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Citations for "Effects of model specification on tests for unit roots in macroeconomic data"

by Schwert, G. William

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  1. Fazal Husain & Abdul Rashid, 2006. "Significant Shift in Causal Relations of Money, Income, and Prices in Pakistan: The price Hikes in the Early 1970s," PIDE-Working Papers 2006:8, Pakistan Institute of Development Economics.
  2. Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996. "Asset pricing models with and without consumption data: An empirical evaluation," Journal of Empirical Finance, Elsevier, Elsevier, vol. 3(3), pages 267-301, September.
  3. Murray, John & Schembri, Lawrence & St-Amant, Pierre, 2003. "Revisiting the case for flexible exchange rates in North America," The North American Journal of Economics and Finance, Elsevier, vol. 14(2), pages 207-240, August.
  4. C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University.
  5. Mishkin, Frederic S & Simon, John, 1995. "An Empirical Examination of the Fisher Effect in Australia," The Economic Record, The Economic Society of Australia, vol. 71(214), pages 217-29, September.
  6. Alan M. Taylor, 2000. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers 7577, National Bureau of Economic Research, Inc.
  7. Lee, Chin & M., Azali, 2013. "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper 58162, University Library of Munich, Germany.
  8. Lowry, Michelle, 2003. "Why does IPO volume fluctuate so much?," Journal of Financial Economics, Elsevier, vol. 67(1), pages 3-40, January.
  9. Joseph Beaulieu, J. & Miron, Jeffrey A., 1993. "Seasonal unit roots in aggregate U.S. data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 305-328.
  10. Abbas, Kalbe & Fazal, Husain, 2006. "Money, Income and Prices in Pakistan: A Bi-variat and Tri-varate Causility," MPRA Paper 4892, University Library of Munich, Germany.
  11. Ayla Ogus & Niloufer Sohrabji, 2008. "On the optimality and sustainability of Turkey’s current account," Empirical Economics, Springer, vol. 35(3), pages 543-568, November.
  12. Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008. "Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia," MPRA Paper 11925, University Library of Munich, Germany.
  13. Schwert, G William, 1989. " Why Does Stock Market Volatility Change over Time?," Journal of Finance, American Finance Association, vol. 44(5), pages 1115-53, December.
  14. Puah, Chin-Hong & Jayaraman, T. K., 2007. "Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji," MPRA Paper 37671, University Library of Munich, Germany.
  15. Calza, Alessandro & Gartner, Christine & Sousa, João, 2001. "Modelling the demand for loans to the private sector in the euro area," Working Paper Series 0055, European Central Bank.
  16. Wankeun Oh, 2002. "Cointegration and Structural Change: An Application to the U.S. Demand for Money," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 40(1), pages 91-101, January.
  17. Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah, 2013. "Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money," MPRA Paper 50020, University Library of Munich, Germany.
  18. Fleissig, Adrian R. & Strauss, Jack, 1999. "Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 673-689.
  19. John P. Judd & Bharat Trehan, 1989. "Unemployment-rate dynamics: aggregate-demand and -supply interactions," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 20-37.
  20. Biswas, Rita & Shawky, Hany A., 1997. "Foreign exchange market efficiency: Evidence from the Gulf War period," Global Finance Journal, Elsevier, vol. 8(2), pages 199-210.
  21. Masih, Mansur & De Mello, Lurion, 2009. "Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 62(2), pages 203-232.
  22. Alfred A. Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Working Papers 0707, University of Otago, Department of Economics, revised Apr 2007.
  23. Sandrine Lardic & Valérie Mignon, 2003. "Cointégration fractionnaire entre la consommation et le revenu," Économie et Prévision, Programme National Persée, vol. 158(2), pages 123-142.
  24. Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc.
  25. C C Tsong & A Hachicha, 2014. "Revisiting the Fisher Hypothesis for Several Selected Developing Economies: a Quantile Cointegration Approach," Economic Issues Journal Articles, Economic Issues, Economic Issues, vol. 19(1), pages 57-72, March.
