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Publications

by members of

University of Alabama-Tuscaloosa → Culverhouse College of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2026

  1. Xiaochun Liu & Richard Luger, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," Papers, arXiv.org, number 2603.02357, Mar, revised Mar 2026.

2025

  1. Cary Deck & Aidan Hathaway & Emma Kate Henry & Tigran Melkonyan & Samuel Redinger, 2025, "Contests with Ambiguous Prizes," Working Papers, Chapman University, Economic Science Institute, number 25-16.
  2. Becker, Christoph K. & Melkonyan, Tigran & Proto, Eugenio & Sofianos, Andis & Trautmann, Stefan T., 2025, "Revising beliefs in light of unforeseen events," Other publications TiSEM, Tilburg University, School of Economics and Management, number 91ea985a-c98f-4566-aafc-5.

2024

  1. Francesco Amodio & Emanuele Brancati & Peter Brummund & Nicolás de Roux & Michele Di Maio, 2024, "Labor Market Power and Self-Employment Around the World," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21072, Mar.
  2. Francesco Amodio & Emanuele Brancati & Peter Brummond & Nicolas de Roux & Michele Di Maio, 2024, "Global Labor Market Power," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2404, Feb.
  3. Brummund, Peter & Makowsky, Michael D., 2024, "Monopsony and Local Religious Clubs: Evidence from Indonesia," IZA Discussion Papers, IZA Network @ LISER, number 16999, May.
  4. Cary Deck & Paan Jindapon & Tigran Melkonyan & Mark Schneider, 2024, "Ambiguity, Cognitive Refection, and Strategic Complexity across Auctions," Working Papers, Chapman University, Economic Science Institute, number 24-04.

2021

  1. Brummund, Peter & Merfeld, Joshua D., 2021, "Should Farmers Farm More? Comparing Marginal Products within Malawian Households," IZA Discussion Papers, IZA Network @ LISER, number 14703, Aug.
  2. Merfeld, Joshua D. & Brummund, Peter, 2021, "The Importance of Specification Choices When Analyzing Sectoral Productivity Gaps," IZA Discussion Papers, IZA Network @ LISER, number 14864, Nov.

2020

  1. Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020, "Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary," Papers, arXiv.org, number 2009.07341, Sep.
  2. Christoph K. Becker & Tigran Melkonyan & Eugenio Proto & Andis Sofianos & Stefan T. Trautmann, 2020, "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," CESifo Working Paper Series, CESifo, number 8662.

2019

  1. Francine D. Blau & Lawrence Kahn & Peter Brummund & Jason B. Cook & Miriam Larson-Koester, 2019, "Is There Still Son Preference in the United States?," CESifo Working Paper Series, CESifo, number 7948.

2018

  1. Brummund, Peter & Connolly, Laura, 2018, "Who Creates Stable Jobs? Evidence from Brazil," IZA Discussion Papers, IZA Network @ LISER, number 12009, Nov.

2016

  1. Michael R. Strain & Peter Brummund, 2016, "Real and permanent minimum wages," AEI Economics Working Papers, American Enterprise Institute, number 875967, Feb.
  2. Brummund,Peter & Mann,Christopher Ryan & Rodriguez Castelan,Carlos, 2016, "Job quality and poverty in Latin America," Policy Research Working Paper Series, The World Bank, number 7927, Dec.

2015

  1. Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015, "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-6, Aug.
  2. Vivek Sah & Alan Tidwell, 2015, "Are REITs more Transparent than Stock: Evidence Using a Propensity Score Model," ERES, European Real Estate Society (ERES), number eres2015_202, Jul.

2014

  1. Josip Tica & Vladimir Arčabić & Junsoo Lee & Robert J. Sonora, 2014, "On the Causal Relationship between Public Debt and GDP Growth Rates in Panel Data Models," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1409, Dec.
  2. David Kelsey & Tigran Melkonyan, 2014, "Contests with Ambiguity," Discussion Papers, University of Exeter, Department of Economics, number 1411.

2013

  1. Liu, Xiaochun, 2013, "Markov-Switching Quantile Autoregression," MPRA Paper, University Library of Munich, Germany, number 55800, Oct.
  2. Liu, Xiaochun, 2013, "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 55801, Dec.

2012

  1. Blau, Francine D. & Brummund, Peter & Liu, Albert Yung-Hsu, 2012, "Trends in Occupational Segregation by Gender 1970-2009: Adjusting for the Impact of Changes in the Occupational Coding System," IZA Discussion Papers, IZA Network @ LISER, number 6490, Apr.

2011

  1. Liu, Xiaochun & Jacobsen, Brian, 2011, "The Dynamic International Optimal Hedge Ratio," MPRA Paper, University Library of Munich, Germany, number 35260, Feb.
  2. Liu, Xiaochun, 2011, "Modeling the time-varying skewness via decomposition for out-of-sample forecast," MPRA Paper, University Library of Munich, Germany, number 41248, Aug.

2008

  1. Hueth, Brent & Ligon, Ethan & Melkonyan, Tigran A., 2008, "Interactions between Explicit and Implicit Contracting: Evidence from California Agriculture," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6068, DOI: 10.22004/ag.econ.6068.
  2. Tigran A. Melkonyan & Mr. David A. Grigorian, 2008, "Microeconomic Implications of Remittances in an Overlapping Generations Model with Altruism and Self-Interest," IMF Working Papers, International Monetary Fund, number 2008/019, Jan.
  3. Tigran A. Melkonyan & Mr. David A. Grigorian & J. Scott Shonkwiler, 2008, "Garbage In, Gospel Out? Controlling for the Underreporting of Remittances," IMF Working Papers, International Monetary Fund, number 2008/230, Sep.

2005

  1. Mark C. Strazicich & Junsoo Lee, 2005, "Are Regional Incomes Converging in the U.S.? Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks," Working Papers, Department of Economics, Appalachian State University, number 05-06.
  2. Junsoo Lee & John A. List & Mark C. Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers, Department of Economics, Appalachian State University, number 05-20.
  3. Melkonian, Tigran A. & Lapan, Harvey E., 2005, "Tariffs, Quotas and Forward Contracts Under Asymmetric Information," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10288, May.

