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Sandy Suardi

Personal Details

First Name:Sandy
Middle Name:
Last Name:Suardi
Suffix:
RePEc Short-ID:psu102
School of Accounting, Economics and Finance University of Wollongong

Affiliation

School of Accounting, Economics, and Finance
University of Wollongong

Wollongong, Australia
http://business.uow.edu.au/aef/

: (02) 4221 4156
(02) 4221 3725
Northfields Avenue, North Wollongong NSW 2522
RePEc:edi:deuowau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ding, Mingfa & Nilsson, Birger & Suardi, Sandy, 2013. "Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry," Working Papers 2013:10, Lund University, Department of Economics, revised 11 Jun 2013.
  2. Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011. "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series wp2011n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  3. Wang-Sheng Lee & Sandy Suardi, 2008. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  4. Wang-Sheng Lee & Sandy Suardi, 2008. "The Australian Firearms Buyback and Its Effect on Gun Deaths," Melbourne Institute Working Paper Series wp2008n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  5. Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2006. "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies," Department of Economics - Working Papers Series 959, The University of Melbourne.
  6. Chew Lian Chua & Sandy Suardi, 2006. "Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors," Melbourne Institute Working Paper Series wp2006n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  7. Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2005. "Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics," Department of Economics - Working Papers Series 941, The University of Melbourne.
  8. O.T. Henry & S. Suardi, 2005. "Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect," Department of Economics - Working Papers Series 945, The University of Melbourne.
  9. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne.
  10. 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.

Articles

  1. Chua, Chew Lian & De Silva, Chamaka & Suardi, Sandy, 2017. "Do petrol prices increase faster than they fall in market disequilibria?," Energy Economics, Elsevier, vol. 61(C), pages 135-146.
  2. Chou, Hsin-I & Zhao, Jing & Suardi, Sandy, 2014. "Factor reversal in the euro zone stock returns: Evidence from the crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 28-55.
  3. Renuka Mahadevan & Sandy Suardi, 2014. "Regional Differences Pose Challenges for Food Security Policy: A Case Study of India," Regional Studies, Taylor & Francis Journals, vol. 48(8), pages 1319-1336, August.
  4. Renuka Mahadevan & Sandy Suardi, 2013. "An Examination Of Linear And Nonlinear Causal Relationships Between Commodity Prices And U.S. Inflation," Economic Inquiry, Western Economic Association International, vol. 51(4), pages 1932-1947, October.
  5. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2013. "Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 442-455.
  6. Wei-Shao Wu & Hsing-Hua Chang & Sandy Suardi & Yuanchen Chang, 2013. "The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(9-10), pages 1247-1275, November.
  7. Mahadevan, Renuka & Suardi, Sandy, 2013. "Is there a role for caste and religion in food security policy? A look at rural India," Economic Modelling, Elsevier, vol. 31(C), pages 58-69.
  8. Suardi, Sandy & Chang, Yuanchen, 2012. "Are changes in foreign exchange reserves a good proxy for official intervention?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 678-695.
  9. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012. "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, vol. 117(2), pages 452-454.
  10. Renuka Mahadevan & Sandy Suardi, 2012. "Impact of socio-economic factors and social affiliation on living standards: a quantile regression approach," Applied Economics Letters, Taylor & Francis Journals, vol. 19(13), pages 1231-1236, September.
  11. Hou, Aijun & Suardi, Sandy, 2012. "A nonparametric GARCH model of crude oil price return volatility," Energy Economics, Elsevier, vol. 34(2), pages 618-626.
  12. Sandy Suardi, 2012. "When the US sneezes the world catches cold: are worldwide stock markets stable?," Applied Financial Economics, Taylor & Francis Journals, vol. 22(23), pages 1961-1978, December.
  13. Mahadevan, Renuka & Suardi, Sandy, 2011. "The effects of uncertainty dynamics on exports, imports and productivity growth," Journal of Asian Economics, Elsevier, vol. 22(2), pages 174-188, April.
  14. Wang‐Sheng Lee & Sandy Suardi, 2011. "Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool," British Journal of Industrial Relations, London School of Economics, vol. 49(Supplemen), pages 376-401, July.
  15. Chew Lian Chua & David Kim & Sandy Suardi, 2011. "Are Empirical Measures Of Macroeconomic Uncertainty Alike?," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 801-827, September.
  16. Hou, Ai Jun & Suardi, Sandy, 2011. "Modelling and forecasting short-term interest rate volatility: A semiparametric approach," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 692-710, September.
  17. Renuka Mahadevan & Sandy Suardi, 2010. "Dynamic effects of trade and output volatility on the trade-growth nexus: Evidence from Singapore," Journal of Economic Studies, Emerald Group Publishing, vol. 37(3), pages 314-326, August.
  18. Wang-Sheng Lee & Sandy Suardi, 2010. "The Australian Firearms Buyback And Its Effect On Gun Deaths," Contemporary Economic Policy, Western Economic Association International, vol. 28(1), pages 65-79, January.
  19. Sandy Suardi, 2010. "Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 42(22), pages 2865-2879.
  20. Ahmed, Abdullahi D. & Suardi, Sandy, 2009. "Macroeconomic Volatility, Trade and Financial Liberalization in Africa," World Development, Elsevier, vol. 37(10), pages 1623-1636, October.
  21. Suardi, Sandy, 2008. "Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market," Economic Modelling, Elsevier, vol. 25(4), pages 628-642, July.
  22. Suardi, Sandy, 2008. "Are levels effects important in out-of-sample performance of short rate models?," Economics Letters, Elsevier, vol. 99(1), pages 181-184, April.
  23. Mahadevan, Renuka & Suardi, Sandy, 2008. "A dynamic analysis of the impact of uncertainty on import- and/or export-led growth: The experience of Japan and the Asian Tigers," Japan and the World Economy, Elsevier, vol. 20(2), pages 155-174, March.
  24. Henry, Olan T. & Olekalns, Nilss & Suardi, Sandy, 2007. "Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies," Economics Letters, Elsevier, vol. 94(3), pages 383-388, March.
  25. Chew Lian Chua & Sandy Suardi, 2007. "Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies," The Economic Record, The Economic Society of Australia, vol. 83(263), pages 383-397, December.
  26. Abdullahi d Ahmed & Sandy Suardi, 2007. "Sources Of Economic Growth And Technology Transfer In Sub-Saharan Africa," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 159-178, June.

