IDEAS home Printed from https://ideas.repec.org/e/c/pli71.html
   My authors  Follow this author

Venus Khim-Sen Liew

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Author Profile
    1. Volunteer appreciation: Venus Khim-Sen Liew
      by Christian Zimmermann in RePEc blog on 2010-02-10 22:57:32

Working papers

  1. Liew, Venus Khim-Sen & Puah, Chin-Hong, 2020. "Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic," MPRA Paper 100414, University Library of Munich, Germany, revised 28 Apr 2020.

    Cited by:

    1. Qing Liu & Huina Jin & Xiang Bai & Jinliang Zhang, 2023. "Prediction and Analysis of the Price of Carbon Emission Rights in Shanghai: Under the Background of COVID-19 and the Russia–Ukraine Conflict," Mathematics, MDPI, vol. 11(14), pages 1-16, July.
    2. Josua Sinaga & Ting Wu & Yu-wang Chen, 2022. "Impact of government interventions on the stock market during COVID-19: a case study in Indonesia," SN Business & Economics, Springer, vol. 2(9), pages 1-35, September.
    3. ATM Adnan & Sameer Al Johani, 2023. "Stock Market Reaction to COVID-19: A Cross-Sectional Industry Analysis in Frontier Market," IIM Kozhikode Society & Management Review, , vol. 12(2), pages 157-181, July.
    4. Aristovnik, Aleksander & Yang, Guo-liang & Song, Yao-yao & Ravšelj, Dejan, 2023. "Industrial performance of the top R&D enterprises in world-leading economies: A metafrontier approach," Socio-Economic Planning Sciences, Elsevier, vol. 89(C).

  2. Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Rowland, Racquel, 2020. "Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns," MPRA Paper 107988, University Library of Munich, Germany.

    Cited by:

    1. Kok Jun Tan & Mohd Edil Abd Sukor, 2023. "The Effects of Lockdown, Economic Stimulus Packages and National Recovery Plan Announcements on the Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, vol. 31(1), pages 73-84.
    2. Habibullah, Muzafar & Saari, Mohd Yusof & Haji Din, Badariah & Safuan, Sugiharso & Utit, Chakrin, 2021. "Labour Market Reactions to Lockdown Measures during the Covid-19 Pandemic in Malaysia: An Empirical Note," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 39-49.
    3. Liew, Venus Khim-Sen, 2021. "Impact Of Wuhan Lockdown In Early Stage Of Covid-19 Outbreak On Sector Returns In Chinese Stock Market," MPRA Paper 107944, University Library of Munich, Germany.
    4. Muhammad Khalid Anser & Muhammad Azhar Khan & Khalid Zaman & Abdelmohsen A. Nassani & Sameh E. Askar & Muhammad Moinuddin Qazi Abro & Ahmad Kabbani, 2021. "Financial development during COVID-19 pandemic: the role of coronavirus testing and functional labs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-13, December.
    5. Liew, Venus Khim-Sen, 2020. "The effect of novel coronavirus pandemic on tourism share prices," MPRA Paper 107985, University Library of Munich, Germany.
    6. Liew, Venus Khim-Sen, 2020. "Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic," MPRA Paper 107987, University Library of Munich, Germany.

  3. Liew, Venus Khim-Sen, 2020. "Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic," MPRA Paper 107987, University Library of Munich, Germany.

    Cited by:

    1. Chin, Lee & Foo, Yong Seong & Chen, Kong San & TAGHIZADEH-HESARY, FARHAD & LIN, WOON LEONG, 2022. "Sustainability of Stock Market against COVID-19 Pandemic," MPRA Paper 121422, University Library of Munich, Germany.
    2. Liew, Venus Khim-Sen, 2021. "Impact Of Wuhan Lockdown In Early Stage Of Covid-19 Outbreak On Sector Returns In Chinese Stock Market," MPRA Paper 107944, University Library of Munich, Germany.
    3. Ishak, Norhamiza & Kadir @ Shahar, Hanita & Jiun, Ricky Chia Chee, 2021. "Cyclical Industries’ Stock Performance Reaction during COVID-19: A Systematic Literature Review," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 147-158.

  4. Liew, Venus Khim-Sen, 2020. "The effect of novel coronavirus pandemic on tourism share prices," MPRA Paper 107985, University Library of Munich, Germany.

    Cited by:

    1. Ying Wang & Hongwei Zhang & Wang Gao & Cai Yang, 2023. "Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains," Tourism Economics, , vol. 29(2), pages 460-487, March.
    2. Emrah Koçak & Umit Bulut & Angeliki N. Menegaki, 2022. "The resilience of green firms in the twirl of COVID‐19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach," Business Strategy and the Environment, Wiley Blackwell, vol. 31(1), pages 32-45, January.
    3. Bilal & Adeel Nasir & Umar Farooq & Muhammad Farhan Bashir, 2024. "Stock returns, government response strategies, and daily new case bursts during COVID‐19: A cross‐country perspective," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 465-485, January.
    4. Yaghoub Abdi & Xiaoni Li & Xavier Càmara-Turull, 2023. "Firm value in the airline industry: perspectives on the impact of sustainability and Covid-19," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-24, December.
    5. Faik Bilgili & Emrah Koçak & Sevda Kuşkaya, 2023. "Dynamics and Co-movements Between the COVID-19 Outbreak and the Stock Market in Latin American Countries: An Evaluation Based on the Wavelet-Partial Wavelet Coherence Model," Evaluation Review, , vol. 47(4), pages 630-652, August.
    6. Liew, Venus Khim-Sen, 2021. "Impact Of Wuhan Lockdown In Early Stage Of Covid-19 Outbreak On Sector Returns In Chinese Stock Market," MPRA Paper 107944, University Library of Munich, Germany.
    7. Md. Mazharul Islam & Majed Alharthi, 2022. "Impact of COVID-19 on the Quality of Life of Households in Saudi Arabia," IJERPH, MDPI, vol. 19(3), pages 1-22, January.
    8. Nazarova, V. & Churakova, I. & Suvorova, M., 2024. "The impact of the COVID-19 pandemic on the Russian stock market," Journal of the New Economic Association, New Economic Association, vol. 63(2), pages 117-143.
    9. Jong, Meng-Chang & Soh, Ann-Ni, 2021. "Responsible Recovery from COVID-19: An Empirical Overview of Tourism Industry," MPRA Paper 107661, University Library of Munich, Germany.
    10. Yaghoub Abdi & Xiaoni Li & Xavier Càmara-Turull, 2020. "Impact of Sustainability on Firm Value and Financial Performance in the Air Transport Industry," Sustainability, MDPI, vol. 12(23), pages 1-23, November.
    11. Yang, Yang & Fan, Yawen & Jiang, Lan & Liu, Xiaohui, 2022. "Search query and tourism forecasting during the pandemic: When and where can digital footprints be helpful as predictors?," Annals of Tourism Research, Elsevier, vol. 93(C).
    12. Bouarar, Ahmed Chemseddine & Mouloudj, Kamel & Mouloudj, Smail, 2020. "The impact of coronavirus on tourism sector - an analytical study," MPRA Paper 107784, University Library of Munich, Germany, revised 30 Sep 2020.
    13. Emrah Koçak & Tarik Dogru & Khurram Shehzad & Umit Bulut, 2023. "The economic implications of the COVID-19 outbreak on tourism industry: Empirical evidence from Turkey," Tourism Economics, , vol. 29(3), pages 742-758, May.
    14. Jong, Meng-Chang, 2020. "Empirical Review on Tourism Demand and COVID-19," MPRA Paper 103919, University Library of Munich, Germany.

  5. Chen, Dylan Siong-Yain & Liew, Venus Khim-Sen, 2019. "Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia," MPRA Paper 107989, University Library of Munich, Germany.

    Cited by:

    1. Liew, Venus Khim-Sen, 2020. "Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic," MPRA Paper 107987, University Library of Munich, Germany.

  6. Liew, Venus Khim-Sen & Rowland, Racquel, 2016. "The effect of Malaysia general election on stock market returns," MPRA Paper 107982, University Library of Munich, Germany.

    Cited by:

    1. Hon Chung Hui, 2021. "Were Foreign Exchange Markets Reacting Negatively to Political Events? The Case of Malaysia," South Asian Journal of Macroeconomics and Public Finance, , vol. 10(1), pages 105-129, June.
    2. Faridah Najuna Misman & Shashazrina Roslan & Muhammad Izzat Mat Aladin, 2020. "General Election and Stock Market Performance: A Malaysian Case," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(3), pages 139-145, June.
    3. Bilal Ahmed Memon & Hongxing Yao & Rabia Tahir, 2020. "General election effect on the network topology of Pakistan’s stock market: network-based study of a political event," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-14, December.
    4. Hui, Hon Chung, 2019. "Did the Foreign Exchange Market Cheer or Jeer in Response to Political Events? An Event Study of Malaysia – Some Stylised Facts," MPRA Paper 98149, University Library of Munich, Germany.
    5. Marek Szymański & Grzegorz Wojtalik, 2022. "Wpływ wyborów politycznych na ceny akcji na Giełdzie Papierów Wartościowych w Warszawie," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 290-306.
    6. Fareiny Morni & Erimalida Yazi, 2021. "Stock Market Reaction to Political Regime Change in Malaysia," Capital Markets Review, Malaysian Finance Association, vol. 29(2), pages 1-11.

  7. Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen, 2014. "Revisiting the Performance of MACD and RSI Oscillators," MPRA Paper 54149, University Library of Munich, Germany.

    Cited by:

    1. Piekunko-Mantiuk Iwona, 2019. "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Sciendo, vol. 19(1), pages 114-125, June.
    2. Mohammed Bouasabah & Oshamah Ibrahim Khalaf, 2023. "A Technical Indicator for a Short-term Trading Decision in the NASDAQ Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 1-13, September.
    3. Charl Maree & Christian W. Omlin, 2022. "Balancing Profit, Risk, and Sustainability for Portfolio Management," Papers 2207.02134, arXiv.org.
    4. Jun-Cheng Chen & Cong-Xiao Chen & Li-Juan Duan & Zhi Cai, 2022. "DDPG based on multi-scale strokes for financial time series trading strategy," Papers 2207.10071, arXiv.org.
    5. Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Predicting the unpredictable: New experimental evidence on forecasting random walks," ISER Discussion Paper 1181, Institute of Social and Economic Research, Osaka University.
    6. Rachid Guennouni Hassani & Alexis Gilles & Emmanuel Lassalle & Arthur D'enouveaux, 2020. "Predicting Stock Returns with Batched AROW," Papers 2003.03076, arXiv.org, revised Mar 2020.
    7. Jie Zou & Jiashu Lou & Baohua Wang & Sixue Liu, 2022. "A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks," Papers 2212.02721, arXiv.org, revised Jul 2023.
    8. Bivas Dinda, 2024. "Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy," Papers 2406.02604, arXiv.org.
    9. Rachid Guennouni Hassani & Alexis Gilles & Emmanuel Lassalle & Arthur Dénouveaux, 2020. "Predicting Stock Returns with Batched AROW," Working Papers hal-02496048, HAL.
    10. Byung-Kook Kang, 2021. "Improving MACD Technical Analysis by Optimizing Parameters and Modifying Trading Rules: Evidence from the Japanese Nikkei 225 Futures Market," JRFM, MDPI, vol. 14(1), pages 1-21, January.
    11. Taylan Kabbani & Ekrem Duman, 2022. "Deep Reinforcement Learning Approach for Trading Automation in The Stock Market," Papers 2208.07165, arXiv.org.
    12. D. Th. Vezeris & C. J. Schinas & G. Papaschinopoulos, 2018. "Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 761-807, April.

  8. Wong, Shirly Siew-Ling & Puah, Chin-Hong & Abu Mansor, Shazali & Liew, Venus Khim-Sen, 2012. "Early warning indicator of economic vulnerability," MPRA Paper 39944, University Library of Munich, Germany.

    Cited by:

    1. Venus Khim-Sen Liew & Racquel Anak Rowland & Puah Chin Hong & Jerome Kueh Swee Hui & Rossazana Bt Ab Rahim & Shirly Wong Siew Ling, 2018. "Macroeconomic Instability Index and Malaysia Economic Performance," International Business Research, Canadian Center of Science and Education, vol. 11(3), pages 179-185, March.
    2. Hong Puah, Chin & Kuek, Tai Hock & Arip, M. Affendy, 2017. "Assessing Thailand’s financial vulnerability: An early warning approach," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(4), October.
    3. Mei-Teing Chong & Chin-Hong Puah & Shazali Abu Mansor, 2018. "Oil Price Dynamics Forecasting: An Indicator-Pivoted Paradigm," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 307-311.
    4. Mei-Teing Chong & Chin-Hong Puah & Shazali Abu Mansor, 2018. "Constructing a Composite Leading Indicator for the Global Crude Oil Price," International Business Research, Canadian Center of Science and Education, vol. 11(5), pages 129-134, May.
    5. Ann-Ni Soh & Chin-Hong Puah & M. Affendy Arip, 2019. "Forecasting Tourism Demand with Composite Indicator Approach for Fiji," Business and Economic Research, Macrothink Institute, vol. 9(4), pages 12-22, December.
    6. Soh, Ann-Ni, 2020. "A Review on the Leading Indicator Approach towards Economic Forecasting," MPRA Paper 103854, University Library of Munich, Germany.

  9. Wong, Shirly Siew-Ling & Abu Mansor, Shazali & Puah, Chin-Hong & Liew, Venus Khim-Sen, 2012. "Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator," MPRA Paper 36649, University Library of Munich, Germany.

    Cited by:

    1. Shirly Siew-Ling Wong & Toh-Hao Tan & Shazali Abu Mansor & Venus Khim-Sen Liew, 2018. "Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama," International Business Research, Canadian Center of Science and Education, vol. 11(12), pages 127-133, December.
    2. Wong, Shirly Siew-Ling & Puah, Chin-Hong & Abu Mansor, Shazali & Liew, Venus Khim-Sen, 2012. "Early warning indicator of economic vulnerability," MPRA Paper 39944, University Library of Munich, Germany.

  10. Kueh, Swee Hui Jerome & Puah, Chin Hong & Liew, Venus Khim-Sen, 2010. "Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore," MPRA Paper 25920, University Library of Munich, Germany.

    Cited by:

    1. Liew, Siew-Ling, 2016. "Determinants of Foreign Direct Investment," MPRA Paper 70447, University Library of Munich, Germany.
    2. Liew, Siew-Ling, 2016. "Review on Determinants of Capital Flight," MPRA Paper 70445, University Library of Munich, Germany.

  11. Kueh, Jerome Swee-Hui & Puah, Chin Hong & Liew, Venus Khim-Sen, 2010. "Macroeconomic Determinants of Direct Investment Abroad of Singapore," MPRA Paper 47243, University Library of Munich, Germany, revised 2013.

    Cited by:

    1. Warren Moraghen & Boopen Seetanah & Noor Sookia, 2019. "Explaining Heterogeneity in the Effect of the Exchange Rate and Exchange Rate Volatility on Foreign Direct Investment: A Meta‐Analysis Approach," African Development Review, African Development Bank, vol. 31(3), pages 275-291, September.

  12. Chin-Hong, Puah & Muzafar Shah, Habibullah & Venus Khim-Sen, Liew, 2009. "Is Money Neutral In Stock Market? The Case of Malaysia," MPRA Paper 24017, University Library of Munich, Germany, revised 2010.

