economics, Taylor & Francis Journals, vol. 49(21), pages 2096-2105, May.

    Cited by:

    1. Muhammad Zakaria & Seemab Tanveer & Bashir Ahmad Fida & Muhammad Iftikhar ul Husnain, 2023. "Inflation Differential Pass-Through to Exchange Rate: Some Evidence From Pakistan," SAGE Open, , vol. 13(4), pages 21582440231, December.

  5. Kristofer Månsson & B.M. Golam Kibria & Ghazi Shukur, 2016. "A restricted Liu estimator for binary regression models and its application to an applied demand system," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(6), pages 1119-1127, May.

    Cited by:

    1. Kristofer Månsson & B. M. Golam Kibria, 2021. "Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 311-326, August.

  6. Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur, 2015. "Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(2), pages 363-375, January.

    Cited by:

    1. Issam Dawoud & B. M. Golam Kibria, 2020. "A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model," Stats, MDPI, vol. 3(4), pages 1-16, November.

  7. P䲠Sjölander & Ghazi Shukur & Kristofer M害son & Orsa Kekezi, 2015. "The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis," Applied Economics, Taylor & Francis Journals, vol. 47(50), pages 5378-5389, October.

    Cited by:

    1. Jiang, Zhuhua & Yoon, Seong-Min, 2020. "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, vol. 90(C).
    2. Olivier Habimana, 2019. "Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 85-110, January.
    3. Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019. "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers 201938, LPEM, Faculty of Economics and Business, University of Indonesia, revised 2019.
    4. Habimana, Olivier, 2017. "The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia," MPRA Paper 75956, University Library of Munich, Germany.

  8. Ghazi Shukur & Kristofer Månsson & Pär Sjölander, 2015. "Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 539-550, December.

    Cited by:

    1. Iqra Babar & Hamdi Ayed & Sohail Chand & Muhammad Suhail & Yousaf Ali Khan & Riadh Marzouki, 2021. "Modified Liu estimators in the linear regression model: An application to Tobacco data," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-13, November.

  9. Lina Andersson & Mats Hammarstedt & Shakir Hussain & Ghazi Shukur, 2013. "Ethnic origin, local labour markets and self-employment in Sweden: a multilevel approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(3), pages 885-910, June.
    See citations under working paper version above.
  10. Yushu Li & Ghazi Shukur, 2013. "Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 59-69, January.

    Cited by:

    1. Ali Abdul Aziz & Shukur Ghazi & Månsson Kristofer, 2020. "A wavelet-based variance ratio unit root test for a system of equations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-16, June.
    2. Bjørn Gunnar Hansen & Yushu Li, 2017. "An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future," Agribusiness, John Wiley & Sons, Ltd., vol. 33(2), pages 175-193, April.
    3. Hyunjoo Kim Karlsson & Yushu Li & Ghazi Shukur, 2018. "The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods," Sustainability, MDPI, vol. 10(8), pages 1-15, August.

  11. B. Kibria & Kristofer Månsson & Ghazi Shukur, 2013. "Some ridge regression estimators for the zero-inflated Poisson model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(4), pages 721-735.

    Cited by:

    1. Ruey-Ching Hwang & Chih-Kang Chu & Kaizhi Yu, 2021. "Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 59(3), pages 143-172, June.
    2. Zhi-Sheng Ye & Jian-Guo Li & Mengru Zhang, 2014. "Application of ridge regression and factor analysis in design and production of alloy wheels," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(7), pages 1436-1452, July.

  12. Kristofer Månsson & Ghazi Shukur & Pär Sjölander, 2013. "Asymmetric quantile analysis of the Swedish mortgage price discovery process," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3088-3101, July.

    Cited by:

    1. Sjölander, Pär, 2013. "A ridge bootstrap method for analyzing APT effects on the mortgage loan market," Economic Modelling, Elsevier, vol. 30(C), pages 844-855.

  13. Månsson, Kristofer & Kibria, B.M. Golam & Shukur, Ghazi, 2012. "On Liu estimators for the logit regression model," Economic Modelling, Elsevier, vol. 29(4), pages 1483-1488.
    See citations under working paper version above.
  14. Dominique Anxo & Shakir Hussain & Ghazi Shukur, 2012. "The demand of part-time in European companies: a multilevel modelling approach," Applied Economics, Taylor & Francis Journals, vol. 44(8), pages 1057-1066, March.
    See citations under working paper version above.
  15. B. Kibria & Kristofer Månsson & Ghazi Shukur, 2012. "Performance of Some Logistic Ridge Regression Estimators," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 401-414, December.

    Cited by:

    1. M. Revan Özkale, 2016. "Iterative algorithms of biased estimation methods in binary logistic regression," Statistical Papers, Springer, vol. 57(4), pages 991-1016, December.
    2. Muhammad Amin & Muhammad Qasim & Muhammad Amanullah & Saima Afzal, 2020. "Performance of some ridge estimators for the gamma regression model," Statistical Papers, Springer, vol. 61(3), pages 997-1026, June.
    3. N. H. Jadhav, 2020. "On linearized ridge logistic estimator in the presence of multicollinearity," Computational Statistics, Springer, vol. 35(2), pages 667-687, June.
    4. A. Saleh & B. Kibria, 2013. "Improved ridge regression estimators for the logistic regression model," Computational Statistics, Springer, vol. 28(6), pages 2519-2558, December.

  16. Månsson, Kristofer & Shukur, Ghazi, 2011. "A Poisson ridge regression estimator," Economic Modelling, Elsevier, vol. 28(4), pages 1475-1481, July.
    See citations under working paper version above.
  17. Shukur, Ghazi & Zeebari, Zangin, 2011. "On the median regression for SURE models with applications to 3-generation immigrants data in Sweden," Economic Modelling, Elsevier, vol. 28(6), pages 2566-2578.

    Cited by:

    1. Zangin Zeebari & Ghazi Shukur, 2023. "On The Least Absolute Deviations Method for Ridge Estimation of Sure Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(14), pages 4773-4791, July.
    2. Alan T. K. Wan & Jinhong You & Riquan Zhang, 2016. "A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors," Econometric Reviews, Taylor & Francis Journals, vol. 35(5), pages 894-928, May.
    3. Ghazi Shukur & Zangin Zeebari, 2012. "Median regression for SUR models with the same explanatory variables in each equation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(8), pages 1765-1779, April.

  18. J. Ekberg & M. Hammarstedt & G. Shukur, 2010. "Immigrant-native earnings differentials: SUR estimation applied on three generations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 45(3), pages 705-720, December.

    Cited by:

    1. Torben Schmidt & Peter Jensen, 2013. "Foreign labor and regional labor markets: aggregate and disaggregate impact on growth and wages in Danish regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(3), pages 809-840, June.
    2. Sweetman, A. & van Ours, J.C., 2014. "Immigration : What About the Children and Grandchildren?," Other publications TiSEM cc9b5625-5c92-41b6-a1a4-f, Tilburg University, School of Economics and Management.
    3. Masood Gheasi & Peter Nijkamp & Jacques Poot, 2013. "Special issue on international migration: editorial introduction," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 51(1), pages 1-5, August.
    4. Kevin Pineda-Hernández & François Rycx & Mélanie Volral, 2022. "Moving Up the Social Ladder? Wages of First- and Second-Generation Immigrants from Developing Countries," LIDAM Discussion Papers IRES 2022025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    5. Neville, François & Orser, Barbara & Riding, Allan & Jung, Owen, 2014. "Do young firms owned by recent immigrants outperform other young firms?," Journal of Business Venturing, Elsevier, vol. 29(1), pages 55-71.
    6. Kate Mane & Brigitte Waldorf, 2013. "Human capital and wages: a comparison of Albanian and Italian immigrants," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 51(1), pages 53-72, August.

  19. Panagiotis Mantalos & Ghazi Shukur, 2010. "The effect of spillover on the Granger causality test," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1473-1486.