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.

Working papers

  1. Ding, Mingfa & Nilsson, Birger & Suardi, Sandy, 2013. "Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry," Working Papers 2013:10, Lund University, Department of Economics, revised 11 Jun 2013.

    Cited by:

    1. Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016. "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 1-16.
    2. Ijaz Ur Rehman & Nurul Shahnaz Mahdzan & Rozaimah Zainudin, 2016. "Is the relationship between macroeconomy and stock market liquidity mutually reinforcing? Evidence from an emerging market," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(3), pages 294-316.
    3. Stefano Alderighi, 2017. "A note on how to enhance liquidity in emerging markets by levering on trading participants," Economics Bulletin, AccessEcon, vol. 37(4), pages 2526-2532.

  2. Wang-Sheng Lee & Sandy Suardi, 2008. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Patrick Belser & Uma Rani, 2015. "Minimum wages and inequality," Chapters,in: Labour Markets, Institutions and Inequality, chapter 5, pages 123-146 Edward Elgar Publishing.

  3. Wang-Sheng Lee & Sandy Suardi, 2008. "The Australian Firearms Buyback and Its Effect on Gun Deaths," Melbourne Institute Working Paper Series wp2008n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Gregory E. Goering, 2011. "Gun Buybacks and Firm Behavior: Do Buyback Programs Really Reduce the Number of Guns?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 31-42, February.

  4. Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2006. "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies," Department of Economics - Working Papers Series 959, The University of Melbourne.

