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Brett Inder

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. Ramani Gunatilaka & Duangkamon Chotikapanich & Brett Inder, 2006. "Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka," Monash Econometrics and Business Statistics Working Papers 21/06, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. S. R. Osmani, 2008. "The Demands of Inclusive Growth: Lessons from South Asia (The Mahbub Ul Haq Memorial Lecture)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 47(4), pages 381-402.

  2. Katy Cornwell & Brett Inder & Pushkar Maitra & Anu Rammohan, 2005. "Household Composition and Schooling of Rural South African Children: Sibling Synergy and Migrant Effects," Monash Economics Working Papers 22/05, Monash University, Department of Economics.

    Cited by:

    1. Sophie Hedges & David W. Lawson & Jim Todd & Mark Urassa & Rebecca Sear, 2019. "Sharing the Load: How Do Coresident Children Influence the Allocation of Work and Schooling in Northwestern Tanzania?," Demography, Springer;Population Association of America (PAA), vol. 56(5), pages 1931-1956, October.
    2. Lindskog, Annika, 2013. "The effect of siblings’ education on school-entry in the Ethiopian highlands," Economics of Education Review, Elsevier, vol. 34(C), pages 45-68.
    3. Lindskog, Annika, 2011. "The Effect of Older Siblings’ Literacy on School Entry and Primary School Progress in the Ethiopian Highlands," Working Papers in Economics 495, University of Gothenburg, Department of Economics.
    4. Christian Kweku Darko & Fiona Carmichael, 2020. "Education of Biological and Fostered Children in Ghana: The Influence of Relationships with the Household Head and Household Structure," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(4), pages 487-504, May.

  3. Katy Cornwell & Brett Inder, 2004. "Migration and Unemployment in South Africa: When Motivation Surpasses the Theory," Monash Econometrics and Business Statistics Working Papers 2/04, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Ahmad Nawaz & Muhammad Shakeel & Sadia Mushtaq, 2022. "Unemployment, Governance And Migration Flows In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 11(2), pages 31-43, June.
    2. Dinkelman, Taryn & Schulhofer-Wohl, Sam, 2012. "Migration, Congestion Externalities, and the Evaluation of Spatial Investments," CEPR Discussion Papers 9126, C.E.P.R. Discussion Papers.
    3. Hussain, Nor Ermawati & Shaari, Mohd Shahidan & Mohamad Akhir, Noor Haslina & Chau, Diana Nabila Abdullah, 2018. "Macroeconomic Variables and In-Migration in Malaysia’s Developed States," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(1), pages 225-241.
    4. Douglas Woodward & Robert Rolfe & André Ligthelm & Paulo Guimarães, 2011. "The Viability Of Informal Microenterprise In South Africa," Journal of Developmental Entrepreneurship (JDE), World Scientific Publishing Co. Pte. Ltd., vol. 16(01), pages 65-86.

  4. Brett Inder, 2004. "Economic growth and contraction and their impact on the poor," Monash Econometrics and Business Statistics Working Papers 3/04, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Lawn, Philip & Clarke, Matthew, 2010. "The end of economic growth? A contracting threshold hypothesis," Ecological Economics, Elsevier, vol. 69(11), pages 2213-2223, September.

  5. Marahaj, E.A. & Inder, B., 1999. "Forecasting Time Series from Clusters," Monash Econometrics and Business Statistics Working Papers 9/99, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Carlo Drago & Andrea Scozzari, 2022. "Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis," Papers 2202.02197, arXiv.org.
    2. Mahesh Kumar & Nitin Patel, 2010. "Using clustering to improve sales forecasts in retail merchandising," Annals of Operations Research, Springer, vol. 174(1), pages 33-46, February.
    3. Mehmet BARAN & Sýtký SÖNMEZER & Abdülvahid UÇAR, 2015. "Estimating Financial Trends by Cubic B-Spline Fitting via Fisher Algorithm," Turkish Economic Review, KSP Journals, vol. 2(1), pages 20-25, March.

  6. Bernard Bollen & Brett Inder, 1999. "Estimating Daily Volatility in Financial Markets Utilizing Intraday Data," Working Papers 1999.01, School of Economics, La Trobe University.

    Cited by:

    1. Nielsen, Morten Ørregaard & Frederiksen, Per, 2008. "Finite sample accuracy and choice of sampling frequency in integrated volatility estimation," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 265-286, March.
    2. Xilong Chen & Eric Ghysels, 2011. "News--Good or Bad--and Its Impact on Volatility Predictions over Multiple Horizons," The Review of Financial Studies, Society for Financial Studies, vol. 24(1), pages 46-81, October.
    3. Kim Christensen & Roel Oomen & Mark Podolskij, 2009. "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers 2009-27, Department of Economics and Business Economics, Aarhus University.
    4. Peter Reinhard Hansen & Asger Lunde, 2005. "A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, vol. 3(4), pages 525-554.
    5. Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
    6. Yang, Ann Shawing, 2016. "Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions," Emerging Markets Review, Elsevier, vol. 28(C), pages 140-154.
    7. Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
    8. Fei Ren & Gao-Feng Gu & Wei-Xing Zhou, 2009. "Scaling and memory in the return intervals of realized volatility," Papers 0904.1107, arXiv.org, revised Aug 2009.
    9. Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza, 2006. "Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach," Brazilian Review of Finance, Brazilian Society of Finance, vol. 4(1), pages 55-77.
    10. MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006. "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussão 530, Department of Economics PUC-Rio (Brazil).
    11. Molnár, Peter, 2012. "Properties of range-based volatility estimators," International Review of Financial Analysis, Elsevier, vol. 23(C), pages 20-29.
    12. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 10-45.
    13. Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
    14. Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers 2007-22, Department of Economics and Business Economics, Aarhus University.
    15. Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
    16. Jim Griffin & Jia Liu & John M. Maheu, 2021. "Bayesian Nonparametric Estimation of Ex Post Variance [Out of Sample Forecasts of Quadratic Variation]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 823-859.
    17. Hansson, Fredrik & Rüdow Fors, Erik, 2009. "Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban," Working Papers in Economics 365, University of Gothenburg, Department of Economics.
    18. Nikkinen, Jussi & Rothovius, Timo, 2019. "Market specific seasonal trading behavior in NASDAQ OMX electricity options," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 16-29.
    19. Jérôme Coulon & Yannick Malevergne, 2010. "Heterogeneous expectations and long range correlation of the volatility of asset returns," Working Papers halshs-00541953, HAL.
    20. Hansen, Peter R. & Lunde, Asger, 2006. "Realized Variance and Market Microstructure Noise," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 127-161, April.
    21. Andrea BUCCI, 2017. "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
    22. Ewald, Christian & Zou, Yihan, 2021. "Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 37-52.
    23. John W. Galbraith & Liam Cheung, 2013. "Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model," CIRANO Working Papers 2013s-19, CIRANO.
    24. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
    25. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004. "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," OFRC Working Papers Series 2004fe20, Oxford Financial Research Centre.
    26. Reschenhofer, Erhard & Mangat, Manveer Kaur & Stark, Thomas, 2020. "Volatility forecasts, proxies and loss functions," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 133-153.
    27. Christensen, Kim & Podolskij, Mark, 2007. "Realized range-based estimation of integrated variance," Journal of Econometrics, Elsevier, vol. 141(2), pages 323-349, December.
    28. Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers 2006-W03, Economics Group, Nuffield College, University of Oxford.
    29. Richie, Nivine & Madura, Jeff, 2007. "Impact of the QQQ on liquidity and risk of the underlying stocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 411-421, July.
    30. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc.
    31. Vortelinos, Dimitrios I. & Thomakos, Dimitrios D., 2013. "Nonparametric realized volatility estimation in the international equity markets," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 34-45.
    32. Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc.
    33. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    34. Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009. "High Watermarks of Market Risks," Post-Print halshs-00425585, HAL.
    35. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2007. "Scale invariant distribution and multifractality of volatility multipliers in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 381(C), pages 343-350.
    36. Wei-Xing Zhou, 2009. "Finite-size effect and the components of multifractality in financial volatility," Papers 0912.4782, arXiv.org.
    37. Thomas Dimpfl & Robert Jung, 2011. "Financial market spillovers around the globe," Global Financial Markets Working Paper Series 20-2011, Friedrich-Schiller-University Jena.
    38. Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021. "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, vol. 39(C).
    39. Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K., 2010. "Volatility and trading activity following changes in the size of futures contracts," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 967-980, December.
    40. Vortelinos, Dimitrios I., 2014. "Optimally sampled realized range-based volatility estimators," Research in International Business and Finance, Elsevier, vol. 30(C), pages 34-50.
    41. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 223-235.
    42. Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers 1508.07505, arXiv.org.
    43. Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2022. "Volatility forecasting with machine learning and intraday commonality," Papers 2202.08962, arXiv.org, revised Feb 2023.
    44. Damien Lynch & Nikolaos Panigirtzoglou, 2004. "Option Implied and Realised Measures of Variance," Money Macro and Finance (MMF) Research Group Conference 2004 94, Money Macro and Finance Research Group.
    45. Christensen, Kim & Podolski, Mark, 2005. "Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale," Technical Reports 2005,18, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    46. Mu, Guo-Hua & Zhou, Wei-Xing, 2008. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5211-5218.
    47. Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan, 2014. "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 751-779, November.
    48. Rizvi, Syed Aun R. & Dewandaru, Ginanjar & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 86-99.
    49. Amir Safari & Detlef Seese, 2010. "Behavior of realized volatility and correlation in exchange markets," International Econometric Review (IER), Econometric Research Association, vol. 2(2), pages 73-96, September.
    50. Chen Xilong & Ghysels Eric & Wang Fangfang, 2011. "HYBRID GARCH Models and Intra-Daily Return Periodicity," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-28, February.
    51. Staer, Arsenio & Sottile, Pedro, 2018. "Equivalent volume and comovement," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 143-157.
    52. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.
    53. Kangogo, Moses & Volkov, Vladimir, 2022. "Detecting signed spillovers in global financial markets: A Markov-switching approach," International Review of Financial Analysis, Elsevier, vol. 82(C).
    54. Binh Nguyen Thanh & Thai Nguyen Vu Hong & Huy Pham & Thanh Nguyen Cong & Thu Pham Thi Anh, 2023. "Are the stabilities of stablecoins connected?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(3), pages 515-525, September.
    55. Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
    56. Asger Lunde & Peter Reinhard Hansen, 2004. "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings 526, Econometric Society.

  7. Bollen, B. & Inder, B., 1998. "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers 10/98, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Moosa, Imad A. & Bollen, Bernard, 2002. "A benchmark for measuring bias in estimated daily value at risk," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 85-100.
    2. John W. Galbraith & Victoria Zinde-Walsh, 2001. "Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations," CIRANO Working Papers 2001s-15, CIRANO.