2004

  1. Bradley Braun & Junsoo Lee & Mark C. Strazicich, 2004, "Historical Net Discount Rates and Future Economic Losses: Refuting the Common Practice," Working Papers, Department of Economics, Appalachian State University, number 04-14.
  2. Junsoo Lee & Mark C. Strazicich, 2004, "Minimum LM Unit Root Test with One Structural Break," Working Papers, Department of Economics, Appalachian State University, number 04-17.
  3. Junsoo Lee & Walter Enders, 2004, "Testing for a unit-root with a nonlinear Fourier function," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 457, Aug.
  4. Richard Hofler & Julie Ann Elston & Junsoo Lee, 2004, "Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator," Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group, number 2004-27, Feb.
  5. Melkonian, Tigran A., 2004, "Quality Measurement and Contract Design: Evidence from the North American Sugar Beet Industry," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12350, Jan.

2003

  1. Junsoo Lee & John List, 2003, "Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory," Natural Field Experiments, The Field Experiments Website, number 00494.
  2. Hueth, Brent & Melkonyan, Tigran A., 2003, "Performance, Process, and Design Standards in Environmental Regulation," 2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 22148, DOI: 10.22004/ag.econ.22148.
  3. Hueth, Brent & Melkonian, Tigran A., 2003, "Voting Over Efficient Decision Rules in Budget Balanced Organizations," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5164, Jan.

2002

  1. Hueth, Brent & Melkonyan, Tigran, 2002, "Quality Measurement and Contract Design: Lessons from the North American Sugarbeet Industry," Working Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group, number 201551, Aug, DOI: 10.22004/ag.econ.201551.
  2. Lapan, Harvey E. & Melkonian, Tigran A., 2002, "Trade Policy Under Asymmetric Information," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10026, Sep.
  3. Kilkenny, Maureen & Melkonian, Tigran A., 2002, "Local Fiscal Strategy to Retain Heterogeneous Firms," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10166, Nov.

2001

  1. Hueth, Brent & Melkonyan, Tigran A., 2001, "Quality Measurement And Contract Design: An Example From Agriculture," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20583, DOI: 10.22004/ag.econ.20583.

2000

  1. Kyung So Im & Junsoo Lee, 2000, "LM Unit Root Test with Panel Data: A Test Robust To Structural Changes," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0648, Aug.

1991

  1. Lee, J. & Schmidt, P., 1991, "A Modification of the Schmidt-Phillips Unit Root Test," Papers, Michigan State - Econometrics and Economic Theory, number 9001.

1990

  1. Lee, J., 1990, "Finite Sample Performance Of Schmidt-Philips Unit Root Tests In The Presence Of Autocorrelation," Papers, Michigan State - Econometrics and Economic Theory, number 8817.
  2. Lee, J. & Schmidt, P., 1990, "Unit Root Tests Based on Instrumental Variables Estimation," Papers, Michigan State - Econometrics and Economic Theory, number 9008.

Journal articles

2026

  1. Liu, Xiaochun & Luger, Richard, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," International Journal of Forecasting, Elsevier, volume 42, issue 3, pages 872-888, DOI: 10.1016/j.ijforecast.2025.12.002.
  2. Zachary Dorobiala & Tigran Melkonyan, 2026, "Ambiguity attitudes and beliefs in strategic and non-strategic interactions," Journal of Risk and Uncertainty, Springer, volume 72, issue 2, pages 241-277, April, DOI: 10.1007/s11166-026-09478-w.

2025

  1. Islam, Hasibul, 2025, "Nexus of economic, social, and environmental factors on sustainable development goals: The moderating role of technological advancement and green innovation," Innovation and Green Development, Elsevier, volume 4, issue 1, DOI: 10.1016/j.igd.2024.100183.
  2. Islam, Hasibul, 2025, "Dynamic effects of uncertainty, risks, R&D, and innovation on global economic growth," Innovation and Green Development, Elsevier, volume 4, issue 2, DOI: 10.1016/j.igd.2025.100225.
  3. Sihan Liu & Hasibul Islam & Tusher Ghosh & Muhammad Sibt e Ali & Kaniz Habiba Afrin, 2025, "Exploring the nexus between economic growth and tourism demand: the role of sustainable development goals," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-14, December, DOI: 10.1057/s41599-025-04733-y.
  4. Masud Rana & Hasibul Islam & Md. Abdullah Al Mamun & Rebeka Sultana Rekha, 2025, "Impacts of bank loan performance, stability and risk factors on sustainable development goals: insights from South and Southeast Asia," Asia-Pacific Journal of Regional Science, Springer, volume 9, issue 2, pages 449-478, June, DOI: 10.1007/s41685-025-00377-7.
  5. Xiaochun Liu, 2025, "Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-34, September, DOI: 10.1142/S2010139225500089.
  6. Yang, Zijing & Melkonyan, Tigran & Safra, Zvi, 2025, "Fairness preferences over allocation of scarce medical resources," Social Science & Medicine, Elsevier, volume 384, issue C, DOI: 10.1016/j.socscimed.2025.118462.
  7. Tian Qiu, 2025, "Public Financing and Racial Disparities: Does a Rising Tide Always Lift All Boats?," American Economic Journal: Economic Policy, American Economic Association, volume 17, issue 4, pages 331-353, November, DOI: 10.1257/pol.20220480.
  8. Bargeron, Leonce & Clifford, Christopher P. & Qiu, Tian, 2025, "Filing Agents and Information Leakage," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 8, pages 4065-4090, December.
  9. Eren Cifci & Alan Tidwell, 2025, "“Connect” me! Social networking in commercial real estate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 53, issue 1, pages 37-66, January, DOI: 10.1111/1540-6229.12506.
  10. Shikong (Scott) Luo & Alan Tidwell, 2025, "Hidden Financial Costs of the Opioid Crisis: Evidence from Mortgage Originations," The Journal of Real Estate Finance and Economics, Springer, volume 70, issue 3, pages 583-607, April, DOI: 10.1007/s11146-023-09946-z.