    Cited by:

    1. Korap, Levent, 2010. "Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy," MPRA Paper 31765, University Library of Munich, Germany.
    2. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2009. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working Papers 0921, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
    3. Levent, Korap, 2009. "Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
      [An investigation for the inflation and inflation uncertainty relationship upon the G7 economies]
      ," MPRA Paper 19478, University Library of Munich, Germany.
    4. Don Bredin & Stilianos Fountas, 2018. "US Inflation and Inflation Uncertainty Over 200 Years," Discussion Paper Series 2018_04, Department of Economics, University of Macedonia, revised Apr 2018.
    5. Noureddine Benlagha, 2014. "Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 49-60, November.
    6. Tsyplakov Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," EERC Working Paper Series 10/09e, EERC Research Network, Russia and CIS.
    7. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Department of Economics, University of Leicester.
    8. Korap, Levent & Saatçioğlu, Cem, 2009. "New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy," MPRA Paper 19246, University Library of Munich, Germany.

  5. Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2005. "Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics," Department of Economics - Working Papers Series 941, The University of Melbourne.

    Cited by:

    1. Sandy Suardi & O.T.Henry & N. Olekalns, "undated". "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies," MRG Discussion Paper Series 0306, School of Economics, University of Queensland, Australia.
    2. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne.

  6. O.T. Henry & S. Suardi, 2005. "Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect," Department of Economics - Working Papers Series 945, The University of Melbourne.

    Cited by:

    1. Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2005. "Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics," Department of Economics - Working Papers Series 941, The University of Melbourne.

  7. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne.

    Cited by:

    1. Sandy Suardi & O.T.Henry & N. Olekalns, "undated". "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies," MRG Discussion Paper Series 0306, School of Economics, University of Queensland, Australia.
    2. Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2005. "Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics," Department of Economics - Working Papers Series 941, The University of Melbourne.

  8. 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.

    Cited by:

    1. Hasanov, Fakhri & Huseynov, Fariz, 2013. "Bank credits and non-oil economic growth: Evidence from Azerbaijan," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 597-610.

Articles

  1. Chua, Chew Lian & De Silva, Chamaka & Suardi, Sandy, 2017. "Do petrol prices increase faster than they fall in market disequilibria?," Energy Economics, Elsevier, vol. 61(C), pages 135-146.

    Cited by:

    1. Valadkhani, Abbas & Smyth, Russell, 2018. "Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changes," Energy Economics, Elsevier, vol. 69(C), pages 89-100.
    2. Oczkowski, Edward & Wong, Alfred & Sharma, Kishor, 2018. "The impact of major fuel retailers on regional New South Wales petrol prices," Economic Analysis and Policy, Elsevier, vol. 57(C), pages 44-59.

  2. Chou, Hsin-I & Zhao, Jing & Suardi, Sandy, 2014. "Factor reversal in the euro zone stock returns: Evidence from the crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 28-55.

    Cited by:

    1. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016. "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 363-373.
    2. Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco, 2016. "Time-varying importance of country and industry factors in European corporate bonds," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 429-448.

  3. Renuka Mahadevan & Sandy Suardi, 2014. "Regional Differences Pose Challenges for Food Security Policy: A Case Study of India," Regional Studies, Taylor & Francis Journals, vol. 48(8), pages 1319-1336, August.

    Cited by:

    1. pandey, Aviral, 2015. "Food security in India and States: key challenges and policy option," MPRA Paper 64237, University Library of Munich, Germany, revised Apr 2015.
    2. Renuka Mahadevan & Vincent Hoang, 2016. "Is There a Link Between Poverty and Food Security?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 128(1), pages 179-199, August.

  4. Renuka Mahadevan & Sandy Suardi, 2013. "An Examination Of Linear And Nonlinear Causal Relationships Between Commodity Prices And U.S. Inflation," Economic Inquiry, Western Economic Association International, vol. 51(4), pages 1932-1947, October.

    Cited by:

    1. Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016. "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 115-127.

  5. Wei-Shao Wu & Hsing-Hua Chang & Sandy Suardi & Yuanchen Chang, 2013. "The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(9-10), pages 1247-1275, November.

    Cited by:

    1. Christophe J. GODLEWSKI & Bulat SANDITOV, 2015. "Financial institution network and the certification value of bank loans," Working Papers of LaRGE Research Center 2015-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.

  6. Mahadevan, Renuka & Suardi, Sandy, 2013. "Is there a role for caste and religion in food security policy? A look at rural India," Economic Modelling, Elsevier, vol. 31(C), pages 58-69.

