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Publications

by members of

Department of Economics
University of Nebraska-Omaha
Omaha, Nebraska (United States)

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. 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 15296, Institute of Labor Economics (IZA).

2021

  1. 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 202102, University of Pretoria, Department of Economics.
  2. 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 14420, Institute of Labor Economics (IZA).
  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 202154, University of Pretoria, Department of Economics.

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 E2020/3, Cardiff University, Cardiff Business School, Economics Section.
  2. 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-02523186, HAL.
  3. 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 13274, Institute of Labor Economics (IZA).
  4. 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 202045, University of Pretoria, Department of Economics.
  5. 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 202016, University of Pretoria, Department of Economics.
  6. 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-02482554, HAL.
  7. 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 202001, University of Pretoria, Department of Economics.
  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 202094, University of Pretoria, Department of Economics.
  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 202096, University of Pretoria, Department of Economics.

2019

  1. Jamal Bouoiyour & Refk Selmi & Mark E Wohar, 2019. "Bitcoin: competitor or complement to gold?," Post-Print hal-01994187, HAL.
  2. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
  3. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
  4. 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 15-49, Eastern Mediterranean University, Department of Economics.
  5. 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 201936, University of Pretoria, Department of Economics.
  6. 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 201915, University of Pretoria, Department of Economics.
  7. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
  8. 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 201942, University of Pretoria, Department of Economics.
  9. Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019. "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers 201931, University of Pretoria, Department of Economics.
  10. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
  11. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019. "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers 201934, University of Pretoria, Department of Economics.
  12. 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 15-47, Eastern Mediterranean University, Department of Economics.
  13. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers 201958, University of Pretoria, Department of Economics.
  14. 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 201912, University of Pretoria, Department of Economics.
  15. 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-02408851, HAL.
  16. 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 201973, University of Pretoria, Department of Economics.
  17. 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 201974, University of Pretoria, Department of Economics.
  18. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
  19. 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-02409062, HAL.
  20. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
  21. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
  22. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019. "Giant Oil Discoveries and Conflicts," Working Papers 201964, University of Pretoria, Department of Economics.
  23. 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 201969, University of Pretoria, Department of Economics.

2018

  1. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working papers 2018-05, University of Connecticut, Department of Economics.
  2. 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 201807, University of Pretoria, Department of Economics.
  3. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
  4. 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 201809, University of Pretoria, Department of Economics.
  5. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
  6. 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 201813, University of Pretoria, Department of Economics.
  7. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018. "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers 201810, University of Pretoria, Department of Economics.
  8. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
  9. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
  10. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018. "Are BRICS Exchange Rates Chaotic?," Working Papers 201822, University of Pretoria, Department of Economics.
  11. 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 201874, University of Pretoria, Department of Economics.
  12. Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print hal-01879668, HAL.
  13. 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 201851, University of Pretoria, Department of Economics.
  14. 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 201863, University of Pretoria, Department of Economics.
  15. 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 201848, University of Pretoria, Department of Economics.
  16. 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 201857, University of Pretoria, Department of Economics.
  17. Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print hal-01817067, HAL.
  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 201875, University of Pretoria, Department of Economics.

2017

  1. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
  2. 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 2017-10, University of Connecticut, Department of Economics.
  3. 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 201731, University of Pretoria, Department of Economics.
  4. 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 201735, University of Pretoria, Department of Economics.
  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 201728, University of Pretoria, Department of Economics.
  6. 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 201744, University of Pretoria, Department of Economics.
  7. 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 201730, University of Pretoria, Department of Economics.
  8. 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 201755, University of Pretoria, Department of Economics.
  9. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
  10. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers 201764, University of Pretoria, Department of Economics.
  11. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017. "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers 201779, University of Pretoria, Department of Economics.
  12. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
  13. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers 201767, University of Pretoria, Department of Economics.
  14. 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 201766, University of Pretoria, Department of Economics.
  15. 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 201765, University of Pretoria, Department of Economics.
  16. 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 201780, University of Pretoria, Department of Economics.
  17. 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 wp-2017-72, World Institute for Development Economic Research (UNU-WIDER).
  18. Anne Villamil & Zhigang Feng, 2017. "Regressive Subsidy to EHI and Entrepreneurial Talent Allocation," 2017 Meeting Papers 1059, Society for Economic Dynamics.
  19. Xiaobo He & Zijun Luo, 2017. "Far Away Gold: How Distance to Host Country Affects Olympic Performance," Working Papers 1704, Sam Houston State University, Department of Economics and International Business.

2016

  1. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016. "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers 201667, University of Pretoria, Department of Economics.
  2. 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 201612, University of Pretoria, Department of Economics.
  3. 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 201652, University of Pretoria, Department of Economics.
  4. 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 201608, University of Pretoria, Department of Economics.
  5. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016. "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers 201624, University of Pretoria, Department of Economics.
  6. 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 201656, University of Pretoria, Department of Economics.
  7. 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 201615, University of Pretoria, Department of Economics.
  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 201626, University of Pretoria, Department of Economics.
  9. 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 201610, University of Pretoria, Department of Economics.
  10. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016. "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers 201670, University of Pretoria, Department of Economics.
  11. 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 201668, University of Pretoria, Department of Economics.
  12. 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 201625, University of Pretoria, Department of Economics.
  13. 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 201681, University of Pretoria, Department of Economics.
  14. 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 201686, University of Pretoria, Department of Economics.
  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 201685, University of Pretoria, Department of Economics.
  16. Zijun Luo & Yonghong Zhou, 2016. "Gainers and Losers of Political Instability: Evidence from the Anti-Japanese Demonstration in China," Working Papers 1608, Sam Houston State University, Department of Economics and International Business.

