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Publications

by members of

University of Nebraska-Omaha → Department of Economics

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

2022

  1. Chaoran Chen & Zhigang Feng & Jiaying Gu, 2022, "Health, Health Insurance, and Inequality," Working Papers, University of Toronto, Department of Economics, number tecipa-730, Aug.
  2. Refk Selmi & Shawkat Hammoudeh & Mark Wohar, 2022, "What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants," Post-Print, HAL, number hal-03793866, Aug.
  3. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?," IZA Discussion Papers, IZA Network @ LISER, number 15296, May.
  4. Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
  5. Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar, 2022, "Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202245, Sep.

2021

  1. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2021, "Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies," IZA Discussion Papers, IZA Network @ LISER, number 14420, May.
  2. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
  3. Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.

2020

  1. Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
  2. Refk Selmi & Jamal Bouoiyour & Mark E Wohar & Youssef Errami, 2020, "Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump," Post-Print, HAL, number hal-02482554, Feb, DOI: 10.1080/00036846.2020.1723786.
  3. Refk Selmi & Youssef Errami & Mark E Wohar, 2020, "Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war," Post-Print, HAL, number hal-02523186.
  4. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers, IZA Network @ LISER, number 13274, May.
  5. Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020, "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202001, Jan.
  6. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers, University of Pretoria, Department of Economics, number 202016, Feb.
  7. Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers, University of Pretoria, Department of Economics, number 202045, May.
  8. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
  9. Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 202096, Oct.

2019

  1. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019, "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-47.
  2. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019, "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-49, Jul.
  3. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019, "Bitcoin: competitor or complement to gold?," Post-Print, HAL, number hal-01994187, Feb.
  4. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019, "Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals," Post-Print, HAL, number hal-02408851, DOI: 10.1080/00036846.2019.1645289.
  5. Jamal Bouoiyour & Refk Selmi & Shawkat Hammoudeh & Mark E Wohar, 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Post-Print, HAL, number hal-02409062, Oct, DOI: 10.1016/j.eneco.2019.104523.
  6. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Rise and Fall of Calendar Anomalies over a Century," Working Papers, University of Pretoria, Department of Economics, number 201902, Jan.
  7. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers, University of Pretoria, Department of Economics, number 201912, Feb.
  8. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers, University of Pretoria, Department of Economics, number 201914, Feb.
  9. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
  10. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
  11. Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
  12. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019, "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers, University of Pretoria, Department of Economics, number 201934, Apr.
  13. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
  14. Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
  15. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201950, Jun.
  16. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.
  17. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers, University of Pretoria, Department of Economics, number 201963, Aug.
  18. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019, "Giant Oil Discoveries and Conflicts," Working Papers, University of Pretoria, Department of Economics, number 201964, Aug.
  19. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
  20. Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar, 2019, "Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 201969, Aug.
  21. Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019, "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers, University of Pretoria, Department of Economics, number 201973, Sep.
  22. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019, "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201974, Sep.
  23. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.

2018

  1. Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers, arXiv.org, number 1806.07623, Jun.
  2. Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print, HAL, number hal-01879668, DOI: 10.1016/j.frl.2017.12.008.
  3. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
  4. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers, University of Pretoria, Department of Economics, number 201806, Jan.
  5. Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018, "Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201807, Feb.
  6. Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018, "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201809, Feb.
  7. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018, "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers, University of Pretoria, Department of Economics, number 201810, Feb.
  8. Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018, "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201813, Feb.
  9. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201819, Mar.
  10. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
  11. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
  12. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
  13. Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018, "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers, University of Pretoria, Department of Economics, number 201848, Jul.
  14. Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
  15. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018, "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers, University of Pretoria, Department of Economics, number 201857, Sep.
  16. Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
  17. Rangan Gupta & Mark E. Wohar, 2018, "Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201874, Nov.
  18. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018, "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201875, Nov.

2017

  1. Catherine Y. Co & Thu Kim Nguyen & Tung Nhu Nguyen & Que Nguyet Tran, 2017, "The missing middle: Growing and strengthening Vietnam's micro, small, and medium-sized enterprises," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2017-72.
  2. Anne Villamil & Zhigang Feng, 2017, "Regressive Subsidy to EHI and Entrepreneurial Talent Allocation," 2017 Meeting Papers, Society for Economic Dynamics, number 1059.
  3. Xiaobo He & Zijun Luo, 2017, "Far Away Gold: How Distance to Host Country Affects Olympic Performance," Working Papers, Sam Houston State University, Department of Economics and International Business, number 1704, Oct.
  4. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
  5. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
  6. Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
  7. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
  8. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
  9. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
  10. Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
  11. Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
  12. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
  13. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
  14. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017, "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201765, Sep.
  15. Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
  16. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
  17. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
  18. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017, "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201779, Nov.
  19. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.

2016

  1. Zijun Luo & Yonghong Zhou, 2016, "Gainers and Losers of Political Instability: Evidence from the Anti-Japanese Demonstration in China," Working Papers, Sam Houston State University, Department of Economics and International Business, number 1608, Aug.
  2. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
  3. Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
  4. Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
  5. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers, University of Pretoria, Department of Economics, number 201615, Mar.
  6. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016, "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers, University of Pretoria, Department of Economics, number 201624, Mar.
  7. Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016, "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers, University of Pretoria, Department of Economics, number 201625, Mar.
  8. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201626, Mar.
  9. Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201652, Jun.
  10. Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
  11. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
  12. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
  13. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
  14. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
  15. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.
  16. Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.

2015

  1. Zhigang Feng & Kai Zhao, 2015, "Employment-Based Health Insurance and Aggregate Labor Supply," Working papers, University of Connecticut, Department of Economics, number 2015-11, Aug.
  2. Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015, "Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014," MPRA Paper, University Library of Munich, Germany, number 72422, Sep.
  3. Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
  4. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015, "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers, University of Pretoria, Department of Economics, number 201577, Oct.
  5. Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
  6. Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
  7. Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.
  8. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.

2014

  1. Catherine Yap Co & Ralitza Dimova, 2014, "Preferential Market Access into the Chinese Market: How Good is it for Africa?," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 19614.
  2. Catherine Y. Co, 2014, "Supply-Side Constraints, Capital Goods Imports, and the Quality of Sub-Saharan African Countries' Exports," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2014-142.
  3. Steven Lugauer & Jinlan Ni & Zhichao Yin, 2014, "Micro-Data Evidence on Family Size and Chinese Saving Rates," Working Papers, University of Notre Dame, Department of Economics, number 023, Jun, revised Jun 2014.
  4. Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014, "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_05, Jul, revised Jul 2014.

2012

  1. Gayle, Philip & Luo, Zijun, 2012, "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald’s Restaurant Outlets," MPRA Paper, University Library of Munich, Germany, number 51259, Oct, revised Sep 2013.
  2. David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012, "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University, number 010, Dec.

2011

  1. Jones, James R. & Co, Catherine Y. & Harter, James K. & Yun, Myeong-Su, 2011, "Managerial Valuation of Applicant Credentials and Personal Traits in Hiring Decisions," IZA Discussion Papers, IZA Network @ LISER, number 5684, Apr.
  2. Ghoshray, Atanu & Kejriwal, Mohitosh & Wohar, Mark E., 2011, "Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120387, DOI: 10.22004/ag.econ.120387.

2010

  1. Zhigang Feng, 2010, "Numerical Simulation of the Overlapping Generations Models with Indeterminacy," Levine's Working Paper Archive, David K. Levine, number 661465000000001110, Dec.
  2. Georgios KOURETAS & Mark E. WOHAR, 2010, "The Dynamics of Inflation: A Study of a Large Number of Countries," EcoMod2010, EcoMod, number 259600096, May.
  3. Hans KREMERS & Andreas LOESCHEL, 2010, "The Strategic Implications of Setting Border Tax Adjustments," EcoMod2010, EcoMod, number 259600097, May.

2009

  1. Sumon Kumar Bhaumik & Catherine Yap Co, 2009, "Chinese state???s economic cooperation related investment: An investigation of its direction and some implications for outward investment," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp966, Aug.
  2. Zhigang Feng, 2009, "Macroeconomic Consequences of Alternative Reforms to the Health Insurance System in the U.S," Working Papers, University of Miami, Department of Economics, number 0908, Jan.

2008

  1. Catherine Yap Co & Fanying Kong & Shuanglin Lin, 2008, "Pollution Across Chinese Provinces," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22148, Jan.

2007

  1. Luis Locay & Tracy L. Regan & Arthur M. Diamond, Jr., 2007, "The Effects of Spanish-Language Background on Completed Schooling and Aptitude Test Scores," Working Papers, University of Miami, Department of Economics, number 0710, Aug.

2005

  1. Catherine Co & John Landon-Lane & Myeong-Su Yun, 2005, "Inter-State Dynamics of Invention Activities, 1930-2000," Departmental Working Papers, Rutgers University, Department of Economics, number 200511, Nov.
  2. Mark E. Wohar & David E. Rapach, 2005, "Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence," Computing in Economics and Finance 2005, Society for Computational Economics, number 329, Nov.
  3. Aaron Smallwood; Alex Maynard; Mark Wohar, 2005, "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005, Society for Computational Economics, number 384, Nov.

2003

  1. Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003, "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 3983, Jul.
  2. Kellard, Neil & Mark E Wohar, 2003, "Trends and Persistence in Primary Commodity Prices," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 118, Jun.

2002

  1. Co, Catherine Y. & Gang, Ira N. & Yun, Myeong-Su, 2002, "Self-Employment and Wage Earning: Hungary During Transition," IZA Discussion Papers, IZA Network @ LISER, number 572, Sep.

2001

  1. John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001, "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0113, DOI: 10.26509/frbc-wp-200113.
  2. P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar, 2001, "U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 20011.

2000

  1. Catherine Co & John List, 2000, "The Effects of Environmental Regulations on Foreign Direct Investment," Natural Field Experiments, The Field Experiments Website, number 00521.
  2. Nathan S. Balke & Mark E. Wohar, 2000, "Low frequency movements in stock prices: a state space decomposition," Working Papers, Federal Reserve Bank of Dallas, number 0001.

1999

  1. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 1999, "Returns to Returning," Departmental Working Papers, Rutgers University, Department of Economics, number 199813, Apr.
  2. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 1999, "Switching Models with Self-Selection: Self-Employment in Hungary," Departmental Working Papers, Rutgers University, Department of Economics, number 199912, Aug.

