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Klaus Neusser

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Kugler, Peter & Neusser, K, 1993. "International Real Interest Rate Equalization: A Multivariate Time-Series Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 163-174, April-Jun.

    Mentioned in:

    1. International real interest rate equalization. A multivariate time-series approach (Journal of Applied Econometrics 1993) in ReplicationWiki ()
  2. Kunst, Robert & Neusser, Klaus, 1990. "Cointegration in a Macroeconomic System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 351-365, Oct.-Dec..

    Mentioned in:

    1. Cointegration in a macroeconomic system (Journal of Applied Econometrics 1990) in ReplicationWiki ()

Working papers

  1. Klaus Neusser, 2017. "Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation," Diskussionsschriften dp1701, Universitaet Bern, Departement Volkswirtschaft.

    Cited by:

    1. Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.

  2. Klaus Neusser, 2016. "A Topological View on the Identification of Structural Vector Autoregressions," Diskussionsschriften dp1604, Universitaet Bern, Departement Volkswirtschaft.

    Cited by:

    1. Scott R. Baker & Tucker S. McElroy & Xuguang S. Sheng, 2020. "Expectation Formation Following Large, Unexpected Shocks," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 287-303, May.
    2. Maria Bolboaca & Sarah Fischer, 2019. "News Shocks: Different Effects in Boom and Recession?," Working Papers 19.01, Swiss National Bank, Study Center Gerzensee.

  3. Robert Aebi & Klaus Neusser & Peter Steiner, 2004. "Equilibrium Mobility," Diskussionsschriften dp0408, Universitaet Bern, Departement Volkswirtschaft.

    Cited by:

    1. Kai-yuen Tsui, 2009. "Measurement of income mobility: a re-examination," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 33(4), pages 629-645, November.

  4. Robert Aebi & Klaus Neusser & Peter Steiner, 2002. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0220, Universitaet Bern, Departement Volkswirtschaft.

    Cited by:

    1. Robert Aebi & Klaus Neusser & Peter Steiner, 2005. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0518, Universitaet Bern, Departement Volkswirtschaft.
    2. Robert Aebi & Klaus Neusser & Peter Steiner, 2004. "Equilibrium Mobility," Diskussionsschriften dp0408, Universitaet Bern, Departement Volkswirtschaft.
    3. Christopher Spencer, 2005. "Consensus Formation in Monetary Policy Committees," School of Economics Discussion Papers 1505, School of Economics, University of Surrey.
    4. Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.

  5. Robert Aebi & Klaus Neusser & Peter Steiner, 1999. "Evaluating Theories of Income Dynamics: A Probabilistic Approach," Diskussionsschriften dp9905, Universitaet Bern, Departement Volkswirtschaft.

    Cited by:

    1. Erik Figueiredo & Flávio Ziegelmann, 2010. "The dynamics of the Brazilian income," Economics Bulletin, AccessEcon, vol. 30(2), pages 1249-1260.
    2. Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.

  6. Klaus NEUSSER, 1992. "Dynamics of Total Factor Productivities," Vienna Economics Papers vie9206, University of Vienna, Department of Economics.

    Cited by:

    1. Ernesto Felli & Giovanni Tria, 1997. "Externalities, Cross-Sectoral Spillovers and Productivity Growth," Open Economies Review, Springer, vol. 8(2), pages 171-188, April.
    2. David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," Working Papers 93-21, New York University, Leonard N. Stern School of Business, Department of Economics.

  7. Klaus NEUSSER, 1991. "Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria," Vienna Economics Papers vie9201, University of Vienna, Department of Economics.

    Cited by:

    1. K. Farmer & K.W. Steininger, 1999. "Reducing CO2-Emissions Under Fiscal Retrenchment: A Multi-Cohort CGE-Model for Austria," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 13(3), pages 309-340, April.
    2. Wendner, Ronald, 2001. "An applied dynamic general equilibrium model of environmental tax reforms and pension policy," Journal of Policy Modeling, Elsevier, vol. 23(1), pages 25-50, January.
    3. Henrik Petersen, Jorn, 1998. "Recent research on public pension systems. A review," Labour Economics, Elsevier, vol. 5(1), pages 91-108, March.

  8. Peter KUGLER & Klaus NEUSSER, 1990. "International Real Interest Rate Equalization: A Multivariate Time Series Approach," Vienna Economics Papers vie9003, University of Vienna, Department of Economics.

    Cited by:

    1. Christian Gourieroux & Joann Jasiak, 1999. "Nonlinear Persistence and Copersistence," Working Papers 2000_1, York University, Department of Economics.
    2. Beine, Michel & Hecq, Alain, 1998. "Codependence and Convergence in the EC Economies," Journal of Policy Modeling, Elsevier, vol. 20(4), pages 403-426, August.
    3. S. Young Chung & William J. Crowder, 2004. "Why Are Real Interest Rates Not Equalized Internationally?," Southern Economic Journal, John Wiley & Sons, vol. 71(2), pages 441-458, October.
    4. Gerd Hansen, 1996. "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(4), pages 675-689, December.
    5. Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
    6. Christoph Schleicher, 2004. "Codependence in Cointegrated Autoregressive Models," Computing in Economics and Finance 2004 286, Society for Computational Economics.
    7. Zixiong Xie & Shyh-Wei Chen & An-Chi Wu, 2023. "Real interest rate parity in the Pacific Rim countries: new empirical evidence," Empirical Economics, Springer, vol. 64(3), pages 1471-1515, March.
    8. Feve, Patrick & Langot, Francois, 1996. "Unemployment and the business cycle in a small open economy: G.M.M. estimation and testing with French data," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1609-1639.
    9. Wenli Li & Pierre-Daniel G. Sarte, 2000. "Investigating fluctuations in U.S. manufacturing : what are the direct effects of informational frictions?," Working Paper 00-01, Federal Reserve Bank of Richmond.
    10. Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers 77, Institute of Empirical Economic Research, Osnabrueck University.
    11. Gourieroux, Christian & Jasiak, Joann, 2017. "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation," Journal of Econometrics, Elsevier, vol. 200(1), pages 118-134.
    12. Simpson, J.L. & Evans, J.P., 2005. "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates," Global Finance Journal, Elsevier, vol. 16(2), pages 125-144, December.
    13. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
    14. Lawrence Goldberg & James Lothian & John Okunev, 2003. "Has International Financial Integration Increased?," Open Economies Review, Springer, vol. 14(3), pages 299-317, July.
    15. Kugler, Peter, 1999. "Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note," Economics Letters, Elsevier, vol. 63(1), pages 97-101, April.
    16. Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
    17. Song-Zan Chiou Wei & Zhen Zhu, 2004. "Equality of interest rates revisited: the multi-country evidence," International Economic Journal, Taylor & Francis Journals, vol. 18(2), pages 245-257.
    18. Peter Kugler, 2000. "The common trend and common cycle of exports and the real exchange rate: Empirical results from Swiss data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 171-180, March.
    19. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo.
    20. Morten Ørregaard Nielsen, 2005. "Multivariate Lagrange Multiplier Tests for Fractional Integration," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 372-398.
    21. Siklos, P.L. & Granger, C.W.J., 1997. "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers 97-5, Wilfrid Laurier University, Department of Economics.
    22. Stefan Norrbin & Onsurang Pipatchaipoom, 2006. "Reexamining Real Interest Rate Parity," EcoMod2006 272100068, EcoMod.
    23. Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Yang, Ming-Hsien & Yang, Hong-Lǜe, 2016. "Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration," Economic Analysis and Policy, Elsevier, vol. 51(C), pages 86-89.
    24. Bruce Felmingham & Zhang Qing & Tanya Healy, 2000. "The Interdependence of Australian and Foreign Real Interest Rates," The Economic Record, The Economic Society of Australia, vol. 76(233), pages 163-171, June.
    25. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486.
    26. Centeno, Mario & Mello, Antonio S., 1999. "How integrated are the money market and the bank loans market within the European Union?," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 75-106, January.
    27. Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers E2007/26, Cardiff University, Cardiff Business School, Economics Section.
    28. Choi, In & Chul Ahn, Byung, 1998. "Testing the null of stationarity for multiple time series," Journal of Econometrics, Elsevier, vol. 88(1), pages 41-77, November.
    29. Gouriéroux, Christian & Peaucelle, Irina, 1992. "Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 283-304, mars et j.
    30. Keshab Shrestha & Kok Tan, 2005. "Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 139-157, September.
    31. Mehmet Altuntas, 2021. "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 327-349, July.
    32. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
    33. Fujihara, Roger A. & Mougoue, Mbodja, 1996. "International linkages between short-term real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 451-473.
    34. Shafik, Nemat & Jalali, Jalaleddin, 1991. "Are high real interest rates bad for world economic growth?," Policy Research Working Paper Series 669, The World Bank.
    35. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March.

  9. Peter Brandner & Klaus Neusser, 1990. "Business Cycles in Open Economies. Stylized Facts for Austria and Germany," WIFO Working Papers 40, WIFO.

    Cited by:

    1. J. J. Reeves & C. A. Blyth & C. M. Triggs & J. P. Small, "undated". "The Hodrick-Prescott Filter, a Generalisation, and a New Procedure for Extracting an Empirical Cycle from a Series," Reports 9602, University of Auckland, Department of Economics.
    2. Marczak, Martyna & Beissinger, Thomas, 2010. "Real Wages and the Business Cycle in Germany," IZA Discussion Papers 5199, Institute of Labor Economics (IZA).
    3. Canova, Fabio, 1993. "Detrending and Business Cycle Facts," CEPR Discussion Papers 782, C.E.P.R. Discussion Papers.
    4. Ravn, Morten & Uhlig, Harald, 2001. "On Adjusting the HP-Filter for the Frequency of Observations," CEPR Discussion Papers 2858, C.E.P.R. Discussion Papers.
    5. Peter Brandner & Klaus Neusser, 1990. "Business Cycles in Open Economies. Stylized Facts for Austria and Germany," WIFO Working Papers 40, WIFO.
    6. Marcet, Albert & Ravn, Morten, 2004. "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers 4244, C.E.P.R. Discussion Papers.
    7. Collard, Fabrice & Ertz, Guy, 1996. "Stochastic Nominal Wage Contacts in a Cash-in-Advance Model," LIDAM Discussion Papers IRES 1997017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jul 1997.
    8. Thomas Harjes, 1997. "Real business cycles in an open economy: An application to Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(4), pages 635-656, December.
    9. Collard, Fabrice & Dellas, Harris, 2002. "Exchange rate systems and macroeconomic stability," Journal of Monetary Economics, Elsevier, vol. 49(3), pages 571-599, April.
    10. P J Pérez, 2001. "Cyclical Properties in the Main Western Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 33, Economics, The University of Manchester.
    11. Tobias Zimmermann & Torsten Schmidt, 2005. "Effects of oil price shocks on German business cycles," Computing in Economics and Finance 2005 212, Society for Computational Economics.
    12. Bauermann, Tom & Roos, Michael W. M. & Schaff, Frederik, 2020. "POSA: Policy implementation sensitivity analysis," Ruhr Economic Papers 854, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    13. Spree, Reinhard, 2002. "Business Cycles in History," Discussion Papers in Economics 6, University of Munich, Department of Economics.
    14. Serguei Kaniovski & Hans Pitlik & Sandra Steindl & Thomas Url, 2008. "A Decomposition of Austria's General Government Budget into Structural and Cyclical Components," WIFO Working Papers 316, WIFO.
    15. Sandra Martina Leitner, 2007. "The Austrian Business Cycle - A Characterization," Economics working papers 2007-17, Department of Economics, Johannes Kepler University Linz, Austria.
    16. Yin-Wong Cheung & Frank Westermann, 1999. "An analysis of German effects on the Austrian business cycle," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 522-531, September.
    17. Kunhong Kim & A. Buckle & V. B. Hall, 1994. "Key Features of New Zealand Business Cycles," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 56-72, March.
    18. Jacky Fayolle & Paul-Emmanuel Micolet, 1997. "Réalité et déboires de l'espace conjoncturel européen : une régulation sans croissance ?," Revue de l'OFCE, Programme National Persée, vol. 62(1), pages 5-28.
    19. Tawadros, George B., 2011. "The stylised facts of Australia's business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 549-556.
    20. Fabrice COLLARD & Guy ERTZ, 2000. "Stochastic Nominal Wage Contracts in a Cash-in-Advance model," Discussion Papers (REL - Recherches Economiques de Louvain) 2000032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    21. Helmut Thome & Thomas Rahlf, 1996. "Dubious cycles: a methodological critique of the Namenwirth/Weber thesis on cultural change with an introduction into filter design methods," Quality & Quantity: International Journal of Methodology, Springer, vol. 30(4), pages 427-448, November.
    22. Alexandra Krystalogianni & Sotiris Tsolacos, 2005. "Regime switching in yield structures and real estate investment," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 279-299, May.
    23. Raul Ramos & Miquel Clar & Jordi Surinach, 2003. "A dynamic analysis of asymmetric shocks in EU manufacturing," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 881-892.
    24. Roberta Colavecchio & Michael Funke, 2007. "Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets," Quantitative Macroeconomics Working Papers 20708, Hamburg University, Department of Economics.
    25. Yu, Eric Jinsan, 2014. "Predictive Power of Aggregate Short Interest," MPRA Paper 56259, University Library of Munich, Germany.
    26. Erin Yeldan & Kivilcim Metin-…zcan & Ebru Voyvoda, 1999. "Dynamics of Macroeconomic Adjustment in a Globalized Developing Economy : Growth, Accumulation and Distribution, Turkey 1969-1998," Working Papers 9905, Department of Economics, Bilkent University.
    27. Ertz, Guy, 1996. "Business Cycle Models and Stylized Facts in Germany," LIDAM Discussion Papers IRES 1997005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Apr 1997.
    28. Michael Gail, 1998. "Stylized Facts and International Business Cycles - The German Case," Volkswirtschaftliche Diskussionsbeiträge 69-98, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 2000.
    29. Freeman, John R., 1996. "A Computable Equilibrium Model for the Study of Political Economy," Bulletins 7484, University of Minnesota, Economic Development Center.
    30. Marczak, Martyna & Gómez, Víctor, 2015. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, vol. 47(C), pages 40-52.
    31. Funke, Michael, 1997. "Supply potential and output gaps in West German manufacturing," International Journal of Forecasting, Elsevier, vol. 13(2), pages 211-222, June.
    32. Christian Zimmermann, 1995. "International Trade over the Business Cycle: Stylized Facts and Remaining Puzzles," Cahiers de recherche CREFE / CREFE Working Papers 37, CREFE, Université du Québec à Montréal, revised Aug 1997.
    33. Burkhard Heer & Alfred Maußner, 2013. "Asset Returns, the Business Cycle and the Labor Market," German Economic Review, Verein für Socialpolitik, vol. 14(3), pages 372-397, August.
    34. David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," Working Papers 93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
    35. Funke, Michael, 1997. "How important are demand and supply shocks in explaining German business cycles?: New evidence on an old debate," Economic Modelling, Elsevier, vol. 14(1), pages 11-37, January.
    36. David E. A. Giles, 1997. "Testing for Asymmetry in the Measured and Underground Business Cycles in New Zealand," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 225-232, September.
    37. Juan Luís Ollero & Raul Ramos & Jordi Suriñach-Caralt, 2001. "Macroeconomic implications of EMU at the regional level," ERSA conference papers ersa01p146, European Regional Science Association.
    38. Horvath, Julius & Ratfai, Attila, 2004. "Supply and demand shocks in accession countries to the Economic and Monetary Union," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 202-211, June.
    39. Reeves Jonathan J. & Blyth Conrad A. & Triggs Christopher M. & Small John P., 2000. "The Hodrick-Prescott Filter, a Generalization, and a New Procedure for Extracting an Empirical Cycle from a Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-17, April.
    40. Royuela, Vicente, 2000. "International Real Business Cycles: Can A Two Countries Two Sectors Model Solve The Quantity Anomaly?," ERSA conference papers ersa00p203, European Regional Science Association.
    41. Schlitzer, Giuseppe, 1996. "Business cycles in Italy: A statistical investigation," European Journal of Political Economy, Elsevier, vol. 11(4), pages 683-698, April.
    42. Bauermann, Tom, 2020. "Governmental policies to reduce unemployment during recessions: Insights from an ABM," Ruhr Economic Papers 847, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    43. Döpke, Jörg, 1998. "Stylized facts of Euroland's business cycle," Kiel Working Papers 887, Kiel Institute for the World Economy (IfW Kiel).
    44. Ravn, Morten O. & Sola, Martin, 1995. "Stylized facts and regime changes: Are prices procyclical?," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 497-526, December.
    45. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
    46. Marcus Scheiblecker, 2002. "Konjunkturzyklen der österreichischen Wirtschaft," WIFO Monatsberichte (monthly reports), WIFO, vol. 75(7), pages 437-446, July.
    47. Jacky Fayolle & Paul-Emmanuel Micolet, 1997. "Cycles internationaux : éléments pour une problématique appliquée," Revue de l'OFCE, Programme National Persée, vol. 62(1), pages 109-150.
    48. Franz Hahn, 1994. "Business cycles in open economies: A comment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 624-629, September.

  10. Klaus NEUSSER, 1990. "Testing the Long-Run Implications of the Neoclassical Growth Model," Vienna Economics Papers vie9002, University of Vienna, Department of Economics.

    Cited by:

    1. Claude Lopez & Javier Reyes, 2005. "Real Interest Rate Stationarity and Per Capita Consumption Growth Rate," University of Cincinnati, Economics Working Papers Series 2005-02, University of Cincinnati, Department of Economics, revised Feb 2007.
    2. Han, Hsiang-Ling & Ogaki, Masao, 1997. "Consumption, income and cointegration," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 107-117.
    3. Lau, Sau-Him Paul & Sin, Chor-Yiu, 1997. "Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models," Economic Modelling, Elsevier, vol. 14(1), pages 39-60, January.
    4. Vinod, H. D. & Basu, Parantap, 1995. "Forecasting consumption, income and real interest rates from alternative state space models," International Journal of Forecasting, Elsevier, vol. 11(2), pages 217-231, June.
    5. Kollmann, Robert, 1995. "Consumption, real exchange rates and the structure of international asset markets," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 191-211, April.
    6. Chang, Juin-Jen & Lin, Chang-Ching & Lin, Hsieh-Yu, 2016. "Great ratios and international openness," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 110-121.
    7. David Harvey & Terence Mills, 2005. "Evidence for common features in G7 macroeconomic time series," Applied Economics, Taylor & Francis Journals, vol. 37(2), pages 165-175.
    8. Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2002. "The Day-of-the-Week Effect Revisited: An Alternative Testing Approach," Economics Series 127, Institute for Advanced Studies.
    9. Lawrence Goldberg & James Lothian & John Okunev, 2003. "Has International Financial Integration Increased?," Open Economies Review, Springer, vol. 14(3), pages 299-317, July.
    10. Anne Péguin-Feissolle & Denis Péguin, 1993. "Protection tarifaire, brevets et diffusion internationale de la connaissance : croissance et dynamique de court terme aux États-Unis de 1889 à 1985," Revue Économique, Programme National Persée, vol. 44(2), pages 369-388.
    11. Okubo, Masakatsu, 2002. "Long-Run Relationship between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restriction," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 253-278, June.
    12. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Financial integration in small Islands: The case of Cyprus," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 201-219.
    13. Gregory, Allan W. & Smith, Gregor W., 1996. "Measuring business cycles with business-cycle models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1007-1025.
    14. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-series properties and empirical evidence of growth and infraestructure: revised version," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 336, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    15. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
    16. M.S.Rafiq, 2006. "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series 2006_20, Department of Economics, Loughborough University.
    17. Morana, Claudio, 2004. "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, vol. 16(2), pages 193-211, April.
    18. David Harvey & Stephen Leybourne & Paul Newbold, 2003. "How great are the great ratios?," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 163-177.
    19. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo.
    20. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
    21. King, Robert G. & Rebelo, Sergio T., 1999. "Resuscitating real business cycles," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 14, pages 927-1007, Elsevier.
    22. Christian Schumacher, 2001. "Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 352-363.
    23. Ekaterina Ponomareva & Alexandra Bozhechkova & Alexandr Knobel, 2012. "Factors of Economic Growth," Published Papers 172, Gaidar Institute for Economic Policy, revised 2013.
    24. Herwartz, Helmut & Neumann, Michael H., 2005. "Bootstrap inference in systems of single equation error correction models," Journal of Econometrics, Elsevier, vol. 128(1), pages 165-193, September.
    25. Christian Ragacs & Martin Zagler, 2002. "Persistence of Shocks to Output in Austria and Theories of Economic Growth," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 29(4), pages 305-317, December.
    26. Bohl, Martin T., 1999. "Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Lander, 1970-1994," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 155-164, January.
    27. Neusser, Klaus, 2000. "An algebraic interpretation of cointegration," Economics Letters, Elsevier, vol. 67(3), pages 273-281, June.
    28. Arjun & Bibhuti Ranjan Mishra, 2024. "Testing the Balanced Growth Hypothesis in the Presence of Structural Breaks: Evidence from Developed and Developing Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(1), pages 1-35.
    29. Luca Zamparelli, 2011. "Induced Innovation, Endogenous Growth, and Income Distribution: a Model along Classical Lines," Working Papers CELEG 1102, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    30. M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
    31. Claudio Morana, 2003. "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 171-210, October.
    32. Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
    33. Andersson, Björn, 1999. "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series 1999:18, Uppsala University, Department of Economics.
    34. Issler, João Victor & Ferreira, Pedro Cavalcanti, 1998. "Time-Series Properties and Empirical Evidence of Growth and Infrastructure," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 18(1), May.
    35. Kollmann, Robert, 1991. ""Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991," MPRA Paper 69905, University Library of Munich, Germany.
    36. Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
    37. Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2011. "The Monday effect revisited: An alternative testing approach," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 447-460, June.
    38. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
    39. Lau, Sau-Him Paul, 1997. "Using stochastic growth models to understand unit roots and breaking trends," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1645-1667, August.
    40. Daniel, Betty C., 1997. "International interdependence of national growth rates: A structural trends anakysis," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 73-96, September.
    41. Kwark, Noh-Sun, 1999. "Sources of international business fluctuations: Country-specific shocks or worldwide shocks?," Journal of International Economics, Elsevier, vol. 48(2), pages 367-385, August.

  11. Klaus NEUSSER, 1989. "Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation," Vienna Economics Papers vie8901, University of Vienna, Department of Economics.

    Cited by:

    1. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486.

Articles

  1. Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.

    Cited by:

    1. Kollmann, Robert, 2021. "Liquidity Traps in a World Economy," MPRA Paper 105113, University Library of Munich, Germany.
    2. Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.

  2. Neusser, Klaus, 2016. "A topological view on the identification of structural vector autoregressions," Economics Letters, Elsevier, vol. 144(C), pages 107-111.
    See citations under working paper version above.
  3. Burren, Daniel & Neusser, Klaus, 2013. "The Role Of Sectoral Shifts In The Decline Of Real Gdp Volatility," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 477-500, April.

    Cited by:

    1. Everaert, Gerdie & Iseringhausen, Martin, 2018. "Measuring the international dimension of output volatility," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 20-39.
    2. Luca Paolo Merlino, 2016. "Efficient Sorting in Frictional Labor Markets with Two-sided Heterogeneity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01263744, HAL.
    3. N. V. Suvorov & S. V. Treshchina & Yu. V. Beletskii, 2020. "Design of Methods for Long-Term Forecasting of Development Trends in the Russian Economy (Methodology and Model Toolkit)," Studies on Russian Economic Development, Springer, vol. 31(6), pages 636-646, November.

  4. Daniel Burren & Klaus Neusser, 2010. "The decline in volatility of US GDP growth," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1625-1631.

    Cited by:

    1. Andreas, Brunhart, 2011. "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper 42047, University Library of Munich, Germany, revised Sep 2012.
    2. Andreas Brunhart, 2013. "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere 44, Liechtenstein-Institut.

  5. Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.

    Cited by:

    1. Stefan Leist, 2013. "Driving Forces of the Swiss Output Gap," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 493-531, December.
    2. Sharma, Saurabh & Behera, Harendra, 2022. "A dissection of Indian growth using a DSGE filter," Journal of Asian Economics, Elsevier, vol. 80(C).

  6. Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.

    Cited by:

    1. Erik Figueiredo & Flávio Ziegelmann, 2010. "The dynamics of the Brazilian income," Economics Bulletin, AccessEcon, vol. 30(2), pages 1249-1260.

  7. Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.