2015

  1. 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 201577, University of Pretoria, Department of Economics.
  2. 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 201572, University of Pretoria, Department of Economics.
  3. Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
  4. 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 72422, University Library of Munich, Germany.
  5. Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
  6. 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 201599, University of Pretoria, Department of Economics.
  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 201595, University of Pretoria, Department of Economics.
  8. Zhigang Feng & Kai Zhao, 2015. "Employment-Based Health Insurance and Aggregate Labor Supply," Working papers 2015-11, University of Connecticut, Department of Economics.

2014

  1. Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.
  2. Co, Catherine Y. & Dimova, Ralitza, 2014. "Preferential Market Access into the Chinese Market: How Good is it for Africa?," IZA Discussion Papers 7908, Institute of Labor Economics (IZA).
  3. Catherine Y. Co, 2014. "Supply-Side Constraints, Capital Goods Imports, and the Quality of Sub-Saharan African Countries' Exports," WIDER Working Paper Series wp-2014-142, World Institute for Development Economic Research (UNU-WIDER).
  4. Steven Lugauer & Jinlan Ni & Zhichao Yin, 2014. "Micro-Data Evidence on Family Size and Chinese Saving Rates," Working Papers 023, University of Notre Dame, Department of Economics, revised Jun 2014.

2012

  1. David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012. "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers 010, Centre for Economic History, Research School of Economics, Australian National University.
  2. 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 51259, University Library of Munich, Germany, revised Sep 2013.

2011

  1. 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 120387, European Association of Agricultural Economists.
  2. 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 5684, Institute of Labor Economics (IZA).

2010

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

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 wp966, William Davidson Institute at the University of Michigan.
  2. Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Working Papers 0912, University of Miami, Department of Economics.
  3. Zhigang Feng, 2009. "Macroeconomic Consequences of Alternative Reforms to the Health Insurance System in the U.S," Working Papers 0908, University of Miami, Department of Economics.

2008

  1. Catherine Yap Co & Fanying Kong & Shuanglin Lin, 2008. "Pollution Across Chinese Provinces," Working Papers id:1693, eSocialSciences.

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 0710, University of Miami, Department of Economics.

2005

  1. 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 329, Society for Computational Economics.
  2. 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 384, Society for Computational Economics.
  3. Catherine Co & John Landon-Lane & Myeong-Su Yun, 2005. "Inter-State Dynamics of Invention Activities, 1930-2000," Departmental Working Papers 200511, Rutgers University, Department of Economics.

2003

  1. Kellard, Neil & Mark E Wohar, 2003. "Trends and Persistence in Primary Commodity Prices," Royal Economic Society Annual Conference 2003 118, Royal Economic Society.
  2. Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.

2002

  1. Ira N. Gang & Catherine Y. Co & Myeong-Su Yun, 2002. "Self-Employment and Wage Earning: Hungary During Transition," Departmental Working Papers 200219, Rutgers University, Department of Economics.

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) 0113, Federal Reserve Bank of Cleveland.
  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 20011, Trinity College Dublin, Department of Economics.

2000

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

1999

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

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 19, Institute of Labor Economics (IZA).

1997

  1. Nathan S. Balke & Mark E. Wohar, 1997. "Nonlinear dynamics and covered interest rate parity," Working Papers 9701, Federal Reserve Bank of Dallas.
  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 9702002, University Library of Munich, Germany, 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 9702005, University Library of Munich, Germany.

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 96/18, University of Nottingham, School of Economics.

1993

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

Journal articles

2022

  1. Selmi, Refk & Bouoiyour, Jamal & Wohar, Mark E., 2022. "“Digital Gold” and geopolitics," Research in International Business and Finance, Elsevier, vol. 59(C).
  2. 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, vol. 47(PA).
  3. He, Xiaobo & Luo, Zijun & Zhang, Junjie, 2022. "The impact of air pollution on movie theater admissions," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).