1998

  1. Co, Catherine Y. & Gang, Ira N. & Yun, Myeong-Su, 1998, "Returns to Returning: Who Went Abroad and What Does it Matter?," IZA Discussion Papers, IZA Network @ LISER, number 19, Aug.

1997

  1. Nathan S. Balke & Mark E. Wohar, 1997, "Nonlinear dynamics and covered interest rate parity," Working Papers, Federal Reserve Bank of Dallas, number 9701.
  2. William J. Crowder & Mark E. Wohar, 1997, "Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market," Finance, University Library of Munich, Germany, number 9702002, Feb, revised 25 Feb 1997.
  3. William J. Crowder & Mark E. Wohar, 1997, "The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act," Finance, University Library of Munich, Germany, number 9702005, Feb.

1996

  1. C. Ennew, & N. Kellard, & P. Newbold, A. J. Rayner & M. E. Wohar,, 1996, "Two Puzzles in the Analysis of Foreign Exchange Market Efficiency," Discussion Papers, University of Nottingham, School of Economics, number 96/18.

1993

  1. Siklos, P.L. & Wohar, M.E., 1993, "Convergence in Interest Rates and Inflation Rates Across Countries and Across Time," Working Papers, Wilfrid Laurier University, Department of Economics, number 93004.

Undated

  1. Cenci, Eduardo & Lopes, Daniel A. F. & Monasterio, Leonardo M., undated, "Internal migration and the spread of long-term impacts of historical immigration in Brazil," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291031, DOI: 10.22004/ag.econ.291031.
  2. Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, undated, "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-013.

Journal articles

2025

  1. Co, Catherine Y. & Tran, Que Nguyet, 2025, "A multidisciplinary perspective to teaching international trade," International Review of Economics Education, Elsevier, volume 49, issue C, DOI: 10.1016/j.iree.2025.100320.
  2. Ben O. Smith, 2025, "Project-Based Assessment: A web app to measure knowledge and difficulty with rubric-based instruments," The Journal of Economic Education, Taylor & Francis Journals, volume 56, issue 4, pages 361-362, October, DOI: 10.1080/00220485.2025.2533843.

2024

  1. Zhigang Feng, 2024, "Macroeconomic consequences of alternative reforms to the health insurance system in the United States," International Studies of Economics, John Wiley & Sons, volume 19, issue 1, pages 6-34, March, DOI: 10.1002/ise3.65.
  2. Lindsay, Kellie B. & Smith, Ben O. & White, Dustin R., 2024, "Beauty in the eyes of the beholder," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 1-10, DOI: 10.1016/j.jebo.2023.10.035.
  3. Wayne Geerling & G. Dirk Mateer & Brian O'Roark & Ben Smith, 2024, "Music 4 Econ: https://music4econ.com/," Journal of Economics Teaching, Journal of Economics Teaching, volume 9, issue 1, pages 67-71, February.
  4. Javed Bin Kamal & Mark Wohar & Khaled Bin Kamal, 2024, "On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-7, DOI: 2024/06/28.
  5. Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2024, "Volatility spillovers across the spot and futures oil markets after news announcements," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102002.
  6. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Trabelsi, Nader & Wohar, Mark, 2024, "Do shipping freight markets impact commodity markets?," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 986-1014, DOI: 10.1016/j.iref.2024.01.066.
  7. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Doğan, Buhari & Adekoya, Oluwasegun B. & Wohar, Mark, 2024, "Asymmetric spillover effects in energy markets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 470-502, DOI: 10.1016/j.iref.2024.02.001.
  8. Javed Iqbal & Sitara Jabeen & Misbah Nosheen & Mark Wohar, 2024, "The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 3, pages 657-732, September, DOI: 10.1007/s10690-023-09427-6.
  9. Javed Bin Kamal & Akhand Akhtar Hossain & Omar Al Farooque & Mark Wohar, 2024, "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 244-276.
  10. Mehmet Balcilar & Ojonugwa Usman & Mark Wohar & David Roubaud & Hasan Gungor, 2024, "Global liquidity effect of quantitative easing on emerging markets," Empirical Economics, Springer, volume 67, issue 6, pages 2449-2461, December, DOI: 10.1007/s00181-024-02625-9.
  11. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2024, "Giant oil discoveries and conflicts," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 6, pages 15681-15710, June, DOI: 10.1007/s10668-023-03270-5.
  12. Nazia Gul & Javed Iqbal & Misbah Nosheen & Mark Wohar, 2024, "Untapping the role of trade facilitation indicators, logistics and information technology in export expansion and diversification," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 33, issue 3, pages 369-389, April, DOI: 10.1080/09638199.2023.2182606.
  13. Misbah Nosheen & Sughra Afshan Handleeb & Javed Iqbal & Mark Wohar, 2024, "Third-Country Exchange Rate Volatility and Pakistan-China Trade at the Commodity Level," The International Trade Journal, Taylor & Francis Journals, volume 38, issue 2, pages 136-157, March, DOI: 10.1080/08853908.2023.2256849.
  14. Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.

2023

  1. Catherine Y. Co, 2023, "Export capacity and capital stock augmentation through imports: Evidence from Sub‐Saharan African countries," South African Journal of Economics, Economic Society of South Africa, volume 91, issue 3, pages 273-305, September, DOI: 10.1111/saje.12345.
  2. Weiguang Deng & Xue Li & Zijun Luo, 2023, "A model of police financing through income and consumption taxes," Scottish Journal of Political Economy, Scottish Economic Society, volume 70, issue 3, pages 217-230, July, DOI: 10.1111/sjpe.12337.
  3. Ying Zhou & Zijun Luo & Xu Tian, 2023, "The Impact of Animal Disease Outbreaks on China’s Meat Imports," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 11, pages 3550-3576, September, DOI: 10.1080/1540496X.2023.2223929.
  4. Sherzod B. Akhundjanov & Ben O. Smith & Max St. Brown, 2023, "Path Dependence as a Path to Consumer Surplus and Loyalty," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 63, issue 1, pages 1-20, August, DOI: 10.1007/s11151-023-09904-2.
  5. Ben O. Smith & Jadrian J. Wooten, 2023, "Assessing proxies of knowledge and difficulty with rubric‐based instruments," Southern Economic Journal, John Wiley & Sons, volume 90, issue 2, pages 510-534, October, DOI: 10.1002/soej.12658.
  6. Misbah Nosheen & Beenish Chohan & Javed Iqbal & Mark Wohar, 2023, "Asymmetric response of domestic production to exchange rate changes: Evidence from southeast Asian countries," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 37, issue 2, pages 54-75, November, DOI: 10.1111/apel.12395.
  7. Refk Selmi & Shawkat Hammoudeh & Mark E. Wohar, 2023, "What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants," The World Economy, Wiley Blackwell, volume 46, issue 3, pages 598-618, March, DOI: 10.1111/twec.13323.
  8. Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
  9. Javed Iqbal & Sareer Ahmad & Misbah Nosheen & Mark Wohar, 2023, "Empirical investigation of the S-curve phenomenon in Pakistan-China commodity trade," Economics Bulletin, AccessEcon, volume 43, issue 4, pages 1853-1864.
  10. Iqbal, Javed & Mahmood, Fatima & Nosheen, Misbah & Wohar, Mark, 2023, "The asymmetric impact of exchange rate misalignment on economic growth of India: An application of Hodrick–Prescott filter technique," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 809-823, DOI: 10.1016/j.eap.2022.12.022.
  11. Kamal, Javed Bin & Wohar, Mark, 2023, "Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic," International Economics, Elsevier, volume 173, issue C, pages 68-85, DOI: 10.1016/j.inteco.2022.11.001.
  12. Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023, "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100351.
  13. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023, "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 56-67, DOI: 10.1016/j.qref.2023.07.006.
  14. Plakandaras, Vasilios & Gupta, Rangan & Karmakar, Sayar & Wohar, Mark E., 2023, "Are real interest rates a monetary phenomenon? Evidence from 700 years of data," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102010.
  15. Javed Iqbal & Misbah Nosheen & Iqra Rubab & Sareer Ahmad & Mark Wohar, 2023, "Asymmetric Causality between Unemployment Rate and House Prices in Select OECD Economies," International Real Estate Review, Global Social Science Institute, volume 26, issue 2, pages 173-207.
  16. Mehmet Balcilar & Gizem Uzuner & Festus Victor Bekun & Mark E. Wohar, 2023, "Housing price uncertainty and housing prices in the UK in a time-varying environment," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 50, issue 2, pages 523-549, May, DOI: 10.1007/s10663-023-09567-y.
  17. Sareer Ahmad & Javed Iqbal & Misbah Nosheen & Mark Wohar, 2023, "Dynamics of the asymmetric S-curve between Pakistan and Japan," International Journal of Economic Policy Studies, Springer, volume 17, issue 2, pages 551-561, August, DOI: 10.1007/s42495-023-00112-0.
  18. Javed Iqbal & Misbah Nosheen & Mark Wohar, 2023, "Exchange rate volatility and India–US commodity trade: evidence of the third country effect," Indian Economic Review, Springer, volume 58, issue 2, pages 359-398, September, DOI: 10.1007/s41775-023-00182-z.
  19. Konstantinos Gkillas & Paraskevi Katsiampa & Dimitrios I. Vortelinos & Mark E. Wohar, 2023, "Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4037-4054, October, DOI: 10.1002/ijfe.2634.

2022

  1. He, Xiaobo & Luo, Zijun & Zhang, Junjie, 2022, "The impact of air pollution on movie theater admissions," Journal of Environmental Economics and Management, Elsevier, volume 112, issue C, DOI: 10.1016/j.jeem.2022.102626.
  2. Ethan Spangler & Ben Smith, 2022, "Let Them Tweet Cake: Estimating Public Dissent Using Twitter," Defence and Peace Economics, Taylor & Francis Journals, volume 33, issue 3, pages 327-346, April, DOI: 10.1080/10242694.2020.1865042.
  3. Matthew Rousu & Ben Smith & Bailey Hackenberry, 2022, "Economics of Star Wars," The Journal of Economic Education, Taylor & Francis Journals, volume 53, issue 2, pages 192-193, March, DOI: 10.1080/00220485.2022.2038747.
  4. Ben O. Smith, 2022, "Assessment disaggregation: A new tool to calculate learning types from nearly any exam platform, including online systems," The Journal of Economic Education, Taylor & Francis Journals, volume 53, issue 2, pages 194-195, March, DOI: 10.1080/00220485.2022.2038321.
  5. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101801.
  6. Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
  7. Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin, 2022, "Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102920.
  8. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022, "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101512.
  9. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022, "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, volume 63, issue 4, pages 1741-1769, October, DOI: 10.1007/s00181-021-02198-x.
  10. Javed Iqbal & Misbah Nosheen & Mark Wohar, 2022, "Revisiting the asymmetry between the exchange rate and domestic production in South Asian economies: Evidence from nonlinear ARDL approach," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 14, issue 2, pages 162-175.
  11. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.

