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Information about:
Param Silvapulle

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

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First Name: Param
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Last Name: Silvapulle
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RePEc Short-ID: psi262

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Affiliation

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Works

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

Working papers

  1. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers 6/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  2. Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers 1/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  3. Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007. "Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models," Monash Econometrics and Business Statistics Working Papers 8/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  4. Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  5. Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006. "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers 11/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  6. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society. [Downloadable!]

  7. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan," International Finance 0406006, EconWPA. [Downloadable!]

  8. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan," International Trade 0406006, EconWPA. [Downloadable!]

  9. Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004. "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings 317, Econometric Society. [Downloadable!]

  10. Beg, AB.M.R. & Silvapulle, M.J. & Silvapulle, P., 1998. "Robust Terms Against Smooth Transition Autoregressive (STAR) Models," Papers 98.16, La Trobe - Department of Economics.

  11. Sadique, S. & Silvapulle, P., 1998. "Long-Term Memory in Stock Market Prices: International Evidence," Papers 90-10, La Trobe - Department of Economics.

  12. Hewarathna, R. & Silvapulle, P., 1998. "Forecasting Inflation from the Term Structure of Interest Rates," Papers 98-08, La Trobe - Department of Economics.

  13. Silvapulle, P. & Jayasuriya, S. & Manning, C., 1998. "Labour Market Integration in Developing Countries: a Case Study of Indonesia," Papers 98.17, La Trobe - Department of Economics.

  14. Banik, S. & Silvapulle, P., 1998. "Finite Sample properties of Seasonal Integration Tests," Papers 90-09, La Trobe - Department of Economics.

  15. Banik, S. & Silvapulle, P., 1997. "Testing For Seasonal Stability in Unemployment Series: International Evidence," Papers 97.17, La Trobe - Department of Economics.
    Published as:

  16. Silvapulle, P. & Hewarathna, R., 1997. "A Comparison of Australian Inflation Forecasts," Papers 97.23, La Trobe - Department of Economics.

  17. Silvapulle, P. & Silvapulle, M.J. & Beg, A.B.M.R.A., 1997. "Testing for ARCH in ARCH-in-Mean Model," Papers 97.24, La Trobe - Department of Economics.

  18. Silvapulle, P. & Silvapulle, M.J., 1997. "Business Cycle Asymmetry and the Stock Market," Papers 97.22, La Trobe - Department of Economics.
    Published as:

  19. Silvapulle, P. & Choi, J.-S., 1997. "Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation: Korean Evidence," Papers 97.21, La Trobe - Department of Economics.
    Published as:

  20. Beg, R.A. & Silvapulle, P., 1996. "Testing for Nonlinearity in Time Series Models," Papers 96.05, La Trobe - Department of Economics.

  21. Silvapulle, P. & Evans, M., 1996. "Testing for Serial Correlation in the of Dynamic Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers 7/96, Monash University, Department of Econometrics and Business Statistics.

  22. Hewarathna, R. & Silvapulle, P., 1996. "An Empirical Investigation on the Relationships Among Real, Monetary and Financial Variables: Australian Evidence," Papers 96.04, La Trobe - Department of Economics.

  23. Silvapulle, M-J & Silvapulle, P & Basawa, I, 1996. "On Adaptive Tests," Papers 96.20, La Trobe - Department of Economics.

  24. Silvapulle, P. & Padivinsky, J.M., 1995. "The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests," Papers 95.30, La Trobe - Department of Economics.

  25. Silvapulle, P., 1995. "A Lagrange Multiplier Test Seasonal Fractional Integration," Papers 95.33, La Trobe - Department of Economics.

  26. Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, EconWPA, revised 16 Jun 1995. [Downloadable!]
    Other versions:
    Published as:

  27. Silvapulle, P., 1995. "Unit Root Test and Structural Breaks," Papers 95.34, La Trobe - Department of Economics.

  28. Silvapulle, P., 1995. "testing Stationary Nonnested Short Memory Against Long Memory Processes," Papers 95.32, La Trobe - Department of Economics.

  29. Silvapulle, P., 1993. "Soem Robust Properties of Unit Root Tests," Papers 8-93, La Trobe - Department of Economics.

  30. Silvapulle, P. & Pereira, R. & Lee, J.H.H., 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Papers 26-93, La Trobe - Department of Economics.

  31. Silvapulle, P. & Lee, J., 1993. "Robustness of ARCH Tests in the Presence of Serial Correlation," Papers 24-93, La Trobe - Department of Economics.

  32. Silvapulle, P., 1993. "Testing for a Unit Root in a Time Series with Mean Shifts," Papers 7-93, La Trobe - Department of Economics.
    Published as:

  33. Silvapulle, P. & Evans, M., 1993. "Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity," Papers 27-93, La Trobe - Department of Economics.