2024

  1. Işık, Cem & Bulut, Umit & Ongan, Serdar & Islam, Hasibul & Irfan, Muhammad, 2024, "Exploring how economic growth, renewable energy, internet usage, and mineral rents influence CO2 emissions: A panel quantile regression analysis for 27 OECD countries," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.105025.
  2. Işık, Cem & Ongan, Serdar & Islam, Hasibul & Menegaki, Angeliki N., 2024, "A roadmap for sustainable global supply chain distribution: Exploring the interplay of ECON-ESG factors, technological advancement and SDGs on natural resources," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105114.
  3. Hasibul Islam & Lalmi Soumia & Masud Rana & Jhansi Bharathi Madavarapu & Shimanto Saha, 2024, "Nexus between perception, purpose of use, technical challenges and satisfaction for mobile financial services: theory and empirical evidence from Bangladesh," Technological Sustainability, Emerald Group Publishing Limited, volume 3, issue 2, pages 147-170, March, DOI: 10.1108/TECHS-10-2023-0040.
  4. Rana Masud & Mamun Md. Abdullah Al & Islam Hasibul & Hossain Md. Kamal, 2024, "Exploring the Impact of ESG Practices on Sustainable Development Goals Achievement in South Asia," Review of Economics, De Gruyter, volume 75, issue 3, pages 249-274, DOI: 10.1515/roe-2024-0053.
  5. Cem Işık & Serdar Ongan & Hasibul Islam & Gul Jabeen & Stefania Pinzon, 2024, "Is economic growth in East Asia pacific and South Asia ESG factors based and aligned growth?," Sustainable Development, John Wiley & Sons, Ltd., volume 32, issue 5, pages 4455-4468, October, DOI: 10.1002/sd.2910.
  6. Cem Işık & Serdar Ongan & Hasibul Islam & Stefania Pinzon & Gul Jabeen, 2024, "Navigating sustainability: Unveiling the interconnected dynamics of ESG factors and SDGs in BRICS‐11," Sustainable Development, John Wiley & Sons, Ltd., volume 32, issue 5, pages 5437-5451, October, DOI: 10.1002/sd.2977.
  7. Hasan Isomitdinov & Vladimir Arčabić & Junsoo Lee & Youngjin Yun & James E. Payne, 2024, "International comovements of public debt," Economic Inquiry, Western Economic Association International, volume 62, issue 2, pages 722-747, April, DOI: 10.1111/ecin.13204.
  8. James E Payne & Junsoo Lee, 2024, "Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors," Tourism Economics, , volume 30, issue 1, pages 67-103, February, DOI: 10.1177/13548166221137385.
  9. Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2024, "Are exchange rates absorbers of global oil shocks? A generalized structural analysis," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103126.
  10. Tigran Melkonyan & Surajeet Chakravarty, 2024, "Pre‐play promises, threats and commitments under partial credibility," Economic Inquiry, Western Economic Association International, volume 62, issue 1, pages 308-328, January, DOI: 10.1111/ecin.13178.

2023

  1. Hasibul Islam & Masud Rana & Shimanto Saha & Taslima Khatun & Mustari Rahman Ritu & Md. Rashidul Islam, 2023, "Factors influencing the adoption of cryptocurrency in Bangladesh: an investigation using the technology acceptance model (TAM)," Technological Sustainability, Emerald Group Publishing Limited, volume 2, issue 4, pages 423-443, October, DOI: 10.1108/TECHS-07-2023-0025.
  2. Alan Tidwell & Yan (Olivia) Lu & Junsoo Lee & Piyali Banerjee, 2023, "Nature of comovements in US state and MSA housing prices," Real Estate Economics, American Real Estate and Urban Economics Association, volume 51, issue 4, pages 959-989, July, DOI: 10.1111/1540-6229.12428.
  3. Junsoo Lee & Paul Pecorino & Anne-Charlotte Souto, 2023, "A Comparison of the Female and Male Racial Disparities in Imprisonment," Journal of Economics, Race, and Policy, Springer, volume 6, issue 2, pages 102-125, June, DOI: 10.1007/s41996-022-00111-x.
  4. Hasan Isomitdinov & Junsoo Lee & James E. Payne, 2023, "Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility," Defence and Peace Economics, Taylor & Francis Journals, volume 34, issue 1, pages 13-35, January, DOI: 10.1080/10242694.2021.1952503.
  5. Saban Nazlioglu & Junsoo Lee & Margie Tieslau & Cagin Karul & Yu You, 2023, "Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 1, pages 78-97, January, DOI: 10.1080/07474938.2022.2156740.
  6. Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2023, "Structural sources of oil market volatility and correlation dynamics," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106658.
  7. Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023, "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 412-444.
  8. Christopher P Clifford & William C Gerken & Tian Qiu, 2023, "Racial Concordance in the Market for Financial Advice," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 4, pages 906-938.
  9. Yi Wu & Alan Tidwell & Vivek Sah, 2023, "Impact of ethnic and cultural diversity on millennial living preferences and homeownership," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 17, issue 6, pages 1512-1539, June, DOI: 10.1108/IJHMA-03-2023-0042.
  10. Eren Cifci & Alan Tidwell & Sandra Mortal & Vishal K. Gupta, 2023, "Is Commercial Real Estate Gendered?," Journal of Real Estate Research, Taylor & Francis Journals, volume 45, issue 3, pages 328-359, July, DOI: 10.1080/08965803.2022.2123592.
  11. Eren Cifci & Alan Tidwell & J. Sherwood Clements & Andres Jauregui, 2023, "Housing Performance and the Electorate," Journal of Real Estate Research, Taylor & Francis Journals, volume 45, issue 4, pages 462-484, October, DOI: 10.1080/08965803.2023.2184910.