2021

  1. Liu, Chang & Zhu, Bei & Ni, Jinlan & Wei, Chu, 2021, "Residential coal-switch policy in China: Development, achievement, and challenge," Energy Policy, Elsevier, volume 151, issue C, DOI: 10.1016/j.enpol.2021.112165.
  2. Li, Huan & Ni, Jinlan & Xu, Yueli & Zhan, Minghua, 2021, "Monetary policy and its transmission channels: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101621.
  3. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
  4. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021, "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 661-674, June, DOI: 10.1111/irfi.12283.
  5. Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2021, "Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?," The World Economy, Wiley Blackwell, volume 44, issue 1, pages 188-233, January, DOI: 10.1111/twec.12990.
  6. Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021, "The energy transition, Trump energy agenda and COVID-19," International Economics, CEPII research center, issue 165, pages 140-153.
  7. Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
  8. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
  9. Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105686.
  10. Balcilar, Mehmet & Roubaud, David & Usman, Ojonugwa & Wohar, Mark E., 2021, "Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105249.
  11. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
  12. Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021, "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102029.
  13. Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Political uncertainty, COVID-19 pandemic and stock market volatility transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101383.
  14. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021, "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102143.
  15. Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Babalos, Vassilios & Wohar, Mark E., 2021, "Day-of-the-week effect and spread determinants: Some international evidence from equity markets," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 268-288, DOI: 10.1016/j.iref.2020.09.003.
  16. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021, "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
  17. Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E., 2021, "Housing sector and economic policy uncertainty: A GMM panel VAR approach," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 114-126, DOI: 10.1016/j.iref.2021.05.011.
  18. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
  19. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
  20. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021, "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
  21. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021, "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 2, pages 283-317, February, DOI: 10.1007/s11146-020-09745-w.
  22. Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2021, "Phillips Curve for the Asian Economies: A Nonlinear Perspective," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 12, pages 3508-3537, September, DOI: 10.1080/1540496X.2019.1699789.
  23. Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021, "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1818-1824, December, DOI: 10.1080/13504851.2020.1854439.
  24. Richard Olaolu Olayeni & Aviral Kumar Tiwari & Mark E. Wohar, 2021, "Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 6, pages 482-486, March, DOI: 10.1080/13504851.2020.1761526.
  25. Refk Selmi & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021, "Is COVID-19 Related Anxiety an Accelerator for Responsible and Sustainable Investing ? A Sentiment Analysis," Applied Economics, Taylor & Francis Journals, volume 53, issue 13, pages 1528-1539, March, DOI: 10.1080/00036846.2020.1834501.
  26. Xi Zhang & Renatas Kizys & Christos Floros & Konstantinos Gkillas & Mark E. Wohar, 2021, "Testing for rational bubbles in the UK housing market," Applied Economics, Taylor & Francis Journals, volume 53, issue 8, pages 962-975, February, DOI: 10.1080/00036846.2020.1820440.

2020

  1. He, Xiaobo & Luo, Zijun, 2020, "Does Hukou pay? Evidence from nanny markets in urban China," China Economic Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.chieco.2020.101509.
  2. Zijun Luo & Yonghong Zhou, 2020, "Decomposing the effects of consumer boycotts: evidence from the anti-Japanese demonstration in China," Empirical Economics, Springer, volume 58, issue 6, pages 2615-2634, June, DOI: 10.1007/s00181-019-01650-3.
  3. Zhao Rong & Jinlan Ni, 2020, "How do housing cycles influence listed firms’ R&D investment: evidence from the collateral channel," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 29, issue 3, pages 287-312, April, DOI: 10.1080/10438599.2019.1616662.
  4. Tang, Tingfeng & Li, Zhigang & Ni, Jinlan & Yuan, Jia, 2020, "Land costs, government intervention, and migration of firms: The case of China," China Economic Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.chieco.2020.101560.
  5. Bian, Zhicun & Ma, Jun & Ni, Jinlan & Stewart, Shamar, 2020, "Synchronization of regional growth dynamics in China," China Economic Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.chieco.2018.09.007.
  6. Brandon J. Sheridan & Ben Smith, 2020, "How Often Does Active Learning Actually Occur? Perception versus Reality," AEA Papers and Proceedings, American Economic Association, volume 110, pages 304-308, May, DOI: 10.1257/pandp.20201053.
  7. Jun Ma & Andrew Vivian & Mark E. Wohar, 2020, "What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 2, pages 311-330, April, DOI: 10.1111/obes.12334.
  8. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
  9. Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E., 2020, "Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101083.
  10. Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
  11. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101177.
  12. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
  13. Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020, "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104938.
  14. Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
  15. Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
  16. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
  17. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101127.
  18. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
  19. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
  20. Refk Selmi Selmi & Youssef Errami Errami & Mark E. Wohar, 2020, "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 2, pages 282-295.
  21. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020, "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, volume 58, issue 5, pages 2249-2285, May, DOI: 10.1007/s00181-018-1581-x.
  22. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020, "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 14, pages 1124-1134, July, DOI: 10.1080/13504851.2019.1673296.
  23. Refk Selmi & Jamal Bouoiyour & Mark E. Wohar & Youssef Errami, 2020, "Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump," Applied Economics, Taylor & Francis Journals, volume 52, issue 35, pages 3858-3873, July, DOI: 10.1080/00036846.2020.1723786.
  24. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
  25. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2020, "The impact of US uncertainty shocks on a panel of advanced and emerging market economies," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 29, issue 6, pages 711-721, August, DOI: 10.1080/09638199.2020.1720785.
  26. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020, "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
  27. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020, "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 155-167, March, DOI: 10.1002/for.2619.
  28. Bun Song Lee & Sung Hyo Hong & Mark E. Wohar, 2020, "City Size, Labor Productivity And Wages In Korea," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 04, pages 1073-1098, June, DOI: 10.1142/S0217590817500138.

2019

  1. Catherine Y. Co & Thu Kim Nguyen & Que Nguyet Tran & Tung Nhu Nguyen, 2019, "Subnational home market bias in Vietnam: Evidence from enterprise‐level data," The World Economy, Wiley Blackwell, volume 42, issue 11, pages 3319-3349, November, DOI: 10.1111/twec.12863.
  2. Catherine Y. Co & Jonna Holland, 2019, "Teaching International Microenterprise Development: An Interdisciplinary Experiential Learning Approach," Journal of Economics Teaching, Journal of Economics Teaching, volume 4, issue 1, pages 27-39, May.
  3. Yang Jiao & Zijun Luo, 2019, "A model of terrorism and counterterrorism with location choices," Public Choice, Springer, volume 179, issue 3, pages 301-313, June, DOI: 10.1007/s11127-018-0559-8.
  4. Lugauer, Steven & Ni, Jinlan & Yin, Zhichao, 2019, "Chinese household saving and dependent children: Theory and evidence," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2017.08.005.
  5. Wang, Chunchao & Zhang, Chenglei & Ni, Jinlan & Zhang, Haifeng & Zhang, Junsen, 2019, "Family migration in China: Do migrant children affect parental settlement intention?," Journal of Comparative Economics, Elsevier, volume 47, issue 2, pages 416-428, DOI: 10.1016/j.jce.2019.01.002.
  6. Rangan Gupta & Mark E. Wohar, 2019, "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 151-163, June.
  7. Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019, "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 616-640, October, DOI: 10.1111/boer.12199.
  8. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
  9. Guglielmo Maria Caporale & Ricardo M. Sousa & Mark E. Wohar, 2019, "Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 4, pages 935-976, December, DOI: 10.1111/1540-6229.12135.
  10. Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019, "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-17, June, DOI: 10.1515/snde-2017-0049.
  11. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 39-50.
  12. Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019, "Bitcoin: competitor or complement to gold?," Economics Bulletin, AccessEcon, volume 39, issue 1, pages 186-191.
  13. van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019, "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, volume 233, issue , pages 612-621, DOI: 10.1016/j.apenergy.2018.10.049.
  14. Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
  15. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 181-205, DOI: 10.1016/j.najef.2019.04.011.
  16. Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019, "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100994.
  17. Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104523.
  18. Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019, "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, volume 29, issue C, pages 315-322, DOI: 10.1016/j.frl.2018.08.013.
  19. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019, "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.02.003.
  20. Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
  21. Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019, "Growth volatility and inequality in the U.S.: A wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 48-73, DOI: 10.1016/j.physa.2019.01.024.
  22. Gebka, Bartosz & Wohar, Mark E., 2019, "Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 1-25, DOI: 10.1016/j.iref.2018.12.002.
  23. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
  24. Hylton Hollander & Rangan Gupta & Mark E. Wohar, 2019, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 7, pages 1593-1618, May, DOI: 10.1080/1540496X.2018.1474346.
  25. Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
  26. Ahmad Zubaidi Baharumshah & Siew-Voon Soon & Mark E. Wohar, 2019, "Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries," Empirical Economics, Springer, volume 56, issue 2, pages 523-549, February, DOI: 10.1007/s00181-017-1368-5.
  27. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
  28. Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019, "Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1317-1321, September, DOI: 10.1080/13504851.2018.1558332.
  29. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019, "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 41, pages 4477-4498, September, DOI: 10.1080/00036846.2019.1591607.
  30. Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019, "Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals," Applied Economics, Taylor & Francis Journals, volume 51, issue 57, pages 6076-6088, December, DOI: 10.1080/00036846.2019.1645289.
  31. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
  32. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.