    Cited by:

    1. Mounir Ben Mbarek & Nadia Ben Ali & Rochdi Feki, 2014. "Causality relationship between CO 2 emissions, GDP and energy intensity in Tunisia," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 16(6), pages 1253-1262, December.
    2. Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012. "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, vol. 13(2), pages 230-252.
    3. Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis," Finance Research Letters, Elsevier, vol. 46(PB).
    4. Mounir Ben Mbarek & Racha Khairallah & Rochdi Feki, 2015. "Causality relationships between renewable energy, nuclear energy and economic growth in France," Environment Systems and Decisions, Springer, vol. 35(1), pages 133-142, March.
    5. Okur, Mustafa & Cevik, Emrah Ismail, 2013. "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper 71477, University Library of Munich, Germany, revised 2013.
    6. Dibooglu, Sel & Cevik, Emrah. I., 2016. "The effect of North Korean threats on financial markets in South Korea and Japan," Journal of Asian Economics, Elsevier, vol. 43(C), pages 18-26.
    7. Emrah Ismail Cevik & Sel Dibooglu & Atif Awad Abdallah & Eisa Abdulrahman Al-Eisa, 2021. "Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia," International Economics and Economic Policy, Springer, vol. 18(1), pages 157-175, February.
    8. Roy, Archi & Soni, Anchal & Deb, Soudeep, 2023. "A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets," Energy Economics, Elsevier, vol. 124(C).
    9. Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020. "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 597-614.
    10. Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK, 2013. "Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 65-86, March.

  20. Mats Hammarstedt & Ghazi Shukur, 2009. "Testing the home-country self-employment hypothesis on immigrants in Sweden," Applied Economics Letters, Taylor & Francis Journals, vol. 16(7), pages 745-748.

    Cited by:

    1. Sofia Wixe, 2020. "Long-term neighbourhood effects on immigrant self-employment," Urban Studies, Urban Studies Journal Limited, vol. 57(13), pages 2733-2753, October.
    2. Simoes, Nadia & Moreira, Sandrina B. & Crespo, Nuno, 2013. "Individual Determinants of Self-Employment Entry – What Do We Really Know?," MPRA Paper 48403, University Library of Munich, Germany.
    3. Lina Andersson & Mats Hammarstedt & Shakir Hussain & Ghazi Shukur, 2013. "Ethnic origin, local labour markets and self-employment in Sweden: a multilevel approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(3), pages 885-910, June.
    4. Hammarstedt, Mats & Miao, Chizheng, 2018. "Self-employed Immigrants and Their Employees: Evidence from Swedish Employer-Employee Data," Working Paper Series 1235, Research Institute of Industrial Economics.
    5. Ignacio Moral-Arce & Javier Martín-Román & Ángel L. Martín-Román, 2019. "Cessation of Activity Benefit for Spanish Self-employed Workers: A Heterogeneous Impact Evaluation," Hacienda Pública Española / Review of Public Economics, IEF, vol. 231(4), pages 41-79, December.
    6. Lina Andersson & Mats Hammarstedt, 2010. "Intergenerational transmissions in immigrant self-employment: Evidence from three generations," Small Business Economics, Springer, vol. 34(3), pages 261-276, April.
    7. Ken Clark, 2015. "Ethnic minority self-employment," IZA World of Labor, Institute of Labor Economics (IZA), pages 120-120, January.
    8. L. Behrenz & L. Delander & J. Månsson, 2016. "Is Starting a Business a Sustainable way out of Unemployment? Treatment Effects of the Swedish Start-up Subsidy," Journal of Labor Research, Springer, vol. 37(4), pages 389-411, December.
    9. Aldén, Lina & Bastani, Spencer & Hammarstedt, Mats & Miao, Chizheng, 2020. "Ethnic Differences in Long-Term Self-Employment," Working Paper Series 1361, Research Institute of Industrial Economics.
    10. Ruth Uwaifo Oyelere & Willie Belton, 2012. "Coming to America: Does Having a Developed Home Country Matter for Self-Employment in the United States?," American Economic Review, American Economic Association, vol. 102(3), pages 538-542, May.
    11. Monica Fisher & Paul A. Lewin, 2018. "Push and pull factors and Hispanic self-employment in the USA," Small Business Economics, Springer, vol. 51(4), pages 1055-1070, December.
    12. Porras-Arena, M. Sylvina & Martín-Román, Ángel L., 2019. "Self-employment and the Okun's law," Economic Modelling, Elsevier, vol. 77(C), pages 253-265.
    13. Lina Andersson & Mats Hammarstedt, 2011. "Transmission of self-employment across immigrant generations: the importance of ethnic background and gender," Review of Economics of the Household, Springer, vol. 9(4), pages 555-577, December.
    14. Lina Andersson, 2011. "Occupational choice and returns to self‐employment among immigrants," International Journal of Manpower, Emerald Group Publishing Limited, vol. 32(8), pages 900-922, November.
    15. Lina Aldén & Spencer Bastani & Mats Hammarstedt & Chizheng Miao, 2022. "Immigrant-native differences in long-term self-employment," Small Business Economics, Springer, vol. 58(3), pages 1661-1697, March.

  21. Mahdi Alkhamisi & Ghadban Khalaf & Ghazi Shukur, 2008. "The effect of fat-tailed error terms on the properties of systemwise RESET test," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(1), pages 101-113.

    Cited by:

    1. José M.R. Murteira & Joaquim J.S. Ramalho, 2013. "Regression Analysis of Multivariate Fractional Data," CEFAGE-UE Working Papers 2013_05, University of Evora, CEFAGE-UE (Portugal).

  22. Mantalos, Panagiotis & Shukur, Ghazi, 2008. "Bootstrap methods for autocorrelation test with uncorrelated but not independent errors," Economic Modelling, Elsevier, vol. 25(5), pages 1040-1050, September.

    Cited by:

    1. Hill, Jonathan B. & Motegi, Kaiji, 2019. "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, vol. 76(C), pages 231-242.

  23. Abdullah Almasri & Håkan Locking & Ghazi Shukur, 2008. "Testing for climate warming in Sweden during 1850-1999, using wavelets analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(4), pages 431-443.

    Cited by:

    1. Si-Ya Wang & Jun Qiu & Fang-Fang Li, 2018. "Hybrid Decomposition-Reconfiguration Models for Long-Term Solar Radiation Prediction Only Using Historical Radiation Records," Energies, MDPI, vol. 11(6), pages 1-17, May.
    2. Pratik Pathak & Ajay Kalra & Sajjad Ahmad & Miguel Bernardez, 2016. "Wavelet-Aided Analysis to Estimate Seasonal Variability and Dominant Periodicities in Temperature, Precipitation, and Streamflow in the Midwestern United States," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(13), pages 4649-4665, October.

  24. Panagiotis Mantalos & Ghazi Shukur, 2007. "The Robustness of the RESET Test to Non-Normal Error Terms," Computational Economics, Springer;Society for Computational Economics, vol. 30(4), pages 393-408, November.

    Cited by:

    1. Makram El-Shagi & Sebastian Giesen, 2013. "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 101-123, January.
    2. Aksoy, Lerzan & Cooil, Bruce & Lurie, Nicholas H., 2011. "Decision Quality Measures in Recommendation Agents Research," Journal of Interactive Marketing, Elsevier, vol. 25(2), pages 110-122.

  25. Mats Hammarstedt & Ghazi Shukur, 2007. "Immigrants' relative earnings in Sweden – a quantile regression approach," International Journal of Manpower, Emerald Group Publishing Limited, vol. 28(6), pages 456-473, September.

    Cited by:

    1. E. Bárcena-Martín & S. Pérez-Moreno, 2017. "Immigrant–native gap in poverty: a cross-national European perspective," Review of Economics of the Household, Springer, vol. 15(4), pages 1105-1136, December.
    2. Zenón Jiménez-Ridruejo & Carlos Borondo Arribas, 2011. "Wage Assimilation of Immigrants in Spain," Working Papers 11-02, Asociación Española de Economía y Finanzas Internacionales.

  26. Mats Hammarstedt & Ghazi Shukur, 2006. "Immigrants' Relative Earnings in Sweden — A Cohort Analysis," LABOUR, CEIS, vol. 20(2), pages 285-323, June.