  8. Nahar, S. & Inder, B., 1998. "Testing Convergence in Economic Growth for OECD Countries," Monash Econometrics and Business Statistics Working Papers 14/98, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Narmin Mammadova, 2014. "The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), vol. 1(2), pages 8-16.
    2. László KÓNYA, 2023. "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(1), pages 33-56.
    3. Stilianos Alexiadis & Matthias Koch & Tamás Krisztin, 2011. "Time series and spatial interaction: An alternative method to detect converging clusters," ERSA conference papers ersa11p1678, European Regional Science Association.
    4. Antonio Montanes & Lorena Olmos & Marcelo Reyes, 2015. "Convergence in Spanish provinces," ERSA conference papers ersa15p1188, European Regional Science Association.
    5. Muhammad Ramzan Sheikh & Iram Mushtaq & Asad Abbas & Sana Sultan, 2024. "Convergence Hypothesis and Economic Growth in ECO Countries: An Insight from MM-QR Approach," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 89-104.
    6. Jean-Philippe Boussemart & Hervé Leleu, 2008. "Comparing TFP Catching-up and Capital Deepening in US and European Growths: A Directional Distance Function Approach," Working Papers 2008-ECO-01, IESEG School of Management.
    7. Galanopoulos, Konstantinos & Lindberg, Emma & Surry, Yves R. & Mattas, Konstadinos, 2006. "Agricultural productivity growth in the Mediterranean and tests of convergence among countries," 98th Seminar, June 29-July 2, 2006, Chania, Crete, Greece 10101, European Association of Agricultural Economists.
    8. Cassetta, Ernesto & Nava, Consuelo R. & Zoia, Maria Grazia, 2022. "A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union," Energy Economics, Elsevier, vol. 105(C).
    9. Gadea Rivas, María Dolores & Sanz-Villarroya, Isabel, 2016. "Testing the convergence hypothesis for OECD countries: A reappraisal," Economics Discussion Papers 2016-45, Kiel Institute for the World Economy (IfW Kiel).
    10. Fousekis, Panos, 2007. "Convergence of Relative State-level Per Capita Incomes in the United States Revisited," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 37(2), pages 1-10.
    11. Robinson, Terry, 2007. "Have European gas prices converged?," Energy Policy, Elsevier, vol. 35(4), pages 2347-2351, April.
    12. Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021. "Price convergence: Representation and testing," Economic Modelling, Elsevier, vol. 104(C).
    13. Konstantin Gluschenko, 2010. "Methodologies of Analyzing Inter-Regional Income Inequality and Their Applications to Russia," William Davidson Institute Working Papers Series wp984, William Davidson Institute at the University of Michigan.
    14. Uzma Zia, 2019. "An Evidence of Diverging SAARC Economies," PIDE-Working Papers 2019:170, Pakistan Institute of Development Economics.
    15. Gluschenko, Konstantin, 2011. "Price convergence and market integration in Russia," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 160-172, March.
    16. Vicente German‐Soto & Konstantin Gluschenko, 2023. "Long‐term regional convergence in Mexico: A new look," Review of Development Economics, Wiley Blackwell, vol. 27(2), pages 963-991, May.
    17. A. Monta & L. Olmos, 2014. "Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions," Applied Economics, Taylor & Francis Journals, vol. 46(34), pages 4218-4230, December.
    18. Montañés, Antonio & Olmos, Lorena & Reyes, Marcelo, 2016. "Does crisis affect convergence process? The case of the Spanish provinces," MPRA Paper 69543, University Library of Munich, Germany.
    19. Gluschenko, Konstantin, 2020. "Nonlinear Models of Convergence," MPRA Paper 99316, University Library of Munich, Germany.
    20. Arnade, Carlos Anthony & Jones, Keithly G., 2004. "A Method For Comparison Of The Efficiency Of Countries With Distinct Technologies," 2004 Annual meeting, August 1-4, Denver, CO 20009, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    21. Eftychia Tsanana & Constantinos Katrakilidis, 2014. "Do Balkan economies catch up with EU? New evidence from panel unit root analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 641-662, November.
    22. Ferreira Paulo & Dionísio Andreia, 2016. "GDP growth and convergence determinants in the European Union: a crisp-set analysis," Review of Economic Perspectives, Sciendo, vol. 16(4), pages 279-296, December.
    23. German-Soto, Vicente & Gluschenko, Konstantin, 2021. "Long-Run Cross-State Growth Comparison in Mexico," MPRA Paper 109015, University Library of Munich, Germany.
    24. Gadea Rivas, Maria Dolores & Sanz Villarroya, Isabel, 2017. "Testing the convergence hypothesis for OECD countries: A reappraisal," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-22.
    25. Magrini, Stefano, 2004. "Regional (di)convergence," Handbook of Regional and Urban Economics, in: J. V. Henderson & J. F. Thisse (ed.), Handbook of Regional and Urban Economics, edition 1, volume 4, chapter 62, pages 2741-2796, Elsevier.
    26. A. F. Galvao Jr & F. A. Reis Gomes, 2007. "Convergence or divergence in Latin America? A time series analysis," Applied Economics, Taylor & Francis Journals, vol. 39(11), pages 1353-1360.
    27. Vaseem Akram, 2018. "Does export diversification converge? Evidence from cross-country analysis," Economics Bulletin, AccessEcon, vol. 38(4), pages 2141-2151.
    28. Usman Khalid & Luke Okafor & Muhammad Shahbaz, 2022. "Economic reform and political stagnation: The inconsistent patterns of institutional change," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(4), pages 813-844, October.
    29. Jan Bentzen, 2015. "Comparing data sources of real GDP in purchasing power parities," Applied Economics Letters, Taylor & Francis Journals, vol. 22(16), pages 1303-1308, November.
    30. Giles, David E.A. & Feng, Hui, 2005. "Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis," Structural Change and Economic Dynamics, Elsevier, vol. 16(2), pages 285-308, June.
    31. Montañés, Antonio & Olmos, Lorena & Reyes, Marcelo, 2018. "Has the Great Recession affected the convergence process? The case of Spanish provinces," Economic Modelling, Elsevier, vol. 68(C), pages 360-371.
    32. Prakarti Sharma & Nidhi Sharma, 2022. "An Examination of Per Capita Income Convergence in Emerging Market Economies," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 14(3), pages 319-347, September.
    33. Fousekis, Panos, 2009. "Are Food Prices in the EU Converging? Empirical Evidence from the Log t Test," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(4), pages 407-423.
    34. Alfredo García-Hiernaux & David E. Guerrero, 2011. "Convergence and Cointegration," Documentos de Trabajo del ICAE 2011-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    35. Panos Fousekis, 2008. "Price Convergence in the EU Poultry and Eggs Markets," Economics Bulletin, AccessEcon, vol. 3(18), pages 1-11.
    36. Bentzen, Jan & Smith, Valdemar, 2003. "Regional income convergence in the Scandinavian countries," Working Papers 03-20, University of Aarhus, Aarhus School of Business, Department of Economics.
    37. Bentzen, Jan, 2005. "Testing for catching-up periods in time-series convergence," Economics Letters, Elsevier, vol. 88(3), pages 323-328, September.
    38. Zarembova, Andrea & Lyocsa, Stefan & Baumöhl, Eduard, 2012. "The Real Convergence of CEE Countries: A Study of Real GDP per capita," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 60(6), pages 642-656.
    39. Fousekis, Panos, 2011. "Cost Competitiveness in the Food, Beverages and Tobacco Manufacturing of the EU and the USA: A Convergence Analysis," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 8(2).