2018

  1. Co, Catherine Y. & Nguyen, Thu Kim & Nguyen, Tung Nhu & Tran, Que Nguyet, 2018, "The exporting and subcontracting decisions of Viet Nam's small- and medium-sized enterprises," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 449-466, DOI: 10.1016/j.iref.2018.05.004.
  2. Feng, Zhigang & Zhao, Kai, 2018, "Employment-based health insurance and aggregate labor supply," Journal of Economic Behavior & Organization, Elsevier, volume 154, issue C, pages 156-174, DOI: 10.1016/j.jebo.2018.08.009.
  3. Luo, Zijun & Xie, Xin, 2018, "A Model Of rivalries with endogenous prize and strength," Journal of Economic Behavior & Organization, Elsevier, volume 152, issue C, pages 215-223, DOI: 10.1016/j.jebo.2018.06.013.
  4. Zijun Luo & Xu Tian, 2018, "Can China’s meat imports be sustainable? A case study of mad cow disease," Applied Economics, Taylor & Francis Journals, volume 50, issue 9, pages 1022-1042, February, DOI: 10.1080/00036846.2017.1349288.
  5. Yang-Ming Chang & Zijun Luo & Yongjing Zhang, 2018, "The timing of third-party intervention in social conflict," Defence and Peace Economics, Taylor & Francis Journals, volume 29, issue 2, pages 91-110, February, DOI: 10.1080/10242694.2015.1126918.
  6. Xinjun Lyu & Christopher Decker & Jinlan Ni, 2018, "Compensation negotiation and corporate governance: the evidence from China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 16, issue 2, pages 193-213, April, DOI: 10.1080/14765284.2018.1445081.
  7. Wayne Geerling & G. Dirk Mateer & Ben O. Smith & James E. Tierney & Jadrian J. Wooten, 2018, "Lesson Plans for Teaching Economics with The Big Bang Theory," Journal of Economics Teaching, Journal of Economics Teaching, volume 3, issue 1, pages 162-184, May.
  8. Andrew J Cassey & Ben O Smith, 2018, "Estimating state-industry employment, with an application to industrial localization," Applied Economics, Taylor & Francis Journals, volume 50, issue 48, pages 5189-5203, October, DOI: 10.1080/00036846.2018.1486012.
  9. Ben O. Smith & Dustin R. White & Patricia C. Kuzyk & James E. Tierney, 2018, "Improved grade outcomes with an e-mailed “grade nudge”," The Journal of Economic Education, Taylor & Francis Journals, volume 49, issue 1, pages 1-7, January, DOI: 10.1080/00220485.2017.1397570.
  10. Ben O. Smith, 2018, "Multiplatform software tool to disaggregate and adjust value-added learning scores," The Journal of Economic Education, Taylor & Francis Journals, volume 49, issue 2, pages 220-221, April, DOI: 10.1080/00220485.2018.1438863.
  11. Jadrian J. Wooten & Ben O. Smith, 2018, "Create random assignments: A cloud-based tool to help implement alternative teaching materials," The Journal of Economic Education, Taylor & Francis Journals, volume 49, issue 3, pages 297-297, July, DOI: 10.1080/00220485.2018.1464983.
  12. Ben O. Smith & Jamie Wagner, 2018, "Adjusting for guessing and applying a statistical test to the disaggregation of value-added learning scores," The Journal of Economic Education, Taylor & Francis Journals, volume 49, issue 4, pages 307-323, October, DOI: 10.1080/00220485.2018.1500959.
  13. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018, "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 495-506, September, DOI: 10.1111/irfi.12136.
  14. Goodness C. Aye & Tsang Yao Chang & Wen†Yi Chen & Rangan Gupta & Mark Wohar, 2018, "Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks," Manchester School, University of Manchester, volume 86, issue 4, pages 488-511, July, DOI: 10.1111/manc.12192.
  15. Ma Jun & Olson Eric & Wohar Mark E., 2018, "Nonlinear Taylor rules: evidence from a large dataset," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 1, pages 1-14, February, DOI: 10.1515/snde-2016-0082.
  16. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, volume 75, issue C, pages 105-116, DOI: 10.1016/j.econmod.2018.06.010.
  17. Gebka, Bartosz & Wohar, Mark E., 2018, "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, volume 75, issue C, pages 181-195, DOI: 10.1016/j.econmod.2018.06.018.
  18. Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018, "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 87-96, DOI: 10.1016/j.najef.2017.10.006.
  19. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
  20. Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
  21. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 26, issue C, pages 100-105, DOI: 10.1016/j.frl.2017.12.008.
  22. Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
  23. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
  24. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2018, "UK macroeconomic volatility: Historical evidence over seven centuries," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 767-789, DOI: 10.1016/j.jpolmod.2018.04.002.
  25. Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
  26. Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
  27. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018, "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 15-26, DOI: 10.1016/j.iref.2017.12.012.
  28. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
  29. Siew-Voon Soon & Ahmad Zubaidi Baharumshah & Mark E. Wohar, 2018, "Exchange rate pass-through in the Asian countries: does inflation volatility matter?," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 5, pages 309-312, March, DOI: 10.1080/13504851.2017.1319553.
  30. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
  31. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
  32. Steven J. Jordan & Andrew Vivian & Mark E. Wohar, 2018, "Stock returns forecasting with metals: sentiment vs. fundamentals," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 6, pages 458-477, April, DOI: 10.1080/1351847X.2017.1323770.
  33. Jun Ma & Andrew Vivian & Mark E. Wohar, 2018, "Global factors and equity market valuations: Do country characteristics matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 427-441, October, DOI: 10.1002/ijfe.1630.
  34. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.

2017

  1. Domínguez, Begoña & Feng, Zhigang, 2017, "An Evaluation Of Constitutional Constraints On Capital Taxation," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 7, pages 1519-1544, October.
  2. David Chivers & Zhigang Feng & Anne Villamil, 2017, "Employment-based Health Insurance and Misallocation: Implications for the Macroeconomy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 23, pages 125-149, January, DOI: 10.1016/j.red.2016.09.002.
  3. Zhigang Feng & Matthew Hoelle, 2017, "Indeterminacy in stochastic overlapping generations models: real effects in the long run," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 2, pages 559-585, February, DOI: 10.1007/s00199-015-0947-y.
  4. Yang-Ming Chang & Zijun Luo, 2017, "Endogenous Destruction In Conflict: Theory And Extensions," Economic Inquiry, Western Economic Association International, volume 55, issue 1, pages 479-500, January.
  5. Brandon Sheridan & Ben Smith & Erin Pleggenkuhle-Miles, 2017, "Short vs. long: cognitive load, retention and changing class structures," Education Economics, Taylor & Francis Journals, volume 25, issue 5, pages 501-512, September, DOI: 10.1080/09645292.2017.1305099.
  6. William Walstad & Carly Urban & Carlos J. Asarta & Elizabeth Breitbach & William Bosshardt & Julie Heath & Barbara O'Neill & Jamie Wagner & Jing Jian Xiao, 2017, "Perspectives on evaluation in financial education: Landscape, issues, and studies," The Journal of Economic Education, Taylor & Francis Journals, volume 48, issue 2, pages 93-112, April, DOI: 10.1080/00220485.2017.1285738.
  7. Jamie Wagner, 2017, "Book Review: International handbook of financial literacy, by Aprea, C., Wuttke, E., Breuer, K., Koh, N.K., Davies, P., Greimel-Fuhrmann, B., & Lopus, J.S. (Eds.)," The American Economist, Sage Publications, volume 62, issue 2, pages 270-272, October, DOI: 10.1177/0569434517703870.
  8. Paul M. Jones & Eric Olson & Mark E. Wohar, 2017, "A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set," The Financial Review, Eastern Finance Association, volume 52, issue 3, pages 405-433, August.
  9. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data," International Finance, Wiley Blackwell, volume 20, issue 3, pages 289-316, December, DOI: 10.1111/infi.12111.
  10. Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
  11. Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
  12. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017, "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, volume 21, issue C, pages 206-213, DOI: 10.1016/j.frl.2016.12.003.
  13. Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
  14. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2017, "Forecasting market returns: bagging or combining?," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 102-120, DOI: 10.1016/j.ijforecast.2016.07.003.
  15. Bashar, Omar H.M.N. & Bhattacharya, Prasad Sankar & Wohar, Mark E., 2017, "The cyclicality of fiscal policy: New evidence from unobserved components approach," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 222-234, DOI: 10.1016/j.jmacro.2017.07.010.
  16. Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017, "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 1-15, DOI: 10.1016/j.jcomm.2017.02.003.
  17. Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
  18. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017, "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 269-279, DOI: 10.1016/j.iref.2016.12.007.
  19. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017, "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 245-257, DOI: 10.1016/j.iref.2017.05.009.
  20. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
  21. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017, "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1274-1288, DOI: 10.1016/j.ribaf.2017.07.064.
  22. Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E., 2017, "Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day," World Development, Elsevier, volume 89, issue C, pages 57-70, DOI: 10.1016/j.worlddev.2016.07.012.
  23. Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
  24. Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.

2016

  1. Charles Braymen & Yang-Ming Chang & Zijun Luo, 2016, "Tax Policies, Regional Trade Agreements and Foreign Direct Investment: A Welfare Analysis," Pacific Economic Review, Wiley Blackwell, volume 21, issue 2, pages 123-150, May.
  2. Dong, Zhiqiang & Luo, Zijun & Wei, Xiahai, 2016, "Social insurance with Chinese characteristics: The role of communist party in private firms," China Economic Review, Elsevier, volume 37, issue C, pages 40-51, DOI: 10.1016/j.chieco.2015.09.009.
  3. Qingjiang Ju & Jinlan Ni & Debing Ni & Yu Wu, 2016, "Land Acquisition, Labor Allocation, and Income Growth of Farm Households," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1744-1761, August, DOI: 10.1080/1540496X.2016.1181860.
  4. Jinlan Ni & Mark E. Wohar & Beichen Wang, 2016, "Structural Breaks in Volatility: The Case of Chinese Stock Returns," Chinese Economy, Taylor & Francis Journals, volume 49, issue 2, pages 81-93, March, DOI: 10.1080/10971475.2016.1143302.
  5. Ben O Smith, 2016, "Giving away the store: How the zero price constraint results in fewer add-on features," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 983-992.
  6. James Tierney & G. Dirk Mateer & Ben Smith & Jadrian Wooten & Wayne Geerling, 2016, "Bazinganomics: Economics of The Big Bang Theory," The Journal of Economic Education, Taylor & Francis Journals, volume 47, issue 2, pages 192-192, April, DOI: 10.1080/00220485.2016.1146099.
  7. William B. Walstad & Jamie Wagner, 2016, "The disaggregation of value-added test scores to assess learning outcomes in economics courses," The Journal of Economic Education, Taylor & Francis Journals, volume 47, issue 2, pages 121-131, April, DOI: 10.1080/00220485.2016.1146104.
  8. George Bagdatoglou & Alexandros Kontonikas & Mark E. Wohar, 2016, "Forecasting Us Inflation Using Dynamic General-To-Specific Model Selection," Bulletin of Economic Research, Wiley Blackwell, volume 68, issue 2, pages 151-167, April.
  9. Baharumshah, Ahmad Zubaidi & Slesman, Ly & Wohar, Mark E., 2016, "Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence," Economic Systems, Elsevier, volume 40, issue 4, pages 638-657, DOI: 10.1016/j.ecosys.2016.02.009.
  10. Olson, Eric & Wohar, Mark E., 2016, "An evaluation of ECB policy in the Euro's big four," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 203-213, DOI: 10.1016/j.jmacro.2016.03.001.
  11. Sousa, Ricardo M. & Vivian, Andrew & Wohar, Mark E., 2016, "Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 122-143, DOI: 10.1016/j.iref.2015.09.001.
  12. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016, "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 172-188, DOI: 10.1016/j.iref.2015.08.013.
  13. Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
  14. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.