2022

  1. Peter Brummund & Joshua D. Merfeld, 2022, "Should farmers farm more? Comparing marginal products within Malawian households," Agricultural Economics, International Association of Agricultural Economists, volume 53, issue 2, pages 289-306, March, DOI: 10.1111/agec.12680.
  2. Joshua D. Merfeld & Peter Brummund, 2022, "The importance of specification choices when analyzing sectoral productivity gaps," Agricultural Economics, International Association of Agricultural Economists, volume 53, issue 4, pages 605-616, July, DOI: 10.1111/agec.12692.
  3. Hasibul Islam & Jhansi Bharathi Madavarapu & Nayan Kumar Sarker & Asfaqur Rahman, 2022, "The Effects of Cyber Threats and Technical Problems on Customer's Attitude Towards E-Banking Services," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 58-67, June, DOI: 10.33146/2307-9878-2022-2(96)-58-67.
  4. ISLAM Touhidul & ISLAM Hasibul & REDWANUZZAMAN & RANA Masud & HOSSAIN Kamal, 2022, "Post COVID logistics, strategies and actions need to be taken: evidence from small and medium scale food and beverages manufacturing sector," Logistics, Supply Chain, Sustainability and Global Challenges, Paradigm, volume 13, issue 1, pages 32-49, December, DOI: 10.2478/jlst-2023-0003.
  5. Razvan Pascalau & Junsoo Lee & Saban Nazlioglu & Yan (Olivia) Lu, 2022, "Johansen‐type cointegration tests with a Fourier function," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 5, pages 828-852, September, DOI: 10.1111/jtsa.12640.
  6. Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022, "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 191-203, April, DOI: 10.1515/snde-2019-0038.
  7. Payne, James E. & Lee, Junsoo & Islam, Md. Towhidul & Nazlioglu, Saban, 2022, "Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106201.
  8. Robert G. Chambers & Tigran Melkonyan & John Quiggin, 2022, "Incomplete preferences, willingness to pay, and willingness to accept," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 74, issue 3, pages 727-761, October, DOI: 10.1007/s00199-021-01375-4.
  9. Shikong Luo & Alan Tidwell & Sherwood Clements, 2022, "Does Political Uncertainty Affect Residential Development?," The Journal of Real Estate Finance and Economics, Springer, volume 65, issue 4, pages 572-592, November, DOI: 10.1007/s11146-021-09867-9.

2021

  1. Nazlioglu, Saban & Payne, James E. & Lee, Junsoo & Rayos-Velazquez, Marco & Karul, Cagin, 2021, "Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105498.
  2. Arčabić, Vladimir & Kim, Kyoung Tae & You, Yu & Lee, Junsoo, 2021, "Century-long dynamics and convergence of income inequality among the US states," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105526.
  3. Liu, Xiaochun, 2021, "On fiscal and monetary policy-induced macroeconomic volatility dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104123.
  4. Tigran Melkonyan & Zvi Safra & Sinong Ma, 2021, "Justice in an uncertain world: Evidence on donations to cancer research," Journal of Risk and Uncertainty, Springer, volume 62, issue 3, pages 281-311, June, DOI: 10.1007/s11166-021-09348-7.
  5. Painter, Marcus & Qiu, Tian, 2021, "Political beliefs affect compliance with government mandates," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 688-701, DOI: 10.1016/j.jebo.2021.03.019.
  6. Sangjun Lee & Alan Tidwell & Changha Jin, 2021, "Residential Housing Market and Bank Stability: Focusing on OECD and Emerging Asian Countries," Journal of Real Estate Research, Taylor & Francis Journals, volume 43, issue 2, pages 248-270, July, DOI: 10.1080/08965803.2021.1938917.

2020

  1. Francine D. Blau & Lawrence M. Kahn & Peter Brummund & Jason Cook & Miriam Larson-Koester, 2020, "Is there still son preference in the United States?," Journal of Population Economics, Springer;European Society for Population Economics, volume 33, issue 3, pages 709-750, July, DOI: 10.1007/s00148-019-00760-7.
  2. Peter Brummund & Michael R. Strain, 2020, "Does Employment Respond Differently to Minimum Wage Increases in the Presence of Inflation Indexing?," Journal of Human Resources, University of Wisconsin Press, volume 55, issue 3, pages 999-1024.
  3. Nazlioglu, Saban & Lee, Junsoo, 2020, "Response surface estimates of the LM unit root tests," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109136.
  4. Liu, Xiaochun, 2020, "Quantile-Based Asymmetric Dynamics Of Real Gdp Growth," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 8, pages 1960-1988, December.
  5. You, Yu & Liu, Xiaochun, 2020, "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105849.
  6. Robert Chambers & Tigran Melkonyan, 2020, "Incomplete Preferences and Equilibrium in Contingent Markets," Economica, London School of Economics and Political Science, volume 87, issue 345, pages 108-131, January, DOI: 10.1111/ecca.12296.
  7. Erik B Johnson & Alan Tidwell & Sriram V Villupuram, 2020, "Valuing Curb Appeal," The Journal of Real Estate Finance and Economics, Springer, volume 60, issue 1, pages 111-133, February, DOI: 10.1007/s11146-019-09713-z.

2019

  1. Peter Brummund & Laura Connolly, 2019, "Who Creates Stable Jobs? Evidence from Brazil," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 540-563, June, DOI: 10.1111/obes.12273.
  2. Dillon, Brian & Brummund, Peter & Mwabu, Germano, 2019, "Asymmetric non-separation and rural labor markets," Journal of Development Economics, Elsevier, volume 139, issue C, pages 78-96, DOI: 10.1016/j.jdeveco.2018.12.008.
  3. Lee, Junsoo & Tieslau, Margie, 2019, "Panel LM unit root tests with level and trend shifts," Economic Modelling, Elsevier, volume 80, issue C, pages 1-10, DOI: 10.1016/j.econmod.2017.11.001.
  4. Liu, Xiaochun, 2019, "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103154.
  5. Yu You & Xiaochun Liu, 2019, "Cyclicality of stock market volatility," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 8, pages 645-649, May, DOI: 10.1080/13504851.2018.1489105.
  6. Zvi Safra & Sinong Ma & Tigran Melkonyan, 2019, "Is Allocation Affected by the Perception of Others' Irresponsible Behavior and by Ambiguity?," Risk Analysis, John Wiley & Sons, volume 39, issue 10, pages 2182-2196, October, DOI: 10.1111/risa.13319.
  7. Andres Jauregui & Alan Tidwell & Vivek Sah, 2019, "Sample Selection Approaches to Estimating and Allocating House Transaction Funding Price Differentials," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 3, pages 366-407, April, DOI: 10.1007/s11146-018-9661-4.