  9. Hao, K. & Inder, B., 1995. "A Modified Fluctuation Test for Structural Change," Monash Econometrics and Business Statistics Working Papers 18/95, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Greene, Clinton A., 2002. "Was money demand in the USA unstable before 1982? An application of the sup-F stability test," Journal of Economics and Business, Elsevier, vol. 54(5), pages 465-481.

  10. Hao, K. & Inder, B., 1994. "A Diagnostic Test for Structural Change in Cointegrated Regression Models," Monash Econometrics and Business Statistics Working Papers 19/94, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
    2. Joakim Westerlund, 2006. "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 101-132, February.
    3. Xiao, Zhijie, 2012. "Robust inference in nonstationary time series models," Journal of Econometrics, Elsevier, vol. 169(2), pages 211-223.
    4. Vanessa Berenguer-Rico & Bent Nielsen, 2015. "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers 2015-W09, Economics Group, Nuffield College, University of Oxford.
    5. Singh, Tarlok, 2008. "Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators," Economic Modelling, Elsevier, vol. 25(5), pages 1064-1079, September.
    6. Wankeun Oh, 2002. "Cointegration and Structural Change: An Application to the U.S. Demand for Money," Economic Inquiry, Western Economic Association International, vol. 40(1), pages 91-101, January.
    7. Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005. "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers 2004-09, Graduate School of Economics, Hitotsubashi University.
    8. Apergis Nicholas, 2008. "Foreign Direct Investment Inward and Foreign Direct Investment Outward: Evidence from Panel Unit Root and Cointegration Tests with a Certain Number of Structural Changes," Global Economy Journal, De Gruyter, vol. 8(1), pages 1-16, February.
    9. Sébastien Pommier & Fabien Rondeau, 2012. "Factors of R&D spillovers and European integration," Post-Print halshs-00725904, HAL.
    10. Fabien Rondeau, 2006. "Pattern of trade and European economic integration : an unexpected relation," Economics Working Paper Archive (University of Rennes & University of Caen) 200614, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    11. Singh, Tarlok, 2010. "Does domestic saving cause economic growth? A time-series evidence from India," Journal of Policy Modeling, Elsevier, vol. 32(2), pages 231-253, March.
    12. Toru Komaki & Jeremy Penzer, 2005. "Estimation of time‐varying price elasticity in 1970–1997 Japanese raw milk supply by structural time‐series model," Agricultural Economics, International Association of Agricultural Economists, vol. 32(1), pages 1-14, January.
    13. Zhijie Xiao & Peter C.B. Phillips, 2001. "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.
    14. Muhammad Shafiullah & Sajid M. Chaudhry & Muhammad Shahbaz & Juan C. Reboredo, 2021. "Quantile causality and dependence between crude oil and precious metal prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6264-6280, October.
    15. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April.
    16. Jiang, Zhuhua & Yoon, Seong-Min, 2024. "Interdependence between foreign exchange rate and international reserves: Fresh evidence from China," Research in International Business and Finance, Elsevier, vol. 69(C).
    17. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March.
    18. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005. "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 187-216, August.
    19. Kuriyama Nina, 2016. "Testing cointegration in quantile regressions with an application to the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 107-121, April.
    20. Enrique Martínez García & Yixiang Zhang, 2024. "The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound," Globalization Institute Working Papers 430, Federal Reserve Bank of Dallas.
    21. Chiquiar Daniel & Ramos Francia Manuel, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.

  11. Param Silvapulle & Inder Inder, 1993. "Yields spreads and Interest Rates Movements: A Cointegration Approach," Working Papers 1993.09, School of Economics, La Trobe University.

    Cited by:

    1. Ross Guest & Alan McLean, 1998. "New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 81-87.

  12. Param Silvapulle & Brett Inder, 1992. "Does the Fisher Effect Apply in Australia?," Working Papers 1991.02, School of Economics, La Trobe University.