2015

  1. Zhigang Feng, 2015, "Time‐consistent optimal fiscal policy over the business cycle," Quantitative Economics, Econometric Society, volume 6, issue 1, pages 189-221, March.
  2. Philip G. Gayle & Zijun Luo, 2015, "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald's Restaurant Outlets," Journal of Industrial Economics, Wiley Blackwell, volume 63, issue 1, pages 129-151, March.
  3. Yang-Ming Chang & Zijun Luo, 2015, "Endogenous division rules as a family constitution: strategic altruistic transfers and sibling competition," Journal of Population Economics, Springer;European Society for Population Economics, volume 28, issue 1, pages 173-194, January, DOI: 10.1007/s00148-013-0501-9.
  4. Wang, Chunchao & Zhang, Chenglei & Ni, Jinlan, 2015, "Social network, intra-network education spillover effect and rural–urban migrants' wages: Evidence from China," China Economic Review, Elsevier, volume 35, issue C, pages 156-168, DOI: 10.1016/j.chieco.2015.03.004.
  5. Ni, Jinlan & Wei, Chu & Du, Limin, 2015, "Revealing the political decision toward Chinese carbon abatement: Based on equity and efficiency criteria," Energy Economics, Elsevier, volume 51, issue C, pages 609-621, DOI: 10.1016/j.eneco.2015.08.027.
  6. Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2015, "A Bayesian Analysis Of Weak Identification In Stock Price Decompositions," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 4, pages 728-752, June.
  7. Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015, "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 72-83, DOI: 10.1016/j.irfa.2015.01.007.
  8. Kellard, Neil M. & Jiang, Ying & Wohar, Mark, 2015, "Spurious long memory, uncommon breaks and the implied–realized volatility puzzle," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 36-54, DOI: 10.1016/j.jimonfin.2015.04.003.
  9. Jones, Paul M. & Olson, Eric & Wohar, Mark E., 2015, "Asymmetric tax multipliers," Journal of Macroeconomics, Elsevier, volume 43, issue C, pages 38-48, DOI: 10.1016/j.jmacro.2014.08.006.
  10. Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E., 2015, "Consumption growth, preference for smoothing, changes in expectations and risk premium," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 80-97, DOI: 10.1016/j.qref.2014.09.005.
  11. Steven J. Jordan & Andrew Vivian & Mark E. Wohar, 2015, "Location, location, location: currency effects and return predictability?," Applied Economics, Taylor & Francis Journals, volume 47, issue 18, pages 1883-1898, April, DOI: 10.1080/00036846.2014.1000537.
  12. Baharumshah & Siew-Voon Soon & Wohar, 2015, "Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model," Applied Economics, Taylor & Francis Journals, volume 47, issue 59, pages 6395-6408, December, DOI: 10.1080/00036846.2015.1071474.
  13. Ly Slesman & Ahmad Zubaidi Baharumshah & Mark E. Wohar, 2015, "Capital Inflows and Economic Growth: Does the Role of Institutions Matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 253-275, July.

2014

  1. Catherine Co, 2014, "Chinese contractors in developing countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 150, issue 1, pages 149-171, February, DOI: 10.1007/s10290-013-0170-5.
  2. Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014, "Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 55, issue 1, pages 83-110, February, DOI: 10.1111/iere.12042.
  3. Jinlan Ni & Wikil Kwak & Xiaoyan Cheng & Guan Gong, 2014, "The Determinants of Bankruptcy for Chinese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-22, DOI: 10.1142/S021909151450012X.
  4. Cassey, Andrew J. & Smith, Ben O., 2014, "Simulating confidence for the Ellison–Glaeser index," Journal of Urban Economics, Elsevier, volume 81, issue C, pages 85-103, DOI: 10.1016/j.jue.2014.02.005.
  5. Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014, "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 1, pages 23-40, February, DOI: 10.1515/snde-2013-0022.
  6. Olson, Eric & J. Vivian, Andrew & Wohar, Mark E., 2014, "The relationship between energy and equity markets: Evidence from volatility impulse response functions," Energy Economics, Elsevier, volume 43, issue C, pages 297-305, DOI: 10.1016/j.eneco.2014.01.009.
  7. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2014, "Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 95-109, DOI: 10.1016/j.jimonfin.2013.11.001.
  8. Ma, Jun & Wohar, Mark E., 2014, "Determining what drives stock returns: Proper inference is crucial: Evidence from the UK," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 371-390, DOI: 10.1016/j.iref.2014.02.006.
  9. Jun Ma & Mark E. Wohar, 2014, "Expected returns and expected dividend growth: time to rethink an established empirical literature," Applied Economics, Taylor & Francis Journals, volume 46, issue 21, pages 2462-2476, July, DOI: 10.1080/00036846.2014.899674.
  10. David A. Volkman & Olivier J. P. Maisondieu Laforge & Mark Wohar, 2014, "The conditional influence of term spread and pattern changes on future equity returns," Applied Economics, Taylor & Francis Journals, volume 46, issue 9, pages 913-923, March, DOI: 10.1080/00036846.2013.859377.
  11. Zhenhua Su & Jun Ma & Mark E. Wohar, 2014, "Sources of the stock price fluctuations in Chinese equity market," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 7-9, pages 829-846, September, DOI: 10.1080/1351847X.2012.671779.

2013

  1. Lien, Donald & Co, Catherine Yap, 2013, "The effect of Confucius Institutes on US Exports to China: A state level analysis," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 566-571, DOI: 10.1016/j.iref.2013.01.011.
  2. LUIS LOCAY & TRACY L. REGAN & ARTHUR M. DIAMOND Jr, 2013, "The Effects Of Spanish-Language Background On Completed Schooling And Aptitude Test Scores," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 527-562, January, DOI: j.1465-7295.2012.00458.x.
  3. Zhigang Feng, 2013, "Tackling indeterminacy in overlapping generations models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 77, issue 3, pages 445-457, June, DOI: 10.1007/s00186-012-0407-4.
  4. Yang-Ming Chang & Zijun Luo, 2013, "War Or Settlement: An Economic Analysis Of Conflcit With Endogenous And Increasing Destruction," Defence and Peace Economics, Taylor & Francis Journals, volume 24, issue 1, pages 23-46, February, DOI: 10.1080/10242694.2012.659862.
  5. David G. Mcmillan & Mark E. Wohar, 2013, "A Panel Analysis Of The Stock Return–Dividend Yield Relation: Predicting Returns And Dividend Growth," Manchester School, University of Manchester, volume 81, issue 3, pages 386-400, June, DOI: 10.1111/manc.2013.81.issue-3.
  6. Vivian, Andrew & Wohar, Mark E., 2013, "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 40-50, DOI: 10.1016/j.irfa.2012.05.002.
  7. Gębka, Bartosz & Wohar, Mark E., 2013, "The determinants of quantile autocorrelations: Evidence from the UK," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 51-61, DOI: 10.1016/j.irfa.2013.03.010.
  8. Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013, "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, volume 10, issue 1, pages 34-40, DOI: 10.1016/j.frl.2012.07.002.
  9. Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013, "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, volume 90, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2012.10.003.
  10. Gębka, Bartosz & Wohar, Mark E., 2013, "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 55-84, DOI: 10.1016/j.intfin.2012.09.003.
  11. Valcarcel, Victor J. & Wohar, Mark E., 2013, "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, volume 68, issue C, pages 24-42, DOI: 10.1016/j.jeconbus.2013.03.001.
  12. Gebka, Bartosz & Wohar, Mark E., 2013, "Causality between trading volume and returns: Evidence from quantile regressions," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 144-159, DOI: 10.1016/j.iref.2012.09.009.
  13. Jun Ma & Mark E. Wohar, 2013, "An Unobserved Components Model that Yields Business and Medium-Run Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 7, pages 1351-1373, October.
  14. David McMillan & Mark Wohar, 2013, "UK stock market predictability: evidence of time variation," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 12, pages 1043-1055, June, DOI: 10.1080/09603107.2013.791017.
  15. David G. McMillan & Mark E. Wohar, 2013, "The relationship between temperature and CO 2 emissions: evidence from a short and very long dataset," Applied Economics, Taylor & Francis Journals, volume 45, issue 26, pages 3683-3690, September, DOI: 10.1080/00036846.2012.729955.
  16. David Greasley & Jakob B. Madsen & Mark E. Wohar, 2013, "Long-run growth empirics and new challenges for unified theory," Applied Economics, Taylor & Francis Journals, volume 45, issue 28, pages 3973-3987, October, DOI: 10.1080/00036846.2012.741780.
  17. Alex Maynard & Aaron Smallwood & Mark E. Wohar, 2013, "Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 3, pages 318-360, November, DOI: 10.1080/07474938.2012.690663.