    Cited by:

    1. Eliasson, Tove, 2013. "Decomposing immigrant wage assimilation - the role of workplaces and occupations," Working Paper Series, Center for Labor Studies 2013:6, Uppsala University, Department of Economics.
    2. José-Ignacio Antón & Rafael Muñoz de Bustillo & Miguel Carrera, 2009. "Immigration And Discrimination In A Former Emigrant Country: The Case Of Spain," Working Papers 2009.2, International Network for Economic Research - INFER.
    3. Lina Andersson & Mats Hammarstedt & Shakir Hussain & Ghazi Shukur, 2013. "Ethnic origin, local labour markets and self-employment in Sweden: a multilevel approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(3), pages 885-910, June.
    4. Friedrich, Benjamin & Laun, Lisa & Meghir, Costas, 2021. "Earnings dynamics of immigrants and natives in Sweden 1985–2016," Working Paper Series 2021:15, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    5. Zimmermann, Klaus F. & Kahanec, Martin & Giulietti, Corrado & Guzi, Martin & Barrett, Alan & Maitre, Bertrand, 2012. "Study on Active Inclusion of Migrants," IZA Research Reports 43, Institute of Labor Economics (IZA).
    6. Muñoz de Bustillo, Rafael & Carrera, Miguel & Antón, José-Ignacio, 2009. "From guests to hosts: a first whole picture of immigrant-native wage differentials in Spain," MPRA Paper 13928, University Library of Munich, Germany.
    7. Magnus Rodin & Gulay Ozcan, 2013. "Is It How You Look or Speak That Matters? “An Experimental Study Exploring the Mechanisms of Ethnic Discrimination”," Working Papers 009, Bahcesehir University, Betam.
    8. Ali M. Ahmed & Lina Andersson & Mats Hammarstedt, 2010. "Can Discrimination in the Housing Market Be Reduced by Increasing the Information about the Applicants?," Land Economics, University of Wisconsin Press, vol. 86(1), pages 79-90.
    9. Gatina, Liliya, 2016. "Does money buy happiness? Financial and general well-being of immigrants in Australia," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 63(C), pages 91-105.
    10. Rödin, Magnus & Özcan, Gülay, 2011. "Is It How You Look or Speak That Matters? - An Experimental Study Exploring the Mechanisms of Ethnic Discrimination," Research Papers in Economics 2011:12, Stockholm University, Department of Economics.
    11. Antón, José-Ignacio & Carrera, Miguel & Muñoz de Bustillo, Rafael, 2009. "How are you doing in your grandpa’s country? Labour market performance of Latin American immigrants in Spain," MPRA Paper 15051, University Library of Munich, Germany.
    12. Henna Busk & Signe Jauhiainen, 2022. "The Careers of Immigrants in Finland: Empirical Evidence for Genders and Year of Immigration," Journal of International Migration and Integration, Springer, vol. 23(4), pages 2009-2030, December.
    13. Poot, Jacques & Roskruge, Matthew, 2013. "Internationalisation of Education and Returns in the Labour Market," IZA Discussion Papers 7696, Institute of Labor Economics (IZA).
    14. Rödin, Magnus & Özcan, Gülay, 2011. "Is It How You Look or Speak That Matters? - An Experimental Study Exploring the Mechanisms of Ethnic Discrimination," SULCIS Working Papers 2011:3, Stockholm University, Linnaeus Center for Integration Studies - SULCIS.
    15. Galloway, Taryn Ann & Gustafsson, Björn Anders & Pedersen, Peder J. & Österberg, Torun, 2009. "Immigrant Child Poverty in Scandinavia: A Panel Data Study," IZA Discussion Papers 4232, Institute of Labor Economics (IZA).
    16. Lina Andersson, 2011. "Occupational choice and returns to self‐employment among immigrants," International Journal of Manpower, Emerald Group Publishing Limited, vol. 32(8), pages 900-922, November.
    17. José‐Ignacio Antón & Rafael Muñoz de Bustillo & Miguel Carrera, 2010. "From guests to hosts: immigrant‐native wage differentials in Spain," International Journal of Manpower, Emerald Group Publishing Limited, vol. 31(6), pages 645-659, September.
    18. Eliasson, Tove, 2013. "Decomposing immigrant wage assimilation - the role of workplaces and occupations," Working Paper Series 2013:7, IFAU - Institute for Evaluation of Labour Market and Education Policy.

  27. S. Hussain & R. Harrison & J. Ayres & S. Walter & J. Hawker & R. Wilson & G. Shukur, 2005. "Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(3), pages 191-205.

    Cited by:

    1. Andersson, Eva & Bock, David & Frisén, Marianne, 2007. "Modeling influenza incidence for the purpose of on-line monitoring," Research Reports 2007:5, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    2. Linying Yang & Teng Zhang & Peter Glynn & David Scheinker, 2021. "The development and deployment of a model for hospital-level COVID-19 associated patient demand intervals from consistent estimators (DICE)," Health Care Management Science, Springer, vol. 24(2), pages 375-401, June.
    3. Andersson, Eva & Kühlmann-Berenzon, Sharon & Linde, Annika & Schiöler, Linus & Rubinova, Sandra & Frisén, Marianne, 2007. "Predictions by early indicators of the time and height of yearly influenza outbreaks in Sweden," Research Reports 2007:7, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.

  28. Panagiotis Mantalos & Ghazi Shukur, 2005. "The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations," Applied Economics, Taylor & Francis Journals, vol. 37(16), pages 1907-1913.

    Cited by:

    1. Joo-Yeon Hyun & Hyeong Ho Mun & Tae-Hwan Kim & Jinook Jeong, 2010. "The effect of a variance shift on the Breusch-Godfrey's LM test," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 399-404.

  29. Abdullah Almasri & Ghazi Shukur, 2003. "An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(5), pages 571-584.

    Cited by:

    1. el Alaoui, Abdelkader O. & Dewandaru, Ginanjar & Azhar Rosly, Saiful & Masih, Mansur, 2015. "Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 53-70.
    2. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
    3. Benhmad, François, 2013. "Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective," Energy Policy, Elsevier, vol. 57(C), pages 141-151.
    4. Haiyun Xu, 2016. "Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 309-332.
    5. Cifter Atilla & Ozun Alper, 2008. "Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test," Review of Middle East Economics and Finance, De Gruyter, vol. 4(2), pages 68-79, April.
    6. Cifter, Atilla & Ozun, Alper, 2007. "Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey," MPRA Paper 2485, University Library of Munich, Germany.
    7. Benhmad, François, 2012. "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, vol. 29(4), pages 1505-1514.
    8. Tiwari, Aviral Kumar, 2012. "Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets," MPRA Paper 39693, University Library of Munich, Germany.
    9. Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2010. "A New Ridge Regression Causality Test in the Presence of Multicollinearity," HUI Working Papers 37, HUI Research.
    10. Heni Boubaker, 2016. "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 693-731, December.
    11. Stelios Bekiros, 2014. "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Springer;Society for Computational Economics, vol. 44(2), pages 231-251, August.
    12. Cengiz KARATAS & Gazanfer UNAL & Adil YILMAZ, 2017. "Co-movement and Forecasting Analysis of Major Real Estate Markets by Wavelet Coherence and Multiple Wavelet Coherence," Chinese Journal of Urban and Environmental Studies (CJUES), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-18, June.
    13. Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015. "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 115-138.
    14. A. Khalifa & S. Hammoudeh & E. Otranto, 2012. "Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment," Working Paper CRENoS 201209, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    15. Adil Yilmaz & Gazanfer Unal, 2016. "Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(04), pages 1-19, December.
    16. Atilla Cifter & Alper Ozun, 2008. "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(38), pages 1-24.
    17. Xiaojie Xu, 2018. "Causal structure among US corn futures and regional cash prices in the time and frequency domain," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(13), pages 2455-2480, October.
    18. Yousefi, Shahriar & Weinreich, Ilona & Reinarz, Dominik, 2005. "Wavelet-based prediction of oil prices," Chaos, Solitons & Fractals, Elsevier, vol. 25(2), pages 265-275.
    19. Yilmaz, Adil & Unal, Gazanfer & Karatasoglu, Cengiz, 2016. "Wavelet Based Analysis Of Major Real Estate Markets," MPRA Paper 74083, University Library of Munich, Germany.
    20. Alzahrani, Mohammed & Masih, Mansur & Al-Titi, Omar, 2014. "Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 175-201.
    21. Chiara Perricone, 2018. "Wavelet analysis for temporal disaggregation," CEIS Research Paper 444, Tor Vergata University, CEIS, revised 29 Oct 2018.
    22. Almasri, Abdullah & Shukur, Ghazi, 2006. "Clustering Using Wavelet Transformation," CAFO Working Papers 2006:3, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
    23. Masih, Mansur & Alzahrani, Mohammed & Al-Titi, Omar, 2010. "Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 10-18, January.
    24. Xiaojie Xu, 2018. "Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis," Empirical Economics, Springer, vol. 54(3), pages 1267-1295, May.