2021

  1. 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, vol. 71(C), pages 779-810.
  2. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, vol. 13(3), pages 1-20, January.
  3. 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, vol. 44(1), pages 188-233, January.
  4. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021. "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, vol. 38(C).
  5. 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, vol. 62(2), pages 283-317, February.
  6. 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, vol. 71(C), pages 268-288.
  7. 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, vol. 53(13), pages 1528-1539, March.
  8. 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, vol. 62(1), pages 81-107, January.
  9. 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, vol. 57(12), pages 3508-3537, September.
  10. 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., vol. 21(2), pages 661-674, June.
  11. 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, vol. 74(C).
  12. 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, vol. 73(C).
  13. 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., vol. 21(1), pages 324-335, March.
  14. 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, vol. 53(8), pages 962-975, February.
  15. 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, vol. 98(C).
  16. 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, vol. 102(C).
  17. 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, vol. 28(21), pages 1818-1824, December.
  18. 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, vol. 76(C), pages 114-126.
  19. 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, vol. 28(6), pages 482-486, March.
  20. Selmi, Refk & Bouoiyour, Jamal & Hammoudeh, Shawkat & Errami, Youssef & Wohar, Mark E., 2021. "The energy transition, Trump energy agenda and COVID-19," International Economics, Elsevier, vol. 165(C), pages 140-153.
  21. 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, vol. 43(C).
  22. 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, vol. 57(C).
  23. Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
  24. 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, vol. 58(C).
  25. Liu, Chang & Zhu, Bei & Ni, Jinlan & Wei, Chu, 2021. "Residential coal-switch policy in China: Development, achievement, and challenge," Energy Policy, Elsevier, vol. 151(C).
  26. Li, Huan & Ni, Jinlan & Xu, Yueli & Zhan, Minghua, 2021. "Monetary policy and its transmission channels: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).

2020

  1. 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, vol. 58(5), pages 2249-2285, May.
  2. 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, vol. 52(5), pages 528-536, January.
  3. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020. "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 155-167, March.
  4. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
  5. 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, vol. 82(2), pages 311-330, April.
  6. 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, vol. 52(C).
  7. 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, vol. 52(C).
  8. 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, vol. 51(C).
  9. 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, vol. 52(C).
  10. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020. "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, vol. 161(C), pages 130-138.
  11. Selmi, Refk Selmi & Errami, Youssef Errami & Wohar, Mark E., 2020. "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(2), pages 282-295.
  12. 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, vol. 27(14), pages 1124-1134, July.
  13. 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, vol. 52(35), pages 3858-3873, July.
  14. 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, vol. 51(C).
  15. 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, vol. 54(C).
  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, vol. 78(C), pages 42-52.
  17. 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, vol. 29(6), pages 711-721, August.
  18. 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, vol. 92(C).
  19. 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., vol. 65(04), pages 1073-1098, June.
  20. 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, vol. 34(C).
  21. 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, vol. 54(C), pages 297-308.
  22. 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, vol. 29(3), pages 287-312, April.
  23. 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, vol. 64(C).
  24. Bian, Zhicun & Ma, Jun & Ni, Jinlan & Stewart, Shamar, 2020. "Synchronization of regional growth dynamics in China," China Economic Review, Elsevier, vol. 61(C).
  25. Brandon J. Sheridan & Ben Smith, 2020. "How Often Does Active Learning Actually Occur? Perception versus Reality," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 304-308, May.
  26. Zijun Luo & Yonghong Zhou, 2020. "Decomposing the effects of consumer boycotts: evidence from the anti-Japanese demonstration in China," Empirical Economics, Springer, vol. 58(6), pages 2615-2634, June.
  27. He, Xiaobo & Luo, Zijun, 2020. "Does Hukou pay? Evidence from nanny markets in urban China," China Economic Review, Elsevier, vol. 63(C).

2019

  1. 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, vol. 233, pages 612-621.
  2. Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019. "Bitcoin: competitor or complement to gold?," Economics Bulletin, AccessEcon, vol. 39(1), pages 186-191.
  3. 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, vol. 56(2), pages 523-549, February.
  4. 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, vol. 25(2), pages 190-203, January.
  5. 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, vol. 29(C), pages 315-322.
  6. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019. "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1104-1110, July.
  7. 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, vol. 49(C), pages 81-88.
  8. 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, vol. 60(C), pages 1-25.
  9. 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, vol. 47(C), pages 391-405.
  10. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019. "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4477-4498, September.
  11. 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, vol. 521(C), pages 48-73.
  12. 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, vol. 46(2), pages 353-368, May.
  13. 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, vol. 26(16), pages 1317-1321, September.
  14. 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, vol. 23(3), pages 1-17, June.
  15. 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, vol. 55(7), pages 1593-1618, May.
  16. 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, vol. 8(3), pages 138-146.
  17. 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, vol. 49(C), pages 181-205.
  18. 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., vol. 19(4), pages 851-862, December.
  19. 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, vol. 8(3), pages 39-50.
  20. 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, vol. 51(57), pages 6076-6088, December.
  21. 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, vol. 50(C).
  22. 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, vol. 84(C).
  23. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019. "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, vol. 42(C).
  24. 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, vol. 47(4), pages 935-976, December.
  25. 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, vol. 23(2), pages 151-163, June.
  26. 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, vol. 71(4), pages 616-640, October.
  27. 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, vol. 37(3), pages 327-340, July.
  28. Catherine Y. Co & Jonna Holland, 2019. "Teaching International Microenterprise Development: An Interdisciplinary Experiential Learning Approach," Journal of Economics Teaching, Journal of Economics Teaching, vol. 4(1), pages 27-39, May.
  29. 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, vol. 42(11), pages 3319-3349, November.
  30. Lugauer, Steven & Ni, Jinlan & Yin, Zhichao, 2019. "Chinese household saving and dependent children: Theory and evidence," China Economic Review, Elsevier, vol. 57(C).
  31. 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, vol. 47(2), pages 416-428.
  32. Yang Jiao & Zijun Luo, 2019. "A model of terrorism and counterterrorism with location choices," Public Choice, Springer, vol. 179(3), pages 301-313, June.