    Cited by:

    1. Tang, Maggie May-Jean, 2016. "A Review of the Literature on Monetary Neutrality," MPRA Paper 70113, University Library of Munich, Germany.
    2. Kuek, Tai Hock, 2016. "A Review of Literature on Monetary Neutrality - The case of India," MPRA Paper 71962, University Library of Munich, Germany, revised 13 Jun 2016.
    3. Hiew, Lee-Chea & Puah, Chin-Hong & Habibullah, Muzafar Shah, 2013. "The Role of Advertising Expenditure in Measuring Indonesia’s Money Demand Function," MPRA Paper 50223, University Library of Munich, Germany.
    4. Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah, 2013. "Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money," MPRA Paper 50020, University Library of Munich, Germany.
    5. Wong, Soon-Ming & Loi, Siew-Ling, 2016. "Money Influence on Real Economy Activity: Evidences Review on Japanese Context," MPRA Paper 73559, University Library of Munich, Germany.

  13. Tuck Cheong Tang & Venus Khim-Sen Liew, 2009. "Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates," Monash Economics Working Papers 29-09, Monash University, Department of Economics.

    Cited by:

    1. Siphat Lim, 2021. "Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 146-153.

  14. Liew, Venus Khim-Sen, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," MPRA Paper 15550, University Library of Munich, Germany, revised 05 Jun 2009.

    Cited by:

    1. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," Global Economic Review, Taylor & Francis Journals, vol. 38(4), pages 385-395.
    2. Lee, Chin & Law, Chee-Hong, 2013. "The Effects of Trade Openness on Malaysian Exchange Rate," MPRA Paper 45185, University Library of Munich, Germany.

  15. Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Puah, Chin-Hong, 2009. "Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests," MPRA Paper 9915, University Library of Munich, Germany.

    Cited by:

    1. Cristina Boţa-Avram & Adrian Groşanu & Paula-Ramona Răchişan & Sorin Romulus Berinde, 2021. "Granger Causal Nexus between Good Public Governance and Unemployment: Evidence from Cross-Country Panel Data Investigation," JRFM, MDPI, vol. 14(2), pages 1-11, February.
    2. Gordana Marjanovic & Ljiljana Maksimovic & Nenad Stanisic, 2015. "Hysteresis and the NAIRU: The Case of Countries in Transition," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 503-515.
    3. Asiya Maskaeva & Mgeni Msafiri, 2021. "Youth unemployment hysteresis in South Africa: Macro-micro analysis," WIDER Working Paper Series wp-2021-20, World Institute for Development Economic Research (UNU-WIDER).
    4. Jarmila Botev & Annabelle Mourougane, 2017. "Fiscal Consolidation: What Are the Breakeven Fiscal Multipliers?," CESifo Economic Studies, CESifo Group, vol. 63(3), pages 295-316.
    5. Krzysztof Bartosik & Jerzy Mycielski, 2016. "Dynamika płac a długotrwałe bezrobocie w polskiej gospodarce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 435-462.
    6. Ifedolapo Olabisi Olanipekun & Seyi Saint Akadiri & Osundina Olawumi & Festus Victor Bekun, 2017. "Does Labor Market Hysteresis Hold in Low Income Countries?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 19-23.

  16. Venus Khim-Sen Liew & Tuck Cheong Tang, 2009. "An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia," Monash Economics Working Papers 25-09, Monash University, Department of Economics.

    Cited by:

    1. Olalekan Bashir Aworinde, 2014. "Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria," Economics Bulletin, AccessEcon, vol. 34(1), pages 271-286.
    2. Siphat Lim, 2021. "Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 146-153.

  17. Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu, 2009. "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries," MPRA Paper 15794, University Library of Munich, Germany.

    Cited by:

    1. Emmanuel Numapau Gyamfi & Adam Anokye Mohammed, 2017. "Validity of Purchasing Power Parity in BRICS under a DFA Approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(1), pages 17-28, February.
    2. Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong, 2014. "Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries," Economics Bulletin, AccessEcon, vol. 34(3), pages 1438-1447.
    3. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
    4. Venus khim-sen Liew, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," Economics Bulletin, AccessEcon, vol. 29(2), pages 1320-1329.
    5. E. N. Gyamfi & E. F. Appiah, 2019. "Further evidence on the validity of purchasing power parity in selected African countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 330-343, April.
    6. Robertson, Raymond & Kumar, Anil & Dutkowsky, Donald H., 2014. "Weak-form and strong-form purchasing power parity between the US and Mexico: A panel cointegration investigation," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 241-262.
    7. Shu-kam LEE & Paul Kwok-ching SHUM & Hugo Hin-to LEE & Kai-yin WOO, 2023. "Purchasing Power Parity Between China and Selected BRI Countries in Asia," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 86-108, September.
    8. Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon, 2012. "On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea," Economic Modelling, Elsevier, vol. 29(2), pages 326-332.

  18. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper 17715, University Library of Munich, Germany.

    Cited by:

    1. Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
    2. Tang, Maggie May-Jean, 2016. "A Review of the Literature on Monetary Neutrality," MPRA Paper 70113, University Library of Munich, Germany.
    3. Kuek, Tai Hock, 2016. "A Review of Literature on Monetary Neutrality - The case of India," MPRA Paper 71962, University Library of Munich, Germany, revised 13 Jun 2016.
    4. Ekpeno L. Effiong, 2014. "Exchange Rate Dynamics and Monetary Fundamentals: A Cointegrated SVAR Approach for Nigeria," Global Business Review, International Management Institute, vol. 15(2), pages 205-221, June.
    5. Chavan, Sumit Sunil & Shafighi, Najla, 2021. "Exchange Rate Determination in Asia," MPRA Paper 110622, University Library of Munich, Germany.
    6. Adawo, Monday A. & Effiong, Ekpeno L., 2013. "Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria," MPRA Paper 46407, University Library of Munich, Germany.
    7. Joseph Zhi Bin Ling & Albert K. Tsui & Zhaoyong Zhang, 2021. "Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models," Sustainability, MDPI, vol. 13(17), pages 1-20, September.
    8. Muhammad Kamran Khan & Jian-Zhou Teng & Muhammad Imran Khan, 2019. "Cointegration between macroeconomic factors and the exchange rate USD/CNY," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-15, December.
    9. Wong, Soon-Ming & Loi, Siew-Ling, 2016. "Money Influence on Real Economy Activity: Evidences Review on Japanese Context," MPRA Paper 73559, University Library of Munich, Germany.
    10. Works, Richard & Haan, Perry, 2017. "An Empirical Study of Japanese and South Korean Exchange Rates Using the Sticky-Price Monetary Theory," MPRA Paper 77235, University Library of Munich, Germany.
    11. Syed Ali Raza & Sahar Afshan, 2017. "Determinants of Exchange Rate in Pakistan: Revisited with Structural Break Testing," Global Business Review, International Management Institute, vol. 18(4), pages 825-848, August.

  19. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.

    Cited by:

    1. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
    2. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Documentos de Trabajo del ICAE 2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    3. Chia-Lin Chang & Michael McALeer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Tinbergen Institute Discussion Papers 18-011/III, Tinbergen Institute.
    4. Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
    5. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022. "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, vol. 45(C).
    6. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.

  20. Habibullah, M.S. & Dayang-Afizzah, A.M. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Testing nonlinear convergence in Malaysia,1965-2003," MPRA Paper 12110, University Library of Munich, Germany.

    Cited by:

    1. Stephen Dobson & Carlyn Ramlogan-Dobson & Eric Strobl, 2012. "Convergence or divergence in cross-country growth?," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(3), pages 417-424, November.
    2. Ahmet Kýndap & Tayyar Dogan, 2019. "Regional Economic Convergence and Spatial Spillovers in Turkey," International Econometric Review (IER), Econometric Research Association, vol. 11(1), pages 1-23, April.

  21. Liew, Venus Khim-Sen & Ling, Tai-Hu, 2008. "Real interest rate parity: evidence from East Asian economies relative to China," MPRA Paper 7291, University Library of Munich, Germany.

    Cited by:

    1. Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2016. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 133-150, April.
    2. Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS," Working Papers hal-00959475, HAL.
    3. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1117, Koc University-TUSIAD Economic Research Forum.
    4. Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022. "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, vol. 62(C).

  22. Ling, Tai-Hu & Venus, Khim-Sen Liew & Syed Khalid Wafa, Syed Azizi Wafa, 2008. "Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests," MPRA Paper 21601, University Library of Munich, Germany, revised Jan 2010.

    Cited by:

    1. Noor Zainab.Tunggal & Shariff Umar Shariff Abd. Kadir & Venus-Khim Sen Liew, 2018. "Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates," International Business Research, Canadian Center of Science and Education, vol. 11(11), pages 1-7, November.
    2. Navoda Edirisinghe & Selliah Sivarajasingham & John Nigel, 2015. "An Empirical Study of the Fisher Effect and the Dynamic Relationship between Inflation and Interest Rate in Sri Lanka," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(1), pages 47-62, January.
    3. Chong, Fen Nee & Liew, Venus Khim-Sen & Suhaimi, Rosita, 2016. "Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries?," MPRA Paper 107981, University Library of Munich, Germany.
    4. Navoda Edirisinghe & Selliah Sivarajasingham & John Nigel, 2015. "An Empirical Study of the Fisher Effect and the Dynamic Relationship between Inflation and Interest Rate in Sri Lanka," International Journal of Business and Social Research, LAR Center Press, vol. 5(1), pages 47-62, January.
    5. Rodionova, Alena (Родионова, Алена), 2014. "Formation of long-term rate of return: Fisher effect in the markets of public debt of developing countries [Формирование Долгосрочного Уровня Доходности: Эффект Фишера На Рынках Государственного До," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 116-139.

  23. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.

    Cited by:

    1. Wong, KKS & Chin, Lee & Azali, M, 2015. "Yen Synchronization among ASEAN-5, Korea and Japan: Evidence from The Multivariate GARCH Model," MPRA Paper 96863, University Library of Munich, Germany.

  24. Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007. "Day-of-the-week effects in selected East Asian stock markets," MPRA Paper 7299, University Library of Munich, Germany.

    Cited by:

    1. Leonard Grebe & Dirk Schiereck, 2024. "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1057-1094, December.
    2. Anwar, Yunita & Mulyadi, Martin Surya, 2009. "The day of the week effects in Indonesia, Singapore, and Malaysia stock market," MPRA Paper 16873, University Library of Munich, Germany.
    3. Chia Ricky Chee-Jiun & Lim Shiok Ye, 2011. "Stock Market Anomalies in South Africa and its Neighbouring Countries," Economics Bulletin, AccessEcon, vol. 31(4), pages 3123-3137.
    4. Balaban, Ercan & Ozgen, Tolga & Karidis, Socrates, 2018. "Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 905-915.
    5. Roberto Joaquín Santillán Salgado & Alejandro Fonseca Ramírez & Luis Nelson Romero, 2019. "The "day-of-the-week" effects in the exchange rate of Latin American currencies," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 485-507, Agosto 20.
    6. Chowdhury, Anup & Uddin, Moshfique & Anderson, Keith, 2022. "Trading behaviour and market sentiment: Firm-level evidence from an emerging Islamic market," Global Finance Journal, Elsevier, vol. 53(C).
    7. Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak, 2016. "Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(59), pages 73-94, March.

  25. Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007. "Fisher hypothesis: East Asian evidence from panel unit root tests," MPRA Paper 5432, University Library of Munich, Germany.

    Cited by:

    1. Salah A. Nusair, 2013. "Examining The Underlying Parity Conditions Sufficient For Real Interest Parity For Asian Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(01), pages 1-26.
    2. S, Surayya, 2018. "Alternative Specifications of Fisher Hypothesis: An Empirical Investigation," MPRA Paper 90320, University Library of Munich, Germany.
    3. Nurazilah Zainal & Annuar Md Nassir & Mohamed Hisham Yahya, 2014. "Fisher Effect: Evidence From Money Market in Malaysia," Journal of Social Science Studies, Macrothink Institute, vol. 1(2), pages 112-124, July.
    4. Somayeh Madadpour & Mohsen Asgari, 2019. "The puzzling relationship between stocks return and inflation: a review article," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 66(2), pages 115-145, June.

  26. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chan, Tze-Haw, 2007. "The real interest rate differential: international evidence based on nonlinear unit root tests," MPRA Paper 7300, University Library of Munich, Germany.

    Cited by:

    1. Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2016. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 133-150, April.
    2. Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS," Working Papers hal-00959475, HAL.
    3. Mohsen Bahmani‐Oskooee & Tsangyao Chang & Zahra (Mila) Elmi & Omid Ranjbar, 2019. "Real Interest Rate Parity And Fourier Quantile Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 348-358, July.
    4. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Hamzah, Nor Aishah, 2013. "Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model," Economic Modelling, Elsevier, vol. 35(C), pages 634-642.
    5. Harvey David I. & Leybourne Stephen J. & Whitehouse Emily J., 2018. "Testing for a unit root against ESTAR stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-29, February.
    6. Chang, Ming-Jen & Su, Che-Yi, 2015. "Does real interest rate parity really hold? New evidence from G7 countries," Economic Modelling, Elsevier, vol. 47(C), pages 299-306.
    7. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1117, Koc University-TUSIAD Economic Research Forum.
    8. Mehmet Altuntas, 2021. "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 327-349, July.
    9. Abdullah Gulcu & Dilem Yildirim, 2018. "Smooth Breaks And Nonlinear Mean Reversion In Real Interest Parity: Evidence From East Asian Countries," ERC Working Papers 1804, ERC - Economic Research Center, Middle East Technical University, revised Feb 2018.
    10. Ching-Chuan Tsong & Cheng-Feng Lee, 2013. "Further Evidence On Real Interest Rate Equalization: Panel Information, Non-Linearities And Structural Changes," Bulletin of Economic Research, Wiley Blackwell, vol. 65, pages 85-105, May.
    11. Juan Carlos Cuestas & Barry Harrison, 2009. "Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities," NBS Discussion Papers in Economics 2009/1, Economics, Nottingham Business School, Nottingham Trent University.

  27. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence: fresh evidence from the Nordic countries," MPRA Paper 3637, University Library of Munich, Germany, revised Mar 2007.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    2. Yaya, OlaOluwa S & Ling, Pui Kiew & Furuoka, Fumitaka & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu, 2018. "Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework," MPRA Paper 90517, University Library of Munich, Germany.
    3. Hakan SARIBAŞ, 2016. "Ana Akım Büyüme Modeli ve Yakınsama Hipotezlerinin Analizi: Panel Veri Yaklaşımı," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(30).
    4. Yaya, OlaOluwa S. & Ling, Pui Kiew & Furuoka, Fumitaka & Rose Ezeoke, Chinyere Mary & Jacob, Ray Ikechukwu, 2019. "Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework," International Economics, Elsevier, vol. 158(C), pages 51-63.

  28. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence? Evidence of non-linearity in the East Asian Economies: A comment," MPRA Paper 519, University Library of Munich, Germany.

    Cited by:

    1. Jahan, Sumbul, 2013. "Does Convergence Exist?," MPRA Paper 48836, University Library of Munich, Germany.

  29. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay, 2006. "Linearity and stationarity of South Asian real exchange rates," MPRA Paper 517, University Library of Munich, Germany.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    2. Samba Mbaye, 2012. "Real Exchange Rate Undervaluation and Growth: Is there a Total Factor Productivity Growth Channel?," CERDI Working papers halshs-00687948, HAL.