  30. Abdulnasser Hatemi-J & Ghazi Shukur, 2002. "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 817-824.

    Cited by:

    1. Eregha, Perekunah B. & Aworinde, Olalekan B. & Vo, Xuan Vinh, 2022. "Modeling twin deficit hypothesis with oil price volatility in African oil-producing countries," Resources Policy, Elsevier, vol. 75(C).
    2. Jarko Fidrmuc, 2003. "The Feldstein–Horioka Puzzle and Twin Deficits in Selected Countries," Economic Change and Restructuring, Springer, vol. 36(2), pages 135-152, June.
    3. Salih Turan Katırcıoglu & Sami Fethı & Meryem Duygun Fethı, 2009. "Twin deficits phenomenon in small islands: an empirical investigation by panel data analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 16(15), pages 1569-1573.
    4. Herrmann, Sabine & Jochem, Axel, 2005. "Determinants of current account developments in the central and east European EU member states - consequences for the enlargement of the euro area," Discussion Paper Series 1: Economic Studies 2005,32, Deutsche Bundesbank.
    5. Evan Lau & Tuck Cheong Tang, 2009. "Twin deficits in Cambodia: Are there Reasons for Concern? An Empirical Study," Monash Economics Working Papers 11-09, Monash University, Department of Economics.
    6. Dissou, Yazid & Nafie, Yousra, 2021. "On the link between current account and fiscal imbalances in the presence of structural breaks: Empirical evidence from Egypt," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 15-27.
    7. Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2019. "Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries," Empirical Economics, Springer, vol. 56(2), pages 523-549, February.
    8. Hsiu-Hsin Ko & Masao Ogaki, 2013. "Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?," RCER Working Papers 577, University of Rochester - Center for Economic Research (RCER).
    9. Demdoumi, Meriem, 2016. "La gestion structurelle des déficits jumeaux au Maroc et la recherche d’une stratégie d’équilibre [Structural management of twin deficits in Morocco and Finding an equilibrium strategy]," MPRA Paper 71533, University Library of Munich, Germany, revised 2016.
    10. Alberto Bagnai, 2006. "Structural breaks and the twin deficits hypothesis," International Economics and Economic Policy, Springer, vol. 3(2), pages 137-155, November.
    11. Tang, Chor Foon, 2010. "Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality," MPRA Paper 27287, University Library of Munich, Germany.
    12. E Lau & S Abu Mansor & C-H Puah, 2010. "Revival of the Twin Deficits in Asian Crisis-affected Countries," Economic Issues Journal Articles, Economic Issues, vol. 15(1), pages 29-54, March.
    13. Holmes, Mark J., 2011. "Threshold cointegration and the short-run dynamics of twin deficit behaviour," Research in Economics, Elsevier, vol. 65(3), pages 271-277, September.
    14. EL-Moussawi, Chawki & Awdeh, Ali, 2013. "Detecting the Causality between Budget Deficit and Trade Deficit in Lebanon," MPRA Paper 119123, University Library of Munich, Germany.
    15. Tosun, M. Umur & Iyidogan, Pelin Varol & Telatar, Erdinç, 2014. "The Twin Deficits in Selected Central and Eastern European Economies: Bounds Testing Approach with Causality Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 141-160, June.
    16. Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013. "The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries," Economic Modelling, Elsevier, vol. 31(C), pages 502-510.
    17. Ilir MITEZA, 2012. "Fiscal Deficits, Current Deficits and Investment: A Panel Causality Framework of 20 OECD countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
    18. Xie, Zixiong & Chen, Shyh-Wei, 2014. "Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 95-104.
    19. Evan Lau & Tuck Cheong Tang, 2009. "Twin deficits in Cambodia: An Empirical Study," Economics Bulletin, AccessEcon, vol. 29(4), pages 2783-2794.
    20. Samia OMRANE BELGUITH, 2016. "Twin deficit in MENA countries: an empirical investigation," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(60), pages 123-146, June.
    21. Kalou, Sofia & Paleologou, Suzanna-Maria, 2012. "The twin deficits hypothesis: Revisiting an EMU country," Journal of Policy Modeling, Elsevier, vol. 34(2), pages 230-241.
    22. António Afonso & Philemon Kwame Opoku, 2018. "The Relationship between Fiscal and Current Account Imbalances in OECD Economies," Working Papers REM 2018/61, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    23. Constantine, Collin, 2014. "Rethinking the Twin Deficits," MPRA Paper 58798, University Library of Munich, Germany.
    24. Puah, Chin-Hong & Lau, Evan & Tan, Kim Lee, 2006. "Budget-current account deficits nexus in Malaysia," MPRA Paper 37677, University Library of Munich, Germany.

  31. Ghazi Shukur, 2002. "Dynamic specification and misspecification in systems of demand equations: a testing strategy for model selection," Applied Economics, Taylor & Francis Journals, vol. 34(6), pages 709-725.

    Cited by:

    1. De Zhou & Xiaohua Yu & Thomas Herzfeld, 2015. "Dynamic food demand in urban China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 7(1), pages 27-44, February.
    2. Filippini, M. & Masiero, G. & Moschetti, K., 2009. "Regional consumption of antibiotics: A demand system approach," Economic Modelling, Elsevier, vol. 26(6), pages 1389-1397, November.
    3. Mona Chitnis, Roger Fouquet, and Steve Sorrell, 2020. "Rebound Effects for Household Energy Services in the UK," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 31-60.
    4. Dogbe, Wisdom, 2022. "Implications of increasing fruits and vegetable consumption in Scotland," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium 321232, Agricultural Economics Society - AES.
    5. Chitnis, Mona & Sorrell, Steve, 2015. "Living up to expectations: Estimating direct and indirect rebound effects for UK households," Energy Economics, Elsevier, vol. 52(S1), pages 100-116.
    6. Tullaya Boonsaeng & Michael K. Wohlgenant, 2009. "A Dynamic Approach to Estimating and Testing Separability in U.S. Demand for Imported and Domestic Meats," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(1), pages 139-157, March.
    7. Bahadır Yüzbaşı & S. Ejaz Ahmed, 2020. "Ridge Type Shrinkage Estimation of Seemingly Unrelated Regressions And Analytics of Economic and Financial Data from “Fragile Five” Countries," JRFM, MDPI, vol. 13(6), pages 1-19, June.
    8. Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi, 2009. "Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique," CAFO Working Papers 2009:12, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
    9. Fernando López & Jesús Mur & Ana Angulo, 2014. "Spatial model selection strategies in a SUR framework. The case of regional productivity in EU," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(1), pages 197-220, August.
    10. Boonsaeng, Tullaya & Wohlgenant, Michael K., 2006. "Testing Separability between Import and Domestic Commodities: Application to U.S. Meat Demand in a Dynamic Model," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35267, Southern Agricultural Economics Association.
    11. Ngo, Quang Thanh, 2016. "Farmers’ adaptive measures to climate change induced natural shocks through past climate experiences in the Mekong River Delta, Vietnam," MPRA Paper 78055, University Library of Munich, Germany.

  32. Shakir Hussain & Ghazi Shukur, 2002. "A simple method for detecting fractional cointegration relation: an application to Finnish data," Applied Economics, Taylor & Francis Journals, vol. 34(5), pages 607-615.

    Cited by:

    1. S. Hussain & R. Harrison & J. Ayres & S. Walter & J. Hawker & R. Wilson & G. Shukur, 2005. "Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(3), pages 191-205.

  33. Ghazi Shukur & Panagiotis Mantalos, 2000. "A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(8), pages 1021-1031.