2018

  1. Ma Jun & Olson Eric & Wohar Mark E., 2018. "Nonlinear Taylor rules: evidence from a large dataset," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-14, February.
  2. 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, vol. 42(2), pages 339-351, April.
  3. 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, vol. 43(C), pages 87-96.
  4. 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, vol. 54(C), pages 15-26.
  5. 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, vol. 24(6), pages 458-477, April.
  6. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2018. "UK macroeconomic volatility: Historical evidence over seven centuries," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 767-789.
  7. 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, vol. 86(4), pages 488-511, July.
  8. 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, vol. 25(C), pages 131-136.
  9. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
  10. 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, vol. 24(4), pages 333-346, March.
  11. 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., vol. 23(4), pages 427-441, October.
  12. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
  13. 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, vol. 75(C), pages 181-195.
  14. 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, vol. 25(5), pages 309-312, March.
  15. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
  16. 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, vol. 57(C), pages 317-337.
  17. 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, vol. 50(53), pages 5712-5727, November.
  18. 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., vol. 18(3), pages 495-506, September.
  19. 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, vol. 47, pages 76-90.
  20. 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, vol. 70(C), pages 194-202.
  21. Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
  22. 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., vol. 37(5), pages 541-559, August.
  23. 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, vol. 58(C), pages 449-466.
  24. Feng, Zhigang & Zhao, Kai, 2018. "Employment-based health insurance and aggregate labor supply," Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 156-174.
  25. 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, vol. 16(2), pages 193-213, April.
  26. 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, vol. 3(1), pages 162-184, May.
  27. 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, vol. 49(1), pages 1-7, January.
  28. 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, vol. 49(3), pages 297-297, July.
  29. Ben O. Smith, 2018. "Multiplatform software tool to disaggregate and adjust value-added learning scores," The Journal of Economic Education, Taylor & Francis Journals, vol. 49(2), pages 220-221, April.
  30. Andrew J Cassey & Ben O Smith, 2018. "Estimating state-industry employment, with an application to industrial localization," Applied Economics, Taylor & Francis Journals, vol. 50(48), pages 5189-5203, October.
  31. 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, vol. 49(4), pages 307-323, October.
  32. Zijun Luo & Xu Tian, 2018. "Can China’s meat imports be sustainable? A case study of mad cow disease," Applied Economics, Taylor & Francis Journals, vol. 50(9), pages 1022-1042, February.
  33. Luo, Zijun & Xie, Xin, 2018. "A Model Of rivalries with endogenous prize and strength," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 215-223.
  34. Yang-Ming Chang & Zijun Luo & Yongjing Zhang, 2018. "The timing of third-party intervention in social conflict," Defence and Peace Economics, Taylor & Francis Journals, vol. 29(2), pages 91-110, February.

2017

  1. 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, vol. 61(C), pages 72-86.
  2. 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, vol. 89(C), pages 57-70.
  3. 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, vol. 28(1), pages 47-59, February.
  4. 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, vol. 48(C), pages 269-279.
  5. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2017. "Forecasting market returns: bagging or combining?," International Journal of Forecasting, Elsevier, vol. 33(1), pages 102-120.
  6. Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  7. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017. "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, vol. 21(C), pages 206-213.
  8. 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, vol. 48(C), pages 178-191.
  9. 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, vol. 51(C), pages 283-294.
  10. 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, vol. 53(C), pages 222-234.
  11. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017. "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1274-1288.
  12. 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, vol. 51(C), pages 245-257.
  13. 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, vol. 65(C), pages 276-284.
  14. 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., vol. 36(6), pages 640-650, September.
  15. 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, vol. 52(3), pages 405-433, August.
  16. 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, vol. 20(3), pages 289-316, December.
  17. 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, vol. 6(C), pages 1-15.
  18. 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, vol. 23, pages 125-149, January.
  19. 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), vol. 63(2), pages 559-585, February.
  20. Domínguez, Begoña & Feng, Zhigang, 2017. "An Evaluation Of Constitutional Constraints On Capital Taxation," Macroeconomic Dynamics, Cambridge University Press, vol. 21(7), pages 1519-1544, October.
  21. Brandon Sheridan & Ben Smith & Erin Pleggenkuhle-Miles, 2017. "Short vs. long: cognitive load, retention and changing class structures," Education Economics, Taylor & Francis Journals, vol. 25(5), pages 501-512, September.
  22. Yang-Ming Chang & Zijun Luo, 2017. "Endogenous Destruction In Conflict: Theory And Extensions," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 479-500, January.
  23. 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, vol. 48(2), pages 93-112, April.
  24. 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, vol. 62(2), pages 270-272, October.

