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Heejoon Kang

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. Heejoon Kang & Michele Fratianni, 2006. "International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier," Working Papers 2006-08, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.

    Cited by:

    1. Deluna, Roperto Jr, 2013. "Trade Performance and Potential of the Philippines: An Application of Stochastic Frontier Gravity Model," MPRA Paper 51677, University Library of Munich, Germany.
    2. Cemaleddin Gulenay & Ibrahim Guran Yumusak, 2023. "Analyzing Common Market Options in the Scope of OIC," International Econometric Review (IER), Econometric Research Association, vol. 15(2), pages 28-44, September.
    3. Yu SHENG & Yanrui WU & Xunpeng SHI & Dandan ZHANG, 2014. "Markket Integration and Energy Trade Efficiency: An Application of Malmqvist Index to Analyse Multi-Product Trade," Working Papers DP-2014-20, Economic Research Institute for ASEAN and East Asia (ERIA).
    4. Sheng, Yu & Wu, Yanrui & Shi, Xunpeng & Zhang, Dandan, 2015. "Energy trade efficiency and its determinants: A Malmquist index approach," Energy Economics, Elsevier, vol. 50(C), pages 306-314.
    5. Memduh Alper Demir & Mustafa Bilik & Utku Utkulu, 2017. "The Impact of Competitiveness on Trade Efficiency: The Asian Experience by Using the Stochastic Frontier Gravity Model," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 5(4), pages 1-15.
    6. Njike, Arnold, 2019. "Import processing zones, tools for regional integration? The case of the free trade zone of Manaus (Brazil)," MPRA Paper 97652, University Library of Munich, Germany.
    7. Xu, Jiayue & Lu, Caiwu & Ruan, Shunling & Xiong, Neal N., 2022. "Estimating the efficiency and potential of China's steel products export to countries along the “Belt and Road” under interconnection: An application of extended stochastic frontier gravity model," Resources Policy, Elsevier, vol. 75(C).
    8. Rodolfo Metulini, 2013. "A structural analysis on Gravity of Trade regarding the possibility to remove distance from the model," ERSA conference papers ersa13p520, European Regional Science Association.
    9. Li, Yan & Chen, Zhenhua & Wang, Peng, 2020. "Impact of high-speed rail on urban economic efficiency in China," Transport Policy, Elsevier, vol. 97(C), pages 220-231.
    10. Balogun, Emmanuel Dele, 2007. "Exchange rate policy and export performance of WAMZ countries," MPRA Paper 6233, University Library of Munich, Germany.
    11. Deluna, Roperto Jr & Cruz, Edgardo, 2014. "Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model," MPRA Paper 53580, University Library of Munich, Germany.
    12. Doanh Khanh Nguyen & Van Ngoc Thi Pham & Heo, Yoon, 2019. "Impact of institutional and cultural distance on ASEAN's trade efficiency," Economics Discussion Papers 2019-57, Kiel Institute for the World Economy (IfW Kiel).
    13. Shiro Patrick Armstrong, 2015. "East and South Asia: Managing Difficult Bilateral Relations and Regional Integration Globally," Asian Economic Journal, East Asian Economic Association, vol. 29(4), pages 303-324, December.
    14. Yazdani, Mehdi & Pirpour, Hamed, 2020. "Evaluating the effect of intra-industry trade on the bilateral trade productivity for petroleum products of Iran," Energy Economics, Elsevier, vol. 86(C).
    15. Domenico Gattuso & Gian Carla Cassone & Domenica Savia Pellicanò, 2022. "Assessment of freight traffic flows and harmful emissions in euro-mediterranean context: scenario analyses based on a gravity model," Journal of Shipping and Trade, Springer, vol. 7(1), pages 1-18, December.

  2. Michele Fratianni & Heejoon Kang, 2006. "International Terrorism, International Trade, and Borders," Working Papers 2006-13, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.

    Cited by:

    1. Bensassi, Sami & Martínez-Zarzoso, Inmaculada, 2010. "How Costly is Modern Maritime Piracy for the International Community?," MPRA Paper 27134, University Library of Munich, Germany.
    2. José de Sousa & Daniel Mirza & Thierry Verdier, 2018. "Terror networks and trade: Does the neighbor hurt?," Post-Print halshs-01887082, HAL.
    3. Daniel Mirza & Thierry Verdier, 2006. "Are lives a substitute to livelihoods ? Terrorism, security and US bilateral imports," Post-Print halshs-00108688, HAL.
    4. Daniel Mirza & Thierry Verdier, 2008. "International trade, security and transnational terrorism: Theory and a survey of empirics," PSE-Ecole d'économie de Paris (Postprint) halshs-00754282, HAL.
    5. Alice Y. Ouyang & Ramkishen S. Rajan, 2017. "Impact of Terrorism on Cross-Border Mergers and Acquisitions (M&As): Prevalence, Frequency and Intensity," Open Economies Review, Springer, vol. 28(1), pages 79-106, February.
    6. Mahvash S Qureshi, 2009. "Trade and Thy Neighbor’s War," IMF Working Papers 2009/283, International Monetary Fund.
    7. Nitsch, Volker, 2009. "Terrorismus und Internationaler Handel: Probleme und Ergebnisse empirischer Untersuchungen," Darmstadt Discussion Papers in Economics 195, Darmstadt University of Technology, Department of Law and Economics.
    8. Matthew Oladapo Gidigbi & Benedict Akanegbu, 2017. "Does Financial Integration Exist in ECOWAS?," Journal of Social and Development Sciences, AMH International, vol. 8(2), pages 14-27.
    9. Ronald B. Davies & Zuzanna Studnicka, 2022. "Tariff Evasion, the Trade Gap, and Structural Trade," CESifo Working Paper Series 10151, CESifo.
    10. van Bergeijk, P.A.G., 2009. "Some economic historic perspectives on the 2009 world trade collapse," ISS Working Papers - General Series 476, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    11. Carballo, Jerónimo & Schaur, Georg & Volpe Martincus, Christian, 2016. "Trust No One?: Security and International Trade," IDB Publications (Working Papers) 7684, Inter-American Development Bank.
    12. Haider, Murtaza & Anwar, Amar, 2014. "Impact of terrorism on FDI flows to Pakistan," MPRA Paper 57165, University Library of Munich, Germany.
    13. Şennur SEZGİN, 2019. "International Trade and Terror Relationship in TurkeyAbstract:In this study, the effect of terrorism on international trade is examined in the case of Turkey. Between 1980 and 2015, along with many im," Sosyoekonomi Journal, Sosyoekonomi Society.
    14. Pham, Cong S. & Doucouliagos, Chris, 2017. "An Injury to One Is an Injury to All: Terrorism's Spillover Effects on Bilateral Trade," IZA Discussion Papers 10859, Institute of Labor Economics (IZA).
    15. Amar Iqbal Anwar & Mazhar Mughal, 2013. "Foreign Financial Flows and Terrorism In Developing Countries," Working papers of CATT hal-01885149, HAL.
    16. Zahoor Ul Haq & Zia Ullah & Javed Iqbal, 2018. "Terrorist Incidents and Trade," Global Social Sciences Review, Humanity Only, vol. 3(2), pages 55-70, June.
    17. Arsalan Ahmed & Qi Jian Hong & Hassan Tahir, 2021. "Analysis of Pakistan–China FTA by propensity score matching with difference in differences," SN Business & Economics, Springer, vol. 1(7), pages 1-29, July.

  3. Charles R. Nelson & Heejoon Kang, 1983. "Pitfalls in the use of Time as an Explanatory Variable in Regression," NBER Technical Working Papers 0030, National Bureau of Economic Research, Inc.