  26. Puah, Chin-Hong & Habibullah, Muzafar Shah & Lau, Evan & Abu Mansor, Shazali, 2006. "Testing long-run monetary neutrality in Malaysia: Revisiting divisia money," MPRA Paper 31750, University Library of Munich, Germany.
  27. Murray, Christian J. & Nelson, Charles R., 2000. "The uncertain trend in U.S. GDP," Journal of Monetary Economics, Elsevier, Elsevier, vol. 46(1), pages 79-95, August.
  28. Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011. "Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea," Energy Economics, Elsevier, vol. 33(5), pages 975-986, September.
  29. Richard K. Lyons, 1991. "Floating Exchange Rates in Peru, 1950-54," NBER Working Papers 3775, National Bureau of Economic Research, Inc.
  30. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics, EconWPA 9502005, EconWPA.
  31. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.
  32. Mukhtar Ali, 2002. "Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(1), pages 89-119.
  33. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
  34. Simon, David P., 1996. "An empirical reconciliation of the Miller model and the generalized capital structure models," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 41-56, January.
  35. Jee, Hui-Siang Brenda & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali, 2010. "Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?," MPRA Paper 22242, University Library of Munich, Germany.
  36. Wongbangpo, Praphan & Sharma, Subhash C., 2002. "Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries," Journal of Asian Economics, Elsevier, vol. 13(1), pages 27-51.
  37. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001. "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, vol. 61(1), pages 43-76, July.
  38. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance, EconWPA 9502001, EconWPA.
  39. Crowder, William J., 1995. "Covered interest parity and international capital market efficiency," International Review of Economics & Finance, Elsevier, vol. 4(2), pages 115-132.
  40. Wu, Jyh-Lin & Chen, Show-Lin, 1997. "Can nominal exchange rates be differenced to stationarity?," Economics Letters, Elsevier, vol. 55(3), pages 397-402, September.
  41. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
  42. Arrazola, Maria & de Hevia, Jose, 2002. "An alternative measure of core inflation," Economics Letters, Elsevier, vol. 75(1), pages 69-73, March.
  43. Ahmad, Imtiaz & Qayyum, Abdul, 2008. "Effect of Government Spending and Macro-Economic Uncertainty on Private Investment in Services Sector: Evidence from Pakistan," MPRA Paper 11673, University Library of Munich, Germany.
  44. Javier De Peña & Luis A. Gil-Alana, 2002. "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers 02/02, School of Economics and Business Administration, University of Navarra.
  45. Valkanov, Rossen, 2003. "Long-horizon regressions: theoretical results and applications," Journal of Financial Economics, Elsevier, vol. 68(2), pages 201-232, May.
  46. Jyh-lin, Wu & Fountas, Stilianos & Show-lin, Chen, 1996. "Testing for the sustainability of the current account deficit in two industrial countries," Economics Letters, Elsevier, vol. 52(2), pages 193-198, August.
  47. Cochran, Steven J. & DeFina, Robert H., 1995. "Predictable components in exchange rates," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 35(1), pages 1-14.
  48. Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali, 2008. "On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries," MPRA Paper 31762, University Library of Munich, Germany.
  49. Makrydakis, Stelios & Tzavalis, Elias & Balfoussias, Athanassios, 1998. "Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece," Economic Modelling, Elsevier, vol. 16(1), pages 71-86, January.
  50. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
  51. Owain Ap Gwilym & Mike Buckle, 1999. "Volatility forecasting in the framework of the option expiry cycle," The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 73-94.
  52. Mark P. Taylor, 1996. "Prévision du taux de change dollar canadien contre dollar américain : une approche en termes de "fondamentaux"," Économie et Prévision, Programme National Persée, vol. 123(2), pages 45-51.
  53. Husain, Fazal & Rashid, Abdul, 2006. "Economic Liberalization and the Causal Relations among Money, Income, and Prices: The Case of Pakistan," MPRA Paper 3241, University Library of Munich, Germany.