2016

  1. Olson, Eric & Wohar, Mark E., 2016. "An evaluation of ECB policy in the Euro's big four," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 203-213.
  2. George Bagdatoglou & Alexandros Kontonikas & Mark E. Wohar, 2016. "Forecasting Us Inflation Using Dynamic General-To-Specific Model Selection," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 151-167, April.
  3. 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, vol. 38(C), pages 191-201.
  4. 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, vol. 41(C), pages 122-143.
  5. Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016. "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 172-188.
  6. 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, vol. 27(2), pages 229-250, April.
  7. 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, vol. 40(4), pages 638-657.
  8. Jinlan Ni & Mark E. Wohar & Beichen Wang, 2016. "Structural Breaks in Volatility: The Case of Chinese Stock Returns," Chinese Economy, Taylor & Francis Journals, vol. 49(2), pages 81-93, March.
  9. 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, vol. 52(8), pages 1744-1761, August.
  10. Ben O Smith, 2016. "Giving away the store: How the zero price constraint results in fewer add-on features," Economics Bulletin, AccessEcon, vol. 36(2), pages 983-992.
  11. 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, vol. 47(2), pages 192-192, April.
  12. Dong, Zhiqiang & Luo, Zijun & Wei, Xiahai, 2016. "Social insurance with Chinese characteristics: The role of communist party in private firms," China Economic Review, Elsevier, vol. 37(C), pages 40-51.
  13. 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, vol. 21(2), pages 123-150, May.
  14. 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, vol. 47(2), pages 121-131, April.

2015

  1. Jones, Paul M. & Olson, Eric & Wohar, Mark E., 2015. "Asymmetric tax multipliers," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 38-48.
  2. 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, vol. 56(C), pages 80-97.
  3. 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, vol. 39(C), pages 72-83.
  4. 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, vol. 56(C), pages 36-54.
  5. Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2015. "A Bayesian Analysis Of Weak Identification In Stock Price Decompositions," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 728-752, June.
  6. Steven J. Jordan & Andrew Vivian & Mark E. Wohar, 2015. "Location, location, location: currency effects and return predictability?," Applied Economics, Taylor & Francis Journals, vol. 47(18), pages 1883-1898, April.
  7. 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, vol. 47(59), pages 6395-6408, December.
  8. 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., vol. 20(3), pages 253-275, July.
  9. Zhigang Feng, 2015. "Time‐consistent optimal fiscal policy over the business cycle," Quantitative Economics, Econometric Society, vol. 6(1), pages 189-221, March.
  10. 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, vol. 35(C), pages 156-168.
  11. Ni, Jinlan & Wei, Chu & Du, Limin, 2015. "Revealing the political decision toward Chinese carbon abatement: Based on equity and efficiency criteria," Energy Economics, Elsevier, vol. 51(C), pages 609-621.
  12. 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, vol. 28(1), pages 173-194, January.
  13. 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, vol. 63(1), pages 129-151, March.

2014

  1. 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, vol. 46(9), pages 913-923, March.
  2. 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, vol. 18(1), pages 23-40, February.
  3. 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, vol. 41(C), pages 95-109.
  4. Jun Ma & Mark E. Wohar, 2014. "Expected returns and expected dividend growth: time to rethink an established empirical literature," Applied Economics, Taylor & Francis Journals, vol. 46(21), pages 2462-2476, July.
  5. 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, vol. 33(C), pages 371-390.
  6. 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, vol. 20(7-9), pages 829-846, September.
  7. 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, vol. 43(C), pages 297-305.
  8. Catherine Co, 2014. "Chinese contractors in developing countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(1), pages 149-171, February.
  9. 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., vol. 17(02), pages 1-22.
  10. Cassey, Andrew J. & Smith, Ben O., 2014. "Simulating confidence for the Ellison–Glaeser index," Journal of Urban Economics, Elsevier, vol. 81(C), pages 85-103.

2013

  1. 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, vol. 51(1), pages 527-562, January.
  2. David Greasley & Jakob B. Madsen & Mark E. Wohar, 2013. "Long-run growth empirics and new challenges for unified theory," Applied Economics, Taylor & Francis Journals, vol. 45(28), pages 3973-3987, October.
  3. Vivian, Andrew & Wohar, Mark E., 2013. "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 40-50.
  4. Alex Maynard & Aaron Smallwood & Mark E. Wohar, 2013. "Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 318-360, November.
  5. 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, vol. 45(26), pages 3683-3690, September.
  6. Guidolin, Massimo & McMillan, David G. & Wohar, Mark E., 2013. "Time varying stock return predictability: Evidence from US sectors," Finance Research Letters, Elsevier, vol. 10(1), pages 34-40.
  7. Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 55-84.
  8. 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, vol. 81(3), pages 386-400, June.
  9. Gebka, Bartosz & Wohar, Mark E., 2013. "Causality between trading volume and returns: Evidence from quantile regressions," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 144-159.
  10. Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013. "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, vol. 90(1), pages 1-16.
  11. David McMillan & Mark Wohar, 2013. "UK stock market predictability: evidence of time variation," Applied Financial Economics, Taylor & Francis Journals, vol. 23(12), pages 1043-1055, June.
  12. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
  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, vol. 45(7), pages 1351-1373, October.
  14. Gębka, Bartosz & Wohar, Mark E., 2013. "The determinants of quantile autocorrelations: Evidence from the UK," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 51-61.
  15. 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, vol. 27(C), pages 566-571.
  16. 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), vol. 77(3), pages 445-457, June.
  17. 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, vol. 24(1), pages 23-46, February.