    Cited by:

    1. Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017. "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1417-1434, May.
    2. Aye, Goodness C. & Balcilar, Mehmet & El Montasser, Ghassen & Gupta, Rangan & Manjez, Nangamso C., 2016. "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 11-32.
    3. Wang, Kai-Hua & Liu, Lu & Li, Xin & Oana-Ramona, Lobonţ, 2022. "Do oil price shocks drive unemployment? Evidence from Russia and Canada," Energy, Elsevier, vol. 253(C).
    4. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
    5. Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan, 2016. "The nexus between insurance activity and economic growth: A bootstrap rolling window approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 299-319.
    6. Liu, Guo-Dong & Su, Chi-Wei, 2019. "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, vol. 28(C), pages 101-106.
    7. Zhao, Qian & Qin, Chuan & Ding, Longfei & Cheng, Ying-Yue & Vătavu, Sorana, 2023. "Can green bond improve the investment efficiency of renewable energy?," Energy Economics, Elsevier, vol. 127(PB).
    8. Cai, Yifei, 2016. "短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究 [Short-term Capital Flow, Economic Policy Uncertainty and VIX—Evidence from a Time-varying Analysis Framework]," MPRA Paper 73213, University Library of Munich, Germany.
    9. Qin, Meng & Su, Yun Hsuan & Zhao, Zhengtang & Mirza, Nawazish, 2023. "The politics of climate: Does factionalism impede U.S. carbon neutrality?," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 954-966.
    10. Su, Chi-Wei & Qin, Meng & Tao, Ran & Umar, Muhammad, 2020. "Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    11. Su, Chi-Wei & Qin, Meng & Tao, Ran & Shao, Xue-Feng & Albu, Lucian Liviu & Umar, Muhammad, 2020. "Can Bitcoin hedge the risks of geopolitical events?," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
    12. Francesca Di Iorio & Umberto Triacca, 2014. "Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test," Econometrics, MDPI, vol. 2(4), pages 1-14, December.
    13. Su, Chi-Wei & Khan, Khalid & Umar, Muhammad & Zhang, Weike, 2021. "Does renewable energy redefine geopolitical risks?," Energy Policy, Elsevier, vol. 158(C).
    14. Khalid Khan & Jiluo Sun & Sinem Derindere Koseoglu & Ashfaq U. Rehman, 2021. "Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty," SAGE Open, , vol. 11(3), pages 21582440211, August.
    15. Su, Chi Wei & Shao, Xuefeng & Jia, Zhijie & Nepal, Rabindra & Umar, Muhammad & Qin, Meng, 2023. "The rise of green energy metal: Could lithium threaten the status of oil?," Energy Economics, Elsevier, vol. 121(C).
    16. David Su & Xin Li & Oana-Ramona Lobonþ & Yanping Zhao, 2016. "Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(1), pages 43-61.
    17. Cai, Yifei, 2016. "货币增速剪刀差与股票市场收益率的时变格兰杰因果关系研究 [A Study on the Time-varying Granger Causality Relation of Scissors Gap of Money Supply and Stock Market Return]," MPRA Paper 73369, University Library of Munich, Germany.
    18. Chi-Wei Su & Jiao-Jiao Fan & Hsu-Ling Chang & Xiao-Lin Li, 2016. "Is there Causal Relationship between Money Supply Growth and Inflation in China? Evidence from Quantity Theory of Money," Review of Development Economics, Wiley Blackwell, vol. 20(3), pages 702-719, August.
    19. Xue GAO & Hsu-Ling CHANG & Chi-Wei SU, 2018. "Does exchange rate always affect the number of inbound tourists significantly in China?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(614), S), pages 55-72, Spring.
    20. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
    21. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
    22. Yingying Xu & Zhi‐Xin Liu & Chi‐Wei Su & Jaime Ortiz, 2019. "Gold and inflation: Expected inflation effect or carrying cost effect?," International Finance, Wiley Blackwell, vol. 22(3), pages 380-398, December.
    23. Jianlin Wang & Jiajia Zhao & Hongzhou Li, 2018. "The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach," Computational Economics, Springer;Society for Computational Economics, vol. 52(4), pages 1195-1211, December.
    24. Mehmet Balcilar & Zeynel Ozdemir, 2013. "The export-output growth nexus in Japan: a bootstrap rolling window approach," Empirical Economics, Springer, vol. 44(2), pages 639-660, April.
    25. Tsai, I-Chun, 2019. "Dynamic price–volume causality in the American housing market: A signal of market conditions," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 385-400.
    26. Ghosh, Taniya & Bhadury, Soumya, 2018. "Money's causal role in exchange rate: Do divisia monetary aggregates explain more?," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 402-417.
    27. Khalid KHAN & Chi-Wei SU & Nicoleta - Claudia MOLDOVAN & De-Ping XIONG, 2017. "Distinctive Characteristics of the Causality between the PPI and CPI: Evidence from Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 103-123.
    28. Sun, Yanpeng & Mirza, Nawazish & Qadeer, Abdul & Hsueh, Hsin-Pei, 2021. "Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?," Resources Policy, Elsevier, vol. 72(C).
    29. Yawen Wang & Qing Wang & Zhaopeng Xing, 2022. "Climate Disaster Losses and Foreign Exchange Reserve Dynamics: Evidence of East Asia Pacific," Sustainability, MDPI, vol. 14(21), pages 1-15, November.
    30. Liu, Guanchun & He, Lei & Yue, Yiding & Wang, Jiying, 2014. "The linkage between insurance activity and banking credit: Some evidence from dynamic analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 239-265.
    31. Su, Chi-Wei & Qin, Meng & Tao, Ran & Umar, Muhammad, 2020. "Does oil price really matter for the wage arrears in Russia?," Energy, Elsevier, vol. 208(C).
    32. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013. "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers 201344, University of Pretoria, Department of Economics.
    33. Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier, 2022. "Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors," Annals of Finance, Springer, vol. 18(2), pages 267-283, June.
    34. Liu, Tie-Ying & Su, Chi-Wei, 2021. "Is transportation improving urbanization in China?," Socio-Economic Planning Sciences, Elsevier, vol. 77(C).
    35. Jingwen Zhang & Yin Dai & Chi-Wei Su & Dervis Kirikkaleli & Muhammad Umar, 2021. "Intertemporal change in the effect of economic growth on carbon emission in China," Energy & Environment, , vol. 32(7), pages 1207-1225, November.
    36. Jing-Ping Li & Jiao-Jiao Fan & Chi-Wei Su & Oana-Ramona Lobonţ, 2017. "Investment coordinates in the context of housing and stock markets nexus," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1455-1463, November.
    37. Su, Chi Wei & Liu, Fangying & Stefea, Petru & Umar, Muhammad, 2023. "Does technology innovation help to achieve carbon neutrality?," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1-14.
    38. Jing Sun & Jinhui Xu & Xin Cheng & Jichao Miao & Hairong Mu, 2023. "Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1279-1289, April.
    39. Sun, Ting-Ting & Su, Chi-Wei & Mirza, Nawazish & Umar, Muhammad, 2021. "How does trade policy uncertainty affect agriculture commodity prices?," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    40. Chiwei Su & Yingying Xu & Hsu Ling Chang & Oana-Ramona Lobont & Zhixin Liu, 2020. "Dynamic Causalities between Defense Expenditure and Economic Growth in China: Evidence from Rolling Granger Causality Test," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(5), pages 565-582, July.
    41. Khan, Khalid & Su, Chi Wei & Rehman, Ashfaq U. & Ullah, Rahman, 2022. "Is technological innovation a driver of renewable energy?," Technology in Society, Elsevier, vol. 70(C).
    42. Song, Yu & Chen, Bo & Hou, Na & Yang, Yi, 2022. "Terrorist attacks and oil prices: A time-varying causal relationship analysis," Energy, Elsevier, vol. 246(C).
    43. Cai, Yifei & Wu, Yanrui, 2019. "Time-varied causality between US partisan conflict shock and crude oil return," Energy Economics, Elsevier, vol. 84(C).
    44. Abderrazek Ben Hamouda, 2023. "Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 109-118, September.
    45. Qin, Meng & Su, Chi-Wei & Tao, Ran & Umar, Muhammad, 2020. "Is factionalism a push for gold price?," Resources Policy, Elsevier, vol. 67(C).
    46. Tatyana Sukhadolets & Elena Stupnikova & Natalia Fomenko & Nadezhda Kapustina & Yuri Kuznetsov, 2021. "Foreign Direct Investment (FDI), Investment in Construction and Poverty in Economic Crises (Denmark, Italy, Germany, Romania, China, India and Russia)," Economies, MDPI, vol. 9(4), pages 1-18, October.