  54. Yiuman Tse & G. Booth, 1995. "The relationship between U.S. and eurodollar interest rates: Evidence from the futures market," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(1), pages 28-46, March.
  55. repec:ebl:ecbull:v:3:y:2004:i:33:p:1-9 is not listed on IDEAS
  56. Marcellino, Massimiliano & Stock, James H & Watson, Mark W, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers 4976, C.E.P.R. Discussion Papers.
  57. Camarero, Mariam & Tamarit, Cecilio, 1995. "A rationale for macroeconomic policy coordination: Evidence based on the Spanish peseta," European Journal of Political Economy, Elsevier, vol. 11(1), pages 65-82, March.
  58. Mukhtar M. Ali, 1996. "Distribution of the Least Squares Estimator in a First-Order Autoregressive Model," Econometrics, EconWPA 9610004, EconWPA.
  59. Kaplanski, Guy & Levy, Haim, 2010. "Sentiment and stock prices: The case of aviation disasters," Journal of Financial Economics, Elsevier, vol. 95(2), pages 174-201, February.
  60. Andreas Bühn & Alexander Karmann & Friedrich Schneider, 2007. "Size and Development of the Shadow Economy and of Do-it-yourself Activities in Germany," CESifo Working Paper Series 2021, CESifo Group Munich.
  61. Rapach, David E. & Weber, Christian E., 2004. "Are real interest rates really nonstationary? New evidence from tests with good size and power," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 409-430, September.
  62. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002. "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers 03/02, School of Economics and Business Administration, University of Navarra.
  63. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
  64. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2003. "Measuring Capital Mobility in the Asia Pacific Rim," MPRA Paper 2208, University Library of Munich, Germany, revised 2004.
  65. Arize, A. C., 1996. "Cointegration test of a long-run relation between the trade balance and the terms of trade in sixteen countries," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 203-215.
  66. Slade, Margaret E., 2001. "Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments," Journal of Environmental Economics and Management, Elsevier, vol. 41(2), pages 193-233, March.
  67. Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008. "Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia," MPRA Paper 12445, University Library of Munich, Germany.
  68. Sharma, Subhash C. & Wongbangpo, Praphan, 2002. "Long-term trends and cycles in ASEAN stock markets," Review of Financial Economics, Elsevier, Elsevier, vol. 11(4), pages 299-315.
  69. Hafer, R. W. & Kutan, Ali M. & Su Zhou, 1997. "Linkage in EMS term structures: evidence from common trend and transitory components," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 595-607, August.
  70. Joseph H. Haslag & Michael Nieswiadomy & D.J. Slottje, 1993. "Are net discount rates stationary?: some further evidence," Research Paper 9341, Federal Reserve Bank of Dallas.
  71. J. Bradford De Long & Lawrence H. Summers, 1988. "On the Existence and Interpretation of the "Unit Root" in U.S. GNP," NBER Working Papers 2716, National Bureau of Economic Research, Inc.
  72. Ramon Moreno, 1992. "Macroeconomic shocks and business cycles in Australia," Economic Review, Federal Reserve Bank of San Francisco, pages 34-52.
  73. Schlitzer, Giuseppe, 1995. "Testing the stationarity of economic time series: further Monte Carlo evidence," Ricerche Economiche, Elsevier, Elsevier, vol. 49(2), pages 125-144, June.
  74. Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
  75. Herbst, Anthony F. & Smith, Charles L. & Traichal, Patrick A., 1997. "The existence of a numeraire currency in foreign exchange: Evidence from transaction spot rates for Japan, Germany, and the United States," Global Finance Journal, Elsevier, vol. 8(2), pages 181-197.
  76. George Hondroyiannis & Evangelia Papapetrou, 2001. "An Investigation of the Public Deficts and Government Spending Relationship: Evidence for Greece," Public Choice, Springer, vol. 107(1), pages 169-182, April.
  77. Azali, M. & Royfaizal, R.C. & Lee, C., 2008. "Japanese Yen as an alternative vehicle currency in Asian," MPRA Paper 11891, University Library of Munich, Germany, revised 2008.