2018

  1. Peter Brummund & Christopher Mann & Carlos Rodriguez‐Castelan, 2018, "Job quality and poverty in Latin America," Review of Development Economics, Wiley Blackwell, volume 22, issue 4, pages 1682-1708, November, DOI: 10.1111/rode.12512.
  2. Lee Junsoo & Ma Jun, 2018, "Introduction: Special Issue Honoring the Contributions of Walter Enders," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 1, pages 1-2, February, DOI: 10.1515/snde-2018-5001.
  3. Arčabić Vladimir & Tica Josip & Lee Junsoo & Sonora Robert J., 2018, "Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 1, pages 1-20, February, DOI: 10.1515/snde-2016-0086.
  4. Anna-Leigh Stone & Benton E. Gup & Junsoo Lee, 2018, "New insights about the relationship between corporate cash holdings and interest rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 33-65, January, DOI: 10.1007/s12197-016-9372-8.
  5. Kyung So Im & Junsoo Lee & Vladimir Arcabic & Mansik Hur, 2018, "DF-IV Unit Root Tests Using Stationary Instrument Variables," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
  6. Xiaochun Liu, 2018, "How is the Taylor Rule Distributed under Endogenous Monetary Regimes?," International Review of Finance, International Review of Finance Ltd., volume 18, issue 2, pages 305-316, June, DOI: 10.1111/irfi.12131.
  7. Liu Xiaochun & Luger Richard, 2018, "Markov-switching quantile autoregression: a Gibbs sampling approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1, April, DOI: 10.1515/snde-2016-0078.
  8. Xiaochun Liu, 2018, "Structural Volatility Impulse Response Function and Asymptotic Inference," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 316-339.
  9. David Kelsey & Tigran Melkonyan, 2018, "Contests with ambiguity," Oxford Economic Papers, Oxford University Press, volume 70, issue 4, pages 1148-1169.
  10. Maria Sochi & Steve Swidler, 2018, "A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange," JRFM, MDPI, volume 11, issue 4, pages 1-17, October.
  11. Yi Wu & Vivek Sah & Alan Tidwell, 2018, "Housing Preferences of Asian and Hispanic/Latino Immigrants in the United States: A Melting Pot or Salad Bowl," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 4, pages 783-835, December, DOI: 10.1111/1540-6229.12178.
  12. Alan Tidwell & Andres Jauregui & Vivek Sah & Andrew Narwold, 2018, "Cash and Distressed House Sales Price Discounts: Dual Sample Selection Spatial Interdependence Approaches," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 1, pages 101-139, January, DOI: 10.1007/s11146-016-9591-y.
  13. Changha Jin & Alan Tidwell & Philip Seagraves, 2018, "Structural Breaks: A Shift of Roles in the Relationship between Real Estate and Regional Industry," Journal of Housing Research, Taylor & Francis Journals, volume 27, issue 2, pages 129-158, April, DOI: 10.1080/10835547.2018.12092146.

2017

  1. Meng Ming & Lee Junsoo & Payne James E., 2017, "RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 31-45, February, DOI: 10.1515/snde-2016-0050.
  2. Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017, "Stochastic convergence in per capita fossil fuel consumption in U.S. states," Energy Economics, Elsevier, volume 62, issue C, pages 382-395, DOI: 10.1016/j.eneco.2016.03.023.
  3. Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017, "Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks," Renewable and Sustainable Energy Reviews, Elsevier, volume 70, issue C, pages 715-728, DOI: 10.1016/j.rser.2016.11.252.
  4. Ming Meng & Mark C. Strazicich & Junsoo Lee, 2017, "Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors," Empirical Economics, Springer, volume 53, issue 4, pages 1399-1414, December, DOI: 10.1007/s00181-016-1196-z.
  5. H. Youn Kim & Junsoo Lee, 2017, "Intertemporal production and intertemporal substitution in output supply and input demand," Applied Economics, Taylor & Francis Journals, volume 49, issue 38, pages 3797-3814, August, DOI: 10.1080/00036846.2016.1267852.
  6. Liu, Xiaochun, 2017, "Measuring systemic risk with regime switching in tails," Economic Modelling, Elsevier, volume 67, issue C, pages 55-72, DOI: 10.1016/j.econmod.2016.09.015.
  7. Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
  8. Liu, Xiaochun, 2017, "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2017.04.015.
  9. Liu, Xiaochun, 2017, "Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 275-293, DOI: 10.1016/j.qref.2017.03.006.
  10. Liu, Xiaochun, 2017, "An integrated macro-financial risk-based approach to the stressed capital requirement," Review of Financial Economics, Elsevier, volume 34, issue C, pages 86-98, DOI: 10.1016/j.rfe.2017.06.002.
  11. Chambers, Robert G. & Melkonyan, Tigran, 2017, "Ambiguity, reasoned determination, and climate-change policy," Journal of Environmental Economics and Management, Elsevier, volume 81, issue C, pages 74-92, DOI: 10.1016/j.jeem.2016.09.007.
  12. Tigran Melkonyan & Dwayne Banks & Jeanne Wendel, 2017, "Industrial Policy to Develop a Multi-Firm Industry," Journal of Industry, Competition and Trade, Springer, volume 17, issue 3, pages 283-303, September, DOI: 10.1007/s10842-016-0242-z.
  13. Andres Jauregui & Alan Tidwell & Diane Hite, 2017, "Sample Selection Approaches to Estimating House Price Cash Differentials," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 1, pages 117-137, January, DOI: 10.1007/s11146-015-9529-9.

2016

  1. Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo, 2016, "Time-varying integration of the sovereign bond markets in European post-transition economies," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 30-40, DOI: 10.1016/j.jempfin.2015.12.005.
  2. Robert Reed & Christina Lira & Lee Byung‐Ki & Junsoo Lee, 2016, "Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics," Southern Economic Journal, John Wiley & Sons, volume 83, issue 1, pages 176-201, July, DOI: 10.1002/soej.12136.
  3. Xiaochun Liu, 2016, "Markov switching quantile autoregression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 70, issue 4, pages 356-395, November.
  4. Frazier, David T. & Liu, Xiaochun, 2016, "A new approach to risk-return trade-off dynamics via decomposition," Journal of Economic Dynamics and Control, Elsevier, volume 62, issue C, pages 43-55, DOI: 10.1016/j.jedc.2015.11.002.
  5. Tigran Melkonyan & Zvi Safra, 2016, "Intrinsic Variability in Group and Individual Decision Making," Management Science, INFORMS, volume 62, issue 9, pages 2651-2667, September, DOI: 10.1287/mnsc.2015.2255.
  6. Shanshan Liu & Thomas J. Hyclak & Krishna Regmi, 2016, "Impact of the Minimum Wage on Youth Labor Markets," LABOUR, CEIS, volume 30, issue 1, pages 18-37, March.
  7. Alan Tidwell & Andres Jauregui & Philip Seagraves & Paul Gallimore, 2016, "The U.S. Housing Market and the Dynamic Pricing of Housing Duration," Journal of Housing Research, Taylor & Francis Journals, volume 25, issue 1, pages 1-16, January, DOI: 10.1080/10835547.2016.12092109.