    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. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    3. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    4. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023. "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, vol. 64(3), pages 1219-1246, March.
    5. Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi- Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
    6. Sun, Hongguang & Pantula, Sastry G., 1999. "Testing for trends in correlated data," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 87-95, January.
    7. Richard B. Freeman, 1984. "Unionism Comes to the Public Sector," NBER Working Papers 1452, National Bureau of Economic Research, Inc.
    8. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.
    9. Morrison Paul, Catherine J., 1999. "Production Structure And Trends In The U.S. Meat And Poultry Products Industries," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-18, December.
    10. Lambert, David K. & Schuck, Eric C. & Jin, Hyun Joung & Koo, Won W., 2003. "The Effects Of Us/Canada Trade On Production Costs And Productivity," 2003 Annual meeting, July 27-30, Montreal, Canada 22008, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Labson, B Stephen & Gooday, Peter, 1994. "Factors influencing the diffusion of electric arc furnace steelmaking technology," MPRA Paper 70666, University Library of Munich, Germany.
    12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024. "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series 11486, CESifo.
    13. Imad A. Moosa, 2017. "Blaming suicide on NASA and divorce on margarine: the hazard of using cointegration to derive inference on spurious correlation," Applied Economics, Taylor & Francis Journals, vol. 49(15), pages 1483-1490, March.
    14. Michelacci, C. & Zaffaroni, P., 2000. "(Fractional) Beta Convergence," Papers 383, Banca Italia - Servizio di Studi.
    15. Berneburg, Marian, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16/2006, Halle Institute for Economic Research (IWH).
    16. N. Gregory Mankiw & Matthew D. Shapiro, 1985. "Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models," NBER Technical Working Papers 0051, National Bureau of Economic Research, Inc.
    17. Cribari-Neto, Francisco, 1993. "Unit roots, random walks and the sources of business cycles: a survey," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(3), July.
    18. Chris Stewart, 2011. "A note on spurious significance in regressions involving I(0) and I(1) variables," Empirical Economics, Springer, vol. 41(3), pages 565-571, December.
    19. Litwiński Michł, 2019. "The Influence of Income Inequalities on Socio-Economic Development in the European Union," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 23(1), pages 45-60, March.
    20. Sang-Kuck Chung, 2000. "Asymptotics of trend stationary fractionally integrated ARMA models," Applied Economics, Taylor & Francis Journals, vol. 32(12), pages 1509-1514.
    21. Streibel, Mariane & Harvey, Andrew, 1993. "Estimation of simultaneous equation models with stochastic trend components," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 263-287.
    22. Granger, Clive W.J., 2012. "Useful conclusions from surprising results," Journal of Econometrics, Elsevier, vol. 169(2), pages 142-146.
    23. Patrick Artus, 1991. "Indicateurs de conjoncture et marchés financiers," Économie et Prévision, Programme National Persée, vol. 99(3), pages 31-41.
    24. Jonathan P. Goldstein, 1996. "The Empirical Relevance of the Cyclical Profit Squeeze: A Reassertion," Review of Radical Political Economics, Union for Radical Political Economics, vol. 28(4), pages 55-92, December.
    25. Rik Hafer & Richard G. Sheehan, 1987. "On the sensitivity of VAR forecasts to alternative lag structures," Working Papers 1987-004, Federal Reserve Bank of St. Louis.
    26. Theodore J. Joyce & Naci H. Mocan, 1991. "Unemployment and Infant Health: Times-Series Evidence from the State of Tennessee," NBER Working Papers 3694, National Bureau of Economic Research, Inc.
    27. Sismeiro, Catarina & Mizik, Natalie & Bucklin, Randolph E., 2012. "Modeling coexisting business scenarios with time-series panel data: A dynamics-based segmentation approach," International Journal of Research in Marketing, Elsevier, vol. 29(2), pages 134-147.
    28. Trofimov, Ivan D., 2017. "Profit rates in the developed capitalist economies: a time series investigation," MPRA Paper 79529, University Library of Munich, Germany.
    29. Chen, Junyi & McCarl, Bruce A. & Price, Edwin & Wu, Ximing & Bessler, David A., 2016. "Climate as a Cause of Conflict: An Econometric Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229783, Southern Agricultural Economics Association.
    30. Gilbert, Christopher L. & Christiaensen, Luc & Kaminski, Jonathan, 2017. "Food price seasonality in Africa: Measurement and extent," Food Policy, Elsevier, vol. 67(C), pages 119-132.
    31. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
    32. Olesia Kozlova, 2013. "Forward-Rate Bias, Imperfect Knowledge, and Risk: Evidence from Developed and Developing Countries," 2013 Papers pko627, Job Market Papers.
    33. Schlitzer, Giuseppe, 1995. "Testing the stationarity of economic time series: further Monte Carlo evidence," Ricerche Economiche, Elsevier, vol. 49(2), pages 125-144, June.
    34. Heejoon Kang, 2006. "Inappropriate Detrending and Spurious Cointegration," Working Papers 2006-14, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    35. Tsay, Wen-Jen & Chung, Ching-Fan, 2000. "The spurious regression of fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 155-182, May.
    36. Hope Corman & H. Naci Mocan, 1996. "A Time-Series Analysis of Crime and Drug Use in New York City," NBER Working Papers 5463, National Bureau of Economic Research, Inc.
    37. Luca Benati, 2001. "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England.