  78. Chin-Hong, Puah & Lee-Chea, Hiew, 2010. "Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia," MPRA Paper 31731, University Library of Munich, Germany.
  79. Michelle Lowry & Micah S. Officer & G. William Schwert, 2010. "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, 04.
  80. John Thornton, 1998. "Technical Note: Does Core Inflation Help Forecast Total Inflation? Evidence from Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(106), pages 407-413.
  81. Carol Dahl & Mine Yücel, 1991. "What motivates oil producers?: testing alternative hypotheses," Research Paper 9106, Federal Reserve Bank of Dallas.
  82. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
  83. Muzafar Shah Habibullah, 2005. "Do Bankers Make Rational Economic Forecasts?," The IUP Journal of Bank Management, IUP Publications, vol. 0(4), pages 7-15, November.
  84. Lo, Andrew W. & MacKinlay, A. Craig, 1989. "The size and power of the variance ratio test in finite samples : A Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 40(2), pages 203-238, February.
  85. Dennis Hoffman & Robert H. Rasche, 1989. "The Demand For Money in the U.S. During the Great Depression: Estimates and Comparison with the Post War Experience," NBER Working Papers 3217, National Bureau of Economic Research, Inc.
  86. Masih, A. Mansur M. & Masih, Rumi, 2002. "Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period," Global Finance Journal, Elsevier, vol. 13(1), pages 63-91.
  87. Crowder, William J. & Wohar, Mark E., 1999. "The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act," Review of Financial Economics, Elsevier, Elsevier, vol. 8(2), pages 101-119.
  88. John A. Tatom, 1990. "The P-star approach to the link between money and prices," Working Papers 1990-008, Federal Reserve Bank of St. Louis.
  89. St-Amant, P. & van Norden, S., 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports, Bank of Canada 79, Bank of Canada.
  90. Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance, EconWPA 0410005, EconWPA.
  91. Giancarlo Marini & Alessandro Piergallini, 2008. "Indicators and Tests of Fiscal Sustainability: An Integrated Approach," CEIS Research Paper 111, Tor Vergata University, CEIS, revised 11 Jul 2008.
  92. Krishnan, R. & Sen, Kunal, 1995. "Measuring persistence in industrial output: The Indian case," Journal of Development Economics, Elsevier, vol. 48(1), pages 25-41, October.
  93. Haug, A.A., 1992. "Tests for Cointegration: A Monte Carlo Comparison," Papers, York (Canada) - Department of Economics 93-2, York (Canada) - Department of Economics.
  94. Xu, Cheng Kenneth, 2000. "The microstructure of the Chinese stock market," China Economic Review, Elsevier, vol. 11(1), pages 79-97.
  95. Bhattacharyya, B.B. & Richardson, G.D. & Flores, P.V., 2006. "Unit roots: Periodogram ordinate," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 641-651, March.
  96. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio.
  97. M., Azali & Lee, Chin, 2009. "Asian Financial Integration during the Pre- and Post-crisis Periods," MPRA Paper 40656, University Library of Munich, Germany, revised 2009.
  98. Domowitz, I. & El-Gamal, M.A., 1997. "A Consistent Nonparametric Test of Ergodicity for Time Series with Applications," Working papers, Wisconsin Madison - Social Systems 9716, Wisconsin Madison - Social Systems.
  99. Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, November.
  100. Lalonde, René & Page, Jennifer & St-Amant, Pierre, 1998. "Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne," Working Papers 98-21, Bank of Canada.
  101. Maria Arrazola & Jose de Hevia, 2008. "A simple inflation indicator for the euro zone," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 40(18), pages 2387-2394.
  102. Zsolt Becsi, 1994. "Indicators of the general price level and inflation," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 27-39.
  103. Crowder, William J., 1995. "The dynamic effects of aggregate demand and supply disturbances: Another look," Economics Letters, Elsevier, vol. 49(3), pages 231-237, September.