2012

  1. 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, vol. 22(19), pages 1615-1629, October.
  2. 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, vol. 22(18), pages 1491-1500, September.
  3. Georgios P. Kouretas & Mark E. Wohar, 2012. "The dynamics of inflation: a study of a large number of countries," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2001-2026, June.
  4. Olson, Eric & Enders, Walter & Wohar, Mark E., 2012. "An empirical investigation of the Taylor curve," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 380-390.
  5. Vivian, Andrew & Wohar, Mark E., 2012. "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 395-422.
  6. 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, vol. 31(6), pages 1339-1357.
  7. Catherine Yap Co, 2012. "US Trade in Advanced Technology Products," Review of Development Economics, Wiley Blackwell, vol. 16(1), pages 16-30, February.
  8. Wei, Chu & Ni, Jinlan & Du, Limin, 2012. "Regional allocation of carbon dioxide abatement in China," China Economic Review, Elsevier, vol. 23(3), pages 552-565.
  9. 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., vol. 7(01), pages 1-29.

2011

  1. 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, vol. 33(2), pages 280-283, June.
  2. David McMillan & Mark Wohar, 2011. "Sum of the parts stock return forecasting: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 21(12), pages 837-845.
  3. David McMillan & Mark Wohar, 2011. "Structural breaks in volatility: the case of UK sector returns," Applied Financial Economics, Taylor & Francis Journals, vol. 21(15), pages 1079-1093.
  4. David G. Mcmillan & Mark E. Wohar, 2011. "Profit Persistence Revisited: The Case Of The Uk," Manchester School, University of Manchester, vol. 79(3), pages 510-527, June.
  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, vol. 83(1), pages 93-94, January.
  6. 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, vol. 22(1), pages 75-87, March.
  7. Jinlan Ni & Guangxin Wang & Xianguo Yao, 2011. "Impact of Minimum Wages on Employment," Chinese Economy, Taylor & Francis Journals, vol. 44(1), pages 18-38, January.

2010

  1. 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., vol. 15(4), pages 351-365.
  2. 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, vol. 92(2), pages 367-377, May.
  3. 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, vol. 20(22), pages 1697-1707.
  4. McMillan, David G. & Wohar, Mark E., 2010. "Persistence and time-varying coefficients," Economics Letters, Elsevier, vol. 108(1), pages 85-88, July.
  5. Co, Catherine Yap, 2010. "Intra- and inter-firm US trade," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 260-277, April.

2009

  1. Arthur Diamond, 2009. "Fixing ideas: how research is constrained by mandated formalism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 16(2), pages 191-206.
  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, vol. 68(2), pages 387-411, April.
  3. Diamond, Arthur M., 2009. "Schumpeter Vs. Keynes: €Œin The Long Run Not All Of Us Are Deadâ€," Journal of the History of Economic Thought, Cambridge University Press, vol. 31(4), pages 531-541, December.
  4. Arthur M. Diamond, Jr., 2009. "Using Video Clips to Teach Creative Destruction," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 25(Fall 2009), pages 151-161.
  5. 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., vol. 24(1), pages 35-75.
  6. 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, vol. 28(3), pages 427-453, April.
  7. 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, vol. 91(Sep), pages 419-440.
  8. 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, vol. 39(1), pages 1-10.
  9. Ni, Jinlan, 2009. "The effects of portfolio size on international equity home bias puzzle," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 469-478, June.
  10. 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, vol. 17(5), pages 88-103, September.
  11. 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., vol. 8(01), pages 55-72.

2008

  1. Arthur Diamond, 2008. "How Institutional Incentives and Constraints Affect the Progress of Science," Prometheus, Taylor & Francis Journals, vol. 26(3), pages 231-239.
  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, vol. 30(2), pages 258-262, June.
  3. 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, vol. 38(3), pages 1-16.
  4. 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, vol. 13(2), pages 209-222, May.
  5. 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, vol. 27(4), pages 617-635, June.
  6. Jinlan Ni & Miaomiao Yu, 2008. "Testing the Pecking-Order Theory: Evidence from Chinese Listed Companies," Chinese Economy, Taylor & Francis Journals, vol. 41(1), pages 97-113, January.

2007

  1. Arthur M. Diamond, Jr., 2007. "Thriving at Amazon: How Schumpeter Lives in Books Today," Econ Journal Watch, Econ Journal Watch, vol. 4(3), pages 338-344, September.
  2. Arthur M. Diamond Jr., 2007. "The Neglect of Creative Destruction in Micro-Principles Texts," History of Economic Ideas, Fabrizio Serra Editore, Pisa - Roma, vol. 15(1), pages 197-210.
  3. 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, vol. 39(6), pages 727-737.
  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 ," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 33-51.
  5. 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, vol. 41(1), pages 171-188, March.
  6. 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, vol. 33(2), pages 1-19.
  7. Jack Strauss & Mark E. Wohar, 2007. "Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models," Southern Economic Journal, John Wiley & Sons, vol. 73(3), pages 814-829, January.
  8. 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), vol. 143(3), pages 557-582, October.
  9. Catherine Yap Co, 2007. "US Exports of Knowledge‐intensive Services and Importing‐country Characteristics," Review of International Economics, Wiley Blackwell, vol. 15(5), pages 890-904, November.