    47. Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi, 2012. "Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency," HUI Working Papers 63, HUI Research.
    48. Wang, Lu & Chang, Hsu-Ling & Sari, Arif & Sowah, James Karmoh & Cai, Xu-Yu, 2020. "Resources or development first: An interesting question for a developing country," Resources Policy, Elsevier, vol. 68(C).
    49. Kai-Hua Wang & Jia-Min Kan & Cui-Feng Jiang & Chi-Wei Su, 2022. "Is Geopolitical Risk Powerful Enough to Affect Carbon Dioxide Emissions? Evidence from China," Sustainability, MDPI, vol. 14(13), pages 1-16, June.
    50. Liow, Kim Hiang & Liao, Wen-Chi & Huang, Yuting, 2018. "Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty," Economic Modelling, Elsevier, vol. 68(C), pages 96-116.
    51. Chiwei Su & Yiru Liu & Chang Liu & Ran Tao, 2022. "The Impact of Medical and Health Fiscal Expenditures on Pharmaceutical Industry Stock Index in China," IJERPH, MDPI, vol. 19(18), pages 1-14, September.
    52. Tang, Chor Foon, 2010. "Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality," MPRA Paper 27287, University Library of Munich, Germany.
    53. Qin, Meng & Su, Chi-Wei & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "Blockchain: A carbon-neutral facilitator or an environmental destroyer?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 604-615.
    54. Riadh El Abed & Noura Harboub, 2022. "Time varying causality between Economic policy uncertainty and stock prices in BRIC countries: A rolling-window bootstrap approach," Economics Bulletin, AccessEcon, vol. 42(4), pages 1767-1781.
    55. Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023. "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, vol. 85(PB).
    56. Chi Wei Su & Zhi-Feng Wang & Rui Nian & Yanping Zhao, 2017. "Does international capital flow lead to a housing boom? A time-varying evidence from China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(7), pages 851-864, October.
    57. Hatemi-J, Abdulnasser, 2002. "Export performance and economic growth nexus in Japan: a bootstrap approach," Japan and the World Economy, Elsevier, vol. 14(1), pages 25-33, January.
    58. Abdulnasser Hatemi-J & Ghazi Shukur, 2002. "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 817-824.
    59. Adnan Khurshid & Yin Kedong & Adrian Cantemir Calin & Khalid Khan, 2017. "The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(63), pages 29-52, March.
    60. Yifei Cai, 2018. "Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand," Australian Economic Papers, Wiley Blackwell, vol. 57(4), pages 470-488, December.
    61. Wei Su, Chi & Wang, Xiao-Qing & Tao, Ran & Oana-Ramona, Lobonţ, 2019. "Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context," Energy, Elsevier, vol. 172(C), pages 691-701.
    62. Chor Foon Tang & Kean Siang Ch’ng, 2012. "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(3), pages 385-406, August.
    63. Meng Qin & Yu-Chen Zhang & Chi-Wei Su, 2021. "The Essential Role of Pandemics - A Fresh Insight Into the Oil Market," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-4.
    64. Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021. "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, vol. 94(C), pages 896-907.
    65. Cai, Yifei, 2016. "货币供给数量、结构与经济增长—来自adl门限协整检验与时变格兰杰因果关系检验的证据 [Quantity and Structure of Money Supply and Economic Growth— Evidence from ADL Test for Threshold Cointegration and Time-varying Granger Causality Relation," MPRA Paper 73750, University Library of Munich, Germany.
    66. Wang, Kai-Hua & Wen, Cui-Ping & Liu, Hong-Wen & Liu, Lu, 2023. "Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective," Resources Policy, Elsevier, vol. 85(PB).
    67. Kai-Hua Wang & Chi-Wei Su & Ran Tao, 2019. "Does the Mundell-Fleming model fit in China?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(1), pages 11-28.
    68. Paloma Taltavull de La Paz, 2021. "Predicting housing prices. A long term housing price path for Spanish regions," LARES lares-2021-4dra, Latin American Real Estate Society (LARES).
    69. Khalid Khan & Chi-Wei Su & Yi-Dong Xiao & Haotian Zhu & Xiaoyan Zhang, 2021. "Trends in tourism under economic uncertainty," Tourism Economics, , vol. 27(4), pages 841-858, June.
    70. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023. "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    71. Khan, Khalid & Khurshid, Adnan & Cifuentes-Faura, Javier, 2023. "Energy security analysis in a geopolitically volatile world: A causal study," Resources Policy, Elsevier, vol. 83(C).
    72. Su, Chi-Wei & Pang, Lidong & Umar, Muhammad & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2022. "Does gold's hedging uncertainty aura fade away?," Resources Policy, Elsevier, vol. 77(C).
    73. Ting-Ting Sun & Chi-Wei Su & Ran Tao & Meng Qin, 2021. "Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?," SAGE Open, , vol. 11(3), pages 21582440211, August.
    74. Xu Zhang & Xiaoxing Liu & Jianqin Hang & Dengbao Yao, 2018. "The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach," Applied Economics, Taylor & Francis Journals, vol. 50(4), pages 407-425, January.
    75. Tang, Chor Foon & Shahbaz, Muhammad, 2013. "Sectoral analysis of the causal relationship between electricity consumption and real output in Pakistan," Energy Policy, Elsevier, vol. 60(C), pages 885-891.
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    84. Xie, Wen-Jie & Yong, Yang & Wei, Na & Yue, Peng & Zhou, Wei-Xing, 2021. "Identifying states of global financial market based on information flow network motifs," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    85. Ming-Hsien YANG & Chih-She WU, 2015. "Revisit Export and GDP Nexus in China and Taiwan: A Rolling Window Granger Causality Test," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(604), A), pages 75-92, Autumn.
    86. Mustafa Özer & Inci Oya Coşkun & Mustafa Kırca, 2015. "Time Varying Causality Between Exchange Rates And Tourism Demand For Turkey," Tourism Research Institute, Journal of Tourism Research, vol. 10(1), pages 125-142, June.
    87. Chor Foon Tang & Salah Abosedra, 2016. "Tourism and growth in Lebanon: new evidence from bootstrap simulation and rolling causality approaches," Empirical Economics, Springer, vol. 50(2), pages 679-696, March.
    88. Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
    89. Zhang, Xi-Xi & Liu, Lu, 2020. "The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745)," Energy, Elsevier, vol. 212(C).
    90. Yingying Xu & Zhi-Xin Liu & Hsu-Ling Chang & Adelina Dumitrescu Peculea & Chi-Wei Su, 2017. "Does self-fulfilment of the inflation expectation exist?," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1098-1113, March.
    91. Yingying Xu & Zhixin Liu & Jingjing Chen & Sultan Salem, 2024. "How official TV news affect public inflation expectations? Evidence from the Chinese national broadcaster China Central Television," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 819-831, January.
    92. Lei Pan & Vinod Mishra, 2019. "International Portfolio Diversification Possibilities: Could BRICS become a Destination for G7 Invesments," Monash Economics Working Papers 11-18, Monash University, Department of Economics.
    93. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013. "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers 201345, University of Pretoria, Department of Economics.
    94. Jermain Kaminski & Christian Hopp & Christian Lukas, 2018. "Who benefits from the wisdom of the crowd in crowdfunding? Assessing the benefits of user-generated and mass personal electronic word of mouth in computer-mediated financing," Journal of Business Economics, Springer, vol. 88(9), pages 1133-1162, December.
    95. Qian Zhao & Chi-Wei Su, 2023. "The Nexus Between Air Pollution and Outward Foreign Direct Investment," SAGE Open, , vol. 13(1), pages 21582440221, January.
    96. Su, Chi-Wei & Wang, Xiao-Qing & Tao, Ran & Chang, Hsu-Ling, 2019. "Does money supply drive housing prices in China?," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 85-94.
    97. Li, Zheng Zheng & Su, Chi-Wei & Moldovan, Nicoleta-Claudia & Umar, Muhammad, 2023. "Energy consumption within policy uncertainty: Considering the climate and economic factors," Renewable Energy, Elsevier, vol. 208(C), pages 567-576.