    Cited by:

    1. Grigoriadis, Theocharis, 2017. "Religion, administration & public goods: Experimental evidence from Russia," Economic Modelling, Elsevier, vol. 66(C), pages 42-60.
    2. Yuanyuan Chen & Changhe Lu, 2018. "A Comparative Analysis on Food Security in Bangladesh, India and Myanmar," Sustainability, MDPI, Open Access Journal, vol. 10(2), pages 1-13, February.

  7. Suardi, Sandy & Chang, Yuanchen, 2012. "Are changes in foreign exchange reserves a good proxy for official intervention?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 678-695.

    Cited by:

    1. Patnaik, Ila & Felman, Joshua & Shah, Ajay, 2017. "An exchange market pressure measure for cross country analysis," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 62-77.

  8. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012. "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, vol. 117(2), pages 452-454.

    Cited by:

    1. Cherry Muijsson, 2014. "Assessing Interbank Connectedness Using Transmission Decomposition Techniques: an Application to Eurozone SIFIs," Cambridge Working Papers in Economics 1438, Faculty of Economics, University of Cambridge.
    2. Mobeen Ur Rehman, 2016. "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 121-151, July-Dec.

  9. Hou, Aijun & Suardi, Sandy, 2012. "A nonparametric GARCH model of crude oil price return volatility," Energy Economics, Elsevier, vol. 34(2), pages 618-626.

    Cited by:

    1. Amélie Charles & Olivier Darné, 2012. "Volatility Persistence in Crude Oil Markets," Working Papers hal-00719387, HAL.
    2. Wang, Yudong & Wu, Chongfeng, 2012. "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, vol. 34(6), pages 2167-2181.
    3. Chai, Jian & Lu, Quanying & Hu, Yi & Wang, Shouyang & Lai, Kin Keung & Liu, Hongtao, 2018. "Analysis and Bayes statistical probability inference of crude oil price change point," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 271-283.
    4. Xiong, Tao & Bao, Yukun & Hu, Zhongyi, 2013. "Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices," Energy Economics, Elsevier, vol. 40(C), pages 405-415.
    5. Wang, Yudong & Liu, Li & Ma, Feng & Wu, Chongfeng, 2016. "What the investors need to know about forecasting oil futures return volatility," Energy Economics, Elsevier, vol. 57(C), pages 128-139.
    6. Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015. "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers 1512.01676, arXiv.org.
    7. Illig, Aude & Schindler, Ian, 2016. "Oil Extraction and Price Dynamics," TSE Working Papers 16-701, Toulouse School of Economics (TSE).
    8. Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017. "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, vol. 67(C), pages 255-267.
    9. Afees A. Salisu & Ismail O. Fasanya, 2012. "Comparative Performance of Volatility Models for Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 2(3), pages 167-183.
    10. Zhang, Yue-Jun & Zhang, Lu, 2015. "Interpreting the crude oil price movements: Evidence from the Markov regime switching model," Applied Energy, Elsevier, vol. 143(C), pages 96-109.
    11. Wen, Fenghua & Gong, Xu & Cai, Shenghua, 2016. "Forecasting the volatility of crude oil futures using HAR-type models with structural breaks," Energy Economics, Elsevier, vol. 59(C), pages 400-413.
    12. Jian Chai & Shubin Wang & Shouyang Wang & Ju’e Guo, 2012. "Demand Forecast of Petroleum Product Consumption in the Chinese Transportation Industry," Energies, MDPI, Open Access Journal, vol. 5(3), pages 1-22, March.
    13. Mohamed Chikhi & Ali Bendob, 2018. "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 105-120.
    14. Charles, Amélie & Darné, Olivier, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, vol. 67(C), pages 508-519.
    15. Zhang, Jin-Liang & Zhang, Yue-Jun & Zhang, Lu, 2015. "A novel hybrid method for crude oil price forecasting," Energy Economics, Elsevier, vol. 49(C), pages 649-659.
    16. Gong, Xu & Lin, Boqiang, 2017. "Forecasting the good and bad uncertainties of crude oil prices using a HAR framework," Energy Economics, Elsevier, vol. 67(C), pages 315-327.
    17. Raúl De Jesús Gutiérrez & Reyna Vergara González & Miguel A. Díaz Carreño, 2015. "Predicción de la volatilidad en el mercado del petróleo mexicano ante la presencia de efectos asimétricos," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, March.
    18. Degiannakis, Stavros & Filis, George, 2016. "Forecasting oil price realized volatility: A new approach," MPRA Paper 69105, University Library of Munich, Germany.
    19. Lin, Boqiang & Wesseh, Presley K., 2013. "What causes price volatility and regime shifts in the natural gas market," Energy, Elsevier, vol. 55(C), pages 553-563.
    20. Zhang, Heng-Guo & Su, Chi-Wei & Song, Yan & Qiu, Shuqi & Xiao, Ran & Su, Fei, 2017. "Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model," Economic Modelling, Elsevier, vol. 67(C), pages 355-367.
    21. Walid Matar & Saud M. Al-Fattah & Tarek Atallah & Axel Pierru, 2013. "An introduction to oil market volatility analysis," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(3), pages 247-269, September.
    22. Aude Illig & Ian Schindler, 2017. "Oil Extraction, Economic Growth, and Oil Price Dynamics," Biophysical Economics and Resource Quality, Springer, vol. 2(1), pages 1-17, March.
    23. Cong, Ren & Lo, Alex Y., 2017. "Emission trading and carbon market performance in Shenzhen, China," Applied Energy, Elsevier, vol. 193(C), pages 414-425.
    24. Klein, Tony & Walther, Thomas, 2016. "Oil price volatility forecast with mixture memory GARCH," Energy Economics, Elsevier, vol. 58(C), pages 46-58.