Articles

  1. Sivagowry Sriananthakumar & Param Silvapulle, 2008. "Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion," Applied Financial Economics, Taylor and Francis Journals, vol. 18(4), pages 267-273. [Downloadable!] (restricted)

  2. Param Silvapulle & Mohammad N. Azam & Mahbuba Yeasmin, 2007. "Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 211-214. [Downloadable!] (restricted)

  3. Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007. "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April. [Downloadable!] (restricted)
    Other versions:

  4. Param Silvapulle & Xibin Zhang, 2007. "Assessing dependence changes using nonparametric methods," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(6), pages 397-401. [Downloadable!] (restricted)

  5. Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle, 2004. "Asymmetry in Okun's law," Canadian Journal of Economics, Canadian Economics Association, vol. 37(2), pages 353-374, May. [Downloadable!] (restricted)

  6. Imad A. Moosa & Param Silvapulle & Mervyn Silvapulle, 2003. "Testing for Temporal Asymmetry in the Price-Volume Relationship," Bulletin of Economic Research, Blackwell Publishing, vol. 55(4), pages 373-389, October. [Downloadable!] (restricted)

  7. Silvapulle, Param & Hewarathna, Ramya, 2002. "Robust Estimation and Inflation Forecasting," Applied Economics, Taylor and Francis Journals, vol. 34(18), pages 2277-82, December. [Downloadable!] (restricted)

  8. Sadique, Shibley & Silvapulle, Param, 2001. "Long-Term Memory in Stock Market Returns: International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(1), pages 59-67, January. [Downloadable!] (restricted)

  9. Paramsothy Silvapulle, 2001. "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 85-104. [Downloadable!] (restricted)
    Other versions:

  10. Moosa, Imad A. & Silvapulle, Param, 2000. "The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 11-30, February. [Downloadable!] (restricted)

  11. Silvapulle, Paramsothy & Silvapulle, Mervyn Joseph, 1999. "Business Cycle Asymmetry and the Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 9(1), pages 109-15, February. [Downloadable!] (restricted)
    Other versions:

  12. Shipra Banik & Param Silvapulle, 1999. "Testing for Seasonal Stability in Unemployment Series: International Evidence," Empirica, Springer, vol. 26(2), pages 123-139, June. [Downloadable!] (restricted)
    Other versions:

  13. Silvapulle, Param & Choi, Jong-Seo, 1999. "Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 59-76. [Downloadable!] (restricted)
    Other versions:

  14. Paramsothy Silvapulle & Merran Evans, 1998. "Testing for serial correlation in the presence of dynamic heteroscedasticity," Econometric Reviews, Taylor and Francis Journals, vol. 17(1), pages 31-55. [Downloadable!] (restricted)

  15. Silvapulle, Param & Pereira, Robert & Lee, John H H, 1997. "The Impact of Inflation Rate Announcements on Interest Rate Volatility: Australian Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 7(5), pages 559-66, October. [Downloadable!] (restricted)

  16. Silvapulle, Param, 1996. "Testing for a Unit Root in a Time Series with Mean Shifts," Applied Economics Letters, Taylor and Francis Journals, vol. 3(10), pages 629-35, October. [Downloadable!] (restricted)
    Other versions:

  17. Param Silvapulle & Sisira Jayasuriya, 1994. "Testing For Philippines Rice Market Integration: A Multiple Cointegration Approach," Journal of Agricultural Economics, Blackwell Publishing, vol. 45(3), pages 369-380. [Downloadable!] (restricted)

  18. Inder, Brett & Silvapulle, Paramsothy, 1993. "Does the Fisher Effect Apply in Australia?," Applied Economics, Taylor and Francis Journals, vol. 25(6), pages 839-43, June.

  19. Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August. [Downloadable!] (restricted)

  20. Silvapulle, Paramsothy, 1992. "Testing for AR(p) against IMA(1, q) disturbances in the linear regression model," Economics Letters, Elsevier, vol. 40(3), pages 257-261, November. [Downloadable!] (restricted)

  21. Silvapulle, Paramsothy & King, Maxwell L, 1991. "Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 329-35, July.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2004-10-30 2006-07-21 2007-02-17 2007-06-23 Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2006-07-21 2007-06-23 Author is listed
  3. NEP-FIN: Finance (3) 2004-06-29 2004-10-30 2006-05-27 Author is listed
  4. NEP-FMK: Financial Markets (1) 2006-05-27
  5. NEP-IFN: International Finance (2) 2004-06-22 2004-10-30 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2009-08-30
  7. NEP-MON: Monetary Economics (1) 2009-08-30
  8. NEP-SEA: South East Asia (2) 2006-05-27 2009-08-30 Author is listed
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This page was last updated on 2009-11-10.

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