    38. Stewart, Chris, 2006. "Spurious correlation of I(0) regressors in models with an I(1) dependent variable," Economics Letters, Elsevier, vol. 91(2), pages 184-189, May.
    39. Choi, Chi-Young & Hu, Ling & Ogaki, Masao, 2008. "Robust estimation for structural spurious regressions and a Hausman-type cointegration test," Journal of Econometrics, Elsevier, vol. 142(1), pages 327-351, January.
    40. Allan P. Layton, 1994. "Further on the Nature of the Australian Business Cycle," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 12-18, March.
    41. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
    42. Theodore J. Joyce, 1989. "A Time-Series Analysis of Unemployment and Health: The Case of Birth Outcomes in New York City," NBER Working Papers 2834, National Bureau of Economic Research, Inc.
    43. David Alan Aschauer, 1988. "Is government spending stimulative?," Staff Memoranda 88-3, Federal Reserve Bank of Chicago.
    44. Jesus Felipe & John S.L. McCombie, 2013. "The Aggregate Production Function and the Measurement of Technical Change," Books, Edward Elgar Publishing, number 1975, March.
    45. Dishop, Christopher R. & Good, Valerie, 2022. "A dynamic system of job performance with goals and leadership changes as shocks," Journal of Business Research, Elsevier, vol. 139(C), pages 602-613.
    46. Esther Stroe-Kunold & Joachim Werner, 2009. "A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(6), pages 913-940, November.
    47. James Payne & Bradley Ewing & Erik George, 1999. "Time series dynamics of US State unemployment rates," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1503-1510.
    48. Ardeni, Pier Giorgio & Wright, Brian, 1990. "The long term behavior of commodity prices," Policy Research Working Paper Series 358, The World Bank.
    49. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July.
    50. Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
    51. Bernard, John C. & Willett, Lois Schertz, 1996. "Asymmetric Price Relationships In The U.S. Broiler Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 28(2), pages 1-11, December.
    52. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
    53. Gibson, John, 1994. "Rice Self-Sufficiency in Papua New Guinea," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 62(01), pages 1-15, April.
    54. Naci H. Mocan, 1989. "Business Cycles and Fertility Dynamics in the U.S.: A Vector-Autoregressive Model," NBER Working Papers 3177, National Bureau of Economic Research, Inc.
    55. Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023. "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, vol. 82(C).
    56. Martyn Duffy, 2006. "Tobacco consumption and policy in the United Kingdom," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1235-1257.
    57. Lavan Mahadeva and Paul Robinson, 2004. "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22, April.
    58. Jesus Felipe & Carsten Holz, 2001. "Why do Aggregate Production Functions Work? Fisher's simulations, Shaikh's identity and some new results," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(3), pages 261-285.
    59. Lawrence E. Raffalovich, 1994. "Detrending Time Series," Sociological Methods & Research, , vol. 22(4), pages 492-519, May.
    60. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
    61. Annette Hofmann & Cristina Sattarhoff, 2023. "Underwriting Cycles in Property-Casualty Insurance: The Impact of Catastrophic Events," Risks, MDPI, vol. 11(4), pages 1-25, April.
    62. John Reid, 2017. "There is no significant trend in global average temperature," Energy & Environment, , vol. 28(3), pages 302-315, May.
    63. H. Naci Mocan & Hope Corman, 2000. "A Time-Series Analysis of Crime, Deterrence, and Drug Abuse in New York City," American Economic Review, American Economic Association, vol. 90(3), pages 584-604, June.
    64. Stuart Allen & Donald McCrickard & Phillip Cartwright & Charles Delorme, 1988. "The use of inputs by the Federal Reserve System: An extended model," Public Choice, Springer, vol. 59(3), pages 205-214, December.
    65. 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.
    66. N. Vijayamohanan Pillai, 2010. "Electricity Demand Analysis and Forecasting- The Tradition is Questioned," Working Papers id:2966, eSocialSciences.
    67. Ivan D. Trofimov, 2017. "Profit rates in the developed capitalist economies: a time series investigation," PSL Quarterly Review, Economia civile, vol. 70(281), pages 85-128.
    68. Liu, Qinghua & Shumway, C. Richard, 2003. "Induced Innovation Tests On Western American Agriculture: A Cointegration Analysis," 2003 Annual meeting, July 27-30, Montreal, Canada 22237, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    69. John T. Cuddington, 1992. "An empirical analysis of real commodity price trends: Aggregation, model selection and implications," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 7(2), pages 159-179.
    70. Linda S. Goldberg, 1990. "Nominal Exchange Rate Patterns: Correlationswith Entry, Exit, and Invesment in U.S. Industry," NBER Working Papers 3249, National Bureau of Economic Research, Inc.
    71. Guay, Richard & Raynauld, Jacques, 1986. "L’hypothèse du revenu permanent avec attentes rationnelles : une évaluation économétrique canadienne," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(1), pages 43-63, mars.
    72. Bennett T. McCallum, 1993. "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
    73. Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.
    74. Minford, Patrick & Webb, Bruce, 2005. "Estimating large rational expectations models by FIML--some experiments using a new algorithm with bootstrap confidence limits," Economic Modelling, Elsevier, vol. 22(1), pages 187-205, January.
    75. Bradshaw, Girard W. & Orden, David, 1988. "Time Series Models For Exchange Rate And Agricultural Price Forecasts," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272786, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

