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R Scott Hacker

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Personal Details

First Name: R Scott
Middle Name:
Last Name: Hacker
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RePEc Short-ID: pha419

Email: [This author has chosen not to make the email address public]
Homepage: http://search.hj.se/personinfo.php?id=163&lang=en
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Affiliation

(in no particular order)

Works

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Working papers

  1. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach," Working Paper Series in Economics and Institutions of Innovation 217, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  2. Hacker, R. Scott & Hatemi-J, Abdulnasser, 2010. "A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance," Working Paper Series in Economics and Institutions of Innovation 223, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  3. Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets," Working Paper Series in Economics and Institutions of Innovation 215, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  4. Hacker, Scott & Hatemi-J, Abdulnasser, 2010. "The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing," Working Paper Series in Economics and Institutions of Innovation 214, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  5. Hacker, Scott, 2010. "The Effectiveness of Information Criteria in Determining Unit Root and Trend Status," Working Paper Series in Economics and Institutions of Innovation 213, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  6. R. Scott Hacker & Qaizar Hussain, 1998. "Trading Blocs and Welfare," IMF Working Papers 98/84, International Monetary Fund.

Articles

  1. R. Scott Hacker & Hyunjoo Kim Karlsson & Kristofer Månsson, 2012. "The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach," The World Economy, Wiley Blackwell, vol. 35(9), pages 1162-1185, 09.
  2. Scott Hacker & Abdulnasser Hatemi-J, 2012. "A bootstrap test for causality with endogenous lag length choice: theory and application in finance," Journal of Economic Studies, Emerald Group Publishing, vol. 39(2), pages 144-160, May.
  3. A. Hatemi-J & R. S. Hacker, 2009. "Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?," Applied Economics, Taylor & Francis Journals, vol. 41(9), pages 1121-1125.
  4. R. Scott Hacker & Abdulnasser Hatemi-J, 2008. "Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(6), pages 601-615.
  5. Abdulnasser Hatemi-J & R. Scott Hacker, 2007. "Capital mobility in Sweden: a time-varying parameter approach," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1115-1118.
  6. R. Scott Hacker & Abdulnasser Hatemi-J, 2006. "Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1489-1500.
  7. Abdulnasser Hatemi-J & R. Scott Hacker, 2005. "An alternative method to test for contagion with an application to the Asian financial crisis," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 343-347, November.
  8. Hacker, R. Scott & Hussain, Qaizar, 2005. "Trading Blocs and Market Performance under Duopolistic Competition," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 20, pages 294-317.
  9. R. Scott Hacker & Abdulnasser Hatemi-J, 2005. "A test for multivariate ARCH effects," Applied Economics Letters, Taylor & Francis Journals, vol. 12(7), pages 411-417.
  10. R. Scott Hacker & Abdulnasser Hatemi-J, 2005. "The effect of regime shifts on the long-run relationships for Swedish money demand," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1731-1736.
  11. Hacker, R. Scott & Hatemi-J, Abdulnasser, 2005. "Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 58(3), pages 327-336.
  12. R. Scott Hacker & Abdulnasser Hatemi-J, 2004. "The effect of exchange rate changes on trade balances in the short and long run," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 777-799, December.
  13. R. Scott Hacker & Abdulnasser Hatemi-J, 2003. "How productivity and domestic output are related to exports and foreign output in the case of Sweden," Empirical Economics, Springer, vol. 28(4), pages 767-782, November.
  14. R. Hacker & Abdulnasser Hatemi-J, 2003. "Is the J-Curve Effect Observable for Small North European Economies?," Open Economies Review, Springer, vol. 14(2), pages 119-134, April.
  15. R. Scott Hacker & Henrik Einarsson, 2003. "The pattern, pull, and potential of Baltic Sea trade," The Annals of Regional Science, Springer, vol. 37(1), pages 15-29, 02.
  16. R. Scott Hacker, 2000. "The impact of international capital mobility on the volatility of labor income," The Annals of Regional Science, Springer, vol. 34(2), pages 157-172.
  17. R. Scott Hacker, 2000. "Mobility and Regional Economic Downturns," Journal of Regional Science, Wiley Blackwell, vol. 40(1), pages 45-65.
  18. R. Scott Hacker, 1999. "The Effect of Residential Crowding on Labor Productivity with Evidence from the Twilight of Polish Socialism," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(1), pages 135-167.

Software components

  1. Scott Hacker & Abdulnasser Hatemi-J, 2010. "HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order," Statistical Software Components G00012, Boston College Department of Economics.
  2. Scott Hacker & Abdulnasser Hatemi-J, 2010. "MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model," Statistical Software Components G00011, Boston College Department of Economics.
  3. Scott Hacker & Abdulnasser Hatemi-J, 2010. "LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model," Statistical Software Components G00010, Boston College Department of Economics.
  4. Scott Hacker & Abdulnasser Hatemi-J, 2009. "LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria," Statistical Software Components G00008, Boston College Department of Economics.
  5. Scott Hacker & Abdulnasser Hatemi-J, 2009. "ContagT: GAUSS module to implement a pairwise bootstrap test for contagion," Statistical Software Components G00007, Boston College Department of Economics.
  6. Scott Hacker & Abdulnasser Hatemi-J, 2009. "HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments," Statistical Software Components G00005, Boston College Department of Economics.
  7. Scott Hacker & Abdulnasser Hatemi-J, 2009. "MV-ARCH: GAUSS module to implement the multivariate ARCH test," Statistical Software Components G00009, Boston College Department of Economics.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-04-17
  2. NEP-ECM: Econometrics (3) 2010-04-17 2010-04-17 2010-04-17. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2010-04-17
  4. NEP-IFN: International Finance (2) 2010-04-17 2010-04-17. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2010-04-17
  6. NEP-MON: Monetary Economics (2) 2010-04-17 2010-04-17. Author is listed

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