    Cited by:

    1. Olekalns, N., 2001. "An Empirical Investigation of Structural Breaks in the Ex Ante Fisher Effect," Department of Economics - Working Papers Series 786, The University of Melbourne.
    2. Ramya Hewarathna, 2000. "An Empirical Examination of the Fisher Hypothesis in," Working Papers 2000.03, School of Economics, La Trobe University.
    3. Yuki Toyoshima & Shigeyuki Hamori, 2011. "Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan," Economics Bulletin, AccessEcon, vol. 31(3), pages 2674-2682.

Articles

  1. Katy Cornwell & Brett Inder, 2008. "Language and Labour Markets in South Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 17(3), pages 490-525, June.

    Cited by:

    1. Hahm, Sabrina & Gazzola, Michele, 2022. "The Value of Foreign Language Skills in the German Labor Market," Labour Economics, Elsevier, vol. 76(C).
    2. Michele Gazzola & Daniele Mazzacani, 2019. "Foreign language skills and employment status of European natives: evidence from Germany, Italy and Spain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(4), pages 713-740, November.
    3. Akabondo Kabechani & Grieve Chelwa & Mashekwa Maboshe, 2019. "The household effects of very large electricity tariff hikes in Zambia," Working Papers 181, Economic Research Southern Africa.

  2. Petko Kalev & Brett Inder, 2006. "The information content of the term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 38(1), pages 33-45.

    Cited by:

    1. Arielle Beyaert & Juan Jose Perez-Castejon, 2009. "Markov-switching models, rational expectations and the term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 41(3), pages 399-412.
    2. Shigeyuki Hamori & Naoko Hamori, 2009. "International term structure of interest rates in the Euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1113-1116.
    3. Mao-Wei Hung & Jr-Yan Wang, 2011. "Loss aversion and the term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4623-4640.
    4. Lenz, Rainer, 2010. "Yield Curve Analysis: Choosing the optimal maturity date of investments and financing," MPRA Paper 27781, University Library of Munich, Germany.
    5. Marco Matsumura & Ajax Moreira, 2011. "Assessing macro influence on Brazilian yield curve with affine models," Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1847-1863.
    6. Costanza Torricelli & Marianna Brunetti, 2006. "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006 350, Society for Computational Economics.
    7. James Kung, 2008. "Dynamic strategies for fixed-income investment," Applied Economics, Taylor & Francis Journals, vol. 40(10), pages 1341-1354.
    8. María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013. "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 53-74, July.
    9. Lenz, Rainer, 2010. "Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen [Yield curve analysis]," MPRA Paper 26621, University Library of Munich, Germany.

  3. Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.

    Cited by:

    1. Luca Benati & Thomas A. Lubik, 2022. "Searching for Hysteresis," Working Paper 22-05, Federal Reserve Bank of Richmond.
    2. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    3. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
    4. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007. "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper series 02_07, Rimini Centre for Economic Analysis.
    5. Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019. "Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 97-112, January.
    6. Gareth W. Peters & Balakrishnan Kannan & Ben Lasscock & Chris Mellen, 2010. "Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model," Papers 1004.3830, arXiv.org.
    7. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    8. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
    9. Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
    10. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper series 23_08, Rimini Centre for Economic Analysis.
    11. Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2017. "Priors for the long run," Staff Reports 832, Federal Reserve Bank of New York.
    12. Ciobotaru, Corina & Mazza, Christian, 2022. "Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    13. Andrea Silvestrini, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," Empirical Economics, Springer, vol. 39(1), pages 241-274, August.
    14. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
    15. Peter McAdam & Kostas Mouratidis & Theodore Panagiotidis & Georgios Papapanagiotou, 2023. "European Trade & Growth Imbalances: An Analysis using a Sign-Restriction Bayesian-GVAR with Stochastic Volatility," Working Paper series 23-12, Rimini Centre for Economic Analysis.
    16. Kim, Jaeho & Linn, Scott C., 2022. "Price discovery under model uncertainty," Energy Economics, Elsevier, vol. 107(C).
    17. Villani, Mattias, 2005. "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series 181, Sveriges Riksbank (Central Bank of Sweden).
    18. Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers 2009-44, Scottish Institute for Research in Economics (SIRE).
    19. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
    20. Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
    21. Gary Koop & Robert Leon Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," GRIPS Discussion Papers 10-32, National Graduate Institute for Policy Studies.
    22. Murasawa, Yasutomo, 2019. "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper 91979, University Library of Munich, Germany.
    23. Zuzana Irsova & Hristos Doucouliagos & Tomas Havranek & T. D. Stanley, 2023. "Meta-Analysis of Social Science Research: A Practitioner´s Guide," Working Papers IES 2023/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2023.
    24. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.
    25. Deborah Gefang, 2012. "Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 131-151, February.
    26. Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
    27. Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October.
    28. Ioanna Konstantakopoulou, 2020. "Further Evidence on Import Demand Function and Income Inequality," Economies, MDPI, vol. 8(4), pages 1-12, October.
    29. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Division of Economics, School of Business, University of Leicester, revised Apr 2006.
    30. Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers 2006-15, Graduate School of Economics, Hitotsubashi University.
    31. Dąbrowski, Marek A. & Wróblewska, Justyna, 2015. "Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation," MPRA Paper 61441, University Library of Munich, Germany.
    32. Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    33. Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
    34. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    35. Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini, 2020. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," Papers 2011.04577, arXiv.org, revised Apr 2023.
    36. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 341-367, March.
    37. Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.
    38. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
    39. Dąbrowski, Marek A. & Wróblewska, Justyna, 2016. "Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation," Economic Modelling, Elsevier, vol. 58(C), pages 249-262.
    40. Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks," Discussion Papers 2006-14, Graduate School of Economics, Hitotsubashi University.
    41. Luoto, Jani, 2011. "Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data," Journal of Development Economics, Elsevier, vol. 94(2), pages 181-191, March.
    42. Sylvia Kaufmann & Johann Scharler, 2013. "Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area," Working Papers 2013-34, Faculty of Economics and Statistics, Universität Innsbruck.
    43. Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
    44. Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
    45. Justyna Wróblewska, 2015. "Common Trends and Common Cycles – Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(2), pages 91-110, June.
    46. Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 57-69, March.
    47. Luca Benati, 2023. "Forecasting Global Temperatures by Exploiting Cointegration with Radiative Forcing," Diskussionsschriften dp2308, Universitaet Bern, Departement Volkswirtschaft.
    48. Anna Pajor & Justyna Wróblewska & Łukasz Kwiatkowski & Jacek Osiewalski, 2024. "Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?," International Statistical Review, International Statistical Institute, vol. 92(1), pages 62-86, April.
    49. Mattias Villani, 2009. "Steady-state priors for vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 630-650.