    Cited by:

    1. Xiuying Ma & Fei Jia & Hong Jiang & Xiangyun Xu, 2022. "The Impact of Non-R&D Intangible Capital on TFP Growth: Evidence from Multi-country Industry Level Data," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 2890-2910, December.
    2. Julian Ramajo & Miguel A. Marquez & Geoffrey J.D. Hewings, 2013. "Spatio-temporal Analysis of Regional Systems: A Multiregional Spatial Vector Autoregressive Model for Spain," ERSA conference papers ersa13p159, European Regional Science Association.
    3. Miguel A. Márquez & Julián Ramajo & Geoffrey JD. Hewings, 2015. "Regional growth and spatial spillovers: Evidence from an SpVAR for the Spanish regions," Papers in Regional Science, Wiley Blackwell, vol. 94, pages 1-18, November.
    4. Jia, Fei & Ma, Xiuying & Xu, Xiangyun & Xie, Lijuan, 2020. "The differential role of manufacturing and non-manufacturing TFP growth in economic growth," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 174-183.
    5. Mishra, Tapas & Jumah, Adusei & Parhi, Mamata, 2008. "Age-structured Human Capital and Spatial Total Factor Productivity Dynamics," Economics Series 226, Institute for Advanced Studies.

  8. Dellas, Harris & Fernandes, Ana & Neusser, Klaus, 2007. "On the equivalence of quantitative trade restrictions and tariffs," Economics Letters, Elsevier, vol. 96(3), pages 331-336, September.

    Cited by:

    1. Haoyuan Ding & Xiao Li & Jiezhou Ying, 2023. "Anti‐dumping Policies and International Portfolio Allocation: The View from the Global Funds," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(2), pages 58-83, March.

  9. Robert Aebi & Klaus Neusser & Peter Steiner, 2006. "A Large Deviation Approach to the Measurement of Mobility," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(II), pages 195-222, June.
    See citations under working paper version above.
  10. Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.

    Cited by:

    1. Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
    2. Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.

  11. Neusser, Klaus, 2000. "An algebraic interpretation of cointegration," Economics Letters, Elsevier, vol. 67(3), pages 273-281, June.

    Cited by:

    1. Martin Wagner, 2010. "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
    2. Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.

  12. Klaus Neusser, 1999. "An investigation into a non-linear stochastic trend model," Empirical Economics, Springer, vol. 24(1), pages 135-153.

    Cited by:

    1. Yoon, Gawon, 2005. "An introduction to I([infinity]) processes," Economic Modelling, Elsevier, vol. 22(3), pages 473-483, May.

  13. Klaus Neusser & Maurice Kugler, 1998. "Manufacturing Growth And Financial Development: Evidence From Oecd Countries," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 638-646, November.

    Cited by:

    1. Nada Kobeissi, 2004. "Ownership Structure and Bank Performance: Evidence from the Middle East and North Africa," Working Papers 0413, Economic Research Forum, revised 06 Mar 2004.
    2. Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar, 2014. "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," MPRA Paper 57500, University Library of Munich, Germany, revised 22 Jul 2014.
    3. Eichengreen, Barry, 1998. "International Economic Policy in the Wake of the Asian Crisis," Center for International and Development Economics Research, Working Paper Series qt78c3z577, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
    4. Pan, Lei & Mishra, Vinod, 2018. "Stock market development and economic growth: Empirical evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 661-673.
    5. Ian Tower & Gregorio Impavido, 2009. "How the Financial Crisis Affects Pensions and Insurance and Why the Impacts Matter," IMF Working Papers 2009/151, International Monetary Fund.
    6. Cosimo Magazzino & Marco Mele & Fabio Gaetano Santeramo, 2021. "Using an Artificial Neural Networks Experiment to Assess the Links among Financial Development and Growth in Agriculture," Sustainability, MDPI, vol. 13(5), pages 1-15, March.
    7. Uslu, Çağrı Levent & Aydoğan, Ebru Tomris & Ketenci, Natalya, 2015. "Economic Growth, Financial Development, and Trade Openness in Emerging Markets: Panel Approach," MPRA Paper 64722, University Library of Munich, Germany.
    8. Ashok Babubudjnauth & Boopen Seetanah, 2021. "An empirical analysis of the impacts of real exchange rate on GDP, manufacturing output and services sector in Mauritius," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1657-1669, April.
    9. Prof. Dr. Hatice Dogukanli & Songül Kakilli Acaravci & Serkan Yilmaz Kandir, 2003. "Examining Systematic and Nonsystematic Risks of the ISE Financial Sector Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(24), pages 1-14.
    10. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    11. Eggoh, Jude C. & Villieu, Patrick, 2014. "A simple endogenous growth model of financial intermediation with multiplicity and indeterminacy," Economic Modelling, Elsevier, vol. 38(C), pages 357-366.
    12. Prettner, Catherine, 2016. "Nonlinearities and Parameter Instability in the Finance-Growth Nexus," Department of Economics Working Paper Series 224, WU Vienna University of Economics and Business.
    13. Ferreira da Silva, Gisele, 2002. "The impact of financial system development on business cycles volatility: cross-country evidence," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 233-253, June.
    14. Fatima Zahra Bendriouch & Harit Satt & Mohamed M hamdi, 2020. "Do Islamic Banks Contribute to Economic Growth? Evidence from the GCC Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 352-360.
    15. Adnan, Noureen & Shahzad, Syed Jawad Hussain, 2014. "The European Financial System in Limelight," MPRA Paper 60152, University Library of Munich, Germany.
    16. Jacobson Tor & Lindh Thomas & Warne Anders, 2002. "Growth, Saving, Financial Markets, and Markov Switching Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-20, January.
    17. Thorsten Beck, 2009. "The Econometrics of Finance and Growth," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 25, pages 1180-1209, Palgrave Macmillan.
    18. Onur ÖZDEMİR, 2020. "Revisiting the Finance-Growth Nexus in Turkey: Bayer-Hanck Combined Cointegration Approach over the 1970-2016 Period," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
    19. Chang, Philip C. & Jia, Chunxin & Wang, Zhicheng, 2010. "Bank fund reallocation and economic growth: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2753-2766, November.
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    30. Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
    31. Levine, Ross & Loayza, Norman & Beck, Thorsten, 1999. "Financial intermediation and growth : Causality and causes," Policy Research Working Paper Series 2059, The World Bank.
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    44. von Furstenberg, George M., 2004. "The Contribution of Rapid Financial Development to Asymmetric Growth of Manufacturing Industries: Common Claims vs. Evidence for Poland," Discussion Paper Series 1: Economic Studies 2004,34, Deutsche Bundesbank.
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    55. Mondher bellalah & SYED ALAMDAR ALI & Omar Masood, 2013. "Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Application with Con-integration," THEMA Working Papers 2013-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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    86. Mohamed Aydi & Abdelkader Aguir, 2017. "Financial Development and Economic Growth: The Empirical Evidence of the Southern Mediterranean Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 196-209.
    87. Ahad, Muhammad & Dar, Adeel Ahmad & Imran, Muhammad, 2017. "Does Financial Development Promote Industrial Production in Pakistan? Evidence from Combine Cointegration and Causality Approach," MPRA Paper 76458, University Library of Munich, Germany.
    88. Beck,Thorsten*Lundberg, Mattias*Majnoni, Giovann, 2001. "Financial intermediary development and growth volatility : do intermediaries dampen or magnify shocks?," Policy Research Working Paper Series 2707, The World Bank.
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    90. Kim Huynh & Robert Petrunia & Joel Rodrigue & Walter Steingress, 2023. "Exporting and Investment Under Credit Constraints," Staff Working Papers 23-10, Bank of Canada.
    91. Malebogo Bakwena & Philip Bodman & Sandy Suardi, "undated". "Making Abundant Natural Resources Work for Developing Economies: The Role of Financial Institutions," MRG Discussion Paper Series 2108, School of Economics, University of Queensland, Australia.
    92. Wolday Amha & Tadele Ferede & Mulat Demeke, 2014. "The Impact of Financial Access on Firm Growth: evidence from Ethiopian Grain Traders and Millers," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 22(1), November.
    93. Christopoulos, Dimitris K. & Tsionas, Efthymios G., 2004. "Financial development and economic growth: evidence from panel unit root and cointegration tests," Journal of Development Economics, Elsevier, vol. 73(1), pages 55-74, February.
    94. Georgios E. Chortareas & Rebecca L. Driver, 2001. "PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data," Bank of England working papers 138, Bank of England.
    95. Oleg Badunenko & Diego Romero‐Ávila, 2013. "Financial Development And The Sources Of Growth And Convergence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(2), pages 629-663, May.
    96. Tuuli Koivu, 2002. "Do efficient banking sectors accelerate economic growth in transition countries?," Macroeconomics 0212013, University Library of Munich, Germany.
    97. Degryse, Hans & Kokas, Sotirios & Minetti, Raoul & Peruzzi, Valentina, 2022. "Bank Information and Firm Growth. Microeconomic Evidence from the US Credit Market," Working Papers 2022-3, Michigan State University, Department of Economics.
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    99. Wang, Xinyue & Wang, Qing, 2021. "Research on the impact of green finance on the upgrading of China's regional industrial structure from the perspective of sustainable development," Resources Policy, Elsevier, vol. 74(C).
    100. Piotr Wiesiolek & Dobieslaw Tymoczko, 2015. "The evolution of banking sectors in Central and Eastern Europe - the case of Pola," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 313-324, Bank for International Settlements.
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    104. Carton, Christine & Ronquillo, Cely, 2008. "Determinantes del crecimiento económico e intermediación bancaria: un análisis empírico para países latinoamericanos [Determinants of economic growth and bank intermediation: empirical analysis for," MPRA Paper 15514, University Library of Munich, Germany, revised 25 Nov 2008.
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    107. Ismail Senturk & Fiaz Ahmad Sulehri & Syeda Mehak Ali, 2022. "Financial Development and Innovation Led-Growth: A Case of Selected Developing Countries," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(3), pages 81-97, September.
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    111. Gehringer, Agnieszka, 2013. "Financial liberalization, financial development and productivity growth: An overview," Economics Discussion Papers 2013-46, Kiel Institute for the World Economy (IfW Kiel).
    112. İsmail Durak & Ergün Eroğlu, 2019. "The Nexus of Economic Growth, Trade Openness and Banking Sector Depth In OIC: An Application of Panel Data Analysis," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 205-238, December.
    113. Gergely Kiss & Márton Nagy & Balázs Vonnák, 2006. "Credit Growth in Central and Eastern Europe: Convergence or Boom?," MNB Working Papers 2006/10, Magyar Nemzeti Bank (Central Bank of Hungary).
    114. Gehringer, Agnieszka, 2015. "Uneven effects of financial liberalization on productivity growth in the EU: Evidence from a dynamic panel investigation," International Journal of Production Economics, Elsevier, vol. 159(C), pages 334-346.
    115. Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2021. "Discovering the True Schumpeter - New Insights into the Finance and Growth Nexus," CEPR Discussion Papers 16851, C.E.P.R. Discussion Papers.
    116. Catherine Prettner, 2016. "Nonlinearities and Parameter Instability in the Finance-Growth Nexus," Department of Economics Working Papers wuwp224, Vienna University of Economics and Business, Department of Economics.
    117. Maurice Kugler & Reza Ofoghi, 2005. "Does Insurance Promote Economic Growth? Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 8, Money Macro and Finance Research Group.
    118. Subal C. Kumbhakar & George Mavrotas, 2005. "Financial Sector Development and Productivity Growth," WIDER Working Paper Series RP2005-68, World Institute for Development Economic Research (UNU-WIDER).
    119. Zhang, Jin & Wang, Lanfang & Wang, Susheng, 2012. "Financial development and economic growth: Recent evidence from China," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 393-412.
    120. Boopendra Seetanah & Ushad Subadar & Raja Vinesh Sannassee & Matthew Lamport & Vashisht Ajageer, 2012. "Stock market development and economic growth: Evidence from least developed countries," Competence Centre on Money, Trade, Finance and Development 1205, Hochschule fuer Technik und Wirtschaft, Berlin.
    121. Garretsen, Harry & Lensink, Robert & Sterken, Elmer, 2000. "Development of stock markets, societal norms and legal institutions," CCSO Working Papers 200002, University of Groningen, CCSO Centre for Economic Research.
    122. Sadaf Majeed & Syed Faizan Iftikhar & Zeeshan Atiq, 2019. "Modeling the impact of banking sector credit on growth performance: An empirical evidence of credit to household and enterprise in Pakistan," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-17, June.
    123. Bm, Hakim & Uddin, Md Akther, 2016. "Does Islamic bank financing lead to economic growth: An empirical analysis for Malaysia," MPRA Paper 69075, University Library of Munich, Germany.
    124. Atilla Odabasi, 2003. "An Investigation of Beta Instability in the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 6(24), pages 15-32.
    125. Malebogo Bakwena & Philip Bodman, "undated". "The Role of Financial Development in Natural Resource Abundant Economies: Does the Nature of the Resource Matter?," MRG Discussion Paper Series 2208, School of Economics, University of Queensland, Australia.
    126. Plehn-Dujowich, Jose M., 2009. "Endogenous growth and adverse selection in entrepreneurship," Journal of Economic Dynamics and Control, Elsevier, vol. 33(7), pages 1419-1436, July.
    127. Abugamea, Gaber, 2016. "Banking Sector Development and Economic Growth in Palestine; 1995-2014," MPRA Paper 89781, University Library of Munich, Germany, revised 26 Feb 2016.
    128. Mehmet Zeki Ak & Mustafa Kirca & Mehmet Nurullah Altintaº, 2016. "The impacts of financial development on growth:A time-varying causality analysis for Turkey," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 529-554.
    129. Naoko Kojo, 2000. "Bangladesh : Financial Sector Distress and Lost Economic Growth," World Bank Publications - Reports 15476, The World Bank Group.
    130. Ilhan Ozturk, 2007. "Finance–Growth Nexus: Empirical Evidence from South Africa," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-17.
    131. Jess Benhabib & Adam Przeworski, 2010. "Economic growth under political accountability," International Journal of Economic Theory, The International Society for Economic Theory, vol. 6(1), pages 77-95, March.
    132. C. Barra, 2014. "Local financial development and economic growth: an outlook on italian territorial data," Rivista economica del Mezzogiorno, Società editrice il Mulino, issue 1-2, pages 187-216.
    133. Nili, Masoud & Rastad, Mahdi, 2007. "Addressing the growth failure of the oil economies: The role of financial development," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(5), pages 726-740, February.
    134. Georgios Chortareas & Georgios Magkonis & Demetrios Moschos & Theodore Panagiotidis, 2015. "Financial Development and Economic Activity in Advanced and Developing Open Economies: Evidence from Panel Cointegration," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 163-177, February.
    135. O uzhan Yilmaz, 2016. "Analysis of the Relationships between Financial Development and Economic Growth through Romer's Expanding Variety of Products Model: The Case of Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1155-1164.
    136. Mohd Aminul Islam, 2015. "An Empirical Assessment of the Impact of Development Financial Institutions (DFIs) on Malaysian Economy," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 4(4), pages 176-184.
    137. Alexandr Akimov & Brian Dollery, 2009. "Financial System Development in Indonesia and South Korea in 1980s and early 1990s: Policies and Outcomes," Discussion Papers in Finance finance:200906, Griffith University, Department of Accounting, Finance and Economics.
    138. Kumar, Ronald Ravinesh & Stauvermann, Peter Josef & Loganathan, Nanthakumar & Kumar, Radika Devi, 2015. "Exploring the role of energy, trade and financial development in explaining economic growth in South Africa: A revisit," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1300-1311.
    139. Gladys A. A. Nabieu & Charles Barnor, 2016. "The Effect of Stock Market Performance on Economic Growth in Ghana," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 5(1), pages 12-32.
    140. Polat, Ali & Shahbaz, Muhammad & Ur Rehman, Ijaz & Satti, Saqlain Latif, 2013. "Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test," MPRA Paper 51724, University Library of Munich, Germany, revised 25 Nov 2013.