2015

  1. Lee Hyejin & Lee Junsoo & Im Kyungso, 2015, "More powerful cointegration tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 397-413, September, DOI: 10.1515/snde-2013-0060.
  2. James E. Payne & Stephanie Anderson & Junsoo Lee & Myeong Hyeon Cho, 2015, "Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts," Applied Economics, Taylor & Francis Journals, volume 47, issue 52, pages 5600-5613, November, DOI: 10.1080/00036846.2015.1054070.
  3. Liu, Xiaochun & Luger, Richard, 2015, "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 186-217, DOI: 10.1016/j.jedc.2015.06.007.
  4. Liu, Xiaochun, 2015, "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 296-311, DOI: 10.1016/j.ijforecast.2014.03.020.
  5. Regmi Krishna, 2015, "Extended Unemployment Insurance and Job Search: Evidence from Time Use Data," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 15, issue 2, pages 653-683, April, DOI: 10.1515/bejeap-2014-0039.
  6. Regmi, Krishna & Nikolsko-Rzhevskyy, Alex & Thornton, Robert, 2015, "To be or not to be: An optimum currency area for South Asia?," Journal of Policy Modeling, Elsevier, volume 37, issue 6, pages 930-944, DOI: 10.1016/j.jpolmod.2015.09.005.
  7. Yi Wu & Alan Tidwell, 2015, "Inflation-hedging properties of regional Chinese real estate market: evidence from 35 cities in China," Applied Economics, Taylor & Francis Journals, volume 47, issue 60, pages 6580-6598, December, DOI: 10.1080/00036846.2015.1080811.

2014

  1. James E. Payne & Stephanie Miller & Junsoo Lee & Myeong Hyeon Cho, 2014, "Convergence of per capita sulphur dioxide emissions across US states," Applied Economics, Taylor & Francis Journals, volume 46, issue 11, pages 1202-1211, April, DOI: 10.1080/00036846.2013.868588.
  2. Tigran Melkonyan, 2014, "Decentralization, Incentive Contracts and the Effect of Distortions in Performance Measures," Manchester School, University of Manchester, volume 82, issue 6, pages 631-652, December.
  3. Changha Jin & Gokce Soydemir & Alan Tidwell, 2014, "The U.S. Housing Market and the Pricing of Risk: Fundamental Analysis and Market Sentiment," Journal of Real Estate Research, American Real Estate Society, volume 36, issue 2, pages 187-220.

2013

  1. Francine Blau & Peter Brummund & Albert Liu, 2013, "Trends in Occupational Segregation by Gender 1970–2009: Adjusting for the Impact of Changes in the Occupational Coding System," Demography, Springer;Population Association of America (PAA), volume 50, issue 2, pages 471-492, April, DOI: 10.1007/s13524-012-0151-7.
  2. Junsoo Lee & Mark C. Strazicich, 2013, "Minimum LM unit root test with one structural break," Economics Bulletin, AccessEcon, volume 33, issue 4, pages 2483-2492.
  3. Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013, "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, volume 120, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2013.03.033.
  4. Meng, Ming & Payne, James E. & Lee, Junsoo, 2013, "Convergence in per capita energy use among OECD countries," Energy Economics, Elsevier, volume 36, issue C, pages 536-545, DOI: 10.1016/j.eneco.2012.11.002.
  5. Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul, 2013, "Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 187-193, DOI: 10.1016/j.rfe.2013.08.002.
  6. Ross Mckitrick & Mark C. Strazicich & Junsoo Lee, 2013, "Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 5, pages 435-451, August.
  7. Robert G. Chambers & Tigran A. Melkonyan, 2013, "Food Scares In An Uncertain World," Journal of the European Economic Association, European Economic Association, volume 11, issue 6, pages 1432-1456, December.
  8. Tigran Melkonyan, 2013, "Hybrid Contests," Journal of Public Economic Theory, Association for Public Economic Theory, volume 15, issue 6, pages 968-992, December.
  9. Tigran Melkonyan & Michael H. Taylor, 2013, "Regulatory Policy Design for Agroecosystem Management on Public Rangelands," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 95, issue 3, pages 606-627.
  10. Alan Tidwell & Alan Ziobrowski & Paul Gallimore & SeungHan Ro, 2013, "The Information Content of REIT Credit Rating Actions and Transparency," Journal of Real Estate Research, American Real Estate Society, volume 35, issue 3, pages 365-392.

2012

  1. Walter Enders & Junsoo Lee, 2012, "A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 4, pages 574-599, August, DOI: j.1468-0084.2011.00662.x.
  2. Enders, Walter & Lee, Junsoo, 2012, "The flexible Fourier form and Dickey–Fuller type unit root tests," Economics Letters, Elsevier, volume 117, issue 1, pages 196-199, DOI: 10.1016/j.econlet.2012.04.081.
  3. Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012, "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, volume 117, issue 1, pages 214-216, DOI: 10.1016/j.econlet.2012.05.006.
  4. Ralf Becker & Junsoo Lee & Benton Gup, 2012, "An empirical analysis of mean reversion of the S&P 500’s P/E ratios," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 675-690, July, DOI: 10.1007/s12197-010-9145-8.
  5. Junsoo Lee & Mark C. Strazicich & Ming Meng, 2012, "Two-Step LM Unit Root Tests with Trend-Breaks," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 1, issue 2, pages 1-8.
  6. Mark Pingle & Tigran Melkonyan, 2012, "To believe or not believe…or not decide: A decision-theoretic model of agnosticism," Rationality and Society, , volume 24, issue 4, pages 408-441, November, DOI: 10.1177/1043463112453555.