2012

  1. Catherine Yap Co, 2012, "US Trade in Advanced Technology Products," Review of Development Economics, Wiley Blackwell, volume 16, issue 1, pages 16-30, February, DOI: j.1467-9361.2011.00643.x.
  2. Wei, Chu & Ni, Jinlan & Du, Limin, 2012, "Regional allocation of carbon dioxide abatement in China," China Economic Review, Elsevier, volume 23, issue 3, pages 552-565, DOI: 10.1016/j.chieco.2011.06.002.
  3. Donald Lien & Melody Lo & Jinlan Ni, 2012, "Selective Asymmetric Capital Financing Behavior: Preference Towards Equity Financing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-29, DOI: 10.1142/S2010495212500042.
  4. Vivian, Andrew & Wohar, Mark E., 2012, "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 395-422, DOI: 10.1016/j.intfin.2011.12.003.
  5. Olson, Eric & Miller, Scott & Wohar, Mark E., 2012, "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1339-1357, DOI: 10.1016/j.jimonfin.2012.02.004.
  6. Olson, Eric & Enders, Walter & Wohar, Mark E., 2012, "An empirical investigation of the Taylor curve," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 380-390, DOI: 10.1016/j.jmacro.2011.12.005.
  7. David A. Volkman & Olivier J.P. Maisondieu Laforge & Mark Wohar, 2012, "Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1491-1500, September, DOI: 10.1080/09603107.2012.663471.
  8. David G. McMillan & Mark E. Wohar, 2012, "Output and stock prices: an examination of the relationship over 200 years," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 19, pages 1615-1629, October, DOI: 10.1080/09603107.2012.669461.
  9. Georgios P. Kouretas & Mark E. Wohar, 2012, "The dynamics of inflation: a study of a large number of countries," Applied Economics, Taylor & Francis Journals, volume 44, issue 16, pages 2001-2026, June, DOI: 10.1080/00036846.2011.556596.

2011

  1. Bhaumik, Sumon Kumar & Co, Catherine Yap, 2011, "China's economic cooperation related investment: An investigation of its direction and some implications for outward investment," China Economic Review, Elsevier, volume 22, issue 1, pages 75-87, March.
  2. Diamond, Arthur M., 2011, "Lanny Ebenstein, Milton Friedman: A Biography (New York: Palgrave Macmillan, 2007), pp. xi, 286, $27.95 (hardcover). ISBN 1-4039-7627-9," Journal of the History of Economic Thought, Cambridge University Press, volume 33, issue 2, pages 280-283, June.
  3. Jinlan Ni & Guangxin Wang & Xianguo Yao, 2011, "Impact of Minimum Wages on Employment," Chinese Economy, Taylor & Francis Journals, volume 44, issue 1, pages 18-38, January.
  4. David G. Mcmillan & Mark E. Wohar, 2011, "Profit Persistence Revisited: The Case Of The Uk," Manchester School, University of Manchester, volume 79, issue 3, pages 510-527, June, DOI: j.1467-9957.2010.02177.x.
  5. Kuttner, Kenneth N., 2011, "Pierre L. Siklos, Martin T. Bohl and Mark E. Wohar, Challenges in central banking: the current institutional environment and forces affecting monetary policy , Cambridge University Press (2010)," Journal of International Economics, Elsevier, volume 83, issue 1, pages 93-94, January.
  6. David McMillan & Mark Wohar, 2011, "Sum of the parts stock return forecasting: international evidence," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 12, pages 837-845, DOI: 10.1080/09603107.2010.541150.
  7. David McMillan & Mark Wohar, 2011, "Structural breaks in volatility: the case of UK sector returns," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 15, pages 1079-1093, DOI: 10.1080/09603107.2011.564131.

2010

  1. Co, Catherine Yap, 2010, "Intra- and inter-firm US trade," International Review of Economics & Finance, Elsevier, volume 19, issue 2, pages 260-277, April.
  2. McMillan, David G. & Wohar, Mark E., 2010, "Persistence and time-varying coefficients," Economics Letters, Elsevier, volume 108, issue 1, pages 85-88, July.
  3. David G. McMillan & Mark E. Wohar, 2010, "Stock return predictability and dividend-price ratio: a nonlinear approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 4, pages 351-365, DOI: 10.1002/ijfe.401.
  4. David McMillan & Mark Wohar, 2010, "An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 22, pages 1697-1707, DOI: 10.1080/09603107.2010.522520.
  5. David I. Harvey & Neil M. Kellard & Jakob B. Madsen & Mark E. Wohar, 2010, "The Prebisch-Singer Hypothesis: Four Centuries of Evidence," The Review of Economics and Statistics, MIT Press, volume 92, issue 2, pages 367-377, May.

2009

  1. Arthur Diamond, 2009, "Fixing ideas: how research is constrained by mandated formalism," Journal of Economic Methodology, Taylor & Francis Journals, volume 16, issue 2, pages 191-206, DOI: 10.1080/13501780902940794.
  2. Arthur M. Diamond, Jr., 2009, "The Career Consequences of a Mistaken Research Project: The Case of Polywater," American Journal of Economics and Sociology, Wiley Blackwell, volume 68, issue 2, pages 387-411, April, DOI: 10.1111/j.1536-7150.2009.00633.x.
  3. Diamond, Arthur M., 2009, "Schumpeter Vs. Keynes: “In The Long Run Not All Of Us Are Dead”," Journal of the History of Economic Thought, Cambridge University Press, volume 31, issue 4, pages 531-541, December.
  4. Ni, Jinlan, 2009, "The effects of portfolio size on international equity home bias puzzle," International Review of Economics & Finance, Elsevier, volume 18, issue 3, pages 469-478, June.
  5. Chu Wei & Jinlan Ni & Manhong Shen, 2009, "Empirical Analysis of Provincial Energy Efficiency in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 17, issue 5, pages 88-103, September, DOI: 10.1111/j.1749-124X.2009.01168.x.
  6. Jinlan Ni & Deepak Khazanchi, 2009, "Information Technology Investment Decisions Under Asymmetric Information: A Modified Rational Expectation Model," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 55-72, DOI: 10.1142/S0219622009003260.
  7. Decker, Christopher S. & Thompson, Eric C. & Wohar, Mark E., 2009, "Determinants of State Labor Productivity: The Changing Role of Density," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, volume 39, issue 01, pages 1-10, DOI: 10.22004/ag.econ.132420.
  8. Rapach, David E. & Wohar, Mark E., 2009, "Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence," Journal of International Money and Finance, Elsevier, volume 28, issue 3, pages 427-453, April.
  9. David C. Wheelock & Mark E. Wohar, 2009, "Can the term spread predict output growth and recessions? a survey of the literature," Review, Federal Reserve Bank of St. Louis, volume 91, issue Sep, pages 419-440.
  10. Nathan S. Balke & Mark E. Wohar, 2009, "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 35-75, DOI: 10.1002/jae.1025.

2008

  1. Hamid Beladi & Fathali Firoozi & Catherine Co, 2008, "Link Between Domestic R&D And Inflow Of Fdi: A Game‐Theoretic Analysis," Pacific Economic Review, Wiley Blackwell, volume 13, issue 2, pages 209-222, May, DOI: 10.1111/j.1468-0106.2008.00397.x.
  2. Diamond, Arthur M., 2008, "J. Daniel Hammond and Claire H. Hammond, eds., Making Price Theory: Friedman-Stigler Correspondence, 1945-1957. (London: Routledge, 2006) pp. xvii, 165, $120. ISBN 0-415-70078-7," Journal of the History of Economic Thought, Cambridge University Press, volume 30, issue 2, pages 258-262, June.
  3. Barron, John M. & Ni, Jinlan, 2008, "Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs," Journal of International Money and Finance, Elsevier, volume 27, issue 4, pages 617-635, June.
  4. Jinlan Ni & Miaomiao Yu, 2008, "Testing the Pecking-Order Theory: Evidence from Chinese Listed Companies," Chinese Economy, Taylor & Francis Journals, volume 41, issue 1, pages 97-113, January.
  5. Kuhlmann, Angela & Decker, Christopher S. & Wohar, Mark E., 2008, "The Composition of Industry and the Duration of State Recessions," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, volume 38, issue 3, pages 1-16, DOI: 10.22004/ag.econ.132999.

2007

  1. Catherine Yap Co, 2007, "US Exports of Knowledge‐intensive Services and Importing‐country Characteristics," Review of International Economics, Wiley Blackwell, volume 15, issue 5, pages 890-904, November, DOI: 10.1111/j.1467-9396.2007.00703.x.
  2. Catherine Y. Co, 2007, "Factors That Account for the Large Variations in U.S. Export Prices," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 143, issue 3, pages 557-582, October, DOI: 10.1007/s10290-007-0121-0.
  3. Arthur M. Diamond Jr., 2007, "The Neglect of Creative Destruction in Micro-Principles Texts," History of Economic Ideas, Fabrizio Serra Editore, Pisa - Roma, volume 15, issue 1, pages 197-210.
  4. Mark E. Wohar & David E. Rapach, 2007, "Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models This is a significantly revised version of our previous paper, 'Forecasting US Business Fixed Investment Spending'. The results reported in this," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 1, pages 33-51, DOI: 10.1002/for.1010.
  5. Mark E. Wohar & Robert Sollis, 2007, "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," Journal of Economic Insight, Missouri Valley Economic Association, volume 33, issue 2, pages 1-19.
  6. Christopher Decker & Mark Wohar, 2007, "Determinants of state diesel fuel excise tax rates: the political economy of fuel taxation in the United States," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 1, pages 171-188, March, DOI: 10.1007/s00168-006-0090-6.
  7. Christopher Decker & Mark Wohar, 2007, "Do increases in petroleum product prices put the incumbent party at risk in US presidential elections?," Applied Economics, Taylor & Francis Journals, volume 39, issue 6, pages 727-737, DOI: 10.1080/00036840600735408.
  8. Jack Strauss & Mark E. Wohar, 2007, "Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models," Southern Economic Journal, John Wiley & Sons, volume 73, issue 3, pages 814-829, January, DOI: 10.1002/j.2325-8012.2007.tb00803.x.