  30. Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Calendar anomalies in the Malaysian stock market," MPRA Paper 516, University Library of Munich, Germany.

    Cited by:

    1. Liew, Venus Khim-Sen & Rowland, Racquel, 2016. "The effect of Malaysia general election on stock market returns," MPRA Paper 107982, University Library of Munich, Germany.
    2. Ayman Abdalmajeed Ahmad Al-Smadi & Mahmoud Khalid Almsafir & Nur Hanis Hazwani Binti Husni, 2018. "Trends And Calendar Effects In Malaysia’S Stock Market," Romanian Economic Business Review, Romanian-American University, vol. 13(2), pages 15-22, June.
    3. Sumra Abbas & Attiya Yasmin Javid, 2015. "The Day-of-the-Week Anomaly in Market Returns, Volume and Volatility in SAARC Countries," PIDE-Working Papers 2015:129, Pakistan Institute of Development Economics.

  31. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping, 2005. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," MPRA Paper 15530, University Library of Munich, Germany.

    Cited by:

    1. Raihan, Selim & Abdullah, S M & Barkat, Aroni & Siddiqua, Salina, 2017. "Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach," MPRA Paper 77172, University Library of Munich, Germany.
    2. Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong, 2014. "Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries," Economics Bulletin, AccessEcon, vol. 34(3), pages 1438-1447.
    3. Venus khim-sen Liew, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," Economics Bulletin, AccessEcon, vol. 29(2), pages 1320-1329.
    4. Cavoli, Tony, 2012. "Exploring dimensions of regional economic integration in East Asia: More than the sum of its parts?," Journal of Asian Economics, Elsevier, vol. 23(6), pages 643-653.
    5. Shu‐kam Lee & Paul Kwok‐ching Shum & Kai‐yin Woo, 2024. "Tests of goods market integration between China and African BRI countries," International Studies of Economics, John Wiley & Sons, vol. 19(2), pages 223-246, June.
    6. Ching-Chuan Tsong, 2010. "Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach," International Economic Journal, Taylor & Francis Journals, vol. 24(3), pages 397-412.
    7. Paradiso, Antonio & Kumar, Saten & Lucchetta, Marcella, 2014. "Investigating the US consumer credit determinants using linear and non-linear cointegration techniques," Economic Modelling, Elsevier, vol. 42(C), pages 20-28.
    8. Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon, 2012. "On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea," Economic Modelling, Elsevier, vol. 29(2), pages 326-332.
    9. Lynda Atil & Hocine Fellag & Ana E. Sipols & M. T. Santos-Martín & Clara Simón Blas, 2024. "Non-linear Cointegration Test, Based on Record Counting Statistic," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2205-2230, October.
    10. Saten Kumar, 2016. "Is the US Consumer Credit Asymmetric?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 194-215, May.

  32. Venus Khim-Sen Liew, 2004. "On Autoregressive Order Selection Criteria," Computational Economics 0404001, University Library of Munich, Germany.

    Cited by:

    1. Mohammed Nur HUSSAIN & Nam HOANG, 2014. "Effects of Fiscal, Monetary, and Exchange rate policies on Output in 12 Asian Economies, 1974-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(2).
    2. Ladislava Grochova & Ludek Kouba, 2011. "Is Elite Political Stability a Necessary Condition for Economic Growth? An Empirical Evidence from the Baltic States," MENDELU Working Papers in Business and Economics 2011-15, Mendel University in Brno, Faculty of Business and Economics.
    3. Rialdi Azhar & Fajrin Satria Dwi Kesumah & Ambya Ambya & Febryan Kusuma Wisnu & Edwin Russel, 2020. "Application of Short-term Forecasting Models for Energy Entity Stock Price (Study on Indika Energi Tbk, JII)," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 294-301.

  33. Huzaimi Hussain & Venus Khim-Sen Liew, 2004. "Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil," International Finance 0405015, University Library of Munich, Germany.

    Cited by:

    1. Gnagne, Pascal Xavier & Bonga-Bonga, Lumengo, 2020. "The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 21-50.
    2. Yu Hsing, 2015. "Short-Run Determinants of the USD/MYR Exchange Rate," Economics Bulletin, AccessEcon, vol. 35(1), pages 97-105.
    3. Lumengo Bonga-Bonga & Jamela Hoveni, 2013. "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa in the 1995-2010 Period," South African Journal of Economics, Economic Society of South Africa, vol. 81(2), pages 260-274, June.
    4. Stefanescu, Razvan & Dumitriu, Ramona, 2013. "Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange," MPRA Paper 47229, University Library of Munich, Germany, revised 04 Apr 2013.

  34. Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, University Library of Munich, Germany.

    Cited by:

    1. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, University Library of Munich, Germany.
    2. Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May.

  35. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models," GE, Growth, Math methods 0307004, University Library of Munich, Germany.

    Cited by:

    1. Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003. "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods 0307005, University Library of Munich, Germany.

  36. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, University Library of Munich, Germany.

    Cited by:

    1. Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
    2. Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU," Working Papers 0716, University of Crete, Department of Economics.

  37. Venus Khim-sen Liew & Terence Tai-leung Chong, 2003. "Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria," Departmental Working Papers _152, Chinese University of Hong Kong, Department of Economics.

    Cited by:

    1. Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, University Library of Munich, Germany.

  38. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, University Library of Munich, Germany, revised 01 Nov 2004.

    Cited by:

    1. Dilem Yıldırım, 2016. "Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests," ERC Working Papers 1604, ERC - Economic Research Center, Middle East Technical University, revised Apr 2016.

  39. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance 0308003, University Library of Munich, Germany.

    Cited by:

    1. Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.
    2. Kim Hiang Liow, 2008. "Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 127-155, November.
    3. Trofimov, Ivan D., 2013. "Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(1), pages 87-112.

  40. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, University Library of Munich, Germany.

    Cited by:

    1. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, University Library of Munich, Germany, revised 01 Nov 2004.

  41. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau, 2003. "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5," International Trade 0308001, University Library of Munich, Germany.

    Cited by:

    1. Lin, Jeng-Bau & Liang, Chin-Chia & Yeh, Ming-Liang, 2011. "Examining nonlinear dynamics of exchange rates and forecasting performance based on the exchange rate parity of four Asian economies," Japan and the World Economy, Elsevier, vol. 23(2), pages 79-85, March.

  42. Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew, 2003. "Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets," Finance 0308001, University Library of Munich, Germany.

    Cited by:

    1. Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance 0312012, University Library of Munich, Germany.

  43. Chee Keong Choong & Zulkornain Yusop & Siong Hook Law & Venus Liew Khim Sen, 2003. "Financial Development and Economic Growth in Malaysia: The Stock Market Perspective," Macroeconomics 0307010, University Library of Munich, Germany.

    Cited by:

    1. Nageri Kamaldeen Ibraheem, 2020. "Ease of Doing Business and Capital Market Development in a Demand Following Hypothesis: Evidence from ECOWAS," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 30(4), pages 24-54, December.
    2. Al-Abdul Razag Bashier, 2015. "Economic Growth and Financial Development in Jordan: An ARDL Bounds Testing Approach," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 4(5), pages 270-284.
    3. Ho, Sin-Yu, 2017. "The Macroeconomic Determinants of Stock Market Development: Evidence from Malaysia," MPRA Paper 77232, University Library of Munich, Germany.
    4. Sin-Yu Ho, 2019. "The macroeconomic determinants of stock market development in Malaysia: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 21(2), pages 174-193.
    5. Akinci, Gönül Yüce & Akinci, Merter & Yilmaz, Ömer, 2014. "Financial Development-Economic Growth Nexus : A Panel Data Analysis Upon Oecd Countries," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 55(1), pages 33-50, June.
    6. Pradhan, Rudra P. & Arvin, Mak B. & Hall, John H. & Bahmani, Sahar, 2014. "Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries," Review of Financial Economics, Elsevier, vol. 23(4), pages 155-173.
    7. Tang, Hong Peng & Habibullah, Muzafar Shah & Puah, Chin-Hong, 2007. "Stock market and economic growth in selected Asian countries," MPRA Paper 37649, University Library of Munich, Germany.
    8. Babatunde Akinmade & Festus Fatai Adedoyin & Festus Victor Bekun, 2020. "The impact of stock market manipulation on Nigeria’s economic performance," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-28, December.
    9. Abu Nurudeen, 2009. "Does Stock Market Development Raise Economic Growth? Evidence from Nigeria," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 1(1), pages 015-026, December.

  44. Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, University Library of Munich, Germany, revised 01 Nov 2004.

    Cited by:

    1. Mohsen Bahmani-Oskooee & Ali M. Kutan & Su Zhou, 2009. "A century of PPP: supportive results from nonlinear unit root tests," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(1), pages 19-27.
    2. Abdul Qayyum & Muhammad Arshad Khan & Khair-U-Zaman, 2004. "Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 721-735.
    3. Frédérique Bec & Songlin Zeng, 2013. "Are Southeast Asian Real Exchange Rates Mean Reverting?," Post-Print hal-02979368, HAL.
    4. Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics 202, University of Gothenburg, Department of Economics.
    5. Shabbir Ahmad & Abdul Rashid, 2008. "Non-linear PPP in South Asia and China," Economics Bulletin, AccessEcon, vol. 6(17), pages 1-6.
    6. Ozdemir, Zeynel Abidin & Cakan, Esin, 2010. "The persistence in real exchange rate: Evidence from East Asian countries," Economic Modelling, Elsevier, vol. 27(5), pages 891-895, September.
    7. Shehu Usman Rano, Aliyu, 2008. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10343, University Library of Munich, Germany.
    8. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
    9. Zhou, Su, 2008. "Stationarity of Asian-Pacific real exchange rates," Economics Letters, Elsevier, vol. 98(1), pages 16-22, January.
    10. Saadet Kasman & Adnan Kasman & Duygu Ayhan, 2010. "Testing the Purchasing Power Parity Hypothesis for the New Member and Candidate Countries of the European Union: Evidence from Lagrange Multiplier Unit Root Tests with Structural Breaks," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 53-65, March.
    11. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chowdhury, Ibrahim, 2010. "Asymmetry dynamics in real exchange rates: New results on East Asian currencies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 648-661, October.
    12. Tsangyao Chang & Ding Li & Yang-Cheng Lu & Chia-Hao Lee, 2011. "Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3289-3298.
    13. Su Zhou, 2012. "Is the stationarity of the yen real exchange rates a puzzle? This paper attempts to shed light on the puzzling finding that the results of applying the conventional or nonlinear unit root tests to the," Working Papers 0005, College of Business, University of Texas at San Antonio.
    14. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.
    15. Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
    16. Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008. "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper 3406, University Library of Munich, Germany.
    17. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
    18. Ahmad Zubaidi Baharumshah & Siew-Voon Soon, 2012. "Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit," Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2921-2933, August.
    19. Mohsen Bahmani‐Oskooee & Ali M. Kutan & Su Zhou, 2008. "Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?," Southern Economic Journal, John Wiley & Sons, vol. 74(4), pages 1049-1062, April.
    20. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.
    21. Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling, 2010. "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1073-1077.
    22. Zhou, Su & Kutan, Ali M., 2011. "Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2479-2490, September.
    23. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2006. "Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2453-2459.
    24. Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2009. "Towards solving the PPP puzzle: evidence from 113 countries," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3057-3066.
    25. Jeff Hamrick & Murad Taqqu, 2009. "Testing diffusion processes for non-stationarity," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 509-551, July.
    26. Daniel Agyapong & Anokye M. Adam, 2012. "Exchange Rate Behaviour: Implication for West African Monetary Zone," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 215-228, October.
    27. Amna Nazeer & Wu Jun & Khuram Shafi & Liu Yan Yan & Javed Altaf Satti, 2015. "United State’s Dollar & Economic Escalation: A Co Integration Case," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(1), pages 336-344, January.
    28. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    29. Peter Wilson & Keen Meng Choy, 2007. "Prospects for enhanced exchange rate cooperation in East Asia: some preliminary findings from generalized PPP theory," Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 981-995.
    30. Steve Cook, 2008. "Non-linear unit root testing in the presence of heavy-tailed innovation processes," Economics Bulletin, AccessEcon, vol. 3(38), pages 1-10.
    31. Mohsen Bahmani‐Oskooee & Scott W. Hegerty, 2009. "Purchasing Power Parity In Less‐Developed And Transition Economies: A Review Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 617-658, September.
    32. Muniandy, Sithi V. & Uning, Rosemary, 2006. "Characterization of exchange rate regimes based on scaling and correlation properties of volatility for ASEAN-5 countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 585-598.
    33. Frederick Wallace, 2008. "Nonlinear unit root tests of PPP using long-horizon data," Economics Bulletin, AccessEcon, vol. 6(33), pages 1-8.
    34. Yavuz, Nilgün Çil & Yilanci, Veli, 2012. "Testing For Nonlinearity In G7 Macroeconomic Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 69-79, September.
    35. Kanas, Angelos & Genius, Margarita, 2005. "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, vol. 87(3), pages 407-413, June.
    36. Mohsen Bahmani-Oskooee & Abera Gelan, 2006. "Testing the PPP in the non-linear STAR Framework: Evidence from Africa," Economics Bulletin, AccessEcon, vol. 6(17), pages 1-15.
    37. Wu, Jyh-Lin & Lee, Hsiu-Yun, 2009. "A revisit to the non-linear mean reversion of real exchange rates: Evidence from a series-specific non-linear panel unit-root test," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 591-601, December.
    38. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim, 2009. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 51-54.
    39. Salah Nusair, 2012. "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, vol. 45(3), pages 221-246, August.
    40. Ching-Chuan Tsong, 2010. "Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach," International Economic Journal, Taylor & Francis Journals, vol. 24(3), pages 397-412.
    41. Ahmad Zubaidi Baharumshah & Evan Lau & Mudziviri T. Nziramasanga, 2010. "Purchasing Power Parity In African Countries: Evidence From Panel Suradf Test," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 40-56, March.
    42. Bahmani-Oskooee, Mohsen & Tankui, Altin, 2008. "The black market exchange rate vs. the official rate in testing PPP: Which rate fosters the adjustment process?," Economics Letters, Elsevier, vol. 99(1), pages 40-43, April.
    43. Su Zhou & Mohsen Bahmani-Oskooee & Ali M. Kutan, 2008. "Purchasing Power Parity before and after the Adoption of the Euro," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(1), pages 134-150, April.
    44. Venus Khim-Sen Liew, 2004. "Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?," Economics Bulletin, AccessEcon, vol. 6(8), pages 1-19.
    45. Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021. "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, vol. 98(C), pages 247-265.
    46. Matsuki, Takashi & Sugimoto, Kimiko, 2013. "Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break," Economic Modelling, Elsevier, vol. 34(C), pages 52-58.
    47. Khan, Muhammad Arshad & Qayyum, Abdul, 2007. "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper 6754, University Library of Munich, Germany.
    48. Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004. "Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002," MPRA Paper 2025, University Library of Munich, Germany, revised 2006.
    49. Bahmani-Oskooee, Mohsen & Kutan, Ali M. & Zhou, Su, 2007. "Testing PPP in the non-linear STAR framework," Economics Letters, Elsevier, vol. 94(1), pages 104-110, January.
    50. Venus Khim-Sen Liew & Kian-Ping Lim, 2005. "Income Divergence? Evidence of Non-linearity in the East Asian Economies," Economics Bulletin, AccessEcon, vol. 15(1), pages 1-7.
    51. Mohsen Bahmani-Oskooee & Omid Ranjbar, 2016. "Quantile unit root test and PPP: evidence from 23 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2899-2911, July.
    52. Lau, Evan & Baharumshah, Ahmad Zubaidi & Haw, Chan Tze, 2006. "Current account: mean-reverting or random walk behavior?," Japan and the World Economy, Elsevier, vol. 18(1), pages 90-107, January.
    53. Tsong, Ching-Chuan, 2011. "Testing for a unit root with covariates against nonlinear alternatives," Economic Modelling, Elsevier, vol. 28(3), pages 1226-1234, May.
    54. Lean Hooi Hooi & Russell Smyth, 2007. "Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2109-2120.
    55. Su Zhou, 2007. "Stationarity of Asian-Pacific real exchange rates," Working Papers 0012, College of Business, University of Texas at San Antonio.
    56. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
    57. S. M. Woahid Murad & Mohammad Amzad Hossain, 2018. "The ASEAN experience of the purchasing power parity theory," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-10, December.
    58. Brian Francis & Sunday Iyare, 2006. "Do exchange rates in caribbean and latin american countries exhibit nonlinearities?," Economics Bulletin, AccessEcon, vol. 6(14), pages 1-20.
    59. Kim, Bong-Han & Kim, Hong-Kee & Oh, Keun-Yeob, 2009. "The purchasing power parity of Southeast Asian currencies: A time-varying coefficient approach," Economic Modelling, Elsevier, vol. 26(1), pages 96-106, January.