2011

  1. Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul, 2011, "LM threshold unit root tests," Economics Letters, Elsevier, volume 110, issue 2, pages 113-116, February.
  2. Kobayashi, Mimako & Melkonyan, Tigran A., 2011, "Strategic Incentives in Biosecurity Actions: Theoretical and Empirical Analyses," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 36, issue 2, pages 1-21, July, DOI: 10.22004/ag.econ.117152.
  3. Melkonyan, Tigran A., 2011, "The Effect of Communicating Ambiguous Risk Information on Choice," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 36, issue 2, pages 1-21, August, DOI: 10.22004/ag.econ.117170.
  4. David A. Grigorian & Tigran A. Melkonyan, 2011, "Destined to Receive: The Impact of Remittances on Household Decisions in Armenia," Review of Development Economics, Wiley Blackwell, volume 15, issue 1, pages 139-153, February, DOI: j.1467-9361.2010.00598.x.
  5. J. Scott Shonkwiler & David Grigorian & Tigran Melkonyan, 2011, "Controlling for the underreporting of remittances," Applied Economics, Taylor & Francis Journals, volume 43, issue 30, pages 4817-4826, DOI: 10.1080/00036846.2010.498359.
  6. Tigran A. Melkonyan & David A. Grigorian, 2011, "Microeconomic Implications of Remittances in an Overlapping Generations Model with Altruism and a Motive to Receive Inheritance," Journal of Development Studies, Taylor & Francis Journals, volume 48, issue 8, pages 1026-1044, March, DOI: 10.1080/00220388.2011.598507.
  7. Prashant Das & Alan Tidwell & Alan Ziobrowski, 2011, "Dynamics of Green Rentals over Market Cycles : Evidence from Commercial Office Properties in San Francisco and Washington DC," Journal of Sustainable Real Estate, Taylor & Francis Journals, volume 3, issue 1, pages 1-22, January, DOI: 10.1080/10835547.2011.12091814.

2010

  1. Jing Li & Junsoo Lee, 2010, "ADL tests for threshold cointegration," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 4, pages 241-254, July, DOI: 10.1111/j.1467-9892.2010.00659.x.
  2. Enders, Walter & Im, Kyung So & Lee, Junsoo & Strazicich, Mark C., 2010, "IV threshold cointegration tests and the Taylor rule," Economic Modelling, Elsevier, volume 27, issue 6, pages 1463-1472, November.
  3. Robert G. Chambers & Tigran A. Melkonyan, 2010, "Regulatory Policy Design in an Uncertain World," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 6, pages 1081-1107, December, DOI: 10.1111/j.1467-9779.2010.01486.x.
  4. Tigran Melkonyan & Mark Pingle, 2010, "Ambiguity, pessimism, and rational religious choice," Theory and Decision, Springer, volume 69, issue 3, pages 417-438, September, DOI: 10.1007/s11238-009-9164-0.

2009

  1. Craig A. Gallet & Gary A. Hoover & Junsoo Lee, 2009, "The Determinants Of Laws Restricting Youth Access To Tobacco," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 1, pages 16-27, January, DOI: 10.1111/j.1465-7287.2008.00130.x.
  2. Winnie P. H. Poon & Junsoo Lee & Benton E. Gup, 2009, "Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 285-314, March.
  3. Chambers, Robert G. & Melkonyan, Tigran A., 2009, "Buy low, sell high: Price gaps and neoclassical theory," Journal of Mathematical Economics, Elsevier, volume 45, issue 11, pages 720-729, December.
  4. Chambers, Robert G. & Melkonyan, Tigran, 2009, "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, volume 58, issue 2, pages 173-189, September.
  5. Brent Hueth & Tigran Melkonyan, 2009, "Standards and the regulation of environmental risk," Journal of Regulatory Economics, Springer, volume 36, issue 3, pages 219-246, December, DOI: 10.1007/s11149-008-9082-z.
  6. Tigran A. Melkonyan & Jens Schubert, 2009, "Food Safety Regulations under Ambiguity," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 91, issue 5, pages 1389-1396.

2008

  1. Jacobsen, Brian J. & Liu, Xiaochun, 2008, "China's segmented stock market: An application of the conditional international capital asset pricing model," Emerging Markets Review, Elsevier, volume 9, issue 3, pages 153-173, September.
  2. Robert Chambers & Tigran Melkonyan, 2008, "Eliciting beliefs," Theory and Decision, Springer, volume 65, issue 4, pages 271-284, December, DOI: 10.1007/s11238-008-9103-5.

2007

  1. Hoon Park & Clifford Russell & Junsoo Lee, 2007, "National culture and environmental sustainability: A cross-national analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 31, issue 1, pages 104-121, March, DOI: 10.1007/BF02751516.
  2. Chambers, Robert G. & Melkonyan, Tigran A., 2007, "AJAE Appendix: Pareto Optimal Trade in an Uncertain World: GMOs and the Precautionary Principle," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, volume 89, issue 2, pages 1-5, May, DOI: 10.22004/ag.econ.7417.
  3. Robert G. Chambers & Tigran A. Melkonyan, 2007, "Pareto Optimal Trade in an Uncertain World: GMOs and the Precautionary Principle," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 89, issue 2, pages 520-532.

2006

  1. Ralf Becker & Walter Enders & Junsoo Lee, 2006, "A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 3, pages 381-409, May, DOI: 10.1111/j.1467-9892.2006.00478.x.
  2. Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006, "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, volume 51, issue 3, pages 354-370, May.
  3. Craig A. Gallet & Gary A. Hoover & Junsoo Lee, 2006, "Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws," Southern Economic Journal, John Wiley & Sons, volume 73, issue 1, pages 112-124, July, DOI: 10.1002/j.2325-8012.2006.tb00760.x.
  4. Melkonyan, Tigran A., 2006, "Value of reputation in the chain-store game with multiple incumbents," International Journal of Industrial Organization, Elsevier, volume 24, issue 2, pages 425-448, March.

2005

  1. Kyung‐So Im & Junsoo Lee & Margie Tieslau, 2005, "Panel LM Unit‐root Tests with Level Shifts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 3, pages 393-419, June, DOI: 10.1111/j.1468-0084.2005.00125.x.
  2. Payne, James & Lee, Junsoo & Hofler, Richard, 2005, "Purchasing power parity: Evidence from a transition economy," Journal of Policy Modeling, Elsevier, volume 27, issue 6, pages 665-672, September.
  3. Tigran Melkonyan & Harvey Lapan, 2005, "Tariffs, Quotas, and Forward Contracts under Asymmetric Information," Review of International Economics, Wiley Blackwell, volume 13, issue 2, pages 311-329, May, DOI: 10.1111/j.1467-9396.2005.00506.x.
  4. Robert Chambers & Tigran Melkonyan, 2005, "Eliciting the core of a supermodular capacity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 26, issue 1, pages 203-209, July, DOI: 10.1007/s00199-004-0528-y.