2006

  1. Catherine Y. Co, 2006, "Co‐evolution of invention activities among cities in New England," Papers in Regional Science, Wiley Blackwell, volume 85, issue 1, pages 47-72, March, DOI: 10.1111/j.1435-5957.2006.00027.x.
  2. Catherine Yap Co, 2006, "Intellectual Property and Development: Lessons from Recent Economic Research – Edited by Carsten Fink and Keith Maskus," Review of International Economics, Wiley Blackwell, volume 14, issue 3, pages 520-521, August, DOI: 10.1111/j.1467-9396.2006.00601.x.
  3. John S. Landon-Lane & Catherine Y. Co & Myeong-Su Yun, 2006, "Inter-state dynamics of invention activities, 1930-2000," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1111-1134, DOI: 10.1002/jae.909.
  4. Arthur Diamond, 2006, "The relative success of private funders and government funders in funding important science," European Journal of Law and Economics, Springer, volume 21, issue 2, pages 149-161, April, DOI: 10.1007/s10657-006-6647-0.
  5. Weiyu Guo & Mark E. Wohar, 2006, "Identifying Regime Changes In Market Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 29, issue 1, pages 79-93, March, DOI: 10.1111/j.1475-6803.2006.00167.x.
  6. Kellard, Neil & Wohar, Mark E., 2006, "On the prevalence of trends in primary commodity prices," Journal of Development Economics, Elsevier, volume 79, issue 1, pages 146-167, February.
  7. Rapach, David E. & Wohar, Mark E., 2006, "In-sample vs. out-of-sample tests of stock return predictability in the context of data mining," Journal of Empirical Finance, Elsevier, volume 13, issue 2, pages 231-247, March.
  8. Rapach, David E. & Wohar, Mark E., 2006, "The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 341-361.
  9. Robert Sollis & Mark E. Wohar, 2006, "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 2, pages 139-153, DOI: 10.1002/ijfe.285.
  10. David E. Rapach & Mark E. Wohar, 2006, "Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 2, pages 238-274.
  11. J. Hughen & Mark Wohar, 2006, "Identifying regime changes in closed-end fund discounts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 30, issue 1, pages 115-132, March, DOI: 10.1007/BF02834279.
  12. Nathan S. Balke & Mark E. Wohar, 2006, "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, John Wiley & Sons, volume 73, issue 1, pages 55-78, July, DOI: 10.1002/j.2325-8012.2006.tb00757.x.

2005

  1. Catherine Y. Co & Ira N. Gang & Myeong‐Su Yun, 2005, "Self‐Employment and Wage Earning in Hungary," Review of Development Economics, Wiley Blackwell, volume 9, issue 2, pages 150-165, May, DOI: 10.1111/j.1467-9361.2005.00269.x.
  2. Arthur Diamond, 2005, "Measurement, incentives and constraintsin Stigler's economics of science," The European Journal of the History of Economic Thought, Taylor & Francis Journals, volume 12, issue 4, pages 635-661, DOI: 10.1080/09672560500370292.
  3. William L. Goffe & Kim Sosin, 2005, "Teaching with Technology: May You Live in Interesting Times," The Journal of Economic Education, Taylor & Francis Journals, volume 36, issue 3, pages 278-291, July, DOI: 10.3200/JECE.36.3.278-291.
  4. Bun Song Lee & Kim Sosin & Sung Hyo Hong, 2005, "Sectoral Manufacturing Productivity Growth in Korean Regions," Urban Studies, Urban Studies Journal Limited, volume 42, issue 7, pages 1201-1219, June, DOI: 10.1080/00420980500121889.
  5. Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005, "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 137-166.
  6. Mark E. Wohar & David E. Rapach, 2005, "Valuation ratios and long-horizon stock price predictability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 327-344, DOI: 10.1002/jae.774.
  7. Rapach, David E & Wohar, Mark E, 2005, "Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 5, pages 887-906, October.

2004

  1. Catherine Y. Co, 2004, "Do Patent Rights Regimes Matter?," Review of International Economics, Wiley Blackwell, volume 12, issue 3, pages 359-373, August, DOI: 10.1111/j.1467-9396.2004.00455.x.
  2. Catherine Y. Co, 2004, "How Valuable are the Patents Behind Section 337 Cases?," The World Economy, Wiley Blackwell, volume 27, issue 4, pages 525-539, April, DOI: 10.1111/j.0378-5920.2004.00612.x.
  3. Catherine Co & John List, 2004, "Is foreign direct investment attracted to 'knowledge creators'?," Applied Economics, Taylor & Francis Journals, volume 36, issue 11, pages 1143-1149, DOI: 10.1080/0003684042000176810.
  4. Catherine Co & Patricia Euzent & Thomas Martin, 2004, "The export effect of immigration into the USA," Applied Economics, Taylor & Francis Journals, volume 36, issue 6, pages 573-583, DOI: 10.1080/0003684042000217616.
  5. Catherine Co & Mark Wohar, 2004, "Technological convergence among US regions and states," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 13, issue 2, pages 101-126, DOI: 10.1080/10438590410001628107.
  6. Catherine Y. Co & John A. List & Larry D. Qui, 2004, "Intellectual Property Rights, Environmental Regulations, and Foreign Direct Investment," Land Economics, University of Wisconsin Press, volume 80, issue 2, pages 153-173.
  7. Arthur Diamond, 2004, "Zvi Griliches's contributions to the economics of technology and growth," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 13, issue 4, pages 365-397, DOI: 10.1080/10438590410001629043.
  8. Kim Sosin & Betty J. Lecha & Rajshree Agarwal & Robin L. Bartlett & Joseph I. Daniel, 2004, "Efficiency in the Use of Technology in Economic Education: Some Preliminary Results," American Economic Review, American Economic Association, volume 94, issue 2, pages 253-258, May, DOI: 10.1257/0002828041301623.
  9. Robert Sollis & Mark E. Wohar, 2004, "A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures," Manchester School, University of Manchester, volume 72, issue 2, pages 261-282, March, DOI: 10.1111/j.1467-9957.2004.00392.x.
  10. Rapach, David E. & Wohar, Mark E., 2004, "Testing the monetary model of exchange rate determination: a closer look at panels," Journal of International Money and Finance, Elsevier, volume 23, issue 6, pages 867-895, October.
  11. David E. Rapach & Mark E. Wohar, 2004, "The persistence in international real interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 4, pages 339-346, DOI: 10.1002/ijfe.254.
  12. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004, "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 179-193, April.
  13. William Crowder & Mark Wohar, 2004, "A cointegrated structural VAR model of the Canadian economy," Applied Economics, Taylor & Francis Journals, volume 36, issue 3, pages 195-213, DOI: 10.1080/0003684042000175325.
  14. Jack Strauss & Mark E. Wohar, 2004, "The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries," Southern Economic Journal, John Wiley & Sons, volume 70, issue 4, pages 920-941, April, DOI: 10.1002/j.2325-8012.2004.tb00612.x.

2003

  1. Diamond, Arthur Jr., 2003, "Edwin Mansfield's contributions to the economics of technology," Research Policy, Elsevier, volume 32, issue 9, pages 1607-1617, October.

2002

  1. Catherine Co, 2002, "Evolution of the Geography of Innovation: Evidence from Patent Data," Growth and Change, Wiley Blackwell, volume 33, issue 4, pages 393-423, September, DOI: 10.1111/1468-2257.00204.
  2. Catherine Y. Co, 2002, "The agglomeration of U.S.-owned and foreign-owned plants across the U.S. States," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 4, pages 575-592.
  3. Rives, Janet M. & Sosin, Kim, 2002, "Occupations and the cyclical behavior of gender unemployment rates," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 31, issue 3, pages 287-299.
  4. Rapach, David E. & Wohar, Mark E., 2002, "Testing the monetary model of exchange rate determination: new evidence from a century of data," Journal of International Economics, Elsevier, volume 58, issue 2, pages 359-385, December.
  5. 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, volume 84, issue 4, pages 649-667, November.

2001

  1. 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.
  2. Co, Catherine Y., 2001, "Trade, foreign direct investment and industry performance," International Journal of Industrial Organization, Elsevier, volume 19, issue 1-2, pages 163-183, January.
  3. Shuanglin Lin & Kim Sosin, 2001, "Foreign debt and economic growth," The Economics of Transition, The European Bank for Reconstruction and Development, volume 9, issue 3, pages 635-655, November, DOI: 10.1111/1468-0351.00092.
  4. 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, volume 53, issue 1, pages 85-102.
  5. 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.

2000

  1. List, John A. & Co, Catherine Y., 2000, "The Effects of Environmental Regulations on Foreign Direct Investment," Journal of Environmental Economics and Management, Elsevier, volume 40, issue 1, pages 1-20, July.
  2. Catherine Co, 2000, "R & D, Foreign Direct Investment and Technology Sourcing?," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 16, issue 4, pages 385-397, June, DOI: 10.1023/A:1007811001052.
  3. Catherine Y. Co & Ira N. Gang & Myeong-Su Yun, 2000, "Returns to returning," Journal of Population Economics, Springer;European Society for Population Economics, volume 13, issue 1, pages 57-79.
  4. Kim Sosin, 2000, "EcEdWeb: Economic Education Web," The Journal of Economic Education, Taylor & Francis Journals, volume 31, issue 3, pages 304-304, September, DOI: 10.1080/00220480009596790.
  5. Kim Sosin & William E. Becker, 2000, "Online Teaching Resources: A New Journal Section," The Journal of Economic Education, Taylor & Francis Journals, volume 31, issue 1, pages 3-7, December, DOI: 10.1080/00220480009596752.

1999

  1. Arthur M. Diamond, 1999, "Does Federal Funding “Crowd In” Private Funding Of Science?," Contemporary Economic Policy, Western Economic Association International, volume 17, issue 4, pages 423-431, October, DOI: 10.1111/j.1465-7287.1999.tb00694.x.
  2. Kim Sosin, 1999, "Explorations on Using the Web for Teaching - Introduction: How Might On-Line Networks Change Teaching?," Feminist Economics, Taylor & Francis Journals, volume 5, issue 1, pages 79-82, DOI: 10.1080/135457099338166.
  3. Kim Sosin, 1999, "Comment," The Journal of Economic Education, Taylor & Francis Journals, volume 30, issue 3, pages 287-289, January, DOI: 10.1080/00220489909595991.
  4. William J. Crowder & Mark E. Wohar, 1999, "Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market," Journal of Finance, American Finance Association, volume 54, issue 1, pages 307-317, February, DOI: 10.1111/0022-1082.00105.
  5. Whidbee, David A. & Wohar, Mark, 1999, "Derivative activities and managerial incentives in the banking industry," Journal of Corporate Finance, Elsevier, volume 5, issue 3, pages 251-276, September.
  6. 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, volume 8, issue 2, pages 101-119.
  7. Tufte, David & Wohar, Mark E, 1999, "Models with Unexpected Components: The Case for Efficient Estimation," Review of Quantitative Finance and Accounting, Springer, volume 13, issue 3, pages 295-313, November.