  45. Khim-sen Liew & Kian-Ping Lim & Huzaimi Hussain, 2003. "Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries," International Trade 0307003, University Library of Munich, Germany.

    Cited by:

    1. Waseem Ahmad Parray & Javed Ahmad Bhat & Effat Yasmin & Sajad Ahmad Bhat, 2023. "Exchange Rate Changes and the J-curve Effect: Asymmetric Evidence from a Panel of Five Emerging Market Economies," Foreign Trade Review, , vol. 58(4), pages 524-543, November.
    2. Shah, Anwar & Majeed, Muhammad Tariq, 2014. "Real Exchange Rate and Trade Balance in Pakistan: An ARDL Co-integration Approach," MPRA Paper 57674, University Library of Munich, Germany.
    3. Sara Rafiq & Liu Hai Yun & Gulzar Ali, 2016. "Forecasting the Trend Analysis of Trade Balance of Pakistan: A Theoretical and Empirical Investigation," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(7), pages 188-214, July.
    4. Lwazi Senzo Ntshangase & Thando Ngozo, 2024. "Quantifying Fiscal Multipliers in South Africa: A Structural Var Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 16(2), pages 45-55.
    5. Suwanhirunkul, Suwijak & Masih, Mansur, 2018. "Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL," MPRA Paper 87541, University Library of Munich, Germany.
    6. Hicham Sadok, 2018. "The Effect of Exchange Rates on Trade Balance: An Empirical Study of Morocco," GATR Journals jber151, Global Academy of Training and Research (GATR) Enterprise.
    7. Alhaji Jibrilla Aliyu & Shehu Mohammed Tijjani & Caroline Elliott, 2015. "Asymmetric cointegration between exchange rate and trade balance in Nigeria," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1045213-104, December.
    8. Adznan, Syaima & Masih, Mansur, 2018. "Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL," MPRA Paper 91509, University Library of Munich, Germany.
    9. Tuck Cheong Tang, 2008. "Determinants of Malaysian Trade Balance: An ARDL Bound Testing Approach - A Commentary," Global Economic Review, Taylor & Francis Journals, vol. 37(1), pages 125-133.
    10. Waliullah & Mehmood Khan Kakar & Rehmatullah Kakar & Wakeel Khan, 2010. "The Determinants of Pakistan’s Trade Balance: An ARDL Cointegration Approach," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(1), pages 1-26, Jan-Jun.

  46. Kian-Ping Lim & Venus Khim-Sen Liew, 2003. "Testing for Non-Linearity in ASEAN Financial Markets," Finance 0308002, University Library of Munich, Germany.

    Cited by:

    1. Babangida, Jamilu Said, 2023. "Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 72, pages 23-37.
    2. Caraiani, Petre, 2012. "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, vol. 114(3), pages 329-331.

  47. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe, 2002. "Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions," MPRA Paper 511, University Library of Munich, Germany.

    Cited by:

    1. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    2. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
    3. Lin, Jeng-Bau & Liang, Chin-Chia & Yeh, Ming-Liang, 2011. "Examining nonlinear dynamics of exchange rates and forecasting performance based on the exchange rate parity of four Asian economies," Japan and the World Economy, Elsevier, vol. 23(2), pages 79-85, March.

  48. Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi, 2000. "Time series modelling and forecasting of Sarawak black pepper price," MPRA Paper 791, University Library of Munich, Germany.

    Cited by:

    1. Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, University Library of Munich, Germany.

Articles

  1. Fennee Chong & Venus Khim-Shen Liew, 2020. "New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter?," Economics Bulletin, AccessEcon, vol. 40(3), pages 2262-2274.

    Cited by:

    1. Fennee Chong, 2023. "Housing Price and Interest Rate Hike: A Tale of Five Cities in Australia," JRFM, MDPI, vol. 16(2), pages 1-13, January.

  2. Samina RIAZ & Venus Khim-Sen LIEW & Rossazana Bt Ab RAHIM, 2019. "The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 57-71, March.

    Cited by:

    1. Johannes P S Sheefeni, 2022. "Bank Capital Buffers and Bank Risks: Evidence from the Namibian Banking Sector," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 15(3), pages 60-68, December.

  3. Venus khim-sen Liew & Arunnan Balasubramaniam, 2017. "Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia," Economics Bulletin, AccessEcon, vol. 37(1), pages 38-47.

    Cited by:

    1. Edo, Samson & Osadolor, Nneka Esther & Dading, Isuwa Festus, 2020. "Growing external debt and declining export: The concurrent impediments in economic growth of Sub-Saharan African countries," International Economics, Elsevier, vol. 161(C), pages 173-187.
    2. Léleng Kebalo, 2020. "Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo," Economics Bulletin, AccessEcon, vol. 40(4), pages 2689-2703.
    3. Léleng Kebalo, 2020. "Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo," Post-Print hal-03157689, HAL.
    4. Woo, Chiew Eng & Kun, Sek Siok, 2019. "Examining Asymmetric Oil Price Exposure to Assets Return in Malaysia: A Nonlinear ARDL Approach," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(3), pages 23-41.

  4. Shirly Siew-Ling WONG & Chin-Hong PUAH & Shazali ABU MANSOR & Venus Khim-Sen LIEW, 2016. "Measuring Business Cycle Fluctuations: An Alternative Precursor To Economic Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 235-248.

    Cited by:

    1. Venus Khim-Sen Liew & Racquel Anak Rowland & Puah Chin Hong & Jerome Kueh Swee Hui & Rossazana Bt Ab Rahim & Shirly Wong Siew Ling, 2018. "Macroeconomic Instability Index and Malaysia Economic Performance," International Business Research, Canadian Center of Science and Education, vol. 11(3), pages 179-185, March.
    2. Hong Puah, Chin & Kuek, Tai Hock & Arip, M. Affendy, 2017. "Assessing Thailand’s financial vulnerability: An early warning approach," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 13(4), October.
    3. Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2019. "Predicting Financial Vulnerability in Malaysia: Evidence From the Signals Approach," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 89-98, December.
    4. Ann-Ni Soh & Chin-Hong Puah & M. Affendy Arip, 2019. "Forecasting Tourism Demand with Composite Indicator Approach for Fiji," Business and Economic Research, Macrothink Institute, vol. 9(4), pages 12-22, December.
    5. Soh, Ann-Ni, 2020. "A Review on the Leading Indicator Approach towards Economic Forecasting," MPRA Paper 103854, University Library of Munich, Germany.

  5. Thurai Murugan Nathan, Venus Khim-Sen Liew, Wing-Keung Wong & Venus Khim-Sen Liew & Wing-Keung Wong, 2016. "Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 39-51, March.

    Cited by:

    1. Arshian Sharif, Sahar Afshan, 2016. "Tourism Development and Real Effective Exchange Rate Revisited by Wavelet based Analysis: Evidence from France," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(2), pages 101-118, October.
    2. Fotio, Hervé Kaffo & Poumie, Boker & Baida, Louise Angèle & Nguena, Christian Lambert & Adams, Samuel, 2022. "A new look at the growth-renewable energy nexus: Evidence from a sectoral analysis in Sub-Saharan Africa," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 61-71.
    3. Syed Ali Raza & Syed Tehseen Jawaid & Mohammad Haris Siddiqui, 2016. "Electricity Consumption and Economic Growth in South Asia," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 17(2), pages 200-215, September.
    4. Raza Muhammad khan & Sohail Farooq & Muhammad Akram Gilal, 2020. "Electricity Consumption and Economic Growth: A Time-Series Study on Pakistan," Global Economics Review, Humanity Only, vol. 5(1), pages 24-37, March.
    5. Sajid Ali, 2016. "How does Interest rate effect Exchange rate of Pakistan. Evidence of ARDL Bound Testing Approach," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(2), pages 119-133, October.
    6. Saleem, 2016. "Impact of Monetary Policy on Private Investment: Evidence from Pakistan," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(2), pages 134-146, October.

  6. Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014. "Revisiting the Performance of MACD and RSI Oscillators," JRFM, MDPI, vol. 7(1), pages 1-12, February.
    See citations under working paper version above.
  7. Thurai Murugan Nathan & Venus Khim-Sen Liew, 2013. "Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 1(2), pages 59-66.

    Cited by:

    1. Agung Suwandaru & Thamer Alghamdi & Nurwanto Nurwanto, 2021. "Empirical Analysis on Public Expenditure for Education and Economic Growth: Evidence from Indonesia," Economies, MDPI, vol. 9(4), pages 1-13, October.

  8. Chin-Hong Puah & Shirly Siew-Ling Wong & Venus Khim-Sen Liew, 2013. "Testing rational expectations hypothesis in the manufacturing sector in Malaysia," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(2), pages 303-316, April.

    Cited by:

    1. Michael Fusillo & Hercules Haralambides, 2020. "Do carrier expectations indicate industry structure in container shipping? An econometric analysis," Journal of Shipping and Trade, Springer, vol. 5(1), pages 1-16, December.
    2. Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah, 2012. "Rationality of business operational forecasts: evidence from Malaysian distributive trade sector," MPRA Paper 37599, University Library of Munich, Germany.
    3. Paniagua, Jordi & Sapena, Juan, 2014. "Business performance and social media: Love or hate?," Business Horizons, Elsevier, vol. 57(6), pages 719-728.

  9. Venus khim-sen Liew & Thurai murugan Nathan & Wing-keung Wong, 2012. "Are Sectoral Outputs in Pakistan Led by Energy Consumption?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2326-2331.

    Cited by:

    1. Anthony N. Rezitis & Shaikh Mostak Ahammad, 2017. "Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 10, pages 1-17, November.
    2. Shahbaz, Muhammad, 2015. "Measuring Economic Cost of Electricity Shortage: Current Challenges and Future Prospects in Pakistan," MPRA Paper 67164, University Library of Munich, Germany, revised 12 Oct 2015.
    3. Fotio, Hervé Kaffo & Poumie, Boker & Baida, Louise Angèle & Nguena, Christian Lambert & Adams, Samuel, 2022. "A new look at the growth-renewable energy nexus: Evidence from a sectoral analysis in Sub-Saharan Africa," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 61-71.
    4. Thurai Murugan Nathan, Venus Khim-Sen Liew, Wing-Keung Wong & Venus Khim-Sen Liew & Wing-Keung Wong, 2016. "Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 39-51, March.
    5. Tiwari, Aviral Kumar & Eapen, Leena Mary & Nair, Sthanu R, 2021. "Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods," Energy Economics, Elsevier, vol. 94(C).
    6. Thurai Murugan Nathan & Venus Khim-Sen Liew, 2013. "Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 1(2), pages 59-66.
    7. Tang, Chor Foon & Shahbaz, Muhammad, 2013. "Sectoral analysis of the causal relationship between electricity consumption and real output in Pakistan," Energy Policy, Elsevier, vol. 60(C), pages 885-891.
    8. Roubaud, David & Shahbaz, Muhammad, 2018. "Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy," MPRA Paper 87212, University Library of Munich, Germany, revised 06 Jun 2018.
    9. Shahbaz, Muhammad, 2017. "Current Issues in Time-Series Analysis for the Energy-Growth Nexus; Asymmetries and Nonlinearities Case Study: Pakistan," MPRA Paper 82221, University Library of Munich, Germany, revised 19 Oct 2017.
    10. Mudassir Zaman & Farzana Shaheen & Azad Haider & Sadia Qamar, 2015. "Examining Relationship between Electricity Consumption and its Major Determinants in Pakistan," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 998-1009.
    11. Mehmood Mirza, Faisal & Bergland, Olvar & Afzal, Naila, 2014. "Electricity conservation policies and sectorial output in Pakistan: An empirical analysis," Energy Policy, Elsevier, vol. 73(C), pages 757-766.
    12. Palakiyèm Kpemoua, 2016. "Analyse De L'Impact De L'Energie Electrique Sur La Croissance Economique Du Togo," Working Papers hal-01491861, HAL.
    13. Ali, Akhter & Rahut, Dil Bahadur & Imtiaz, Muhammad, 2019. "Effects of Pakistan's energy crisis on farm households," Utilities Policy, Elsevier, vol. 59(C), pages 1-1.

  10. Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon, 2012. "On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea," Economic Modelling, Elsevier, vol. 29(2), pages 326-332.

    Cited by:

    1. Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong, 2014. "Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries," Economics Bulletin, AccessEcon, vol. 34(3), pages 1438-1447.
    2. Lim, Shiok Ye & Ho, Chong Mun, 2013. "Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach," Economic Modelling, Elsevier, vol. 32(C), pages 136-145.
    3. Shu‐kam Lee & Paul Kwok‐ching Shum & Kai‐yin Woo, 2024. "Tests of goods market integration between China and African BRI countries," International Studies of Economics, John Wiley & Sons, vol. 19(2), pages 223-246, June.
    4. Andrew Phiri, 2017. "Nonlinear adjustment effects in the purchasing power parity," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 60(2), pages 14-38.
    5. Kai Yin Woo & Shu Kam Lee, 2018. "Price convergence in the UK supermarket chains: Evidence from nonlinear cointegration approach," Economics and Business Letters, Oviedo University Press, vol. 7(3), pages 115-125.
    6. Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.
    7. Shu-kam LEE & Paul Kwok-ching SHUM & Hugo Hin-to LEE & Kai-yin WOO, 2023. "Purchasing Power Parity Between China and Selected BRI Countries in Asia," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 86-108, September.

  11. Venus Khim-Sen Liew & Tuck Cheong Tang, 2010. "An empirical investigation of purchasing power parity for a transition economy - Cambodia," Economics Bulletin, AccessEcon, vol. 30(2), pages 1025-1031.
    See citations under working paper version above.
  12. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chowdhury, Ibrahim, 2010. "Asymmetry dynamics in real exchange rates: New results on East Asian currencies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 648-661, October.