  4. Nelson, Charles R & Kang, Heejoon, 1979. "Spurious Periodicity in Inappropriately Detrended Time Series," The Warwick Economics Research Paper Series (TWERPS) 161, University of Warwick, Department of Economics.

    Cited by:

    1. Mr. Manuk Ghazanchyan, 2014. "Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka," IMF Working Papers 2014/190, International Monetary Fund.
    2. Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
    3. Luciano Gutierrez, 2001. "Borrowing constraints and the agricultural investment decision process," Agribusiness, John Wiley & Sons, Ltd., vol. 18(1), pages 101-114.
    4. David E. Altig & Charles T. Carlstrom, 1991. "Inflation, personal taxes, and real output: a dynamic analysis," Working Papers (Old Series) 9102, Federal Reserve Bank of Cleveland.
    5. José Luis Cendejas & Félix-Fernando Muñoz & Nadia Fernández-de-Pinedo, 2017. "A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 93-125, January.
    6. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    7. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    8. Joel Cariolle & Michaël Goujon, 2015. "Measuring macroeconomic instability: a critical survey illustrated with exports series," Post-Print halshs-01273229, HAL.
    9. Schenk-Hoppé Klaus Reiner, 2001. "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-13, April.
    10. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    11. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023. "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, vol. 64(3), pages 1219-1246, March.
    12. Sean J. Gossel & Nicholas Biekpe, 2013. "The Cyclical Relationships Between South Africa's Net Capital Inflows and Fiscal and Monetary Policies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(2), pages 64-83, March.
    13. Nicolae Anca-Iuliana, 2018. "Autoregressive Evolutions For Macroeconomic Indicators Do Confirm Chaos Theories In United States," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 29-45, August.
    14. Nelson, Charles R., 1988. "Spurious trend and cycle in the state space decomposition of a time series with a unit root," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 475-488.
    15. Gene M. Grossman & James A. Levinsohn, 1987. "Import Competition and the Stock Market Return to Capital," NBER Working Papers 2420, National Bureau of Economic Research, Inc.
    16. Michael Funke & Michael Paetz, 2011. "Housing Prices and the Business Cycle: An Empirical Application to Hong Kong," Quantitative Macroeconomics Working Papers 21112b, Hamburg University, Department of Economics.
    17. Campbell, John & Mankiw, Gregory, 1987. "Are Output Fluctuations Transitory?," Scholarly Articles 3122545, Harvard University Department of Economics.
    18. Kozicki, Sharon, 1999. "Multivariate detrending under common trend restrictions: Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 997-1028, June.
    19. Everaert, Gerdie & Heylen, Freddy, 2001. "Public capital and productivity growth: evidence for Belgium, 1953-1996," Economic Modelling, Elsevier, vol. 18(1), pages 97-116, January.
    20. Steven Cook & Alan Speight, 2006. "International Business Cycle Asymmetry and Time Irreversible Nonlinearities," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(10), pages 1051-1065.
    21. Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, vol. 18(4), pages 747-760.
    22. McCulloch, J. Huston, 2016. "Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 712-733.
    23. Charles R. Nelson, 2006. "The Beveridge-Nelson Decomposition in Retrospect and Prospect," Working Papers UWEC-2007-30, University of Washington, Department of Economics.
    24. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024. "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series 11486, CESifo.
    25. David Cobham & Peter Macmillan & David Mcmillan, 2004. "The inflation/output variability trade-off: further evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 11(6), pages 347-350.
    26. Michelacci, C. & Zaffaroni, P., 2000. "(Fractional) Beta Convergence," Papers 383, Banca Italia - Servizio di Studi.
    27. Biolsi, Christopher, 2017. "Nonlinear effects of fiscal policy over the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 54-87.
    28. Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 21184, Victoria University of Wellington, School of Economics and Finance.
    29. Kufenko, Vadim, 2016. "Spurious periodicities in cliometric series: Simultaneous testing," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 48/2016, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
    30. Chris Murray & Charles Nelson, 1998. "The Uncertain Trend in U.S. GDP," Discussion Papers in Economics at the University of Washington 0074, Department of Economics at the University of Washington.
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    4. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    5. Heejoon Kang & Michele Fratianni, 2006. "International Trade, OECD Membership, and Religion," Open Economies Review, Springer, vol. 17(4), pages 493-508, December.
    6. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    7. Michele Fratianni & Francesco Marchionne, 2012. "Trade Costs and Economic Development," Economic Geography, Taylor & Francis Journals, vol. 88(2), pages 137-163, April.
    8. Lirong Xing & Xiaomiao Yin & Chuanxiang Cao & Ehsan Elahi & Taoyuan Wei, 2022. "The Impact of Multidimensional Distance on Agricultural Exports: Evidence from China Based on the Technological Added Value," Sustainability, MDPI, vol. 15(1), pages 1-17, December.
    9. Pradeep Agrawal & Seema Sangita, 2017. "Trade Potential between India and Central Asia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(4), pages 418-448, November.
    10. Herwartz, Helmut & Weber, Henning, 2010. "The euro's trade effect under cross-sectional heterogeneity and stochastic resistance," Kiel Working Papers 1631, Kiel Institute for the World Economy (IfW Kiel).
    11. Cardamone, Paola, 2007. "A Survey of the Assessments of the Effectiveness of Preferential Trade Agreements using Gravity Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(4), pages 421-473.
    12. Rasoulinezhad, Ehsan, 2020. "Energy Trade and Economic Integration between the Commonwealth Independent States and China," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 172-190.
    13. Herwartz, Helmut & Weber, Henning, 2013. "The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 48-74.
    14. Balogun, Emmanuel Dele, 2007. "Exchange rate policy and export performance of WAMZ countries," MPRA Paper 6233, University Library of Munich, Germany.
    15. Michele Fratianni & Chang Hoon Oh, 2007. "Size of Regional Trade Agreements and Regional Trade Bias," Working Papers 2007-01, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    16. Peter Nijkamp & Waldemar Ratajczak, 2021. "Gravitational Analysis in Regional Science and Spatial Economics: A Vector Gradient Approach to Trade," International Regional Science Review, , vol. 44(3-4), pages 400-431, May.
    17. Kaitibie Simeon & Haq Munshi Masudul & Rakotoarisoa Manitra A., 2017. "Analysis of Food Imports in a Highly Import Dependent Economy," Review of Middle East Economics and Finance, De Gruyter, vol. 13(2), pages 1-12, August.
    18. Brandon J. Sheridan & Rishav Bista & Erik Figueiredo, 2020. "Growth takeoffs and trade margins: a quantile regression approach," Empirical Economics, Springer, vol. 59(1), pages 275-294, July.
    19. Balogun, Emmanuel Dele, 2008. "An alternative reconsideration of macroeconomic convergence criteria for West African Monetary Zone," MPRA Paper 11367, University Library of Munich, Germany.
    20. Narayan, Seema & Nguyen, Tri Tung, 2016. "Does the trade gravity model depend on trading partners? Some evidence from Vietnam and her 54 trading partners," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 220-237.
    21. Peter A.G. van Bergeijk, 2009. "Economic Diplomacy and the Geography of International Trade," Books, Edward Elgar Publishing, number 13518, March.
    22. Helena Marques, 2008. "Asymmetries in Heterogeneous Integrated Areas: Evidence from Intra-EU Sectoral Trade," Working Papers 2008.2, International Network for Economic Research - INFER.
    23. Pradeep Agrawal & Seema Sangita, 2013. "India and Central Asia Trade Routes and Trade Potential," IEG Working Papers 334, Institute of Economic Growth.
    24. Hu, Yushan & Zhang, Penglong, 2021. "Semiparametric estimation of varying trade elasticities in gravity," Economics Letters, Elsevier, vol. 209(C).
    25. Balogun, Emmanuel Dele, 2009. "Determinants of West African Monetary Zone (WAMZ)countries global export trade: do foreign reserves and independent exchange rates matter?," MPRA Paper 12929, University Library of Munich, Germany.
    26. C.de Sá Porto, Paulo & Roberto Azzoni, Carlos, 2006. "How International Integration Affects the Exports of Brazilian States," TD NEREUS 1-2006, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
    27. Gert-Jan M. Linders & Henri L.F. de Groot & Raymond J.G.M. Florax & Peter Nijkamp, 2011. "Persistent Distance Decay Effects in International Trade," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume II, chapter 14, Edward Elgar Publishing.
    28. Balogun, Emmanuel Dele, 2007. "Effects of exchange rate policy on bilateral export trade of WAMZ countries," MPRA Paper 6234, University Library of Munich, Germany.