  104. Freeman, Donald G., 1998. "Do core inflation measures help forecast inflation?," Economics Letters, Elsevier, vol. 58(2), pages 143-147, February.
  105. Vetzal, Kenneth R., 1997. "Stochastic volatility, movements in short term interest rates, and bond option values," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 169-196, February.
  106. Choudhry, Taufiq, 1995. "High inflation rates and the long-run money demand function: Evidence from cointegration tests," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 77-91.
  107. Venus Khim-Sen Liew, 2004. "Which Lag Length Selection Criteria Should We Employ?," Economics Bulletin, AccessEcon, vol. 3(33), pages 1-9.
  108. Yash P. Mehra, 1991. "An error-correction model of U.S. M2 demand," Economic Review, Federal Reserve Bank of Richmond, issue May, pages 3-12.
  109. Aït-Sahalia, Yacine & Mancini, Loriano, 2008. "Out of sample forecasts of quadratic variation," Journal of Econometrics, Elsevier, vol. 147(1), pages 17-33, November.
  110. Puah, Chin-Hong & Lau, Evan & Tan, Kim Lee, 2006. "Budget-current account deficits nexus in Malaysia," MPRA Paper 37677, University Library of Munich, Germany.
  111. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, vol. 56(6), pages 501-526.
  112. Mikael Linden, 1990. "Some small sample properties of cointegrated labour demand models," Finnish Economic Papers, Finnish Economic Association, vol. 3(1), pages 54-60, Spring.
  113. Claus, I., 1997. "A Measure of Underlying Inflation in the United States," Working Papers 97-20, Bank of Canada.
  114. Chin-Hong Puah, & Muzafar Shah Habibullah & Kian-Ping Lim, 2006. "Testing Long-Run Neutrality Of Money: Evidence From Malaysian Stock Market," The IUP Journal of Applied Economics, IUP Publications, vol. 0(4), pages 15-37, July.
  115. Junttila, Juha, 2001. "Structural breaks, ARIMA model and Finnish inflation forecasts," International Journal of Forecasting, Elsevier, vol. 17(2), pages 203-230.
  116. Hoag, John H. & Wheeler, Mark, 1996. "Oil price shocks and employment: the case of Ohio coal mining," Energy Economics, Elsevier, vol. 18(3), pages 211-220, July.
  117. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 7(3-4), pages 251-282, August.
  118. Puah, Chin-Hong & Habibullah, Muzafar Shah & Abu Mansor, Shazali, 2008. "Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5," MPRA Paper 31768, University Library of Munich, Germany.
  119. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University.
  120. Arize, A. C., 1997. "Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models," Review of Financial Economics, Elsevier, Elsevier, vol. 6(1), pages 95-112.
  121. Jin, Jang C., 2009. "Economic research and economic growth: Evidence from East Asian economies," Journal of Asian Economics, Elsevier, vol. 20(2), pages 150-155, March.
  122. John B. Carlson & William T. Gavin & Katherine A. Samolyk, 1990. "The short-run dynamics of long-run inflation policy," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 26-35.
  123. Defina, Robert H. & Stark, Thomas C. & Taylor, Herbert E., 1996. "The long-run variance of output and inflation under alternative monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 235-251.
  124. Sarwar, Ghulam, 1997. "Efficiency of black markets in foreign currencies in Southeast Asia," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 7(4), pages 333-344, December.
  125. Kate Phylaktis & David Blake, 1993. "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 591-599, September.
  126. Arize, Augustine C., 1998. "The long-run relationship between import flows and real exchange-rate volatility: The experience of eight European economies," International Review of Economics & Finance, Elsevier, vol. 7(4), pages 417-435.
  127. Simpson, J.L. & Evans, J.P., 2005. "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates," Global Finance Journal, Elsevier, vol. 16(2), pages 125-144, December.
  128. Fazal Husain & Kalbe Abbas, 2000. "Money, Income, Prices, and Causality in Pakistan. A Trivariate Analysis," PIDE-Working Papers 2000:178, Pakistan Institute of Development Economics.
  129. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.