    Cited by:

    1. Su, Chi-Wei & Tsangyao, Chang & Chang, Hsu-Ling, 2011. "Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 839-845, October.
    2. Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
    3. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Ron Mittelhammer, 2010. "Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies," Global Economic Review, Taylor & Francis Journals, vol. 39(4), pages 351-364.
    4. Habimana, Olivier, 2018. "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper 87823, University Library of Munich, Germany.
    5. Cheng, Che-Hui & Wu, Po-Chin, 2013. "Nonlinear earnings persistence," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 156-168.
    6. Salah Nusair, 2012. "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, vol. 45(3), pages 221-246, August.
    7. Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.
    8. Ma, Wei & Li, Haiqi & Park, Sung Y., 2017. "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 211-222.
    9. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Wohar, Mark E., 2017. "Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 245-257.

  13. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Ron Mittelhammer, 2010. "Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies," Global Economic Review, Taylor & Francis Journals, vol. 39(4), pages 351-364.

    Cited by:

    1. Po-Chin Wu & Chia-Jui Chang, 2017. "Nonlinear impacts of debt ratio and term spread on inward FDI performance persistence," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(3), pages 369-388, December.
    2. Zixiong Xie & Shyh-Wei Chen & An-Chi Wu, 2023. "Real interest rate parity in the Pacific Rim countries: new empirical evidence," Empirical Economics, Springer, vol. 64(3), pages 1471-1515, March.

  14. Tai-Hu Ling & Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa, 2010. "Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 52(2), pages 273-285, June.

    Cited by:

    1. Noor Zainab.Tunggal & Shariff Umar Shariff Abd. Kadir & Venus-Khim Sen Liew, 2018. "Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates," International Business Research, Canadian Center of Science and Education, vol. 11(11), pages 1-7, November.
    2. Chong, Fen Nee & Liew, Venus Khim-Sen & Suhaimi, Rosita, 2016. "Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries?," MPRA Paper 107981, University Library of Munich, Germany.
    3. Rodionova, Alena (Родионова, Алена), 2014. "Formation of long-term rate of return: Fisher effect in the markets of public debt of developing countries [Формирование Долгосрочного Уровня Доходности: Эффект Фишера На Рынках Государственного До," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 116-139.

  15. Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010. "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, vol. 30(4), pages 2642-2655.
    See citations under working paper version above.
  16. Chin-Hong Puah & Muzafar Shah Habibullah & Venus Khim-Sen Liew, 2010. "Is money neutral in stock market? The case of Malaysia," Economics Bulletin, AccessEcon, vol. 30(3), pages 1852-1861.
    See citations under working paper version above.
  17. Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling, 2010. "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1073-1077.
    See citations under working paper version above.
  18. Ahmad Zubaidi Baharumshah & Venus Khim‐Sen Liew & Chan Tze Haw, 2009. "The Real Interest Rate Differential: International Evidence Based On Non‐Linear Unit Root Tests," Bulletin of Economic Research, Wiley Blackwell, vol. 61(1), pages 83-94, January.
    See citations under working paper version above.
  19. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," Global Economic Review, Taylor & Francis Journals, vol. 38(4), pages 385-395.
    See citations under working paper version above.
  20. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim, 2009. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 51-54.
    See citations under working paper version above.
  21. Venus khim-sen Liew, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," Economics Bulletin, AccessEcon, vol. 29(2), pages 1320-1329.
    See citations under working paper version above.
  22. Venus Khim-Sen Liew & Yusuf Ahmad, 2009. "Income convergence: fresh evidence from the Nordic countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1245-1248.
    See citations under working paper version above.
  23. Chee-keong Choong & Venus khim-sen Liew, 2009. "Impact of foreign direct investment volatility on economic growth of asean-5 countries," Economics Bulletin, AccessEcon, vol. 29(3), pages 1829-1841.

    Cited by:

    1. Dalila Nicet-Chenaf & Eric Rougier & Kamel Abdellah, 2012. "FDI and macroeconomic volatility: a close-up on the source countries," Post-Print hal-00798467, HAL.
    2. Jellal, Mohamed, 2014. "Diaspora transferts et volatilité économique [Diaspora transfers and economic volatility]," MPRA Paper 57288, University Library of Munich, Germany.
    3. Ranajit Bairagi, 2017. "Impact of foreign direct investment volatility on economic development in the Indian subcontinent," The World Economy, Wiley Blackwell, vol. 40(12), pages 2832-2853, December.
    4. Clark Don P. & Highfill Jannett & de Oliveira Campino Jonas & Rehman Scheherazade S., 2011. "FDI, Technology Spillovers, Growth, and Income Inequality: A Selective Survey," Global Economy Journal, De Gruyter, vol. 11(2), pages 1-44, July.
    5. Dalila Nicet-Chenaf & Eric Rougier, 2014. "Source and host country volatility and FDI: A gravity analysis of European investment to Middle East and North Africa," Working Papers hal-00985795, HAL.
    6. Muhammad Shahbaz & Mohammad Mafizur Rahman, 2012. "The Dynamic of Financial Development, Imports, Foreign Direct Investment and Economic Growth: Cointegration and Causality Analysis in Pakistan," Global Business Review, International Management Institute, vol. 13(2), pages 201-219, June.
    7. D. Nicet-Chenaf & Eric Rougier, 2014. "Output volatility and FDI to Middle-East and North-African countries: A close-up on the source countries," Post-Print hal-02273243, HAL.
    8. Opperman, Pieter & Adjasi, Charles Komla Delali, 2017. "The determinants of private capital flow volatility in Sub-Saharan African countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 312-320.
    9. Augustine C. Odo & Nathaniel E. Urama & Joseph Chukwudi Odionye, 2024. "Volatile capital flows and economic growth in sub-Saharan Africa: the role of transparency," Empirical Economics, Springer, vol. 67(4), pages 1801-1827, October.

  24. Chong, Terence Tai-Leung & Hinich, Melvin J. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Time series test of nonlinear convergence and transitional dynamics," Economics Letters, Elsevier, vol. 100(3), pages 337-339, September.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    2. Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021. "Price convergence: Representation and testing," Economic Modelling, Elsevier, vol. 104(C).
    3. Maria Christidou & Theodore Panagiotidis & Abhijit Sharma, 2013. "On the stationarity of per capita carbon dioxide emissions over a century," Koç University-TUSIAD Economic Research Forum Working Papers 1317, Koc University-TUSIAD Economic Research Forum.
    4. Habibullah, M.S. & Dayang-Afizzah, A.M. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Testing nonlinear convergence in Malaysia,1965-2003," MPRA Paper 12110, University Library of Munich, Germany.
    5. Omid Ranjbar & Tsangyao Chang & Chien-Chiang Lee & Zahra Mila Elmi, 2018. "Catching-up process in the transition countries," Economic Change and Restructuring, Springer, vol. 51(3), pages 249-278, August.
    6. Silva Lopes, Artur, 2016. "A simple proposal to improve the power of income convergence tests," Economics Letters, Elsevier, vol. 138(C), pages 92-95.
    7. Tunali, Çiǧdem Börke & Yilanci, Veli, 2010. "Are per capita incomes of MENA countries converging or diverging?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4855-4862.
    8. Joanna Tyrowicz & Piotr Wojcik, 2011. "Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 3(1), pages 59-79, July.
    9. Lau, Marco Chi Keung & Fung, Ka Wai Terence, 2013. "Convergence in Health Care Expenditure of 14 EU Countries: New Evidence from Non-linear Panel Unit Root Test," MPRA Paper 52871, University Library of Munich, Germany.
    10. Abdul-Rahim, A.S. & Mohd-Shahwahid, H.O., 2012. "Sustainable forest management policy and the analysis of convergence effects on timber production," Forest Policy and Economics, Elsevier, vol. 22(C), pages 60-64.
    11. Silva Lopes, Artur C., 2021. "Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test," MPRA Paper 107676, University Library of Munich, Germany, revised 19 Mar 2021.
    12. Ahmed, Mumtaz & Khan, Atif Maqbool & Bibi, Salma & Zakaria, Muhammad, 2017. "Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 86-97.
    13. Juan Carlos Cuestas & Javier Ordóñez, 2012. "Smooth Transitions, Asymmetric Adjustment and Unit Roots," Working Papers 2012012, The University of Sheffield, Department of Economics.
    14. Stephen Dobson & Carlyn Ramlogan-Dobson & Eric Strobl, 2012. "Convergence or divergence in cross-country growth?," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(3), pages 417-424, November.
    15. Juan Carlos Cuestas & Carlyn Ramlogan-Dobson, 2013. "Convergence of Inflationary Shocks: Evidence from the Caribbean," The World Economy, Wiley Blackwell, vol. 36(9), pages 1229-1243, September.
    16. 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.
    17. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    18. Ceylan, Reşat & Abiyev, Vasif, 2016. "An examination of convergence hypothesis for EU-15 countries," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 96-105.
    19. Silva Lopes, Artur, 2020. "Revisiting income convergence with DF-Fourier tests: old evidence with a new test," MPRA Paper 102208, University Library of Munich, Germany.
    20. King, Alan & Ramlogan-Dobson, Carlyn, 2011. "Nonlinear time-series convergence: The role of structural breaks," Economics Letters, Elsevier, vol. 110(3), pages 238-240, March.
    21. Erdmann, Anett & Arilla, Ramón & Ponzoa, José M., 2022. "Search engine optimization: The long-term strategy of keyword choice," Journal of Business Research, Elsevier, vol. 144(C), pages 650-662.
    22. Juan Carlos Cuestas & Carlyn Dobson, 2011. "Inflation persistence: Implication for a monetary union in the Caribbean," Working Papers 2011017, The University of Sheffield, Department of Economics.
    23. neifar, malika, 2020. "Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎," MPRA Paper 103232, University Library of Munich, Germany.
    24. Malika Neifar & Leila Gharbi, 2022. "Weak EMH and Canadian stock markets: evidence from linear and nonlinear unit root tests," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 14(4), pages 629-651, December.
    25. Herrerias, M.J. & Liu, G., 2013. "Electricity intensity across Chinese provinces: New evidence on convergence and threshold effects," Energy Economics, Elsevier, vol. 36(C), pages 268-276.
    26. Mariam Camarero & Yurena Mendoza & Javier Ordóñez, 2011. "Re-examining CO2 emissions. Is the assessment of convergence meaningless?," Working Papers 2011/06, Economics Department, Universitat Jaume I, Castellón (Spain).
    27. Habibullah, Muzafar & Affizzah Awang Marikan, Dayang & senliew, venus & Lim, kian, 2013. "Testing Nonlinear Convergence in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 47(1), pages 155-162.
    28. neifar, malika, 2020. "Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎," MPRA Paper 103175, University Library of Munich, Germany.
    29. King, Alan & Ramlogan-Dobson, Carlyn, 2015. "Is Africa Actually Developing?," World Development, Elsevier, vol. 66(C), pages 598-613.
    30. Resat CEYLAN, 2018. "Kirilgan Beslide Cari Aciklarin Surdurulebilirligi: Dogrusal Olmayan Birim Kok Testleri Ile Kanitlar," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 18(1), pages 121-134.
    31. José Noguera-Santaella, 2017. "Is Sub-Saharan Africa catching up?," Empirical Economics, Springer, vol. 52(2), pages 555-575, March.
    32. Christos Emmanouilides & Panos Fousekis, 2009. "Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States," Economics Bulletin, AccessEcon, vol. 29(1), pages 182-189.
    33. Chi Lau & Ka Fung & Lee Pugalis, 2014. "Is health care expenditure across Europe converging? Findings from the application of a nonlinear panel unit root test," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 137-156, December.

  25. Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Syed Azizi Wafa Syed Khalid Wafa, 2008. "Day-of-the-week effects in Selected East Asian stock markets," Economics Bulletin, AccessEcon, vol. 7(5), pages 1-8.
    See citations under working paper version above.
  26. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Nor Aishah Hamzah, 2008. "Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 15(12), pages 955-958.

    Cited by:

    1. Kumar Narayan, Paresh & Narayan, Seema & Popp, Stephan, 2010. "Energy consumption at the state level: The unit root null hypothesis from Australia," Applied Energy, Elsevier, vol. 87(6), pages 1953-1962, June.
    2. Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
    3. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    4. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1117, Koc University-TUSIAD Economic Research Forum.
    5. Mehmet Altuntas, 2021. "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 327-349, July.
    6. Abdullah Gulcu & Dilem Yildirim, 2018. "Smooth Breaks And Nonlinear Mean Reversion In Real Interest Parity: Evidence From East Asian Countries," ERC Working Papers 1804, ERC - Economic Research Center, Middle East Technical University, revised Feb 2018.
    7. Kisswani, Khalid/ M. & Nusair, Salah/ A., 2011. "Non-linear convergence in Asian interest rates and inflation rates," MPRA Paper 34179, University Library of Munich, Germany.
    8. Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022. "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, vol. 62(C).

  27. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
    See citations under working paper version above.
  28. Huay-Huay Lee & Hock-Ann Lee & Venus Khim-Sen Liew, 2007. "India-ASEAN-5 Economic Integration: Impact of Liberalization," The IUP Journal of Applied Economics, IUP Publications, vol. 0(6), pages 7-20, November.

    Cited by:

    1. Zhao, Tiantian & Institute of Research, Asian, 2020. "The Changes and Implications of Indian Maritime Diplomacy Policy during Modi Administration," SocArXiv qb32d, Center for Open Science.
    2. Rutten, Martine & Chant, Lindsay & Meijerink, Gerdien, 2011. "Sit down at the ballgame: How trade barriers have made the world less food secure," Conference papers 332154, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    3. Chandrima Sikdar & Biswajit Nag, 2011. "Impact of India-ASEAN Free Trade Agreement: A cross-country analysis using applies general equilibrium modelling," Working Papers 10711, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
    4. Zhao, Tiantian & Institute of Research, Asian, 2020. "The Changes and Implications of Indian Maritime Diplomacy Policy during Modi Administration," OSF Preprints jt5gp, Center for Open Science.
    5. yean, tham siew & Yi, Andrew Kam Jia, 2014. "Reassessing the Impact of the ASEAN-India Free Trade Agreement," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 48(2), pages 99-110.

  29. Venus Khim-Sen Liew & Wing-Keung Wong & Zhuo Qiao, 2007. "Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model," Economics Bulletin, AccessEcon, vol. 6(27), pages 1-7.

    Cited by:

    1. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Documentos de Trabajo del ICAE 2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Chia-Lin Chang & Michael McALeer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Tinbergen Institute Discussion Papers 18-011/III, Tinbergen Institute.
    3. Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
    4. Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
    5. Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
    6. Fedorova, Elena, 2011. "Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective," BOFIT Discussion Papers 24/2011, Bank of Finland Institute for Emerging Economies (BOFIT).

  30. Huzaimi Hussain & Venus Khim Sen Liew, 2006. "Money Demand In Malaysia: Further Empirical Evidence," The IUP Journal of Applied Economics, IUP Publications, vol. 0(6), pages 17-27, November.

    Cited by:

    1. Hong, Puah & Leong, Choi-Meng & Mansor, Shazali & Lau, Evan, 2018. "Revisiting Money Demand in Malaysia: Simple-Sum versus Divisia Monetary Aggregates," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(2), pages 267-278.

  31. Venus Khim-Sen Liew & Kian-Ping Lim & Chin-Hong Puah, 2006. "New Evidence On The Output-Inflation Trade-Off From Asean-5 Economies," The IUP Journal of Applied Economics, IUP Publications, vol. 0(2), pages 16-25, March.

    Cited by:

    1. Sim, Chong Yang, 2021. "A Review on Output-Inflation Trade-off Based on New Classical and New Keynesian Theories," MPRA Paper 105767, University Library of Munich, Germany.