  10. Sandy Suardi, 2012. "When the US sneezes the world catches cold: are worldwide stock markets stable?," Applied Financial Economics, Taylor & Francis Journals, vol. 22(23), pages 1961-1978, December.

    Cited by:

    1. Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013. "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, vol. 33(C), pages 209-225.
    2. Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014. "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing, vol. 31(3), pages 325-352, July.
    3. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016. "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 237-256.
    4. Amanjot Singh & Manjit Singh, 2017. "Conditional Co-Movement And Dynamic Interactions: Us And Bric Equity Markets," Economic Annals, Faculty of Economics, University of Belgrade, vol. 62(212), pages 85-112, January -.

  11. Mahadevan, Renuka & Suardi, Sandy, 2011. "The effects of uncertainty dynamics on exports, imports and productivity growth," Journal of Asian Economics, Elsevier, vol. 22(2), pages 174-188, April.

    Cited by:

    1. Krzysztof Osiewalski & Jacek Osiewalski, 2013. "A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(1), pages 65-83, March.

  12. Wang‐Sheng Lee & Sandy Suardi, 2011. "Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool," British Journal of Industrial Relations, London School of Economics, vol. 49(Supplemen), pages 376-401, July.
    See citations under working paper version above.
  13. Chew Lian Chua & David Kim & Sandy Suardi, 2011. "Are Empirical Measures Of Macroeconomic Uncertainty Alike?," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 801-827, September.

    Cited by:

    1. Joel Cariolle & Michaël Goujon, 2015. "Measuring macroeconomic instability: a critical survey illustrated with exports series," Post-Print halshs-01273229, HAL.
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement in qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2018.
    3. Laurent Ferrara & Olivier Darné & Amélie Charles, 2017. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01635945, HAL.
    4. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
    5. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers 201806, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
    6. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, Hamburg University, Department Wirtschaft und Politik.
    7. Schmidt, Torsten & Zwick, Lina, 2013. "Uncertainty and Episodes of Extreme Capital Flows in the Euro Area," Ruhr Economic Papers 461, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    8. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
    9. Tino Berger & Sibylle Grabert & Bernd Kempa, 2016. "Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 694-716, October.
    10. Artur Tarassow, 2017. "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series 201702, Hamburg University, Department Wirtschaft und Politik.
    11. Berger, Tino & Grabert, Sibylle & Kempa, Bernd, 2017. "Global macroeconomic uncertainty," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 42-56.
    12. Masayuki Morikawa, 2016. "What Types of Policy Uncertainties Matter for Business?," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 527-540, December.
    13. Fernández-Méndez, Laura & García-Canal, Esteban & Guillén, Mauro F., 2015. "Legal Family and Infrastructure Voids as Drivers of Regulated Physical Infrastructure Firms' Exposure to Governmental Discretion," Journal of International Management, Elsevier, vol. 21(2), pages 135-149.
    14. Ronaldo Trogo de Almeida & Wilson Luiz Rotatori Corrêa & Helder Ferreira de Mendonça & José Simão Filho, 2017. "Central bank opacity and inflation uncertainty: Effects in a large emerging economy," Journal of Economic Studies, Emerald Group Publishing, vol. 44(2), pages 313-328, May.