  4. Rafael Reuveny & Heejoon Kang, 2003. "A Simultaneous‐Equations Model of Trade, Conflict, and Cooperation," Review of International Economics, Wiley Blackwell, vol. 11(2), pages 279-295, May.

    Cited by:

    1. Raul Caruso & Marco Di Domizio & David A. Savage, 2015. "Hic Sunt Leones! The role of national identity on aggressiveness between national football teams," DISCE - Working Papers del Dipartimento di Politica Economica ispe0076, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    2. Shiro Armstrong, 2009. "Japanese FDI in China - Determinants and performance," Finance Working Papers 22311, East Asian Bureau of Economic Research.
    3. Vincenzo Bove & Leandro Elia & Petros G. Sekeris, 2013. "U.S. Security Strategy and the Gains from Bilateral Trade," Working Papers 1302, University of Namur, Department of Economics.
    4. Raul Caruso & Marco Di Domizio & David A. Savage, 2017. "Differences in National Identity, Violence and Conflict in International Sport Tournaments: Hic Sunt Leones!," Kyklos, Wiley Blackwell, vol. 70(4), pages 511-545, November.

  5. Heejoon Kang & Rafael Reuveny, 2001. "Exploring multi-country dynamic relations between trade and conflict," Defence and Peace Economics, Taylor & Francis Journals, vol. 12(3), pages 175-196.

    Cited by:

    1. Scott L. Kastner, 2007. "When Do Conflicting Political Relations Affect International Trade?," Journal of Conflict Resolution, Peace Science Society (International), vol. 51(4), pages 664-688, August.
    2. Rafael Reuveny & William R. Thompson, 2002. "World Economic Growth, Northern Antagonism, and North-south Conflict," Journal of Conflict Resolution, Peace Science Society (International), vol. 46(4), pages 484-514, August.

  6. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July.

    Cited by:

    1. Kutan, Ali M. & Zhou, Su, 2002. "Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests," ZEI Working Papers B 08-2002, University of Bonn, ZEI - Center for European Integration Studies.

  7. Rafael Reuveny & Heejoon Kang, 1998. "Bilateral Trade and Political Conflict/Cooperation: Do Goods Matter?," Journal of Peace Research, Peace Research Institute Oslo, vol. 35(5), pages 581-602, September.

    Cited by:

    1. Han Dorussen & Hugh Ward, 2011. "Disaggregated Trade Flows and International Conflict," Chapters, in: Christopher J. Coyne & Rachel L. Mathers (ed.), The Handbook on the Political Economy of War, chapter 25, Edward Elgar Publishing.
    2. Fiona McGillivray & Alastair Smith, 2005. "The Impact of Leadership Turnover and Domestic Institutions on International Cooperation," Journal of Conflict Resolution, Peace Science Society (International), vol. 49(5), pages 639-660, October.
    3. Yang-Ming Chang & Manaf Sellak, 2019. "A game-theoretic analysis of international trade and political conflict over external territories," Public Choice, Springer, vol. 179(3), pages 209-228, June.
    4. Murshed, Mansoob & Mamoon, Dawood, 2008. "The consequences of Not Loving thy neigbor as Thyself: Trade, democracy and military explainations behind India Pakistan rivalry," MPRA Paper 10429, University Library of Munich, Germany.
    5. Håvard Hegre, 2005. "Development and the Liberal Peace," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 31, pages 17-46.
    6. Nizan Feldman & Tal Sadeh, 2018. "War and Third-party Trade," Journal of Conflict Resolution, Peace Science Society (International), vol. 62(1), pages 119-142, January.
    7. Reuveny Rafael, 2000. "The Trade and Conflict Debate: A Survey of Theory, Evidence and Future Research," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 6(1), pages 23-49, January.
    8. Michele Fratianni & Heejoon Kang, 2006. "International Terrorism, International Trade, and Borders," Working Papers 2006-13, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    9. Michal Kolmaš, 2023. "Diverging perceptions of the “Visegrad Four + ” format and the limits of the V4 + Japan cooperation," Asia Europe Journal, Springer, vol. 21(1), pages 101-116, March.
    10. Solomon W. Polachek, 2002. "Trade-Based Interactions: an Interdisciplinary Perspective," Conflict Management and Peace Science, Peace Science Society (International), vol. 19(2), pages 1-21, September.
    11. Bakaki Zorzeta, 2016. "Fossil Fuel Rents: Who Initiates International Crises?," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 22(2), pages 173-190, April.
    12. Chang, Yuan-Ching & Polachek, Solomon W. & Robst, John, 2004. "Conflict and trade: the relationship between geographic distance and international interactions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(4), pages 491-509, September.
    13. Massoud Tansa G. & Magee Christopher S., 2012. "Trade and Political, Military, and Economic Relations," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 18(1), pages 1-39, May.
    14. Han Dorussen, 2006. "Heterogeneous Trade Interests and Conflict," Journal of Conflict Resolution, Peace Science Society (International), vol. 50(1), pages 87-107, February.
    15. Edward D. Mansfield & Brian M. Pollins, 2001. "The Study of Interdependence and Conflict," Journal of Conflict Resolution, Peace Science Society (International), vol. 45(6), pages 834-859, December.
    16. Shiro Patrick Armstrong, 2015. "East and South Asia: Managing Difficult Bilateral Relations and Regional Integration Globally," Asian Economic Journal, East Asian Economic Association, vol. 29(4), pages 303-324, December.
    17. Yang-Ming Chang & Manaf Sellak, 2024. "Conflict and agreement in the collective choice of trade policies: implications for interstate disputes," Public Choice, Springer, vol. 199(1), pages 103-135, April.
    18. Selwyn J. V. Moons & Peter A. G. Bergeijk, 2017. "Does Economic Diplomacy Work? A Meta-analysis of Its Impact on Trade and Investment," The World Economy, Wiley Blackwell, vol. 40(2), pages 336-368, February.
    19. Cullen F Goenner, 2010. "From toys to warships: Interdependence and the effects of disaggregated trade on militarized disputes," Journal of Peace Research, Peace Research Institute Oslo, vol. 47(5), pages 547-559, September.
    20. Moons, S.J.V. & van Bergeijk, P.A.G., 2013. "A meta-analysis of economic diplomacy and its effect on international economic flows," ISS Working Papers - General Series 50074, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.