  32. Ahmad Baharumshah & Venus Liew, 2006. "Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models," Open Economies Review, Springer, vol. 17(2), pages 235-251, April.

    Cited by:

    1. Yun Zhou & Xuxu Zhu, 2025. "Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 200-215, January.
    2. Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
    3. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.
    4. Hu, Junjuan & Chen, Zhenlong, 2016. "A unit root test against globally stationary ESTAR models when local condition is non-stationary," Economics Letters, Elsevier, vol. 146(C), pages 89-94.
    5. Christian Grisse & Thomas Nitschka, 2014. "Exchange rate returns and external adjustment: evidence from Switzerland," Working Papers 2014-12, Swiss National Bank.
    6. Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003. "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods 0307005, University Library of Munich, Germany.
    7. Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi, 2010. "Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?," MPRA Paper 26326, University Library of Munich, Germany.
    8. Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, vol. 28(1), pages 47-59, February.
    9. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    10. Mohsen Bahmani‐Oskooee & Scott W. Hegerty, 2009. "Purchasing Power Parity In Less‐Developed And Transition Economies: A Review Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 617-658, September.
    11. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
    12. Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008. "Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6518, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    13. Firat Melih Yilmaz & Ozer Arabaci, 2021. "Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 217-245, January.

  33. Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-5.

    Cited by:

    1. Ahmed Bensaida, 2012. "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 51-64, July.
    2. Bayraci, Selcuk, 2007. "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper 28095, University Library of Munich, Germany.
    3. Terence Tai-Leung Chong & Chi-Leung Wong & Venus Liew, 2006. "Estimation of the Autoregressive Order in the Presence of Measurement Errors," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-10.
    4. Hafidh, Aula Ahmad, 2021. "Responses of Islamic banking variables to monetary policy shocks in Indonesia," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 28, pages 174-190.
    5. Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, University Library of Munich, Germany.

  34. Venus Khim-Sen Liew & Chee-Keong Choong & Evan Lau & Kian-Ping Lim, 2005. "Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia," Economics Bulletin, AccessEcon, vol. 6(11), pages 1-16.

    Cited by:

    1. Brian Francis & Sunday Iyare, 2006. "Do exchange rates in caribbean and latin american countries exhibit nonlinearities?," Economics Bulletin, AccessEcon, vol. 6(14), pages 1-20.

  35. Venus Khim-Sen Liew & Kian-Ping Lim, 2005. "Income Divergence? Evidence of Non-linearity in the East Asian Economies," Economics Bulletin, AccessEcon, vol. 15(1), pages 1-7.

    Cited by:

    1. Evan Lau & Koon Po Lee, 2008. "Interdependence of income between China and ASEAN‐5 countries," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 1(2), pages 148-161, June.
    2. Habibullah, M.S. & Dayang-Afizzah, A.M. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Testing nonlinear convergence in Malaysia,1965-2003," MPRA Paper 12110, University Library of Munich, Germany.
    3. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
    4. Venus Khim-Sen Liew & Yusuf Ahmad, 2009. "Income convergence: fresh evidence from the Nordic countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1245-1248.
    5. Duasa, Jarita, 2008. "Income convergence of divergence? Study on selected Muslim countries," MPRA Paper 11563, University Library of Munich, Germany.
    6. Matsuki, Takashi, 2019. "Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break," Economic Modelling, Elsevier, vol. 82(C), pages 99-118.
    7. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    8. Jahan, Sumbul, 2013. "Does Convergence Exist?," MPRA Paper 48836, University Library of Munich, Germany.
    9. Habibullah, Muzafar & Affizzah Awang Marikan, Dayang & senliew, venus & Lim, kian, 2013. "Testing Nonlinear Convergence in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 47(1), pages 155-162.
    10. Burcu Ozcan, 2014. "Does Income Converge among EU Member Countries following the Post-War Period? Evidence from the PANKPSS Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-38, October.
    11. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence? Evidence of non-linearity in the East Asian Economies: A comment," MPRA Paper 519, University Library of Munich, Germany.

  36. Kian-Ping Lim & Melvin J. Hinich & Venus Khim-Sen Liew, 2005. "Statistical Inadequacy of GARCH Models for Asian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 4(3), pages 263-279, December.

    Cited by:

    1. Phillip Wild & Melvin J. Hinich & John Foster, 2008. "Are Daily and Weekly Load and Spot Price Dynamics in Australia's National Electricity Market Governed by Episodic Nonlinearity?," Discussion Papers Series 368, School of Economics, University of Queensland, Australia.
    2. Phillip Wild & Melvin J. Hinich & John Foster, 2008. "The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market," Discussion Papers Series 367, School of Economics, University of Queensland, Australia.
    3. Vinodh Madhavan & Partha Ray, 2018. "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 13-35, March.
    4. Coronado-Ramírez, Semei L. & Porras-Serrano, Jesús & Venegas-Martínez, Francisco, 2011. "Estructuras no lineales en mercados eficientes: el caso IBEX-35," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Perrotini-Hernández, Ignacio (ed.), Economía: Teoría y Métodos, volume 1, chapter 8, pages 116-129, Escuela Superior de Economía, Instituto Politécnico Nacional.
    5. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.

  37. Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June.
    See citations under working paper version above.
  38. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshahb & Evan Laub, 2004. "Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(6), pages 7-18, November.

    Cited by:

    1. Feess, E. & Muehlheusser, G. & Walzl, M., 2004. "Unfair contests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    2. Noor Zainab.Tunggal & Shariff Umar Shariff Abd. Kadir & Venus-Khim Sen Liew, 2018. "Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates," International Business Research, Canadian Center of Science and Education, vol. 11(11), pages 1-7, November.
    3. Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
    4. Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June.
    5. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, University Library of Munich, Germany.
    6. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau, 2003. "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5," International Trade 0308001, University Library of Munich, Germany.
    7. Venus khim-sen Liew, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," Economics Bulletin, AccessEcon, vol. 29(2), pages 1320-1329.
    8. Daniel Agyapong & Anokye M. Adam, 2012. "Exchange Rate Behaviour: Implication for West African Monetary Zone," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 215-228, October.
    9. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim, 2009. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 51-54.
    10. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, University Library of Munich, Germany.
    11. Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004. "Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002," MPRA Paper 2025, University Library of Munich, Germany, revised 2006.

  39. Venus Khim-Sen Liew, 2004. "Which Lag Length Selection Criteria Should We Employ?," Economics Bulletin, AccessEcon, vol. 3(33), pages 1-9.

    Cited by:

    1. Jelilov Gylych & Abdullahi Ahmad Jbrin & Bilal Celik & Abdurrahman Isik, 2020. "The Effect of Oil Price Fluctuation on the Economy of Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 461-468.
    2. Bloch, Harry & Rafiq, Shuddhasattwa & Salim, Ruhul, 2015. "Economic growth with coal, oil and renewable energy consumption in China: Prospects for fuel substitution," Economic Modelling, Elsevier, vol. 44(C), pages 104-115.
    3. Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.
    4. Mohamed Arouri & Arif Billah Dar & Niyati Bhanja & Aviral Kumar Tiwari & FrédéricTeulon, 2014. "Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India," Working Papers 2014-88, Department of Research, Ipag Business School.
    5. Asongu, Simplice A, 2013. "Does Money Matter in Africa? New Empirics on Long- and Short-run Effects of Monetary Policy on Output and Prices," MPRA Paper 48494, University Library of Munich, Germany.
    6. Asif Reza Anik & Sanzidur Rahman, 2021. "Commercial Energy Demand Forecasting in Bangladesh," Energies, MDPI, vol. 14(19), pages 1-22, October.
    7. Kegomoditswe Koitsiwe & Tsuyoshi Adachi, 2017. "Linkages between mining and non-mining sectors in Botswana," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 30(2), pages 95-105, July.
    8. Tobias A. Jopp, 2014. "How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds," Working Papers 0052, European Historical Economics Society (EHES).
    9. Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2019. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited," Working Papers of the African Governance and Development Institute. 19/085, African Governance and Development Institute..
    10. Simplice Asongu, 2013. "How Would Population Growth Affect Investment in the Future? Asymmetric Panel Causality Evidence for Africa," African Development Review, African Development Bank, vol. 25(1), pages 14-29.
    11. Shahbaz, Muhammad & Islam , Faridul & Shabbir, Muhammad Shahbaz, 2012. "Phillips Curve in a Small Open Economy: A Time Series Exploration of North Cyprus," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 35(4), pages 113-130, December.
    12. Asghar, Zahid & Abid, Irum, 2007. "Performance of lag length selection criteria in three different situations," MPRA Paper 40042, University Library of Munich, Germany.
    13. Luo, Yulong & Zeng, Weiliang & Wang, Yueqiang & Li, Danzhou & Hu, Xianbiao & Zhang, Hua, 2021. "A hybrid approach for examining the drivers of energy consumption in Shanghai," Renewable and Sustainable Energy Reviews, Elsevier, vol. 151(C).
    14. Neha SETH & Yogesh KUMAR, 2023. "Market mood index and stock market. Evidence from National Stock Exchange," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(634), S), pages 263-272, Spring.
    15. Phouthanouphet Saysombath, 2014. "An Examination of the Causal Relationship between Budget Deficit and Inflation: a Case Study of Lao PDR," Journal of Social and Development Sciences, AMH International, vol. 5(2), pages 43-49.
    16. Ibhagui, Oyakhilome, 2021. "How do sovereign risk, equity and foreign exchange derivatives markets interact?," Economic Modelling, Elsevier, vol. 97(C), pages 58-78.
    17. Simplice Anutechia, Asongu, 2010. "Linkages between Financial Development and Openness: panel evidence from developing countries," MPRA Paper 26926, University Library of Munich, Germany.
    18. Aviral Kumar Tiwari, 2011. "A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India," Economics Bulletin, AccessEcon, vol. 31(2), pages 1793-1806.
    19. Xuezhi Qin & Benson Otieno Ndiege, 2013. "Role of Financial Development in Economic Growth: Evidence from Savings and Credits Cooperative Societies in Tanzania," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(2), pages 115-125, April.
    20. Grigori Fainstein & Igor Novikov, 2011. "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 20-45, June.
    21. Yaya Keho, 2021. "Real Exchange Rate and Trade Balance Dynamics in Cote d Ivoire," International Journal of Economics and Financial Issues, Econjournals, vol. 11(1), pages 61-70.
    22. P.K. Mishra, 2011. "Dynamics of the Relationship between Mutual Funds Investment Flow and Stock Market Returns in India," Vision, , vol. 15(1), pages 31-40, March.
    23. Michele Anelli & Michele Patanè & Mario Toscano & Alessio Gioia, 2021. "The Evolution of the Lead-lag Markets in the Price Discovery Process of the Sovereign Credit Risk: the Case of Italy," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(2), pages 1-7.
    24. Caldeira, Carla & Swei, Omar & Freire, Fausto & Dias, Luis C. & Olivetti, Elsa A. & Kirchain, Randolph, 2019. "Planning strategies to address operational and price uncertainty in biodiesel production," Applied Energy, Elsevier, vol. 238(C), pages 1573-1581.
    25. Rashmi Banga, 2014. "Has South Asia Benefited from the Growth of Asian Emerging Economies?," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 6(3), pages 205-232, September.
    26. Simplice A. Asongu, 2014. "Correcting Inflation with Financial Dynamic Fundamentals: Which Adjustments Matter in Africa?," Journal of African Business, Taylor & Francis Journals, vol. 15(1), pages 64-73, April.
    27. Shazia Farhat Durrani & Inayatullah Jan & Munir Ahmad, 2021. "Do Primary Energy Consumption and Economic Growth Drive Each Other in Pakistan? Implications for Energy Policy," Biophysical Economics and Resource Quality, Springer, vol. 6(3), pages 1-10, September.
    28. Ibhagui, Oyakhilome, 2020. "Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction," MPRA Paper 100946, University Library of Munich, Germany.
    29. Sok Heng Lay & Makoto Kakinaka & Koji Kotani, 2010. "Exchange Rate Movements in a Dollarized Economy: The Case of Cambodia," Working Papers EMS_2010_18, Research Institute, International University of Japan.
    30. Tang, Chor Foon, 2010. "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper 24356, University Library of Munich, Germany.
    31. Dorcas Gonese & Kin Sibanda & Phillip Ngonisa, 2023. "Trade Openness and Unemployment in Selected Southern African Development Community (SADC) Countries," Economies, MDPI, vol. 11(10), pages 1-26, October.
    32. Zhang, Guoxing & Nuruzzaman, Md & Su, Bin, 2021. "Nexus between household energy consumption and economic growth in Bangladesh (1975–2018)," Energy Policy, Elsevier, vol. 156(C).
    33. Venus khim-sen Liew, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," Economics Bulletin, AccessEcon, vol. 29(2), pages 1320-1329.
    34. Bhattacharya, Mita & Rafiq, Shuddhasattwa & Bhattacharya, Sankar, 2015. "The role of technology on the dynamics of coal consumption–economic growth: New evidence from China," Applied Energy, Elsevier, vol. 154(C), pages 686-695.
    35. Ofentse William Marutle & Olebogeng David Daw, 2017. "The Significance of Mining Infrastructural Development on South African Economy from 1980-2013: An Econometric Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 9(3), pages 73-81.
    36. Reza Hafezi & Amir Naser Akhavan & Mazdak Zamani & Saeed Pakseresht & Shahaboddin Shamshirband, 2019. "Developing a Data Mining Based Model to Extract Predictor Factors in Energy Systems: Application of Global Natural Gas Demand," Energies, MDPI, vol. 12(21), pages 1-22, October.
    37. Ricardo Barradas & João Alcobia, 2024. "Determinants Of The Portuguese External Imbalances: The Lens Of Post-Keynesian Economics," Working Papers REM 2024/0334, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    38. Chor Foon Tang & Kean Siang Ch’ng, 2012. "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(3), pages 385-406, August.
    39. Lau, Evan & Moll de Alba, Jaime & Liew, Kim-Hing, 2022. "Debt and economic growth in Asian developing countries," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 599-612.
    40. Naumer, Hans-Jörg, 2023. "TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is," Research in International Business and Finance, Elsevier, vol. 66(C).
    41. Bodunrin, Olalekan Samuel, 2016. "The Impact of Fiscal and Monetary Policy on Nigerian Economic Growth," MPRA Paper 92811, University Library of Munich, Germany.
    42. Chor Foon Tang & Eu Chye Tan, 2012. "Electricity Consumption and Economic Growth in Portugal: Evidence from a Multivariate Framework Analysis," The Energy Journal, , vol. 33(4), pages 22-48, October.
    43. Nurudeen Abu & Mohd Zaini Abd Karim & Joseph David & Musa Abdullahi Sakanko & Onyewuchi Amaechi Ben-Obi & Awadh Ahmed Mohammed Gamal, 2022. "The Behaviour of Tax Revenue amid Corruption in Nigeria: Evidence from the Non-Linear ARDL Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 55-76.
    44. Asongu Simplice, 2012. "A Short-run Schumpeterian Trip to Embryonic African Monetary Zones," Working Papers of the African Governance and Development Institute. 12/001, African Governance and Development Institute..
    45. Konstantinos N. Konstantakis & Theofanis Papageorgiou & Apostolos G. Christopoulos & Ioannis G. Dokas & Panayotis G. Michaelides, 2019. "Business cycles in Greek maritime transport: an econometric exploration (1998–2015)," Operational Research, Springer, vol. 19(4), pages 1059-1079, December.
    46. Asongu, Simplice A, 2013. "How would monetary policy matter in the proposed African monetary unions? Evidence from output and prices," MPRA Paper 48496, University Library of Munich, Germany.
    47. Michele Anelli & Michele Patanè & Stefano Zedda, 2022. "Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences," JRFM, MDPI, vol. 15(7), pages 1-13, July.
    48. Michael Takudzwa Pasara & Nigel Nyajeka & Steven Henry Dunga, 2023. "Enhancing Foreign Currency Allocation for Private Sector Development – Case of the Reserve Bank of Zimbabwe Forex Auction System," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 11(2), pages 72-89.
    49. Chor Foon Tang and Eu Chye Tan, 2012. "Electricity Consumption and Economic Growth in Portugal: Evidence from a Multivariate Framework Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    50. Yulong Luo & Can Wang & Chen Chen & Kangle Ding & Weiliang Zeng, 2021. "Total Investment in Fixed Assets and the Later Stage of Urbanization: A Case Study of Shanghai," Sustainability, MDPI, vol. 13(7), pages 1-29, March.
    51. Martins Iyoboyi & Ummu Ahmad Jalingo & Ahmad Tsauni, 2016. "Impact of Institutions on Macroeconomic Performance in Nigeria: 1980-2013," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 2(3), pages 193-221.
    52. Tang, Chor Foon, 2011. "Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 199-214, December.
    53. Asongu Simplice, 2013. "A note on the long-run neutrality of monetary policy: new empirics," Working Papers of the African Governance and Development Institute. 13/032, African Governance and Development Institute..
    54. Waseem Khan & Sana Fatima, 2016. "An Assessment of Sectoral Dynamics and Employment Shift in Indian and Chinese Economy," South Asian Survey, , vol. 23(2), pages 119-134, September.
    55. John Michael, Riveros Gavilanes, 2019. "A Causality Analysis Of The Military Spending And Economic Growth: The Colombian Case Of 1960-2016," MPRA Paper 103255, University Library of Munich, Germany.
    56. Julen Berasaluce & José Romero, 2017. "Economic growth and the external sector: Evidence from Korea, lessons for Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 32(1), pages 95-131.
    57. Nurudeen Abu, 2019. "Inflation and Unemployment Trade-off: A Re-examination of the Phillips Curve and its Stability in Nigeria," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(1), March.
    58. Raymond Osi Alenoghena, 2017. "Financial Inclusion and per Capita Income in Africa: Bayesian Var Estimates," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(5), pages 201-221, OCTOBER.
    59. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2017. "Technology and Business Cycles: A Schumpeterian Investigation for the USA," MPRA Paper 80636, University Library of Munich, Germany.
    60. Simplice Asongu, 2016. "New empirics of monetary policy dynamics: evidence from the CFA franc zones," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 7(2), pages 164-204, June.
    61. Garg, Bhavesh & Prabheesh, K.P., 2021. "Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks: Evidence from the top deficit countries," Economic Modelling, Elsevier, vol. 97(C), pages 365-379.
    62. Asongu Simplice, 2014. "Real Effective Exchange Rate Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone," Working Papers of the African Governance and Development Institute. 14/019, African Governance and Development Institute..
    63. Efstathios Polyzos & Costas Siriopoulos, 2024. "Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 225-262, July.
    64. Assefa Belay, 2022. "Determinants of Income Inequality in Ethiopia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 178-200.
    65. Titus Isaiah Zayone & Shida Rastegari Henneberry & Riza Radmehr, 2020. "Effects of Agricultural, Manufacturing, and Mineral Exports on Angola’s Economic Growth," Energies, MDPI, vol. 13(6), pages 1-17, March.
    66. Qin Fei & Rajah Rasiah & Leow Jia Shen, 2014. "The Clean Energy-Growth Nexus with CO2 Emissions and Technological Innovation in Norway and New Zealand," Energy & Environment, , vol. 25(8), pages 1323-1344, December.
    67. Lin, Boqiang & Xu, Bin, 2018. "Growth of industrial CO2 emissions in Shanghai city: Evidence from a dynamic vector autoregression analysis," Energy, Elsevier, vol. 151(C), pages 167-177.
    68. Nhlangwini, Pamela & Mongale, Itumeleng Pleasure, 2019. "Mining Production and Economic Growth Nexus," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(3), pages 103-116.
    69. Sevgi Coşkun & Oyakhilome Ibhagui, 2022. "Technology shocks and covered interest parity deviations in emerging market economies," Empirical Economics, Springer, vol. 63(3), pages 1337-1374, September.
    70. Delbianco, Fernando & Fioriti, Andrés, 2018. "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 51-76, January.
    71. Theofanis Papageorgiou & Panayotis G. Michaelides & John G. Milios, 2011. "Technology and economic fluctuations in the US food sector (1958‐2006)," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 38(2), pages 140-164, January.
    72. Asongu Simplice, 2011. "Long-term effects of population growth on aggregate investment dynamics: selected country evidence for Africa," Working Papers of the African Governance and Development Institute. 11/001, African Governance and Development Institute..
    73. Dao, Phong B. & Barszcz, Tomasz & Staszewski, Wieslaw J., 2024. "Anomaly detection of wind turbines based on stationarity analysis of SCADA data," Renewable Energy, Elsevier, vol. 232(C).
    74. Anam Azam & Muhammad Rafiq & Muhammad Shafique & Muhammad Ateeq & Jiahai Yuan, 2020. "Causality Relationship Between Electricity Supply and Economic Growth: Evidence from Pakistan," Energies, MDPI, vol. 13(4), pages 1-20, February.
    75. Brooks, Robert & Harris, Edwyna, 2014. "Price leadership and information transmission in Australian water allocation markets," Agricultural Water Management, Elsevier, vol. 145(C), pages 83-91.
    76. Adekoya Adenuga Fabian & Abdul Razak Nor Azam, 2017. "The Dynamic Relationship between Crime and Economic Growth in Nigeria," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 53(1), pages 47-64, March.
    77. Pastory Dickson & Emmanuel Munishi, 2022. "Volatility shocks in energy commodities: The influence of COVID-19," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(2), pages 214-227, March.
    78. Zahra Zarepour, 2022. "Short- and long-run macroeconomic impacts of the 2010 Iranian energy subsidy reform," SN Business & Economics, Springer, vol. 2(10), pages 1-32, October.
    79. Sajjad Ali & Liu Ying & Tariq Shah & Azam Tariq & Abbas Ali Chandio & Ihsan Ali, 2019. "Analysis of the Nexus of CO 2 Emissions, Economic Growth, Land under Cereal Crops and Agriculture Value-Added in Pakistan Using an ARDL Approach," Energies, MDPI, vol. 12(23), pages 1-18, December.
    80. Kristen Corrie & Natalie Stoeckl & Taha Chaiechi, 2013. "Tourism and Economic Growth in Australia: An Empirical Investigation of Causal Links," Tourism Economics, , vol. 19(6), pages 1317-1344, December.
    81. Simplice Asongu, 2014. "REER Imbalances and Macroeconomic Adjustments in the Proposed West African Monetary Union," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 276-289, June.
    82. Ankrah, Isaac & Lin, Boqiang, 2020. "Renewable energy development in Ghana: Beyond potentials and commitment," Energy, Elsevier, vol. 198(C).
    83. Hassan, Syeda Anam & Zaman, Khalid, 2012. "Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2125-2143.
    84. Mohammed Daher Alshammary & Norlin Khalid & Zulkefly Abdul Karim & Riayati Ahmad, 2022. "Government expenditures and economic growth in the MENA region: A dynamic heterogeneous panel estimation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3287-3299, July.
    85. Dajcman, Silvio & Festic, Mejra, 2012. "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Cri," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 163-180, December.
    86. Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-5.
    87. Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
    88. Mirosław Bełej, 2022. "Does Google Trends Show the Strength of Social Interest as a Predictor of Housing Price Dynamics?," Sustainability, MDPI, vol. 14(9), pages 1-14, May.
    89. Yaya Keho, 2020. "Impact of Foreign Direct Investment on Trade Balance: Evidence from Cote d’Ivoire," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(7), pages 113-113, July.
    90. Fardous Alom, 2014. "Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 6(2), pages 105-128, July.
    91. Anh-Tu Nguyen & Shih-Hao Lu & Phuc Thanh Thien Nguyen, 2021. "Validating and Forecasting Carbon Emissions in the Framework of the Environmental Kuznets Curve: The Case of Vietnam," Energies, MDPI, vol. 14(11), pages 1-38, May.
    92. Simplice A, Asongu, 2012. "Fighting consumer price inflation in Africa. What do dynamics in money, credit, efficiency and size tell us?," MPRA Paper 41553, University Library of Munich, Germany.
    93. Fennee Chong & Venus Khim-Shen Liew, 2020. "New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter?," Economics Bulletin, AccessEcon, vol. 40(3), pages 2262-2274.
    94. Livat, Florine & Alston, Julian M. & Cardebat, Jean-Marie, 2019. "Do denominations of origin provide useful quality signals? The case of Bordeaux wines," Economic Modelling, Elsevier, vol. 81(C), pages 518-532.
    95. Walid Gani, 2021. "The causal relationship between corruption and irresponsible behavior in the time of COVID‐19: Evidence from Tunisia," African Development Review, African Development Bank, vol. 33(S1), pages 165-176, April.
    96. Salar, Laleena & Zaman, Khalid & Khilji, Bashir Ahmad & Khan, Muhammad Mushtaq & Lodhi, Mohammad Saeed, 2013. "The consequences of revenue gap in Pakistan: Unveiling the reality," Economic Modelling, Elsevier, vol. 30(C), pages 281-294.
    97. Malik, M. Fahad & Awan, Dr Masood Sarwar & Malik, Dr Waseem Shahid, 2020. "Macroeconomic Shocks: Short-Run versus Long-Run Perspectives," MPRA Paper 99103, University Library of Munich, Germany.
    98. Yang, Chunxia & Chen, Yanhua & Niu, Lei & Li, Qian, 2014. "Cointegration analysis and influence rank—A network approach to global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 168-185.
    99. Tang, Chor Foon, 2008. "A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth," MPRA Paper 38536, University Library of Munich, Germany.
    100. Aviral Kumar TIWARI & Suresh K G & Mihai MUTAȘCU, 2015. "A Structural VAR analysis of Fiscal shocks on current accounts in Greece," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(604), A), pages 5-20, Autumn.
    101. Tasadduq Imam, 2021. "Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1808-1824, April.
    102. Simplice Anutechia Asongu, 2012. "Bank Efficiency and Openness in Africa: Do Income Levels Matter?," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(2), pages 115-122, December.
    103. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2017. "Does technology cause business cycles in the USA? A Schumpeter-inspired approach," LSE Research Online Documents on Economics 80760, London School of Economics and Political Science, LSE Library.
    104. Tomić, Bojan & Sesar, Andrijana, 2015. "Interdependence of Industrial Production Index and capital market in Croatia: VAR model," MPRA Paper 66816, University Library of Munich, Germany.
    105. Sanjeev Parmanand, 2022. "The impact of Philippine monetary policy on domestic prices and output: evaluating the country’s transmission channels," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 59(1), pages 46-76, June.
    106. Johannes Eugster & Giovanni Donato, 2022. "The exchange rate elasticity of the Swiss current account," Working Papers 2022-14, Swiss National Bank.
    107. Liew, Venus Khim-Sen, 2020. "The effect of novel coronavirus pandemic on tourism share prices," MPRA Paper 107985, University Library of Munich, Germany.
    108. Asongu, Simplice & Tchamyou, Vanessa, 2015. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency," MPRA Paper 71173, University Library of Munich, Germany.
    109. Abdul Rishad & Sanjeev Gupta & Akhil Sharma, 2021. "Official Intervention and Exchange Rate Determination: Evidence from India," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 13(3), pages 357-379, September.
    110. Ibhagui, Oyakhilome W., 2020. "The Economic Performance Effects of Capital Flows in OPEC Member Countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 67-83.
    111. Ansari, S. A. & Khan, W., 2018. "Relevance of Declining Agriculture in Economic Development of South Asian Countries: An Empirical Analysis," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 10(2).
    112. Ademola Obafemi YOUNG, 2019. "Why Has Growth Not Trickled Down to the Poor? A Study of Nigeria," Review of European Studies, Canadian Center of Science and Education, vol. 11(1), pages 156-156, December.
    113. Ranjan Aneja & Arjun, 2022. "Impact of Terms of Trade on GDP in the Context of Prebisch–Singer Theorem: Evidence from Egypt and Guinea," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(5), pages 2561-2575, October.
    114. Muhammad Ali Nasir & Min Du, 2018. "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 363-388, June.
    115. Simbarashe Tendengu & Forget Mingiri Kapingura & Asrat Tsegaye, 2022. "Fiscal Policy and Economic Growth in South Africa," Economies, MDPI, vol. 10(9), pages 1-14, August.
    116. Simplice A, Asongu, 2012. "Linkages between investment flows and financial development: causality evidence from selected African countries," MPRA Paper 38719, University Library of Munich, Germany.
    117. Burak Alparslan Eroğlu & Deniz İkizlerli & Numan Ülkü, 2024. "A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns," Empirical Economics, Springer, vol. 67(1), pages 47-73, July.
    118. Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021. "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, vol. 306(1), pages 57-81, November.
    119. Asmamaw Mulusew & Mingyong Hong, 2024. "A dynamic linkage between greenhouse gas (GHG) emissions and agricultural productivity: evidence from Ethiopia," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.
    120. González-Fernández, Marcos & Trujillo, Francisco José Sáez & González-Velasco, Carmen, 2024. "Fixed vs. adjustable-rate mortgages and attention," Finance Research Letters, Elsevier, vol. 62(PA).
    121. Tang, Chor Foon, 2007. "The stability of money demand function in Japan: Evidence from rolling cointegration approach," MPRA Paper 19807, University Library of Munich, Germany.
    122. N. Hai An, 2015. "Exchange Rate Management In Vietnam For Sustaining Stable And Long-Term Economic Growth," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 3(2), pages 58-66.
    123. Arsalan, Rahmatullah, 2019. "Foreign Aid and Economic Development A study of Foreign Aid and Its Effects and Relationship with Per Capita Income of Afghanistan," MPRA Paper 96136, University Library of Munich, Germany, revised Sep 2019.
    124. Asongu, Anutechia Simplice, 2010. "Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter?," MPRA Paper 26910, University Library of Munich, Germany.
    125. Tse, Chin-Bun & Rodgers, Timothy & Niklewski, Jacek, 2014. "The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?," Economic Modelling, Elsevier, vol. 37(C), pages 518-530.
    126. Mark Pabatang Doblas & Maria Cecilia Lagaras, 2023. "The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns: Evidence of Short-Term Return Spillover Before and During the COVID-19 Pandemic," International Journal of Business Analytics (IJBAN), IGI Global, vol. 10(1), pages 1-20, January.
    127. Jamilu SALIHU, 2024. "Macroeconomic Variables’ Impact on Rental Rate in the United Kingdom Islamic Home Financing Using Bound Cointegration Test," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 11(10), pages 635-647, October.
    128. Christian Rojas & Alexandra Andino & Wayne D. Purcell, 2008. "Retailers' response to wholesale price changes: new evidence from scanner-based quantity-weighted beef prices," Agribusiness, John Wiley & Sons, Ltd., vol. 24(1), pages 1-15.
    129. Deeviya Patel & Gisele Mah, 2018. "Relationship between Real Exchange Rate and Economic Growth: the case of South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 10(1), pages 146-158.
    130. Emilian DOBRESCU, 2022. "Macroeconomic Measurement of Expectations versus Reality," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-30, October.
    131. Michele Anelli & Michele Patanè, 2022. "The Role of CDS Market in the Price Discovery Process of the “PIIGS†Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(1), pages 1-1.
    132. Bolboaca, Maria, 2019. "The Impact of Technological Change," Economics Working Paper Series 1902, University of St. Gallen, School of Economics and Political Science.
    133. Ejiro U. Osiobe, 2019. "A Literature Review of Human Capital and Economic Growth," Business and Economic Research, Macrothink Institute, vol. 9(4), pages 179-196, December.
    134. Nelson Yunvirusaba & Jane Aduda & Ananda Kube, 2019. "Volatility Spillover Effects among Securities Exchanges in East Africa," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(10), pages 32-41, October.
    135. Thampanya, Natthinee & Wu, Junjie & Nasir, Muhammad Ali & Liu, Jia, 2020. "Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    136. Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012. "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, vol. 64(6), pages 427-438.
    137. Demian, Calin-Vlad, 2011. "Cointegration in Central and East European markets in light of EU accession," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 144-155, February.
    138. Shi, Song & Jou, Jyh-Bang & Tripe, David, 2014. "Can interest rates really control house prices? Effectiveness and implications for macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 15-28.
    139. Grigori Fainstein & Igor Novikov, 2011. "The role of macroeconomic determinants in credit risk measurement in transition country: Estonian example," International Journal of Transitions and Innovation Systems, Inderscience Enterprises Ltd, vol. 1(2), pages 117-137.
    140. Armenia Androniceanu & Irina Georgescu & Ionuț Nica & Nora Chiriță, 2023. "A Comprehensive Analysis of Renewable Energy Based on Integrating Economic Cybernetics and the Autoregressive Distributed Lag Model—The Case of Romania," Energies, MDPI, vol. 16(16), pages 1-28, August.
    141. Mezgebo, Taddese & Dereje, Fikadu, 2010. "Structure, conduct and performance of grain trading in Tigray and its impact on demand for commodity exchange: The case Maychew, Mokone, Alemata, Mekelle and Himora," MPRA Paper 24901, University Library of Munich, Germany.
    142. Mitica Pepi, 2022. "The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 995-1000, Decembrie.
    143. Oryani, Bahareh & Moridian, Ali & Sarkar, Biswajit & Rezania, Shahabaldin & Kamyab, Hesam & Khan, Muhammad Kamran, 2022. "Assessing the financial rеsоurсе curse hypothesis in Iran: Thе nоvеl dynаmiс АRDL approach," Resources Policy, Elsevier, vol. 78(C).
    144. Babatunde Akinmade & Festus Fatai Adedoyin & Festus Victor Bekun, 2020. "The impact of stock market manipulation on Nigeria’s economic performance," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-28, December.
    145. Jihuan Zhang, 2021. "Environmental Kuznets Curve Hypothesis on CO 2 Emissions: Evidence for China," JRFM, MDPI, vol. 14(3), pages 1-16, February.
    146. Akhil SHARMA & Abdul RISHAD, 2020. "Do the macroeconomic indicators influence foreign direct investment inflow? Evidence from India," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(622), S), pages 57-74, Spring.
    147. Habeenzu, Lennon Jambo, 2023. "Determinants of Inclusive Growth in Zambia," African Journal of Economic Review, African Journal of Economic Review, vol. 12(1), March.
    148. Akhil Sharma & Tarun Vashishat & Abdul Rishad, 2019. "The consequences of exchange rate trends on international tourism demand: evidence from India," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(2), pages 270-287, December.
    149. Abda Abdalla Emam & Amal Saeed Abass & Nagat Ahmed Elmulthum & Mutasim Elrasheed, 2021. "Status and Prospects of Agricultural Growth Domestic Product in the Kingdom of Saudi Arabia," SAGE Open, , vol. 11(1), pages 21582440211, March.
    150. Zhao, Xiaobing & Du, Ding & Xiong, Jun & Springer, Abraham & Masek Lopez, Sharon R. & Winkler, Blake & Hubler, Kenedy, 2019. "The impact of forest restoration on agriculture in the Verde River watershed, Arizona, USA," Forest Policy and Economics, Elsevier, vol. 109(C).
    151. Inayatullah Jan & Shazia Farhat Durrani & Himayatullah Khan, 2021. "Does renewable energy efficiently spur economic growth? Evidence from Pakistan," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(1), pages 373-387, January.
    152. Michaelides, Panayotis G. & Milios, John G. & Konstantakis, Konstantinos N. & Tarnaras, Panayiotis, 2015. "Quantity-of-money fluctuations and economic instability: empirical evidence for the USA (1958–2006)," MPRA Paper 90145, University Library of Munich, Germany.
    153. Soonae Park & Min-Gean Park & Kyung-Min Nam, 2019. "Growth effects of fiscal decentralization with weak economic motivation: the case of South Korea," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(3), pages 399-436, December.
    154. P.K. Mishra, 2014. "Gold Price and Capital Market Movement in India: The Toda–Yamamoto Approach," Global Business Review, International Management Institute, vol. 15(1), pages 37-45, March.
    155. Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020. "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 198-206.
    156. Julen Berasaluce & José Romero, 2015. "Exports, imports, FDI and GDP in the Republic of Korea: 1980-2014," Serie documentos de trabajo del Centro de Estudios Económicos 2015-06, El Colegio de México, Centro de Estudios Económicos.
    157. Yaya Keho, 2020. "Linkages between Foreign Direct Investment and Financial Development: Evidence from West African Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-3.
    158. Ugyen Tenzin, 2019. "The Nexus Among Economic Growth, Inflation and Unemployment in Bhutan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 20(1), pages 94-105, March.
    159. Douglas Mugabe & Levan Elbakidze & Tim Carr, 2021. "All the DUCs in a Row: Natural Gas Production in U.S," The Energy Journal, , vol. 42(3), pages 113-132, May.
    160. Gael FOKAM & Christelle MAPA & Mathurin ISSABE, 2021. "Energy intensity and industrialization in Cameroon," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 5(11), pages 57-67, November.
    161. Sajjad Ali & Li Gucheng & Liu Ying & Muhammad Ishaq & Tariq Shah, 2019. "The Relationship between Carbon Dioxide Emissions, Economic Growth and Agricultural Production in Pakistan: An Autoregressive Distributed Lag Analysis," Energies, MDPI, vol. 12(24), pages 1-23, December.
    162. Tang, Chor Foon, 2009. "Does causality technique matter to savings-growth nexus in Malaysia?," MPRA Paper 38535, University Library of Munich, Germany.
    163. Samuel Tolasa & Sisay Tolla Whakeshum & Negese Tamirat Mulatu, 2022. "Macroeconomic Determinants of Inflation in Ethiopia: ARDL Approach to Cointegration," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 8(1), pages 96-120.
    164. Shahbaz, Muhammad & Kablan, Sandrine & Hammoudeh, Shawkat & Nasir, Muhammad Ali & Kontoleon, Andreas, 2020. "Environmental Implications of Increased US Oil Production and Liberal Growth Agenda in Post -Paris Agreement Era," MPRA Paper 99277, University Library of Munich, Germany, revised 19 Mar 2020.
    165. Bełej Mirosław, 2022. "Analysis of the Relationship Between COVID-19 Infections and Web-Based Housing Searches," Real Estate Management and Valuation, Sciendo, vol. 30(4), pages 89-102, December.
    166. Abbas Ali Chandio & Yuansheng Jiang & Jam Ghulam Murtaza Sahito & Fayyaz Ahmad, 2019. "Empirical Insights into the Long-Run Linkage between Households Energy Consumption and Economic Growth: Macro-Level Empirical Evidence from Pakistan," Sustainability, MDPI, vol. 11(22), pages 1-17, November.
    167. Zaman, Khalid & Khan, Muhammad M. & Ahmad, Mehboob & Rustam, Rabiah, 2012. "Determinants of electricity consumption function in Pakistan: Old wine in a new bottle," Energy Policy, Elsevier, vol. 50(C), pages 623-634.
    168. Ioana Andrada MOLDOVAN (GAVRIL), 2015. "Financial Market’s Contribution to Economic Growth in Romania," Management Dynamics in the Knowledge Economy, College of Management, National University of Political Studies and Public Administration, vol. 3(3), pages 447-462, September.
    169. Simplice A, Asongu, 2010. "Financial development, trade openness and financial openness: do income levels matter for developing countries?," MPRA Paper 27441, University Library of Munich, Germany.

