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Razvan C. Pascalau

Personal Details

First Name:Razvan
Middle Name:C.
Last Name:Pascalau
Suffix:
RePEc Short-ID:ppa296
https://sites.google.com/view/rpascalau/

Affiliation

School of Business and Economics
State University of New York-Plattsburgh (SUNY)

Plattsburgh, New York (United States)
http://www.plattsburgh.edu/buseco/

: 518-564-3184
518-563-3183

RePEc:edi:sbplaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014. "Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission," Working Paper Series in Economics and Institutions of Innovation 364, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  2. Pascalau, Razvan & Thomann, Christian & Gregoriou, Greg N., 2010. "Unconditional mean, Volatility and the Fourier-Garch representation," MPRA Paper 35932, University Library of Munich, Germany.
  3. Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany.
  4. Oliver Fabel & Razvan Pascalau, 2007. "Recruitment of Overeducated Personnel: Insider-Outsider Effects on Fair Employee Selection Practices," TWI Research Paper Series 18, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  5. Fabel, Oliver & Pascalau, Razvan, 2007. "Recruitment of Seemingly Overeducated Personnel: Insider-Outsider Effects on Fair Employee Selection Practices," MPRA Paper 7218, University Library of Munich, Germany.
  6. Thomann, Christian & Pascalau, Razvan & Schulenburg, J.-Matthias Graf von der & Gas, Bruno, 2007. "Corporate Management of Highly Dynamic Risks: The Case of Terrorism Insurance in Germany," MPRA Paper 7221, University Library of Munich, Germany.
  7. Pascalau, Razvan, 2007. "Productivity Shocks, Unemployment Persistence, and the Adjustment of Real Wages in OECD Countries," MPRA Paper 7222, University Library of Munich, Germany.

Articles

  1. Enders, Walter & Pascalau, Razvan, 2015. "Pretesting for multi-step-ahead exchange rate forecasts with STAR models," International Journal of Forecasting, Elsevier, vol. 31(2), pages 473-487.
  2. Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014. "Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 197-212.
  3. Oliver Fabel & Razvan Pascalau, 2013. "Recruitment of Seemingly Overeducated Personnel: Insider--Outsider Effects on Fair Employee Selection Practices," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 20(1), pages 57-82, February.
  4. Christian Thomann & Razvan Pascalau & J.-Matthias Graf von der Schulenburg, 2012. "Corporate Management of Highly Dynamic Risks: Evidence from the Demand for Terrorism Insurance in Germany," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 37(1), pages 57-82, March.
  5. Greg N. Gregoriou & Razvan Pascalau, 2011. "A joint survival analysis of hedge funds and funds of funds using copulas," Managerial Finance, Emerald Group Publishing, vol. 38(1), pages 82-100, December.
  6. Razvan Pascalau, 2010. "Unit root tests with smooth breaks: an application to the Nelson-Plosser data set," Applied Economics Letters, Taylor & Francis Journals, vol. 17(6), pages 565-570.

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. Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014. "Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission," Working Paper Series in Economics and Institutions of Innovation 364, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Tim Lohse & Christian Thomann, 2014. "Are Bad Times Good News for the Securities and Exchange Commission?," Working Papers tax-mpg-rps-2014-11, Max Planck Institute for Tax Law and Public Finance.
    2. Thomann Christian, 2014. "Recent developments in Corporate Taxation in Sweden," Nordic Tax Journal, De Gruyter Open, vol. 2014(2), pages 195-214, November.

  2. Pascalau, Razvan & Thomann, Christian & Gregoriou, Greg N., 2010. "Unconditional mean, Volatility and the Fourier-Garch representation," MPRA Paper 35932, University Library of Munich, Germany.

    Cited by:

    1. Ke Yang & Langnan Chen, 2014. "Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect," International Review of Finance, International Review of Finance Ltd., vol. 14(3), pages 345-392, September.

  3. Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany.