2006

  1. Arthur Diamond, 2006. "The relative success of private funders and government funders in funding important science," European Journal of Law and Economics, Springer, vol. 21(2), pages 149-161, April.
  2. Arthur M. Diamond, Jr., 2006. "Schumpeter's Creative Destruction: A Review of the Evidence," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 22(Fall 2006), pages 120-146.
  3. 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, vol. 22(2), pages 341-361.
  4. David E. Rapach & Mark E. Wohar, 2006. "Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(2), pages 238-274.
  5. 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., vol. 11(2), pages 139-153.
  6. Kellard, Neil & Wohar, Mark E., 2006. "On the prevalence of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 79(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, vol. 13(2), pages 231-247, March.
  8. Weiyu Guo & Mark E. Wohar, 2006. "Identifying Regime Changes In Market Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(1), pages 79-93, March.
  9. J. Hughen & Mark Wohar, 2006. "Identifying regime changes in closed-end fund discounts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(1), pages 115-132, March.
  10. Nathan S. Balke & Mark E. Wohar, 2006. "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 55-78, July.
  11. 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, vol. 14(3), pages 520-521, August.
  12. 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., vol. 21(8), pages 1111-1134.
  13. Catherine Y. Co, 2006. "Co‐evolution of invention activities among cities in New England," Papers in Regional Science, Wiley Blackwell, vol. 85(1), pages 47-72, March.

2005

  1. William L. Goffe & Kim Sosin, 2005. "Teaching with Technology: May You Live in Interesting Times," The Journal of Economic Education, Taylor & Francis Journals, vol. 36(3), pages 278-291, July.
  2. Bun Song Lee & Kim Sosin & Sung Hyo Hong, 2005. "Sectoral Manufacturing Productivity Growth in Korean Regions," Urban Studies, Urban Studies Journal Limited, vol. 42(7), pages 1201-1219, June.
  3. Arthur Diamond, 2005. "Measurement, incentives and constraintsin Stigler's economics of science," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 12(4), pages 635-661.
  4. Mark E. Wohar & David E. Rapach, 2005. "Valuation ratios and long-horizon stock price predictability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 327-344.
  5. Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005. "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, vol. 21(1), pages 137-166.
  6. 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, vol. 37(5), pages 887-906, October.
  7. Decker, Christopher S. & Wohar, Mark E., 2005. "The Impact of Petroleum Product Prices on State Economic Conditions: An Analysis of the Economic Base," The Review of Regional Studies, Southern Regional Science Association, vol. 35(2), pages 161-186.
  8. Catherine Y. Co & Ira N. Gang & Myeong‐Su Yun, 2005. "Self‐Employment and Wage Earning in Hungary," Review of Development Economics, Wiley Blackwell, vol. 9(2), pages 150-165, May.

2004

  1. 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, vol. 94(2), pages 253-258, May.
  2. Arthur Diamond, 2004. "Zvi Griliches's contributions to the economics of technology and growth," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(4), pages 365-397.
  3. 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, vol. 72(2), pages 261-282, March.
  4. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
  5. William Crowder & Mark Wohar, 2004. "A cointegrated structural VAR model of the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 36(3), pages 195-213.
  6. Catherine Co & Mark Wohar, 2004. "Technological convergence among US regions and states," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(2), pages 101-126.
  7. 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, vol. 23(6), pages 867-895, October.
  8. David E. Rapach & Mark E. Wohar, 2004. "The persistence in international real interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 339-346.
  9. 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, vol. 70(4), pages 920-941, April.
  10. Catherine Co & John List, 2004. "Is foreign direct investment attracted to 'knowledge creators'?," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1143-1149.
  11. Catherine Y. Co, 2004. "Do Patent Rights Regimes Matter?," Review of International Economics, Wiley Blackwell, vol. 12(3), pages 359-373, August.
  12. Catherine Y. Co, 2004. "How Valuable are the Patents Behind Section 337 Cases?," The World Economy, Wiley Blackwell, vol. 27(4), pages 525-539, April.
  13. Catherine Co & Patricia Euzent & Thomas Martin, 2004. "The export effect of immigration into the USA," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 573-583.
  14. 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, vol. 80(2), pages 153-173.

2003

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

2002

  1. 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, vol. 31(3), pages 287-299.
  2. Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, November.
  3. 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, vol. 58(2), pages 359-385, December.
  4. 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, vol. 36(4), pages 575-592.
  5. Catherine Co, 2002. "Evolution of the Geography of Innovation: Evidence from Patent Data," Growth and Change, Wiley Blackwell, vol. 33(4), pages 393-423, September.

2001

  1. Shuanglin Lin & Kim Sosin, 2001. "Foreign debt and economic growth," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 9(3), pages 635-655, November.
  2. 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.
  3. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
  4. 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, vol. 70(3), pages 405-412, March.
  5. Co, Catherine Y., 2001. "Trade, foreign direct investment and industry performance," International Journal of Industrial Organization, Elsevier, vol. 19(1-2), pages 163-183, January.