  8. Heejoon Kang & Michele Fratianni, 1993. "International equality of stock market returns," Open Economies Review, Springer, vol. 4(4), pages 381-401, December.

    Cited by:

    1. Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2018. "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," Post-Print hal-01997844, HAL.
    2. Lawrence G. Goldberg & James R. Lothian & John Okunev, 2003. "Has International Financial Integration Increased?," International Finance 0311004, University Library of Munich, Germany.
    3. Nicolaas Groenewold & Mohamed Ariff, 1998. "The Effects of De-Regulation on Share-Market Efficiency in the Asia-Pacific," International Economic Journal, Taylor & Francis Journals, vol. 12(4), pages 23-47.

  9. HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June.

    Cited by:

    1. Michele FRATIANNI, 2007. "Borders and the Constraints of Globalization," Working Papers 282, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Radim Gottwald, 2015. "The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates," MENDELU Working Papers in Business and Economics 2015-52, Mendel University in Brno, Faculty of Business and Economics.

  10. Kang, Heejoon, 1989. "The optimal lag selection and transfer function analysis in Granger causality tests," Journal of Economic Dynamics and Control, Elsevier, vol. 13(2), pages 151-169, April.

    Cited by:

    1. Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.
    2. Erdal Atukeren, 2005. "R&D Races and Spillovers between the EU and the US: Some Causal Evidence," KOF Working papers 05-105, KOF Swiss Economic Institute, ETH Zurich.
    3. Erdal Atukeren, 2005. "Interactions Between Public and Private Investment: Evidence from Developing Countries," Kyklos, Wiley Blackwell, vol. 58(3), pages 307-330, July.
    4. David Esteban Rodriguez & Alfredo Trespalacios & David Galeano, 2021. "Risk Transfer in an Electricity Market," Mathematics, MDPI, vol. 9(21), pages 1-12, October.
    5. Douglas M. Walker & Peter T. Calcagno, 2013. "Casinos and political corruption in the United States: a Granger causality analysis," Applied Economics, Taylor & Francis Journals, vol. 45(34), pages 4781-4795, December.
    6. Wu, Man-Hwa & Ni, Yen-Sen, 2011. "The effects of oil prices on inflation, interest rates and money," Energy, Elsevier, vol. 36(7), pages 4158-4164.
    7. Erdal Atukeren & Aylin Seckin, 2009. "An analysis of the price dynamics between the Turkish and the international paintings markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(21), pages 1705-1714.
    8. Claude Deniau & Georges Fiori & Alexandre Mathis, 1992. "Sélection du nombre de retards dans un modèle VAR : conséquences éventuelles du choix des critères," Économie et Prévision, Programme National Persée, vol. 106(5), pages 61-69.
    9. Sifat, Imtiaz Mohammad & Thaker, Hassanudin Mohd Thas, 2020. "Predictive power of web search behavior in five ASEAN stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
    10. Cook, Steven, 2007. "On the relationship between mergers and economic activity: Evidence from an optimised hybrid method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 628-634.
    11. Erdal Atukeren, 2005. "Measuring the strength of cointegration and Granger-causality," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1607-1614.
    12. Heejoon Kang & Michele Fratianni, 1993. "International equality of stock market returns," Open Economies Review, Springer, vol. 4(4), pages 381-401, December.

  11. Fratianni, Michele & Hur, Hyung-Doh & Kang, Heejoon, 1987. "Random walk and monetary causality in five exchange markets," Journal of International Money and Finance, Elsevier, vol. 6(4), pages 505-514, December.