2004

  1. Strazicich, Mark C. & Lee, Junsoo & Day, Edward, 2004, "Are incomes converging among OECD countries? Time series evidence with two structural breaks," Journal of Macroeconomics, Elsevier, volume 26, issue 1, pages 131-145, March.
  2. Junsoo Lee & John List, 2004, "Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 29, issue 1, pages 21-37, September, DOI: 10.1023/B:EARE.0000035427.22165.3b.
  3. Brent Hueth & Tigran Melkonyan, 2004, "Quality Measurement and Contract Design: Lessons from the North American Sugarbeet Industry," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 52, issue 2, pages 165-181, July.
  4. Brent Hueth & Tigran Melkonyan, 2004, "Identity Preservation, Multitasking, and Agricultural Contract Design," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 86, issue 3, pages 842-847.

2003

  1. Jewell, Todd & Lee, Junsoo & Tieslau, Margie & Strazicich, Mark C., 2003, "Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks," Journal of Health Economics, Elsevier, volume 22, issue 2, pages 313-323, March.
  2. Junsoo Lee & Mark C. Strazicich, 2003, "Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks," The Review of Economics and Statistics, MIT Press, volume 85, issue 4, pages 1082-1089, November.
  3. Hueth, Brent & Melkonyan, Tigran, 2003, "Voting over efficient decision rules in budget-balanced organizations," Journal of Economic Behavior & Organization, Elsevier, volume 51, issue 2, pages 279-301, June.
  4. Stanley R. Johnson & Tigran A. Melkonyan, 2003, "Strategic Behavior and Consolidation in the Agricultural Biotechnology Industry," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 85, issue 1, pages 216-233.

2002

  1. Lee, Junsoo & Strazicich, Mark C., 2002, "ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 455-460.
  2. Maureen Kilkenny & Tigran Melkonyan, 2002, "Local Fiscal Strategy to Retain Heterogeneous Firms," Journal of Regional Science, Wiley Blackwell, volume 42, issue 4, pages 753-771, DOI: 10.1111/1467-9787.00280.

2001

  1. Junsoo Lee & Mark C. Strazicich, 2001, "Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 63, issue 5, pages 535-558, December, DOI: 10.1111/1468-0084.00234.
  2. Russell, Clifford & Dale, Virginia & Lee, Junsoo & Jensen, Molly Hadley & Kane, Michael & Gregory, Robin, 2001, "Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem," Ecological Economics, Elsevier, volume 36, issue 1, pages 87-108, January.
  3. Strazicich, Mark C. & Co, Catherine Y. & Lee, Junsoo, 2001, "Are shocks to foreign investment in developing countries permanent or temporary? : Evidence from panel unit root tests," Economics Letters, Elsevier, volume 70, issue 3, pages 405-412, March.
  4. Alan Bartley, William & Lee, Junsoo & Strazicich, Mark C., 2001, "Testing the null of cointegration in the presence of a structural break," Economics Letters, Elsevier, volume 73, issue 3, pages 315-323, December.
  5. H. Youn Kim & Junsoo Lee, 2001, "Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 1, pages 41-57.
  6. Junsoo Lee & Mark Strazicich, 2001, "Testing the null of stationarity in the presence of a structural break," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 6, pages 377-382, DOI: 10.1080/135048501750237810.

2000

  1. Lee, Junsoo, 2000, "On the end-point issue in unit root tests in the presence of a structural break," Economics Letters, Elsevier, volume 68, issue 1, pages 7-11, July.
  2. Junsoo Lee & Seung-Jun Kwak & John List, 2000, "Average Derivative Estimation of Hedonic Price Models," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 16, issue 1, pages 81-91, May, DOI: 10.1023/A:1008322200793.
  3. Lee, Junsoo & Degennaro, Ramon P, 2000, "Smooth Transition ARCH Models: Estimation and Testing," Review of Quantitative Finance and Accounting, Springer, volume 15, issue 1, pages 5-20, July.
  4. H. Youn Kim & Junsoo Lee & Stephen E. Lile & James R. Ramsey, 2000, "Municipal Bonds and Tax Arbitrage: A Cointegration Analysis," Public Finance Review, , volume 28, issue 4, pages 372-389, July, DOI: 10.1177/109114210002800405.

1998

  1. Junsoo Lee & Jen-Chi Cheng & Chyongchiou Lin & Cliff Huang, 1998, "The market efficiency hypothesis on stock prices: international evidence in the 1920s," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 1, pages 61-65, DOI: 10.1080/096031098333258.

1997

  1. Lee, Junsoo & Huang, Cliff J. & Shin, Yongcheol, 1997, "On stationary tests in the presence of structural breaks," Economics Letters, Elsevier, volume 55, issue 2, pages 165-172, August.
  2. Lee, Junsoo & Amsler, Christine, 1997, "A joint test for a unit root and common factor restrictions in the presence of a structural break," Structural Change and Economic Dynamics, Elsevier, volume 8, issue 2, pages 221-232, June.
  3. Junsoo Lee, 1997, "Finite sample performance of Schmidt-Philips unit root tests," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 2, pages 129-132, DOI: 10.1080/758526711.

1996

  1. Lee, Junsoo, 1996, "On the power of stationarity tests using optimal bandwidth estimates," Economics Letters, Elsevier, volume 51, issue 2, pages 131-137, May.
  2. Junsoo Lee & Dante Mossi, 1996, "On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates," Applied Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 197-200, DOI: 10.1080/135048596356681.
  3. Junsoo Lee & B. S. Shin & In Chung, 1996, "Causality between advertising and sales: new evidence from cointegration," Applied Economics Letters, Taylor & Francis Journals, volume 3, issue 5, pages 299-301, DOI: 10.1080/135048596356393.

1995

  1. Amsler, Christine & Lee, Junsoo, 1995, "An LM Test for a Unit Root in the Presence of a Structural Change," Econometric Theory, Cambridge University Press, volume 11, issue 2, pages 359-368, February.

1994

  1. DeGennaro, Ramon P & Kunkel, Robert A & Lee, Junsoo, 1994, "Modeling International Long-Term Interest Rates," The Financial Review, Eastern Finance Association, volume 29, issue 4, pages 577-597, November.
  2. Lee, Junsoo & Schmidt, Peter, 1994, "Unit Root Tests Based on Instrumental Variables Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 35, issue 2, pages 449-462, May.

1991

  1. Schmidt, Peter & Lee, Junsoo, 1991, "A modification of the Schmidt-Phillips unit root test," Economics Letters, Elsevier, volume 36, issue 3, pages 285-289, July.

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