  14. Hou, Ai Jun & Suardi, Sandy, 2011. "Modelling and forecasting short-term interest rate volatility: A semiparametric approach," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 692-710, September.

    Cited by:

    1. Kumar, Dilip, 2015. "Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis," Economic Modelling, Elsevier, vol. 49(C), pages 354-371.
    2. Dilip Kumar, 2016. "Sudden changes in crude oil price volatility: an application of extreme value volatility estimator," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 4(3/4), pages 215-234.
    3. Lahmiri, Salim, 2016. "Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 388-396.

  15. Wang-Sheng Lee & Sandy Suardi, 2010. "The Australian Firearms Buyback And Its Effect On Gun Deaths," Contemporary Economic Policy, Western Economic Association International, vol. 28(1), pages 65-79, January.
    See citations under working paper version above.
  16. Sandy Suardi, 2010. "Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 42(22), pages 2865-2879.

    Cited by:

    1. Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
    2. Tronzano, Marco, 2015. "The Term Structure of Interest Rates in India: Evidence from the Post-Liberalization Period (1996-2013). -La struttura a termine dei tassi di interesse in India: una analisi empirica sul recente perio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(2), pages 275-295.

  17. Ahmed, Abdullahi D. & Suardi, Sandy, 2009. "Macroeconomic Volatility, Trade and Financial Liberalization in Africa," World Development, Elsevier, vol. 37(10), pages 1623-1636, October.

    Cited by:

    1. Ahmed Abdullahi D., 2011. "International Financial Integration, Investment and Economic Performance in Sub-Saharan African Countries," Global Economy Journal, De Gruyter, vol. 11(4), pages 1-28, December.
    2. Scott W. Hegerty, 2014. "Do International Capital Flows Worsen Macroeconomic Volatility in Transition Economies?," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 1-13.
    3. Lubanda, J.- P. E. & Smutka, L. & Selby, R., 2016. "Agricultural Production and Trade Structure Profile in Democratic Republic of Congo (DRC)," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(2), June.
    4. Ahmed, Abdullahi D., 2013. "Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment," Economic Modelling, Elsevier, vol. 30(C), pages 261-273.
    5. Kim, Dong-Hyeon & Lin, Shu-Chin & Suen, Yu-Bo, 2016. "Trade, growth and growth volatility: New panel evidence," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 384-399.
    6. Hrushikesh Mallick, 2017. "Determinants of workers’ remittances: An empirical investigation for a panel of eleven developing Asian economies," The World Economy, Wiley Blackwell, vol. 40(12), pages 2875-2900, December.
    7. NGUENA Christian-Lambert & NANFOSSO Roger, 2014. "Macroeconomic Factors and Dynamics of Financial Deepening: An empirical Investigation applied to the CEMAC Sub-region," Working Papers 14/015, African Governance and Development Institute..
    8. Jean-Louis Combes & Christian Hubert Ebeke, 2011. "Remittances and Household Consumption Instability in Developing Countries," Post-Print halshs-00601386, HAL.
    9. Ang, James B., 2011. "Finance and consumption volatility: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 947-964, October.
    10. Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013. "Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: the case of WAEMU," AAYE Policy Research Working Paper Series 13_005, Association of African Young Economists, revised Nov 2013.
    11. Ahmat Jidoud, 2015. "Remittances and Macroeconomic Volatility in African Countries," IMF Working Papers 15/49, International Monetary Fund.
    12. Moyo, Clement & Khobai, Hlalefang, 2018. "Trade openness and economic growth in SADC countries," MPRA Paper 84254, University Library of Munich, Germany.
    13. Ahmed, Abdullahi D., 2016. "Integration of financial markets, financial development and growth: Is Africa different?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 43-59.
    14. Claudiu Tiberiu Albulescu & Nicolae Bogdan Ianc, 2016. "Fiscal Policy, Fdi And Macroeconomic Stabilization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 18, pages 131-146, December.
    15. Dong-Hyeon Kim & Shu-Chin Lin & Yu-Bo Suen, 2012. "Dynamic Effects of Financial Openness on Economic Growth and Macroeconomic Uncertainty," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(1), pages 25-54, January.
    16. Naoussi, Claude Francis & Tripier, Fabien, 2013. "Trend shocks and economic development," Journal of Development Economics, Elsevier, vol. 103(C), pages 29-42.
    17. Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013. "What Drives and Limits Financial Deepening Dynamics? Fresh Empirical-based Policy Lessons for African Sub-Regions," AAYE Policy Research Working Paper Series 13_003, Association of African Young Economists, revised Nov 2013.
    18. Markus Eller & Jarko Fidrmuc & Zuzana Fungáčová, 2016. "Fiscal Policy and Regional Output Volatility: Evidence from Russia," Regional Studies, Taylor & Francis Journals, vol. 50(11), pages 1849-1862, November.
    19. Moyo, Clement & Le Roux, Pierre, 2018. "Interest rate reforms and economic growth: the savings and investment channel," MPRA Paper 85297, University Library of Munich, Germany.
    20. Kazeem Bello Ajide & Oluwanbepelumi Esther Osode, 2017. "Does FDI Dampen or Magnify Output Growth Volatility in the ECOWAS Region?," African Development Review, African Development Bank, vol. 29(2), pages 211-222, June.
    21. King, Alan & Ramlogan-Dobson, Carlyn, 2015. "Is Africa Actually Developing?," World Development, Elsevier, vol. 66(C), pages 598-613.
    22. Hrushikesh Mallick & Mantu Kumar Mahalik, 2016. "Motivating Factors Of Remittances Inflows Into Developing Asian Economies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1-26, September.

  18. Suardi, Sandy, 2008. "Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market," Economic Modelling, Elsevier, vol. 25(4), pages 628-642, July.

    Cited by:

    1. Xie, Taojun & Liu, Jingting & Alba, Joseph D. & Chia, Wai-Mun, 2017. "Does wage-inflation targeting complement foreign exchange intervention? An evaluation of a multi-target, two-instrument monetary policy framework," Economic Modelling, Elsevier, vol. 62(C), pages 68-81.
    2. Beg, A.B.M. Rabiul Alam & Anwar, Sajid, 2012. "Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 165-184.
    3. Bahram Adrangi & Mary Allender & Kambiz Raffiee, 2011. "An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 19-34, August.
    4. Cavusoglu Nevin, 2011. "Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications," Global Economy Journal, De Gruyter, vol. 10(4), pages 1-42, January.
    5. Joscha Beckmann & Michael Kühl, 2017. "The Role for Long-run Target Values of the Exchange Rate in the Bank of Japan's Policy Reaction Function," The World Economy, Wiley Blackwell, vol. 40(9), pages 1836-1865, September.
    6. Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W., 2015. "Macroeconomic and market microstructure modelling of Ugandan exchange rate," Economic Modelling, Elsevier, vol. 45(C), pages 175-186.

  19. Suardi, Sandy, 2008. "Are levels effects important in out-of-sample performance of short rate models?," Economics Letters, Elsevier, vol. 99(1), pages 181-184, April.

    Cited by:

    1. Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011. "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series wp2011n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    2. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2013. "Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 442-455.

  20. Mahadevan, Renuka & Suardi, Sandy, 2008. "A dynamic analysis of the impact of uncertainty on import- and/or export-led growth: The experience of Japan and the Asian Tigers," Japan and the World Economy, Elsevier, vol. 20(2), pages 155-174, March.