  4. Smyth, Russell & Inder, Brett, 2004. "Is Chinese provincial real GDP per capita nonstationary?: Evidence from multiple trend break unit root tests," China Economic Review, Elsevier, vol. 15(1), pages 1-24.

    Cited by:

    1. Dogru, Bülent, 2015. "Is Per Capıta Real GDP Stationary in High Income OECD Countrıes? Evidence from Panel Unıt Root Test With Multiple Structural Breaks," MPRA Paper 63856, University Library of Munich, Germany.
    2. Chen, Pei-Fen & Lee, Chien-Chiang, 2007. "Is energy consumption per capita broken stationary? New evidence from regional-based panels," Energy Policy, Elsevier, vol. 35(6), pages 3526-3540, June.
    3. Sung Li & Long Zhao, 2015. "The competitiveness and development strategies of provinces in China: a data envelopment analysis approach," Journal of Productivity Analysis, Springer, vol. 44(3), pages 293-307, December.
    4. Matsuki, Takashi & Usami, Ryoichi, 2007. "China's Regional Convergence in Panels with Multiple Structural Breaks," MPRA Paper 10167, University Library of Munich, Germany, revised 17 May 2008.
    5. Krug, B. & Hendrischke, H., 2006. "Framing China: Transformation and Institutional Change," ERIM Report Series Research in Management ERS-2006-025-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    6. Gritli, Mohamed Ilyes & Charfi, Fatma Marrakchi, 2023. "The determinants of oil consumption in Tunisia: Fresh evidence from NARDL approach and asymmetric causality test," Energy, Elsevier, vol. 284(C).
    7. Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008. "Panel Data Stochastic Convergence Analysis of the Mexican Regions," IREA Working Papers 200805, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008.
    8. Lee, Chien-Chiang & Chang, Chun-Ping, 2008. "New evidence on the convergence of per capita carbon dioxide emissions from panel seemingly unrelated regressions augmented Dickey–Fuller tests," Energy, Elsevier, vol. 33(9), pages 1468-1475.
    9. Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
    10. Yeboah Asuamah, Samuel, 2016. "Are output fluctuations transitory or permanent in Ghana?," MPRA Paper 70270, University Library of Munich, Germany.
    11. Tiwari, Aviral & Shahbaz, Muhammad & Shabbir, Muhammad, 2011. "Is per capita GDP non-linear stationary in SAARC countries?," MPRA Paper 29109, University Library of Munich, Germany.
    12. Lee, Chien-Chiang & Chang, Chun-Ping, 2008. "Unemployment hysteresis in OECD countries: Centurial time series evidence with structural breaks," Economic Modelling, Elsevier, vol. 25(2), pages 312-325, March.
    13. Svetlana Maslyuk & Dinusha Dharmaratna, 2012. "Impact of Shocks on Australian Coal Mining," Monash Economics Working Papers 37-12, Monash University, Department of Economics.
    14. Narayan, Paresh Kumar & Smyth, Russell, 2007. "A panel cointegration analysis of the demand for oil in the Middle East," Energy Policy, Elsevier, vol. 35(12), pages 6258-6265, December.
    15. Paresh Kumar Narayan, 2005. "Testing the Unit Root Hypothesis When the Alternative is a Trend Break Stationary Process: An Application to Tourist Arrivals in Fiji," Tourism Economics, , vol. 11(3), pages 351-364, September.
    16. Chang, Chun-Ping & Lee, Chien-Chiang, 2008. "Are per capita carbon dioxide emissions converging among industrialized countries? New time series evidence with structural breaks," Environment and Development Economics, Cambridge University Press, vol. 13(4), pages 497-515, August.
    17. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Income and CO2 emissions: Evidence from panel unit root and cointegration tests," Energy Policy, Elsevier, vol. 37(2), pages 413-423, February.
    18. Laurence J. Kotlikoff, 2007. "Staticide - America's Suicidal Healthcare Status Quo," Boston University - Department of Economics - Working Papers Series WP2007-014, Boston University - Department of Economics.
    19. Cosmos Antwi-Boateng, 2015. "Does Export Trading Influence Economic Growth In Ghana?," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 4(1), pages 63-77.
    20. Lee, Chien-Chiang & Chang, Chun-Ping, 2007. "Energy consumption and GDP revisited: A panel analysis of developed and developing countries," Energy Economics, Elsevier, vol. 29(6), pages 1206-1223, November.
    21. Chun‐Yu Ho & Dan Li, 2008. "Rising regional inequality in China: Policy regimes and structural changes," Papers in Regional Science, Wiley Blackwell, vol. 87(2), pages 245-259, June.
    22. Narayan, Paresh Kumar, 2008. "Evidence of panel stationarity from Chinese provincial and regional income," China Economic Review, Elsevier, vol. 19(2), pages 274-286, June.
    23. Ya’nan Lu & Shunbo Yao & Zhenmin Ding & Yuanjie Deng & Mengyang Hou, 2020. "Did Government Expenditure on the Grain for Green Project Help the Forest Carbon Sequestration Increase in Yunnan, China?," Land, MDPI, vol. 9(2), pages 1-17, February.
    24. Aviral Tiwari & Amrit Chaudhari & K. Suresh, 2012. "Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(1), pages 3-11, September.
    25. Krug, B. & Hendrischke, H., 2006. "Institution Building and Change in China," ERIM Report Series Research in Management ERS-2006-008-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    26. Zuo, Haomiao & Park, Sung Y., 2011. "Money demand in China and time-varying cointegration," China Economic Review, Elsevier, vol. 22(3), pages 330-343, September.
    27. Herrerias, M.J. & Ordoñez, J., 2012. "New evidence on the role of regional clusters and convergence in China (1952–2008)," China Economic Review, Elsevier, vol. 23(4), pages 1120-1133.
    28. K. Suresh & Aviral Tiwari, 2013. "Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(2), pages 149-157, October.
    29. Westerlund, Joakim & Edgerton, David L. & Opper, Sonja, 2010. "Why is Chinese provincial output diverging?," Journal of Asian Economics, Elsevier, vol. 21(4), pages 333-344, August.
    30. Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012. "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, vol. 29(2), pages 395-407.
    31. Krug, B. & Zhu, Z. & Hendrischke, H., 2004. "China’s emerging tax regime: Devolution, fiscal federalism, or tax farming?," ERIM Report Series Research in Management ERS-2004-113-ORG, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    32. Ozturk, Ilhan & Kalyoncu, Huseyin, 2007. "Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test," MPRA Paper 9635, University Library of Munich, Germany.
    33. Kornelis, Marcel & Dekimpe, Marnik G. & Leeflang, Peter S.H., 2008. "Does competitive entry structurally change key marketing metrics?," International Journal of Research in Marketing, Elsevier, vol. 25(3), pages 173-182.