  14. Klaus Neusser, 1993. "Dynamics of Total Factor Productivities," Revue Économique, Programme National Persée, vol. 44(2), pages 389-418.
    See citations under working paper version above.
  15. Klaus Neusser, 1993. "Savings, social security, and bequests in an OLG model. A simulation exercise for Austria," Journal of Economics, Springer, vol. 7(1), pages 133-155, December.
    See citations under working paper version above.
  16. Kugler, Peter & Neusser, K, 1993. "International Real Interest Rate Equalization: A Multivariate Time-Series Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 163-174, April-Jun.
    See citations under working paper version above.
  17. Peter Brandner & Klaus Neusser, 1992. "Business cycles in open economies: Stylized facts for Austria and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 67-87, March. See citations under working paper version above.
  18. Neusser, Klaus, 1992. "Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation," Empirical Economics, Springer, vol. 17(3), pages 363-382. See citations under working paper version above.
  19. Neusser, Klaus, 1991. "Testing the long-run implications of the neoclassical growth model," Journal of Monetary Economics, Elsevier, vol. 27(1), pages 3-37, February.
    See citations under working paper version above.
  20. Kunst, Robert & Neusser, Klaus, 1990. "Cointegration in a Macroeconomic System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 351-365, Oct.-Dec..

    Cited by:

    1. Ivan D. Trofimov, 2017. "Capital Productivity In Industrialised Economies: Evidence From Error-Correction Model And Lagrange Multiplier Tests," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(215), pages 53-80, October –.
    2. Chang, Juin-Jen & Lin, Chang-Ching & Lin, Hsieh-Yu, 2016. "Great ratios and international openness," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 110-121.
    3. Jacobson, Tor & Ohlsson, Henry, 1994. "Long-Run Relations between Private and Public Sector Wages in Sweden," Empirical Economics, Springer, vol. 19(3), pages 343-360.
    4. Vogelvang, E., 1989. "Dynamic interrelationships between spot prices of some agricultural commodities on related markets : a first examination," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    5. Philip Hans Franses & Robert M. Kunst, 1999. "On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-433, August.
    6. Vogelvang, E., 1990. "Hypotheses testing concerning relationship between spot prices of various types of coffee," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    7. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank.
    8. Peter Kugler, 1991. "Growth, exports and cointegration: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(1), pages 73-82, March.
    9. Anne Péguin-Feissolle & Denis Péguin, 1993. "Protection tarifaire, brevets et diffusion internationale de la connaissance : croissance et dynamique de court terme aux États-Unis de 1889 à 1985," Revue Économique, Programme National Persée, vol. 44(2), pages 369-388.
    10. Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance 336, Stockholm School of Economics.
    11. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
    12. Francisco Corona & Pedro Orraca, 2019. "Remittances in Mexico and their unobserved components," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(8), pages 1047-1066, November.
    13. Hong Li & Vince Daly, 2009. "Testing the balanced growth hypothesis: evidence from China," Empirical Economics, Springer, vol. 37(1), pages 185-200, September.
    14. David Harvey & Stephen Leybourne & Paul Newbold, 2003. "How great are the great ratios?," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 163-177.
    15. Trofimov, Ivan D., 2017. "Capital productivity in industrialized economies: evidence from error-correction model and Lagrange Multiplier tests," MPRA Paper 81655, University Library of Munich, Germany.
    16. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo.
    17. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo.
    18. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
    19. Choe, Young Chan & Koo, Won W., 1993. "Monetary Impacts On Prices In The Short And Long Run: Further Results For The United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(2), pages 1-14, December.
    20. Bohl, Martin T., 1999. "Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Lander, 1970-1994," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 155-164, January.
    21. Vogelvang, E., 1990. "Testing for co-integration with spot prices of some related agricultural commodities," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    22. Jumah, Adusei & Kunst, Robert M., 2005. "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series 168, Institute for Advanced Studies.
    23. Jammie H. Penm & R.D. Terrell, 1994. "Is Housing Activity a Leading Indicator?," The Economic Record, The Economic Society of Australia, vol. 70(210), pages 241-252, September.
    24. Bec, Frédérique, 1994. "Impulsions dominantes et analyse des fluctuations de l’économie française," L'Actualité Economique, Société Canadienne de Science Economique, vol. 70(1), pages 5-26, mars.