    Cited by:

    1. Faridul Islam & Qazi Muhammad Adnan Hye & Muhammad Shahbaz, 2012. "Import-economic growth nexus: ARDL approach to cointegration," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, vol. 5(3), pages 194-214, September.
    2. Nurhaliq, Puteri & Masih, Mansur, 2016. "Export orientation vs import substitution : which strategy should the government adopt? Evidence from Malaysia," MPRA Paper 82113, University Library of Munich, Germany.
    3. Hashim, Khairul & Masih, Mansur, 2014. "What causes economic growth in Malaysia: exports or imports ?," MPRA Paper 62366, University Library of Munich, Germany.
    4. Jaime Andrés Collazos & Pedro Luis Rosero, 2010. "¿Posee el Valle del Cauca una economía transformadora de importaciones orientadas a la Exportación?," DOCUMENTOS DE POLÍTICAS PÚBLICAS 006880, UNIVERSIDAD ICESI.
    5. Baharom, A.H. & Habibullah, M.S. & Royfaizal, R. C, 2008. "The relationship between trade openness, foreign direct investment and growth: Case of Malaysia," MPRA Paper 11928, University Library of Munich, Germany.

  21. Henry, Olan T. & Olekalns, Nilss & Suardi, Sandy, 2007. "Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies," Economics Letters, Elsevier, vol. 94(3), pages 383-388, March.
    See citations under working paper version above.
  22. Chew Lian Chua & Sandy Suardi, 2007. "Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies," The Economic Record, The Economic Society of Australia, vol. 83(263), pages 383-397, December.

    Cited by:

    1. Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.
    2. Ozge Kandemir Kocaaslan, 2016. "Regime Nonstationarity and Nonlinearity in the Turkish Output Level," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 503-507.
    3. Cevik, Emrah Ismail & Dibooglu, Sel, 2013. "Persistence and non-linearity in US unemployment: A regime-switching approach," Economic Systems, Elsevier, vol. 37(1), pages 61-68.
    4. Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi & Mohamad Shariff, Nurul Sima, 2017. "The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 36-51.
    5. Jan Willem van den End, 2011. "Statistical evidence on the mean reversion of interest rates," DNB Working Papers 284, Netherlands Central Bank, Research Department.

  23. Abdullahi d Ahmed & Sandy Suardi, 2007. "Sources Of Economic Growth And Technology Transfer In Sub-Saharan Africa," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 159-178, June.

    Cited by:

    1. TomsÌŒiÌ k, K. & Smutka, L. & Lubanda, J.-P. E. & Rohn, H., 2015. "Position of Agriculture in Sub-Saharan GDP Structure and Economic Performance," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 7(1), March.
    2. Ahmed, Abdullahi D., 2016. "Integration of financial markets, financial development and growth: Is Africa different?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 43-59.
    3. Faiza A. Khan, 2014. "Economic Convergence in the African Continent: Closing the Gap," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 354-370, September.
    4. Ahmed, Abdullahi D. & Mmolainyane, Kelesego K., 2014. "Financial integration, capital market development and economic performance: Empirical evidence from Botswana," Economic Modelling, Elsevier, vol. 42(C), pages 1-14.

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  1. Economic Growth and Change of African Countries

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2006-03-11 2006-03-18 2006-03-18 2006-03-25
  2. NEP-CBA: Central Banking (3) 2006-03-11 2006-03-18 2011-08-09
  3. NEP-CFN: Corporate Finance (2) 2006-03-11 2006-03-18
  4. NEP-ECM: Econometrics (2) 2006-03-18 2010-02-27
  5. NEP-ETS: Econometric Time Series (2) 2006-03-11 2006-03-18
  6. NEP-FIN: Finance (2) 2006-03-18 2006-03-25
  7. NEP-FMK: Financial Markets (2) 2006-03-11 2006-03-25
  8. NEP-LAB: Labour Economics (2) 2008-10-21 2010-02-27
  9. NEP-MON: Monetary Economics (2) 2006-03-11 2006-03-18
  10. NEP-CNA: China (1) 2013-06-16
  11. NEP-FOR: Forecasting (1) 2011-08-09
  12. NEP-MST: Market Microstructure (1) 2011-08-09
  13. NEP-TRA: Transition Economics (1) 2013-06-16

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