  5. Brett Inder & Terry O'Brien, 2003. "The Endowment Effect and the Role of Uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 55(3), pages 289-301, July.

    Cited by:

    1. Goodman, James, 2014. "Evidence for ecological learning and domain specificity in rational asset pricing and market efficiency," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 48(C), pages 27-39.
    2. Giannoccaro, Ilaria & Galesic, Mirta & Massari, Giovanni Francesco & Barkoczi, Daniel & Carbone, Giuseppe, 2020. "Search behavior of individuals working in teams: A behavioral study on complex landscapes," Journal of Business Research, Elsevier, vol. 118(C), pages 507-516.
    3. Pope, Robin & Selten, Reinhard & Kube, Sebastian, 2009. "Nominalist Heuristics and Economic Theory," Bonn Econ Discussion Papers 17/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
    4. Christina McGranaghan & Steven G. Otto, 2022. "Choice uncertainty and the endowment effect," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 83-104, August.
    5. Marin, Alejandra & Dass, Mayukh & Boal, Kimberly, 2019. "Critic-buyer effects on valuation of ambiguously appraised products," Journal of Business Research, Elsevier, vol. 103(C), pages 45-55.
    6. von Hagen, Jürgen & Kube, Sebastian & Kaiser, Johannes & Selten, Reinhard & Pope, Robin, 2006. "Prominent Numbers and Ratios in Exchange Rate Determination: Field and Laboratory Evidence," Bonn Econ Discussion Papers 29/2006, University of Bonn, Bonn Graduate School of Economics (BGSE).
    7. Pope, Robin, 2004. "Biases from omitted risk effects in standard gamble utilities," Journal of Health Economics, Elsevier, vol. 23(4), pages 695-735, July.
    8. Feng, Lei & Zhang, Minghui & Li, Yixin & Jiang, Yan, 2020. "Satisfaction principle or efficiency principle? Decision-making behavior of peasant households in China’s rural land market," Land Use Policy, Elsevier, vol. 99(C).
    9. Wang, Yu-Yin & Wang, Yi-Shun & Lin, Tung-Ching, 2018. "Developing and validating a technology upgrade model," International Journal of Information Management, Elsevier, vol. 38(1), pages 7-26.
    10. Roth, Gerrit, 2006. "Predicting the Gap between Willingness to Accept and Willingness to Pay," Munich Dissertations in Economics 4901, University of Munich, Department of Economics.
    11. Kim, Dong-hyu & Lee, Heejin, 2016. "Effects of user experience on user resistance to change to the voice user interface of an in‑vehicle infotainment system: Implications for platform and standards competition," International Journal of Information Management, Elsevier, vol. 36(4), pages 653-667.
    12. Andreas Glöckner & Janet Kleber & Stephan Tontrup & Stefan Bechtold, 2009. "The Endowment Effect in Groups with and without Strategic Incentives," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2009_35, Max Planck Institute for Research on Collective Goods.
    13. Koch, Christopher & Schunk, Daniel, 2007. "The case for limited auditor liability : the effects of liability size on risk aversion and ambiguity aversion," Papers 07-04, Sonderforschungsbreich 504.

  6. Bollen, Bernard & Inder, Brett, 2002. "Estimating daily volatility in financial markets utilizing intraday data," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 551-562, December.
    See citations under working paper version above.
  7. S. Nahar & B. Inder, 2002. "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, vol. 34(16), pages 2011-2022.
    See citations under working paper version above.
  8. In, Francis & Inder, Brett, 1997. "Long‐run Relationships Between World Vegetable Oil Prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(4), pages 1-16.