  34. Abdulnasser Hatemi-J & Ghazi Shukur, 1999. "The causal nexus of government spending and revenue in Finland: a bootstrap approach," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 641-644.

    Cited by:

    1. A. Phiri, 2019. "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, vol. 56(5), pages 1515-1547, May.
    2. Athanasios Athanasenas & Constantinos Katrakilidis & Emmanouil Trachanas, 2014. "Government spending and revenues in the Greek economy: evidence from nonlinear cointegration," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 365-376, May.
    3. Shyh-Wei Chen, 2008. "Untangling the web of causalities among four disaggregate government expenditures, government revenue and output in Taiwan," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(1), pages 99-107.
    4. Narayan, Paresh Kumar, 2005. "The government revenue and government expenditure nexus: empirical evidence from nine Asian countries," Journal of Asian Economics, Elsevier, vol. 15(6), pages 1203-1216, January.
    5. Hatemi-J, Abdulnasser, 1999. "Fiscal Policy in Sweden: Effects of EMU Criteria Convergence," Working Papers 1999:5, Lund University, Department of Economics, revised Nov 1999.
    6. Taner TURAN & Mesut KARAKAŞ, 2018. "The Relationship between Government Spending and Revenue: Nonlinear Bounds Testing Approach (NARDL)," Sosyoekonomi Journal, Sosyoekonomi Society.
    7. Abdulnasser Hatemi-J & Ghazi Shukur, 2002. "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 817-824.
    8. James E. Payne, 2003. "A Survey of the International Empirical Evidence on the Tax-Spend Debate," Public Finance Review, , vol. 31(3), pages 302-324, May.
    9. Paresh Kumar Narayan & Seema Narayan, 2006. "Government revenue and government expenditure nexus: evidence from developing countries," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 285-291.
    10. Mesut Karakas & Taner Turan, 2019. "The Government Spending-Revenue Nexus in CEE Countries: Some Evidence for Asymmetric Effects," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(6), pages 633-647.

  35. David Edgerton & Ghazi Shukur, 1999. "Testing autocorrelation in a system perspective testing autocorrelation," Econometric Reviews, Taylor & Francis Journals, vol. 18(4), pages 343-386.

    Cited by:

    1. Shakir Hussain & Ghazi Shukur, 2003. "Testing for autocorrelation in non-stationary dynamic systems of equations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(4), pages 441-454.
    2. Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Jan F. Kiviet & Zhenxi Chen, 2018. "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 151-196, May.
    4. Hacker, R. Scott & Karlsson, Hyunjoo Kim & Månsson, Kristofer, 2014. "An investigation of the causal relations between exchange rates and interest rate differentials using wavelets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 321-329.
    5. Bala-Keffi, Ladi. R & Oboh, Victor. U & Imam, Shamsuddeen. Z & Vanni, Eguolo. M & Bikefe, Grace. G & Okoronkwo, Chinecherem.D & Joshua, Adams. N & Yusuf, Danjuma.S, 2023. "Impact of Covid 19 on Stock Market and Exchange Rate in Nigeria," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(8), pages 1713-1726, August.
    6. Changli He & Timo Terasvirta & Andres Gonzalez, 2009. "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 225-245.
    7. Rodrigues, Luciano & Bacchi, Mirian Rumenos Piedade, 2017. "Analyzing light fuel demand elasticities in Brazil using cointegration techniques," Energy Economics, Elsevier, vol. 63(C), pages 322-331.
    8. Mantalos, Panagiotis & Shukur, Ghazi, 2008. "Bootstrap methods for autocorrelation test with uncorrelated but not independent errors," Economic Modelling, Elsevier, vol. 25(5), pages 1040-1050, September.
    9. Okrent, Abigail M. & Alston, Julian M., 2012. "The Demand for Disaggregated Food-Away-from-Home and Food-at-Home Products in the United States," Economic Research Report 132469, United States Department of Agriculture, Economic Research Service.
    10. Shahbaz, Muhammad & Trabelsi, Nader & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Jiao, Zhilun, 2021. "Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis," Energy Economics, Elsevier, vol. 104(C).
    11. Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015. "Financial Contagion in Latin America," Borradores de Economia 12820, Banco de la Republica.
    12. Kopnova, Elena & Rodionova, Liliya, 2020. "Globalization and socio-economic development in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 80-101.
    13. Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2011. "The real uncovered interest parity: The case of Canada and the USA," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 255-267, March.
    14. Hatemi-J, Abdulnasser, 2004. "Multivariate tests for autocorrelation in the stable and unstable VAR models," Economic Modelling, Elsevier, vol. 21(4), pages 661-683, July.
    15. Lebotsa Daniel Metsileng & Ntebogang Dinah Moroke & Johannes Tshepiso Tsoku, 2018. "Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model," Journal of Economics and Behavioral Studies, AMH International, vol. 10(5), pages 220-229.
    16. Schreiber, Sven, 2008. "Did work-sharing work in France? Evidence from a structural co-integrated VAR model," European Journal of Political Economy, Elsevier, vol. 24(2), pages 478-490, June.
    17. Mantalos Panagiotis, 2003. "Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model," Monte Carlo Methods and Applications, De Gruyter, vol. 9(3), pages 257-269, September.
    18. Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi, 2012. "Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency," HUI Working Papers 63, HUI Research.
    19. Niklas Ahlgren & Paul Catani, 2017. "Wild bootstrap tests for autocorrelation in vector autoregressive models," Statistical Papers, Springer, vol. 58(4), pages 1189-1216, December.
    20. Skuterud, Mikal, 2005. "The impact of Sunday shopping on employment and hours of work in the retail industry: Evidence from Canada," European Economic Review, Elsevier, vol. 49(8), pages 1953-1978, November.
    21. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
    22. Rosas-Flores, Jorge Alberto, 2017. "Elements for the development of public policies in the residential sector of Mexico based in the Energy Reform and the Energy Transition law," Energy Policy, Elsevier, vol. 104(C), pages 253-264.
    23. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
    24. Walid Mansour & Hechem Ajmi & Karima Saci, 2022. "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 265-287, September.
    25. Elger, Thomas, 2002. "The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis," Working Papers 2002:6, Lund University, Department of Economics.
    26. Marques, André M. & Lima, Gilberto Tadeu, 2022. "Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 290-312.
    27. Ansgar Belke & Pascal Goemans, 2021. "Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US: a SEIVAR-based analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 623-646, May.
    28. Goemans, Pascal & Belke, Ansgar, 2019. "Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203538, Verein für Socialpolitik / German Economic Association.
    29. Helmut Lütkepohl, 2005. "Vector Error Correction Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 6, pages 237-267, Springer.
    30. Mohamed Ilyes Gritli, 2021. "Price inflation and exchange rate pass‐through in Tunisia," African Development Review, African Development Bank, vol. 33(4), pages 715-728, December.
    31. Jan F. Kiviet, 2016. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," Economic Growth Centre Working Paper Series 1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    32. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871.
    33. Roman Hušek & Tomáš Formánek, 2014. "Alternative specification, estimation and identification of vector autoregressions [Alternativní specifikace, odhad a identifikace vektorových autoregresí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2014(4), pages 52-72.
    34. Carolina Cosculluela-Martínez & Juan Manuel Menéndez-Blanco, 2021. "Assessment Environmental Sustainability and Gender Equality through Crops Livestock Investment Worldwide," Sustainability, MDPI, vol. 13(13), pages 1-21, July.
    35. Kolo, Horst & Tzanova, Polia, 2017. "Forecasting the German forest products trade: A vector error correction model," Journal of Forest Economics, Elsevier, vol. 26(C), pages 30-45.
    36. Par Sjolander, 2010. "A stationary unbiased finite sample ARCH-LM test procedure," Applied Economics, Taylor & Francis Journals, vol. 43(8), pages 1019-1033.
    37. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
    38. Roy Thurik, 2014. "Entrepreneurship and the business cycle," IZA World of Labor, Institute of Labor Economics (IZA), pages 1-90, October.
    39. Pfaff, Bernhard, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i04).
    40. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza, 2012. "Credit Risk Stress Testing: An Exercise for Colombian Banks," Temas de Estabilidad Financiera 073, Banco de la Republica de Colombia.
    41. Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    42. Joo-Yeon Hyun & Hyeong Ho Mun & Tae-Hwan Kim & Jinook Jeong, 2010. "The effect of a variance shift on the Breusch-Godfrey's LM test," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 399-404.
    43. Michał Gradzewicz, 2019. "How do savings of different sectors respond to interest rate change?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 11(1), pages 1-22, March.
    44. Adjemian, Michael K. & Marshall, Kandice K. & Hubbs, Todd & Penn, Jerrod, 2016. "Decomposing Local Prices into Hedgeable and Unhedgeable Shocks," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235874, Agricultural and Applied Economics Association.

  36. Panagiotis Mantalos & Ghazi Shukur, 1998. "Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(2), pages 249-255, May.