  21. Kunst, Robert & Neusser, Klaus, 1986. "A forecasting comparison of some var techniques," International Journal of Forecasting, Elsevier, vol. 2(4), pages 447-456.

    Cited by:

    1. Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
    2. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    3. Susi Gorbey & Doug James & Jacques Poot, 1999. "Population Forecasting with Endogenous Migration: An Application to Trans-Tasman Migration," International Regional Science Review, , vol. 22(1), pages 69-101, April.
    4. Kunst, Robert M. & Marin, Dalia, 1989. "On Exports and Productivity: A Causal Analysis," Munich Reprints in Economics 3113, University of Munich, Department of Economics.
    5. Jesús Crespo Cuaresma & Jaroslava Hlouskova, 2005. "Beating the random walk in Central and Eastern Europe," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 189-201.
    6. Sandrine Lardic & Auguste Mpacko Priso, 1999. "Une comparaison des prévisions des experts à celles issues des modèles B VAR," Économie et Prévision, Programme National Persée, vol. 140(4), pages 161-180.
    7. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
    8. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    9. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.

  22. Neusser, Klaus, 1985. "Multiple partial adjustment of portfolios under rational expectations," Economics Letters, Elsevier, vol. 19(4), pages 373-376.

    Cited by:

    1. Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12.

Chapters

  1. Klaus Neusser, 2016. "Autoregressive Moving-Average Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 2, pages 25-44, Springer.

    Cited by:

    1. Ivan Borisov Todorov & Fernando Sánchez Lasheras, 2022. "Forecasting Applied to the Electricity, Energy, Gas and Oil Industries: A Systematic Review," Mathematics, MDPI, vol. 10(21), pages 1-15, October.

Books

  1. Klaus Neusser, 2016. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-32862-1, August.

    Cited by:

    1. Bolboaca Maria & Fischer Sarah, 2021. "Unraveling News: Reconciling Conflicting Evidence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 695-743, June.
    2. de Souza Vasconcelos, Camila & Hadad Júnior, Eli, 2023. "Forecasting exchange rate: A bibliometric and content analysis," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 607-628.
    3. Michaël Allouche & Emmanuel Gobet & Clara Lage & Edwin Mangin, 2023. "Structured Dictionary Learning of Rating Migration Matrices for Credit Risk Modeling," Working Papers hal-03715954, HAL.
    4. Vera Z. Eichenauer & Ronald Indergand & Isabel Z. Martínez & Christoph Sax, 2022. "Obtaining consistent time series from Google Trends," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 694-705, April.
    5. Cansin Kemal Can, 2023. "Estimating Bohn's Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(1), pages 61-83.
    6. Yiming Chang & Xiangyuan Yu & Wei Shan & Fang Wang & Yinying Tao, 2023. "Impact of Financial Market Development, Financial Crises and Deposit Insurance on Bank Risk," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(1), pages 1-25.
    7. Pasrun Adam & Rosnawintang Rosnawintang & La Ode Saidi & La Tondi & La Ode Arsad Sani, 2018. "The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 90-94.
    8. Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
    9. Pham T. T. Trinh & Bui T. T. My, 2023. "The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 37(1), pages 67-87, May.
    10. Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
    11. He, Wenhua & Liu, Pei & Lin, Borong & Zhou, Hao & Chen, Xuesheng, 2022. "Green finance support for development of green buildings in China: Effect, mechanism, and policy implications," Energy Policy, Elsevier, vol. 165(C).
    12. Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
    13. Monika Roman & Aleksandra Górecka & Joanna Domagała, 2020. "The Linkages between Crude Oil and Food Prices," Energies, MDPI, vol. 13(24), pages 1-18, December.
    14. Tobechi F. Agbanike & Chinazaekpere Nwani & Uwazie I. Uwazie & Lasbrey I. Anochiwa & Thank-God C. Onoja & Ikwor O. Ogbonnaya, 2019. "Oil price, energy consumption and carbon dioxide (CO2) emissions: insight into sustainability challenges in Venezuela," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-26, December.
    15. Rachel Shields & Samer Ajour El Zein & Neus Vila Brunet, 2021. "An Analysis on the NASDAQ’s Potential for Sustainable Investment Practices during the Financial Shock from COVID-19," Sustainability, MDPI, vol. 13(7), pages 1-20, March.
    16. Marcel Lincényi & Ladislav Kabát & Michal Fabuš, 2021. "Sustainability of Print Media in the Slovak Republic with Regard to the Economic and Technological Development," Sustainability, MDPI, vol. 13(22), pages 1-17, November.
    17. Ivan Borisov Todorov & Fernando Sánchez Lasheras, 2022. "Forecasting Applied to the Electricity, Energy, Gas and Oil Industries: A Systematic Review," Mathematics, MDPI, vol. 10(21), pages 1-15, October.
    18. Marco Pister, 2021. "Threats to Established Companies from Increasing Digitalization," European Journal of Marketing and Economics Articles, Revistia Research and Publishing, vol. 4, July -Dec.
    19. Anna Brzozowska & Dagmara Bubel, 2020. "Estimation of the Imperative of Rural Area Development on Panel Data in the Process of Managing Agricultural Holdings in Poland," Agriculture, MDPI, vol. 10(7), pages 1-20, July.
    20. Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers 19/01, University of Nottingham, Granger Centre for Time Series Econometrics.

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