    Cited by:

    1. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," BORRADORES DE ECONOMIA 009286, BANCO DE LA REPÚBLICA.
    2. Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015. "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 157-164.
    3. Pan, Guochen & Chang, Hsu-Ling & Su, Chi-Wei, 2012. "Regional differences in development of life insurance markets in China," Emerging Markets Review, Elsevier, vol. 13(4), pages 548-558.
    4. Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
    5. Chang, Tsangyao, 2011. "Hysteresis in unemployment for 17 OECD countries: Stationary test with a Fourier function," Economic Modelling, Elsevier, vol. 28(5), pages 2208-2214, September.
    6. Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015. "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, vol. 47(1), pages 32-53, January.
    7. Liu, Tie-Ying & Su, Chi-Wei & Jiang, Xu-Zhao, 2014. "Is fiscal policy stationary in China? A regional study by local government," Economic Modelling, Elsevier, vol. 37(C), pages 492-499.
    8. Yang Chen & Hsu-Ling Chang & Chi-Wei Su, 2016. "Does real wage converge in China?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(1), pages 77-93, April.
    9. Pei-Long Shen & Chih-Wei Su & Hsu-Ling Chang, 2013. "Are real GDP levels nonstationary across Central and Eastern European countries?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(1), pages 99-108, July.
    10. Chih-kai Chang & Tsangyao Chang, 2012. "Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function," Economics Bulletin, AccessEcon, vol. 32(1), pages 538-550.
    11. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2017. "Convergence of Health Care Expenditures Across the US States: A Reconsideration," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(1), pages 303-316, August.
    12. Tsangyao Chang & Chia-Hao Lee & Pei-I Chou, 2012. "Is per capita real GDP stationary in five southeastern European countries? Fourier unit root test," Empirical Economics, Springer, vol. 43(3), pages 1073-1082, December.
    13. Liu, Lin & Chang, Hsu-Ling & Su, Chi-Wei & Jiang, Chun, 2013. "Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test," Japan and the World Economy, Elsevier, vol. 25, pages 52-58.
    14. Jing-Ping Li & Omid Ranjbar & Tsangyao Chang, 2017. "Unemployment Hysteresis In Piigs Countries: A New Test With Both Sharp And Smooth Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 1165-1177, December.
    15. Tie-Ying Liu & Chi-Wei Su & Xu-Zhao Jiang, 2016. "Is China’S Urbanization Convergent?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(05), pages 1-18, December.
    16. Su, Chi-Wei & Chang, Hsu-Ling & Liu, Lin, 2012. "Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries," Economic Modelling, Elsevier, vol. 29(6), pages 2719-2723.
    17. Chi-Wei Su & Hsu-Ling Chang, 2013. "Is income converging in China?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(2), pages 341-356, April.
    18. Cheng, Shu-Ching & Wu, Tsung-pao & Lee, Kuei-Chiu & Chang, Tsangyao, 2014. "Flexible Fourier unit root test of unemployment for PIIGS countries," Economic Modelling, Elsevier, vol. 36(C), pages 142-148.
    19. Lee, Kuei-Chiu, 2014. "Is per capita real GDP stationary in China? Sequential panel selection method," Economic Modelling, Elsevier, vol. 37(C), pages 507-517.
    20. Su, Chi-Wei & Chang, Hsu-Ling & Chang, Tsangyao & Yin, Kedong, 2014. "Monetary convergence in East Asian countries relative to China," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 228-237.
    21. Lee, Chia-Hao & Chou, Pei-I, 2013. "The behavior of real exchange rate: Nonlinearity and breaks," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 125-133.
    22. Zheng Ying & Chang-Rui Dong & Hsu-Ling Chang & Chi-Wei Su, 2014. "Are Real GDP Levels Stationary in African Countries?," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 392-401, September.
    23. He, Huizhen & Ranjbar, Omid & Chang, Tsangyao, 2013. "Purchasing power parity in transition countries: Old wine with new bottle," Japan and the World Economy, Elsevier, vol. 28(C), pages 24-32.
    24. Chang, Tsangyao & Chu, Hsiao-Ping & Ranjbar, Omid, 2014. "Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 380-399.
    25. Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016. "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, vol. 56(C), pages 162-167.
    26. He, Huizhen & Chou, Ming Che & Chang, Tsangyao, 2014. "Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function," Economic Modelling, Elsevier, vol. 36(C), pages 37-43.
    27. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Energy demand convergence in APEC: An empirical analysis," Energy Economics, Elsevier, vol. 65(C), pages 32-41.
    28. Chang, Chih Kai, 2012. "Mean Reversion of Real Interest Rates in G-20: Panel Kss Test by Spsm with a Fourier Function," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 58-68, September.
    29. Li, Xiao-Lin & Tang, D.P. & Chang, Tsangyao, 2014. "CO2 emissions converge in the 50 U.S. states — Sequential panel selection method," Economic Modelling, Elsevier, vol. 40(C), pages 320-333.
    30. Liu, Wen-Chi, 2013. "Reexamining the income inequality in China: Evidence from sequential panel selection method," Economic Modelling, Elsevier, vol. 31(C), pages 37-42.
    31. Wen Zhang & Hsu-Ling Chang & Chi-Wei Su, 2014. "Do real interest rates converge across Latin american countries?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(2), pages 117-130, August.
    32. Liu, Yan & Chang, Hsu-Ling & Su, Chi-Wei, 2013. "Do real interest rates converge across East Asian countries based on China?," Economic Modelling, Elsevier, vol. 31(C), pages 467-473.