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    1. Arranz, Miguel A. & Escribano, Álvaro, 1998. "Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test," DES - Working Papers. Statistics and Econometrics. WS 4552, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Aye, Goodness C. & Balcilar, Mehmet & El Montasser, Ghassen & Gupta, Rangan & Manjez, Nangamso C., 2016. "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 11-32.
    3. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
    4. Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan, 2016. "The nexus between insurance activity and economic growth: A bootstrap rolling window approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 299-319.
    5. Rohin Anhal, 2013. "Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 434-446.
    6. Kai-Hua WANG & Chi-Wei SU & Hsu-Ling CHANG & Ji MA & Cristina IOVU, 2017. "Purchasing Power Parity In China: An Empirical Investigation Based On Bootstrap Rollingwindow Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 166-181, December.
    7. Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2008. "Global macro-financial shocks and expected default frequencies in the euro area," Working Paper Series 875, European Central Bank.
    8. Rasmus Kattai & John Lewis, 2005. "Hooverism, Hyperstabilisation or Halfway-House? Describing Fiscal Policy in Central and Eastern European EU Members," Bank of Estonia Working Papers 2005-05, Bank of Estonia, revised 10 Oct 2005.
    9. Chang, Ming-Jen & Su, Che-Yi, 2014. "The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 220-246.
    10. Mantalos, Panagiotis & Shukur, Ghazi, 2008. "Bootstrap methods for autocorrelation test with uncorrelated but not independent errors," Economic Modelling, Elsevier, vol. 25(5), pages 1040-1050, September.
    11. David Su & Xin Li & Oana-Ramona Lobonþ & Yanping Zhao, 2016. "Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(1), pages 43-61.
    12. Gaies, Brahim & Nakhli, Mohamed Sahbi & Ayadi, Rim & Sahut, Jean-Michel, 2022. "Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 290-303.
    13. Chi-Wei Su & Jiao-Jiao Fan & Hsu-Ling Chang & Xiao-Lin Li, 2016. "Is there Causal Relationship between Money Supply Growth and Inflation in China? Evidence from Quantity Theory of Money," Review of Development Economics, Wiley Blackwell, vol. 20(3), pages 702-719, August.
    14. Xue GAO & Hsu-Ling CHANG & Chi-Wei SU, 2018. "Does exchange rate always affect the number of inbound tourists significantly in China?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(614), S), pages 55-72, Spring.
    15. Chan, Tze-Haw, 2014. "Trade Balance, Foreign Exchange and Macroeconomic Impacts: An Empirical Assessment for China and Malaysia," MPRA Paper 59539, University Library of Munich, Germany, revised 10 Aug 2014.
    16. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
    17. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
    18. Zhang, Wenlong & Zhang, Gaiyan & Helwege, Jean, 2022. "Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps," Journal of Financial Stability, Elsevier, vol. 58(C).
    19. Yingying Xu & Zhi‐Xin Liu & Chi‐Wei Su & Jaime Ortiz, 2019. "Gold and inflation: Expected inflation effect or carrying cost effect?," International Finance, Wiley Blackwell, vol. 22(3), pages 380-398, December.
    20. Jianlin Wang & Jiajia Zhao & Hongzhou Li, 2018. "The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach," Computational Economics, Springer;Society for Computational Economics, vol. 52(4), pages 1195-1211, December.
    21. Mehmet Balcilar & Zeynel Ozdemir, 2013. "The export-output growth nexus in Japan: a bootstrap rolling window approach," Empirical Economics, Springer, vol. 44(2), pages 639-660, April.
    22. Tsai, I-Chun, 2019. "Dynamic price–volume causality in the American housing market: A signal of market conditions," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 385-400.
    23. Ghosh, Taniya & Bhadury, Soumya, 2018. "Money's causal role in exchange rate: Do divisia monetary aggregates explain more?," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 402-417.
    24. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013. "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers 201350, University of Pretoria, Department of Economics.
    25. Liu, Guanchun & He, Lei & Yue, Yiding & Wang, Jiying, 2014. "The linkage between insurance activity and banking credit: Some evidence from dynamic analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 239-265.
    26. Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
    27. Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2007. "A sieve bootstrap test for cointegration in a conditional error correction model," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    28. Muhammad Shahbaz & Mehmet Balcilar & Mantu Kumar Mahalik & Seyi Saint Akadiri, 2023. "Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1939-1964, April.
    29. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013. "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers 201344, University of Pretoria, Department of Economics.
    30. Shakoor Ahmed & Khorshed Alam & Afzalur Rashid & Jeff Gow, 2020. "Militarisation, Energy Consumption, CO2 Emissions and Economic Growth in Myanmar," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(6), pages 615-641, August.
    31. Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier, 2022. "Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors," Annals of Finance, Springer, vol. 18(2), pages 267-283, June.
    32. Junaid Masih & Dongsheng Liu & Javed Pervaiz, 2018. "The Relationship between RMB Exchange Rate and Chinese Trade Balance: Evidence from a Bootstrap Rolling Window Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(2), pages 35-47, February.
    33. Jing-Ping Li & Jiao-Jiao Fan & Chi-Wei Su & Oana-Ramona Lobonţ, 2017. "Investment coordinates in the context of housing and stock markets nexus," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1455-1463, November.
    34. Virmantas Kvedaras, 2005. "Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 48-65, July.
    35. Chiwei Su & Yingying Xu & Hsu Ling Chang & Oana-Ramona Lobont & Zhixin Liu, 2020. "Dynamic Causalities between Defense Expenditure and Economic Growth in China: Evidence from Rolling Granger Causality Test," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(5), pages 565-582, July.
    36. Narayan Sethi & Saileja Mohanty & Sanhita Sucharita & Nanthakumar Loganathan, 2020. "Tax Reform And Economic Growth Nexus In India: Evidence From The Cointegration And Rolling-Window Causality," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1699-1725, December.
    37. Mantalos Panagiotis, 2003. "Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model," Monte Carlo Methods and Applications, De Gruyter, vol. 9(3), pages 257-269, September.
    38. Wang, Lu & Chang, Hsu-Ling & Sari, Arif & Sowah, James Karmoh & Cai, Xu-Yu, 2020. "Resources or development first: An interesting question for a developing country," Resources Policy, Elsevier, vol. 68(C).
    39. Kai-Hua Wang & Jia-Min Kan & Cui-Feng Jiang & Chi-Wei Su, 2022. "Is Geopolitical Risk Powerful Enough to Affect Carbon Dioxide Emissions? Evidence from China," Sustainability, MDPI, vol. 14(13), pages 1-16, June.
    40. Chi Wei Su & Zhi-Feng Wang & Rui Nian & Yanping Zhao, 2017. "Does international capital flow lead to a housing boom? A time-varying evidence from China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(7), pages 851-864, October.
    41. Hatemi-J, Abdulnasser, 2002. "Export performance and economic growth nexus in Japan: a bootstrap approach," Japan and the World Economy, Elsevier, vol. 14(1), pages 25-33, January.
    42. Adnan Khurshid & Yin Kedong & Adrian Cantemir Calin & Khalid Khan, 2017. "The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(63), pages 29-52, March.
    43. Kumar Narayan, Paresh, 2005. "The relationship between saving and investment for Japan," Japan and the World Economy, Elsevier, vol. 17(3), pages 293-309, August.
    44. Chan, Tze-Haw, 2011. "A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era," MPRA Paper 32955, University Library of Munich, Germany.
    45. Aka, F.B. & Decaluwé, B., 1999. "Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Cahiers de recherche 9911, Université Laval - Département d'économique.
    46. Ghosh, Taniya & Bhadury, Soumya Suvra, 2018. "Has Money Lost Its Relevance? Resolving the Exchange Rate Disconnect Puzzle," MPRA Paper 90627, University Library of Munich, Germany.
    47. Mantalos Panagiotis, 2000. "A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-18, April.
    48. Kurita, Takamitsu, 2010. "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2033-2039.
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    50. Wesseh, Presley K. & Zoumara, Babette, 2012. "Causal independence between energy consumption and economic growth in Liberia: Evidence from a non-parametric bootstrapped causality test," Energy Policy, Elsevier, vol. 50(C), pages 518-527.
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  37. David Edgerton & Ghazi Shukur, 1996. "Some questions concerning dynamic almost ideal demand systems," Applied Economics Letters, Taylor & Francis Journals, vol. 3(11), pages 693-695.

    Cited by:

    1. Erkan Erdil, 2006. "Demand systems for agricultural products in OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 13(3), pages 163-169.

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