2000

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

1999

  1. Kim Sosin, 1999. "Explorations on Using the Web for Teaching - Introduction: How Might On-Line Networks Change Teaching?," Feminist Economics, Taylor & Francis Journals, vol. 5(1), pages 79-82.
  2. Kim Sosin, 1999. "Comment," The Journal of Economic Education, Taylor & Francis Journals, vol. 30(3), pages 287-289, January.
  3. Arthur M. Diamond, 1999. "Does Federal Funding “Crowd In” Private Funding Of Science?," Contemporary Economic Policy, Western Economic Association International, vol. 17(4), pages 423-431, October.
  4. Whidbee, David A. & Wohar, Mark, 1999. "Derivative activities and managerial incentives in the banking industry," Journal of Corporate Finance, Elsevier, vol. 5(3), pages 251-276, September.
  5. 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, vol. 8(2), pages 101-119.
  6. Tufte, David & Wohar, Mark E, 1999. "Models with Unexpected Components: The Case for Efficient Estimation," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 295-313, November.
  7. 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, vol. 54(1), pages 307-317, February.

1998

  1. 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, vol. 4(2), pages 25-45.
  2. Arthur Diamond, 1998. "Book Reviews," Journal of Economic Methodology, Taylor & Francis Journals, vol. 5(2), pages 304-310.
  3. Crowder, William J & Wohar, Mark E, 1998. "Stock Price Effects of Permanent and Transitory Shocks," Economic Inquiry, Western Economic Association International, vol. 36(4), pages 540-552, October.
  4. Mark E. Wohar & Nathan S. Balke, 1998. "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, vol. 23(4), pages 535-559.
  5. 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, vol. 7(2), pages 95-111.
  6. Crowder, William J. & Wohar, Mark E., 1998. "Cointegration, forecasting and international stock prices," Global Finance Journal, Elsevier, vol. 9(2), pages 181-204.

1997

  1. 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, vol. 28(2), pages 100-121, January.
  2. 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, vol. 5(1), pages 129-141, February.
  3. Co, Catherine Y., 1997. "Japanese FDI into the U.S. automobile industry: An empirical investigation," Japan and the World Economy, Elsevier, vol. 9(1), pages 93-108, March.

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, vol. 106(434), pages 26-38, January.
  2. 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., vol. 11(1), pages 105-115, Jan.-Feb..
  3. Siklos, Pierre L. & Wohar, Mark E., 1996. "Cointegration and the term structure: A multicountry comparison," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 21-34.
  4. Volkman, David A. & Wohar, Mark E., 1996. "Abnormal profits and relative strength in mutual fund returns," Review of Financial Economics, Elsevier, vol. 5(2), pages 101-116.

1995

  1. Sosin, Kim & Zhan, F., 1995. "The Federal Government Deficit, Interest Rates, and Moderating Linkages," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 48(2), pages 245-263.
  2. 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, vol. 27(2), pages 476-497, May.
  3. Choi, Seungmook & Wohar, Mark E., 1995. "The expectations theory of interest rates: Cointegration and factor decomposition," International Journal of Forecasting, Elsevier, vol. 11(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, vol. 17(1), pages 1-30.
  5. 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, vol. 18(4), pages 415-430, December.

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, vol. 32(1), pages 138-145, January.

1993

  1. 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, vol. 36(2), pages 719-756, October.
  2. Christos Agiakloglou & Paul Newbold & Mark Wohar, 1993. "Bias In An Estimator Of The Fractional Difference Parameter," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 235-246, May.

1992

  1. Choi, Seungmook & Sosin, Kim, 1992. "Structural Change in the Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(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, vol. 27(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, vol. 14(1), pages 83-92, March.

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, vol. 72(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, vol. 80(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, vol. 6(4), pages 531-551.

1989

  1. Diamond, Arthur M, Jr & Locay, Luis, 1989. "Investment in Sister's Children as Behavior towards Risk," Economic Inquiry, Western Economic Association International, vol. 27(4), pages 719-735, October.
  2. Wohar, Mark E. & Stemp, Peter, 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, vol. 42(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, vol. 16(3), pages 77-96, December.
  2. Arthur M. Diamond, Jr., 1988. "The Empirical Progressiveness of the General Equilibrium Research Program," History of Political Economy, Duke University Press, vol. 20(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, vol. 32(1), pages 78-79, March.

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, vol. 49(2), pages 191-208, May.
  2. 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, vol. 28(2), pages 535-539, June.
  3. 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., vol. 2(1), pages 1-25, January.
  4. 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, vol. 9(3), pages 439-450.
  5. Paul Burkett & Mark Wohar, 1987. "Keynes on Investment and the Business Cycle," Review of Radical Political Economics, Union for Radical Political Economics, vol. 19(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, vol. 21(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, vol. 30(1), pages 60-65, March.

1984

  1. Sosin, Kim H & Fairchild, Loretta G, 1984. "Nonhomotheticity and Technological Bias in Production," The Review of Economics and Statistics, MIT Press, vol. 66(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, vol. 66(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, vol. 24(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, vol. 40(4), pages 838-841, December.

Books

2014

  1. Jun Ma & Mark Wohar (ed.), 2014. "Recent Advances in Estimating Nonlinear Models," Springer Books, Springer, edition 127, number 978-1-4614-8060-0, December.

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, in: Douglas Cumming & Alessandra Guariglia & Wenxuan Hou & Edward Lee (ed.), Experiences and Challenges in the Development of the Chinese Capital Market, chapter 8, pages 150-170, Palgrave Macmillan.

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 15-311, Review of Economic Dynamics.

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