1998

  1. Arthur Diamond, 1998, "Book Reviews," Journal of Economic Methodology, Taylor & Francis Journals, volume 5, issue 2, pages 304-310, DOI: 10.1080/13501789800000018.
  2. Kim Sosin & Janet Rives & Janet West, 1998, "Unions and Gender Pay Equity in Academe: A Study of U.S. Institutions," Feminist Economics, Taylor & Francis Journals, volume 4, issue 2, pages 25-45, DOI: 10.1080/135457098338419.
  3. Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine, 1998, "Two puzzles in the analysis of foreign exchange market efficiency," International Review of Financial Analysis, Elsevier, volume 7, issue 2, pages 95-111.
  4. Crowder, William J. & Wohar, Mark E., 1998, "Cointegration, forecasting and international stock prices," Global Finance Journal, Elsevier, volume 9, issue 2, pages 181-204.
  5. Crowder, William J & Wohar, Mark E, 1998, "Stock Price Effects of Permanent and Transitory Shocks," Economic Inquiry, Western Economic Association International, volume 36, issue 4, pages 540-552, October.
  6. Mark E. Wohar & Nathan S. Balke, 1998, "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, volume 23, issue 4, pages 535-559.

1997

  1. Co, Catherine Y., 1997, "Japanese FDI into the U.S. automobile industry: An empirical investigation," Japan and the World Economy, Elsevier, volume 9, issue 1, pages 93-108, March.
  2. Kim Sosin & James Dick & Mary Lynn Reiser, 1997, "Determinants of Achievement of Economics Concepts by Elementary School Students," The Journal of Economic Education, Taylor & Francis Journals, volume 28, issue 2, pages 100-121, January, DOI: 10.1080/00220489709595912.
  3. Siklos, Pierre L & Wohar, Mark E, 1997, "Convergence in Interest Rates and Inflation Rates across Countries and over Time," Review of International Economics, Wiley Blackwell, volume 5, issue 1, pages 129-141, February.

1996

  1. Breuer, Janice Boucher & Wohar, Mark E, 1996, "The Road Less Travelled: Institutional Aspects of Data and Their Influence on Empirical Estimates with an Application to Tests of Forward Rate Unbiasedness," Economic Journal, Royal Economic Society, volume 106, issue 434, pages 26-38, January.
  2. Siklos, Pierre L. & Wohar, Mark E., 1996, "Cointegration and the term structure: A multicountry comparison," International Review of Economics & Finance, Elsevier, volume 5, issue 1, pages 21-34.
  3. Volkman, David A. & Wohar, Mark E., 1996, "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, Elsevier, volume 5, issue 2, pages 101-116.
  4. Wohar, Mark E, 1996, "PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 1, pages 105-115, Jan.-Feb..

1995

  1. Kim Sosin & F. Zhan, 1995, "The Federal Government Deficit, Interest Rates, and Moderating Linkages," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 48, issue 2, pages 245-263.
  2. David A. Volkman & Mark E. Wohar, 1995, "Determinants Of Persistence In Relative Performance Of Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 18, issue 4, pages 415-430, December.
  3. Choi, Seungmook & Wohar, Mark E., 1995, "The expectations theory of interest rates: Cointegration and factor decomposition," International Journal of Forecasting, Elsevier, volume 11, issue 2, pages 253-262, June.
  4. Erenburg, S. J. & Wohar, Mark E., 1995, "Public and private investment: Are there causal linkages?," Journal of Macroeconomics, Elsevier, volume 17, issue 1, pages 1-30.
  5. Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E, 1995, "The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 2, pages 476-497, May.

1994

  1. Diamond, Arthur M, Jr & Levy, David M, 1994, "The Metrics of Style: Adam Smith Teaches Efficient Rhetoric," Economic Inquiry, Western Economic Association International, volume 32, issue 1, pages 138-145, January.

1993

  1. Christos Agiakloglou & Paul Newbold & Mark Wohar, 1993, "Bias In An Estimator Of The Fractional Difference Parameter," Journal of Time Series Analysis, Wiley Blackwell, volume 14, issue 3, pages 235-246, May, DOI: 10.1111/j.1467-9892.1993.tb00141.x.
  2. Cordell, Lawrence R & MacDonald, Gregor D & Wohar, Mark E, 1993, "Corporate Ownership and the Thrift Crisis," Journal of Law and Economics, University of Chicago Press, volume 36, issue 2, pages 719-756, October, DOI: 10.1086/467296.

1992

  1. Choi, Seungmook & Sosin, Kim, 1992, "Structural Change in the Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, volume 24, issue 2, pages 226-238, May.
  2. Choi, Seungmook & Wohar, Mark E, 1992, "Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets," The Financial Review, Eastern Finance Association, volume 27, issue 4, pages 503-530, November.

1991

  1. Seungmook Choi & Mark E. Wohar, 1991, "New Evidence Concerning The Expectations Theory For The Short End Of The Maturity Spectrum," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 14, issue 1, pages 83-92, March, DOI: 10.1111/j.1475-6803.1991.tb00646.x.

1990

  1. Seungmook Choi & Kim Sosin, 1990, "Testing for Structural Change: The Demand for Meat," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 72, issue 1, pages 227-236.
  2. Fishe, Raymond P H & Wohar, Mark, 1990, "The Adjustment of Expectations to a Change in Regime: Comment," American Economic Review, American Economic Association, volume 80, issue 4, pages 968-976, September.
  3. Burdekin, Richard C. K. & Wohar, Mark E., 1990, "Monetary institutions, budget deficits and inflation : Empirical results for eight countries," European Journal of Political Economy, Elsevier, volume 6, issue 4, pages 531-551.
  4. Richard C.K. Burdekin & Mark E. Wohar, 1990, "Deficit Monetisation, Output and Inflation in the United States, 1923‐1982," Journal of Economic Studies, Emerald Group Publishing Limited, volume 17, issue 6, pages 1-1, June, DOI: 10.1108/EUM0000000000149.

1989

  1. Diamond, Arthur M, Jr & Locay, Luis, 1989, "Investment in Sister's Children as Behavior towards Risk," Economic Inquiry, Western Economic Association International, volume 27, issue 4, pages 719-735, October.
  2. Mark E. Wohar & Peter Stemp, 1989, "The Indeterminacy of the Optimal Aggregate for Stabilization Policy under Rational Expectations - L’indeterminatezza dell’aggregato monetario ottimale per la politica di stabilizzazione in presenza di," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 42, issue 3-4, pages 258-278.

1988

  1. Arthur Diamond, 1988, "Characteristics of minority members of the American Economic Association," The Review of Black Political Economy, Springer;National Economic Association, volume 16, issue 3, pages 77-96, December, DOI: 10.1007/BF02903804.
  2. Arthur M. Diamond, Jr., 1988, "The Empirical Progressiveness of the General Equilibrium Research Program," History of Political Economy, Duke University Press, volume 20, issue 1, pages 119-135, Spring.
  3. Arthur M. Diamond Jr., 1988, "Bibliography of Unusual Applications of Price Theory, a Note," The American Economist, Sage Publications, volume 32, issue 1, pages 78-79, March, DOI: 10.1177/056943458803200113.

1987

  1. Sosin, Kim & Fairchild, Loretta, 1987, "Capital Intensity and Export Propensity in Some Latin American," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 49, issue 2, pages 191-208, May.
  2. Burkett, Paul & Ramirez, Javier & Wohar, Mark, 1987, "The determinants of international reserves in the small open economy: The case of Honduras," Journal of Macroeconomics, Elsevier, volume 9, issue 3, pages 439-450.
  3. Nelson, Randy A & Wohar, Mark, 1987, "Regulation, Scale and Productivity: Reply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 28, issue 2, pages 535-539, June.
  4. Turnovsky, Stephen J & Wohar, Mark E, 1987, "Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 2, issue 1, pages 1-25, January.
  5. Paul Burkett & Mark Wohar, 1987, "Keynes on Investment and the Business Cycle," Review of Radical Political Economics, Union for Radical Political Economics, volume 19, issue 4, pages 39-54, December.

1986

  1. Arthur M. Diamond Jr., 1986, "What is a Citation Worth?," Journal of Human Resources, University of Wisconsin Press, volume 21, issue 2, pages 200-215.
  2. Arthur M. Diamond Jr., 1986, "The Impact of Smith's Philosophy of Science on His Economics," The American Economist, Sage Publications, volume 30, issue 1, pages 60-65, March, DOI: 10.1177/056943458603000110.

1984

  1. Sosin, Kim H & Fairchild, Loretta G, 1984, "Nonhomotheticity and Technological Bias in Production," The Review of Economics and Statistics, MIT Press, volume 66, issue 1, pages 44-50, February.
  2. Turnovsky, Stephen J & Wohar, Mark E, 1984, "Monetarism and the Aggregate Economy: Some Longer-Run Evidence," The Review of Economics and Statistics, MIT Press, volume 66, issue 4, pages 619-629, November.

1983

  1. Nelson, Randy A & Wohar, Mark E, 1983, "Regulation, Scale Economies, and Productivity in Steam-Electric Generation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 24, issue 1, pages 57-79, February.

1980

  1. Diamond, Arthur M., 1980, "Age and the Acceptance of Cliometrics," The Journal of Economic History, Cambridge University Press, volume 40, issue 4, pages 838-841, December.

Books

2014

  1. Jun Ma & Mark Wohar (ed.), 2014, "Recent Advances in Estimating Nonlinear Models," Springer Books, Springer, number 978-1-4614-8060-0, edition 127, ISBN: ARRAY(0x721073f8), DOI: 10.1007/978-1-4614-8060-0.

2013

  1. Siklos,Pierre L. & Bohl,Martin T. & Wohar,Mark E. (ed.), 2013, "Challenges in Central Banking," Cambridge Books, Cambridge University Press, number 9781107616493.

2010

  1. Siklos,Pierre L. & Bohl,Martin T. & Wohar,Mark E. (ed.), 2010, "Challenges in Central Banking," Cambridge Books, Cambridge University Press, number 9780521199292.

Chapters

2015

  1. Jun Ma & Zhenhua Su & Mark E. Wohar, 2015, "The Stock Return Predictability and Stock Price Decomposition in the Chinese Equity Market," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, in: Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee, "Experiences and Challenges in the Development of the Chinese Capital Market", DOI: 10.1057/9781137454638_8.

2008

  1. David E. Rapach & Jack K. Strauss & Mark E. Wohar, 2008, "Chapter 10 Forecasting Stock Return Volatility in the Presence of Structural Breaks," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00210-2.

2006

  1. Pierre L. Siklos & Mark E. Wohar, 2006, "Estimating Taylor-Type Rules: An Unbalanced Regression?," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20029-4.

Software components

2016

  1. David Chivers & Zhigang Feng & Anne Villamil, 2016, "Code and data files for "Employment-based Health Insurance and Misallocation: Implications for the Macroeconomy"," Computer Codes, Review of Economic Dynamics, number 15-311, revised .

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