    Cited by:

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    2. Peri, Massimo & Baldi, Lucia, 2008. "Biodiesel and vegetable oil market in European Union: some evidences from threshold cointegration analysis," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43971, European Association of Agricultural Economists.
    3. Pluske, Johanna M. & Lindner, Robert K., 2001. "Canola – Where to for WA Agriculture?," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia 125865, Australian Agricultural and Resource Economics Society.
    4. Zhou, Liyun & Huang, Jialiang, 2020. "Contagion of future-level sentiment in Chinese Agricultural Futures Markets," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    5. Mesbah Motamed & Kenneth A. Foster & Wallace E. Tyner, 2008. "Applying cointegration and error correction to measure trade linkages: maize prices in the United States and Mexico," Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 29-39, July.
    6. Yu, Tun-Hsiang (Edward) & Bessler, David A. & Fuller, Stephen W., 2006. "Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices," 2006 Annual meeting, July 23-26, Long Beach, CA 21439, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
    8. Campiche, Jody L. & Bryant, Henry L. & Richardson, James W. & Outlaw, Joe L., 2007. "Examining the Evolving Correspondence Between Petroleum Prices and Agricultural Commodity Prices," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9881, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
    10. Abubakar, Fahrurrazi & Masih, Mansur, 2018. "Palm oil export : is it price led or exchange rate led? evidence from Malaysia," MPRA Paper 111229, University Library of Munich, Germany.

  9. Kang Hao & Inder, Brett, 1996. "Diagnostic test for structural change in cointegrated regression models," Economics Letters, Elsevier, vol. 50(2), pages 179-187, February.
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    Cited by:

    1. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
    2. Atukorala, Ranjani & Sriananthakumar, Sivagowry, 2015. "A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information," Economic Modelling, Elsevier, vol. 45(C), pages 169-174.
    3. Erum Toor & Tanweer Ul Islam, 2019. "Power Comparison of Autocorrelation Tests in Dynamic Models," International Econometric Review (IER), Econometric Research Association, vol. 11(2), pages 58-69, September.
    4. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.

  12. Inder, Brett, 1986. "An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables," Econometric Theory, Cambridge University Press, vol. 2(3), pages 413-428, December.

    Cited by:

    1. Atukorala, Ranjani & Sriananthakumar, Sivagowry, 2015. "A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information," Economic Modelling, Elsevier, vol. 45(C), pages 169-174.
    2. Robert Brooks & Edwyna Harris, 2005. "An Analysis of Watermove Water Markets," Monash Econometrics and Business Statistics Working Papers 10/05, Monash University, Department of Econometrics and Business Statistics.
    3. Sriananthakumar, Sivagowry, 2015. "Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests," Economic Modelling, Elsevier, vol. 49(C), pages 387-394.
    4. Proïa, Frédéric, 2013. "Further results on the h-test of Durbin for stable autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 77-101.
    5. Mohamed Nagy Eltony, 2012. "On Fuel Subsidies for Transportation Sector in Kuwait," Working Papers 687, Economic Research Forum, revised 2012.
    6. Sriananthakumar, Sivagowry, 2013. "Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach," Economic Modelling, Elsevier, vol. 33(C), pages 126-136.
    7. Md. Samiul Basir & Samuel Noel & Dennis Buckmaster & Muhammad Ashik-E-Rabbani, 2024. "Enhancing Subsurface Soil Moisture Forecasting: A Long Short-Term Memory Network Model Using Weather Data," Agriculture, MDPI, vol. 14(3), pages 1-24, February.
    8. M. Nagy Eltony, 2006. "Industrial energy policy: a case study of demand in Kuwait," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(2), pages 85-103, June.
    9. Munir Mahmood & Maxwell L. King, 2016. "On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 332-355, November.

  13. Inder, B. A., 1984. "Finite-sample power of tests for autocorrelation in models containing lagged dependent variables," Economics Letters, Elsevier, vol. 14(2-3), pages 179-185.

    Cited by:

    1. Jose Romero, 2012. "Inversión extranjera directa y crecimiento económico en México: 1940-2010," Serie documentos de trabajo del Centro de Estudios Económicos 2012-12, El Colegio de México, Centro de Estudios Económicos.
    2. Proïa, Frédéric, 2013. "Further results on the h-test of Durbin for stable autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 77-101.
    3. Mohammad A. Al Awadhi & M. Nagy Eltony, 2004. "Industrial Energy Policy: A Case Study of the Demand in Kuwait," Working Papers 0405, Economic Research Forum, revised Feb 2004.
    4. 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.
    5. Mohamed Nagy Eltony, 2012. "On Fuel Subsidies for Transportation Sector in Kuwait," Working Papers 687, Economic Research Forum, revised 2012.
    6. Alicia Puyana & Jose Romero, 2012. "Informalidad y dualismo en la economía mexicana," Serie documentos de trabajo del Centro de Estudios Económicos 2012-11, El Colegio de México, Centro de Estudios Económicos.
    7. Rafael Reuveny & William R. Thompson, 1999. "Economic Innovation, Systemic Leadership, and Military Preparations for War," Journal of Conflict Resolution, Peace Science Society (International), vol. 43(5), pages 570-595, October.
    8. José Romero, 2013. "¿Es posible utilizar el tipo de cambio para hacer más competitiva la economía mexicana?," Serie documentos de trabajo del Centro de Estudios Económicos 2013-10, El Colegio de México, Centro de Estudios Económicos.
    9. Erum Toor & Tanweer Ul Islam, 2019. "Power Comparison of Autocorrelation Tests in Dynamic Models," International Econometric Review (IER), Econometric Research Association, vol. 11(2), pages 58-69, September.
    10. M. Nagy Eltony, 2006. "Industrial energy policy: a case study of demand in Kuwait," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(2), pages 85-103, June.

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