    Cited by:

    1. Aroskar, Raj & Sarkar, Salil K. & Swanson, Peggy E., 2004. "European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 333-347.
    2. Ajayi, Richard A. & Karemera, David, 1996. "A variance ratio test of random walks in exchange rates: Evidence from Pacific Basin economies," Pacific-Basin Finance Journal, Elsevier, vol. 4(1), pages 77-91, May.

  12. Heejoon Kang, 1986. "Unstable Weights in the Combination of Forecasts," Management Science, INFORMS, vol. 32(6), pages 683-695, June.

    Cited by:

    1. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    2. Kamastra, M & Kennedy, P, 1996. "Combining Qualitative Forecasts Using Logit," Discussion Papers dp96-08, Department of Economics, Simon Fraser University.
    3. Zhenni Ding & Huayou Chen & Ligang Zhou, 2023. "Using shapely values to define subgroups of forecasts for combining," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 905-923, July.
    4. He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
    5. João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos, 2017. "Combining Multivariate Volatility Forecasts: An Economic-Based Approach," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 247-285.
    6. Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
    7. Bacci, Livio Agnew & Mello, Luiz Gustavo & Incerti, Taynara & Paulo de Paiva, Anderson & Balestrassi, Pedro Paulo, 2019. "Optimization of combined time series methods to forecast the demand for coffee in Brazil: A new approach using Normal Boundary Intersection coupled with mixture designs of experiments and rotated fact," International Journal of Production Economics, Elsevier, vol. 212(C), pages 186-211.
    8. Blanc, Sebastian M. & Setzer, Thomas, 2016. "When to choose the simple average in forecast combination," Journal of Business Research, Elsevier, vol. 69(10), pages 3951-3962.
    9. P. J. Lamberson & Scott E. Page, 2012. "Optimal Forecasting Groups," Management Science, INFORMS, vol. 58(4), pages 805-810, April.
    10. Webby, Richard & O'Connor, Marcus, 1996. "Judgemental and statistical time series forecasting: a review of the literature," International Journal of Forecasting, Elsevier, vol. 12(1), pages 91-118, March.
    11. de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
    12. Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
    13. Keunkwan Ryu & Kuo-yuan Liang, 1992. "Relationship of Forecast Encompassing to Composite Forecasts with Simulations and an Application," UCLA Economics Working Papers 668, UCLA Department of Economics.
    14. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 650, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    15. Zhao, Weigang & Wang, Jianzhou & Lu, Haiyan, 2014. "Combining forecasts of electricity consumption in China with time-varying weights updated by a high-order Markov chain model," Omega, Elsevier, vol. 45(C), pages 80-91.
    16. Mostaghimi, Mehdi, 1996. "Combining ranked mean value forecasts," European Journal of Operational Research, Elsevier, vol. 94(3), pages 505-516, November.
    17. Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
    18. Blattenberger, Gail & Fowles, Richard, 1995. "Road closure to mitigate avalanche danger: a case study for Little Cottonwood Canyon," International Journal of Forecasting, Elsevier, vol. 11(1), pages 159-174, March.
    19. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    20. Maines, Laureen A., 1996. "An experimental examination of subjective forecast combination," International Journal of Forecasting, Elsevier, vol. 12(2), pages 223-233, June.

  13. Kang, Heejoon, 1986. "Univariate ARIMA Forecasts of Defined Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 81-86, January.

    Cited by:

    1. Moosa, Imad A. & Vaz, John, 2018. "Direct and Indirect Forecasting of Cross Exchange Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 173-190.

  14. Kang, Heejoon, 1985. "The Effects of Detrending in Granger Causality Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 344-349, October.

    Cited by:

    1. Aaltonen, J. & Östermark, R., 1997. "A rolling test of granger causality between the Finnish and Japanese security markets," Omega, Elsevier, vol. 25(6), pages 635-642, December.
    2. Baffes, John & Chambers, Robert G., 1989. "Rational Bubbles and Land Prices," Working Papers 197632, University of Maryland, Department of Agricultural and Resource Economics.
    3. Satya Paul & Colm Kearney & Kabir Chowdhury, 1997. "Inflation and economic growth: a multi-country empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1387-1401.
    4. Shiro Armstrong, 2010. "Interaction between trade, conflict and cooperation : the case of Japan and China," Trade Working Papers 22766, East Asian Bureau of Economic Research.
    5. Erenburg, S. J. & Wohar, Mark E., 1995. "Public and private investment: Are there causal linkages?," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 1-30.
    6. Darrat, Ali F & Glascock, John L, 1993. "On the Real Estate Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 55-72, July.
    7. Martin Eichenbaum & Kenneth I. Singleton, 1986. "Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles?," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 91-146, National Bureau of Economic Research, Inc.
    8. McCullough, B. D., 1997. "An analysis of stock market transactions data," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 887-903.

  15. Nelson, Charles R & Kang, Heejoon, 1984. "Pitfalls in the Use of Time as an Explanatory Variable in Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 73-82, January.
    See citations under working paper version above.
  16. Nelson, Charles R & Kang, Heejoon, 1981. "Spurious Periodicity in Inappropriately Detrended Time Series," Econometrica, Econometric Society, vol. 49(3), pages 741-751, May.
    See citations under working paper version above.
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