  40. Venus Khim-Sen Liew, 2004. "Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?," Economics Bulletin, AccessEcon, vol. 6(8), pages 1-19.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    2. Noor Zainab.Tunggal & Shariff Umar Shariff Abd. Kadir & Venus-Khim Sen Liew, 2018. "Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates," International Business Research, Canadian Center of Science and Education, vol. 11(11), pages 1-7, November.
    3. Jalil, Abdul & Mahmood, Tahir & Idrees, Muhammad, 2013. "Tourism–growth nexus in Pakistan: Evidence from ARDL bounds tests," Economic Modelling, Elsevier, vol. 35(C), pages 185-191.
    4. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
    5. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chowdhury, Ibrahim, 2010. "Asymmetry dynamics in real exchange rates: New results on East Asian currencies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 648-661, October.
    6. Aviral Tiwari & Muhammad Shahbaz, 2014. "Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test," Economic Change and Restructuring, Springer, vol. 47(2), pages 117-133, May.
    7. Venus khim-sen Liew, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," Economics Bulletin, AccessEcon, vol. 29(2), pages 1320-1329.
    8. Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling, 2010. "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1073-1077.
    9. Daniel Agyapong & Anokye M. Adam, 2012. "Exchange Rate Behaviour: Implication for West African Monetary Zone," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 215-228, October.
    10. Miguel Carvalho & Paulo Júlio, 2012. "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
    11. Salah Nusair, 2012. "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, vol. 45(3), pages 221-246, August.
    12. Lin, Jeng-Bau & Liang, Chin-Chia & Yeh, Ming-Liang, 2011. "Examining nonlinear dynamics of exchange rates and forecasting performance based on the exchange rate parity of four Asian economies," Japan and the World Economy, Elsevier, vol. 23(2), pages 79-85, March.
    13. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013. "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," GEMF Working Papers 2013-03, GEMF, Faculty of Economics, University of Coimbra.

  41. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2004. "On Singapore Dollar–U.S. Dollar And Purchasing Power Parity," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 49(01), pages 71-84.
    See citations under working paper version above.
  42. Venus Khim-Sen Liew & Terence Tai-Leung Chong & Kian-Ping Lim, 2003. "The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1387-1392.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    2. Venus Khim-Sen Liew, 2004. "Which Lag Length Selection Criteria Should We Employ?," Economics Bulletin, AccessEcon, vol. 3(33), pages 1-9.
    3. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, University Library of Munich, Germany.
    4. Emekter, Riza & Jirasakuldech, Benjamas & Snaith, Sean M., 2009. "Nonlinear dynamics in foreign exchange excess returns: Tests of asymmetry," Journal of Multinational Financial Management, Elsevier, vol. 19(3), pages 179-192, July.
    5. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0311014, University Library of Munich, Germany.
    6. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, University Library of Munich, Germany, revised 01 Nov 2004.
    7. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," The IUP Journal of Applied Economics, IUP Publications, vol. 0(5), pages 48-58, September.
    8. Mario Cerrato & Nick Sarantis, 2006. "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies," Economics Bulletin, AccessEcon, vol. 6(7), pages 1-14.
    9. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chowdhury, Ibrahim, 2010. "Asymmetry dynamics in real exchange rates: New results on East Asian currencies," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 648-661, October.
    10. Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June.
    11. Tunali, Çiǧdem Börke & Yilanci, Veli, 2010. "Are per capita incomes of MENA countries converging or diverging?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4855-4862.
    12. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany.
    13. Tsangyao Chang & Yang-Cheng Lu & D. P. Tang & Wen-Chi Liu, 2011. "Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 231-242.
    14. Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling, 2010. "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1073-1077.
    15. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2006. "Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2453-2459.
    16. Claudio Bonilla & Jean Sepulveda, 2011. "Stock returns in emerging markets and the use of GARCH models," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1321-1325.
    17. Daniel Agyapong & Anokye M. Adam, 2012. "Exchange Rate Behaviour: Implication for West African Monetary Zone," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 215-228, October.
    18. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    19. Miguel Carvalho & Paulo Júlio, 2012. "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
    20. Claudio Bonilla & Rafael Romero-Meza & Melvin Hinich, 2006. "Episodic nonlinearity in Latin American stock market indices," Applied Economics Letters, Taylor & Francis Journals, vol. 13(3), pages 195-199.
    21. Solarin, Sakiru Adebola & Lean, Hooi Hooi, 2016. "Are fluctuations in oil consumption permanent or transitory? Evidence from linear and nonlinear unit root tests," Energy Policy, Elsevier, vol. 88(C), pages 262-270.
    22. Venus Khim-Sen Liew & Chee-Keong Choong & Evan Lau & Kian-Ping Lim, 2005. "Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia," Economics Bulletin, AccessEcon, vol. 6(11), pages 1-16.
    23. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim, 2009. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 51-54.
    24. T Tang, 2009. "Testing for Non-linearity in the Balancing Item of Balance of Payments Accounts: The Case of 20 Industrial Countries," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 107-124, September.
    25. Salah Nusair, 2012. "Nonlinear adjustment of Asian real exchange rates," Economic Change and Restructuring, Springer, vol. 45(3), pages 221-246, August.
    26. Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance 0312012, University Library of Munich, Germany.
    27. Venus Khim-Sen Liew, 2004. "Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?," Economics Bulletin, AccessEcon, vol. 6(8), pages 1-19.
    28. Venus Khim-Sen Liew & Kian-Ping Lim, 2005. "Income Divergence? Evidence of Non-linearity in the East Asian Economies," Economics Bulletin, AccessEcon, vol. 15(1), pages 1-7.
    29. Lin, Jeng-Bau & Liang, Chin-Chia & Yeh, Ming-Liang, 2011. "Examining nonlinear dynamics of exchange rates and forecasting performance based on the exchange rate parity of four Asian economies," Japan and the World Economy, Elsevier, vol. 23(2), pages 79-85, March.
    30. Lynda Atil & Hocine Fellag & Ana E. Sipols & M. T. Santos-Martín & Clara Simón Blas, 2024. "Non-linear Cointegration Test, Based on Record Counting Statistic," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2205-2230, October.
    31. Mubariz Hasanov, 2009. "A note on efficiency of Australian and New Zealand stock markets," Applied Economics, Taylor & Francis Journals, vol. 41(2), pages 269-273.
    32. 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.

Chapters

  1. Shirly Siew-Ling Wong & Shazali Abu Mansor & Chin-Hong Puah & Venus Khim-Sen Liew, 2013. "Forecasting Malaysian Business Cycle Movement," Palgrave Macmillan Books, in: Chee-Wooi Hooy & Ruhani Ali & S. Ghon Rhee (ed.), Emerging Markets and Financial Resilience, chapter 4, pages 51-60, Palgrave Macmillan.

    Cited by:

    1. Shirly Siew-Ling WONG & Chin-Hong PUAH & Shazali ABU MANSOR & Venus Khim-Sen LIEW, 2016. "Measuring Business Cycle Fluctuations: An Alternative Precursor To Economic Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 235-248.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.