  4. Pascalau, Razvan, 2007. "Productivity Shocks, Unemployment Persistence, and the Adjustment of Real Wages in OECD Countries," MPRA Paper 7222, University Library of Munich, Germany.

    Cited by:

    1. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Wage-productivity gap in OECD economies," Economics Discussion Papers 2013-18, Kiel Institute for the World Economy (IfW).
    2. Antonia López‐Villavicencio & José Ignacio Silva, 2011. "Employment Protection And The Non‐Linear Relationship Between The Wage‐Productivity Gap And Unemployment," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(2), pages 200-220, May.
    3. Haefke, Christian & Sonntag, Marcus & van Rens, Thijs, 2008. "Wage Rigidity and Job Creation," IZA Discussion Papers 3714, Institute for the Study of Labor (IZA).
    4. Ivan Kitov & Oleg Kitov, 2013. "Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan," Papers 1309.1757, arXiv.org.
    5. Elgin, Ceyhun & Yucel, Emekcan, 2014. "Determinants of the weight for leisure in preferences," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-26.
    6. Gurvich, Evsey & Vakulenko, Elena, 2017. "Macroeconomic and structural properties of the Russian labor market: A cross-country comparison," Russian Journal of Economics, Elsevier, vol. 3(4), pages 411-424.

Articles

  1. Enders, Walter & Pascalau, Razvan, 2015. "Pretesting for multi-step-ahead exchange rate forecasts with STAR models," International Journal of Forecasting, Elsevier, vol. 31(2), pages 473-487.

    Cited by:

    1. Si Mohammed, Kamel & Chérif touil, Noreddine & Maliki, Samir, 2015. "An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic," MPRA Paper 75285, University Library of Munich, Germany.

  2. Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014. "Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 197-212.

    Cited by:

    1. Tim Lohse & Christian Thomann, 2014. "Are Bad Times Good News for the Securities and Exchange Commission?," Working Papers tax-mpg-rps-2014-11, Max Planck Institute for Tax Law and Public Finance.
    2. Thomann Christian, 2014. "Recent developments in Corporate Taxation in Sweden," Nordic Tax Journal, De Gruyter Open, vol. 2014(2), pages 195-214, November.

  3. Christian Thomann & Razvan Pascalau & J.-Matthias Graf von der Schulenburg, 2012. "Corporate Management of Highly Dynamic Risks: Evidence from the Demand for Terrorism Insurance in Germany," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 37(1), pages 57-82, March.

    Cited by:

    1. Jean-François Outreville, 2014. "The Meaning of Risk? Insights from The Geneva Risk and Insurance Review," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(4), pages 768-781, October.

  4. Greg N. Gregoriou & Razvan Pascalau, 2011. "A joint survival analysis of hedge funds and funds of funds using copulas," Managerial Finance, Emerald Group Publishing, vol. 38(1), pages 82-100, December.

    Cited by:

    1. Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2012. "Survival of Hedge Funds : Frailty vs Contagion," Working Papers 2012-36, Center for Research in Economics and Statistics.

  5. Razvan Pascalau, 2010. "Unit root tests with smooth breaks: an application to the Nelson-Plosser data set," Applied Economics Letters, Taylor & Francis Journals, vol. 17(6), pages 565-570.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-LAB: Labour Economics (2) 2008-02-23 2008-02-23
  2. NEP-MAC: Macroeconomics (2) 2008-02-23 2008-02-23
  3. NEP-BEC: Business Economics (1) 2014-05-24
  4. NEP-ECM: Econometrics (1) 2008-02-23
  5. NEP-EDU: Education (1) 2008-02-23
  6. NEP-ETS: Econometric Time Series (1) 2008-02-23
  7. NEP-HRM: Human Capital & Human Resource Management (1) 2008-02-23
  8. NEP-IAS: Insurance Economics (1) 2008-02-23
  9. NEP-LAW: Law & Economics (1) 2014-05-24
  10. NEP-RMG: Risk Management (1) 2008-02-23
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2008-02-23

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