IDEAS home Printed from https://ideas.repec.org/e/ptu90.html
   My authors  Follow this author

David Tufte

Personal Details

First Name:David
Middle Name:
Last Name:Tufte
Suffix:
RePEc Short-ID:ptu90
http://www.suu.edu/faculty/tufte/

Affiliation

Department of Economics and Finance
Southern Utah University

Cedar City, Utah (United States)
http://www.suu.edu/business/econ/
RePEc:edi:desuuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R., 1998. "Macroeconomic variables and the performance of the Indian Stock Market," Working Papers 1998-06, University of New Orleans, Department of Economics and Finance.

Articles

  1. Hermann Sintim-Aboagye & David Tufte, 2006. "Central Bank Independence, Inflation Variability, and the Revenue Smoothing Hypothesis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(2), pages 147-160, May.
  2. Kabir Hassan, M. & Tufte, David R., 2001. "The X-Efficiency of a Group-Based Lending Institution: The Case of the Grameen Bank," World Development, Elsevier, vol. 29(6), pages 1071-1082, June.
  3. Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.
  4. Osman Kilic & David Tufte & M. Hassan, 1999. "The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns," Journal of Financial Services Research, Springer;Western Finance Association, vol. 16(1), pages 47-60, September.
  5. Tufte, David & Wohar, Mark E, 1999. "Models with Unexpected Components: The Case for Efficient Estimation," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 295-313, November.
  6. Lobo, Bento J. & Tufte, David, 1998. "Exchange Rate Volatility: Does Politics Matter?," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 351-365, April.
  7. M. Kabir Hassan & David R. Tufte, 1998. "Exchange rate volatility and aggregate export growth in Bangladesh," Applied Economics, Taylor & Francis Journals, vol. 30(2), pages 189-201, February.
  8. David Tufte, 1998. "CATS in RATS: cointegration analysis of time series: version 1.01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 321-330.
  9. Osman Kilic & M. Hassan & David Tufte, 1998. "An empirical investigation of U.S. bank risk and the Mexican peso crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 139-147, June.
  10. Atsuyuki Naka & David Tufte, 1997. "Examining impulse response functions in cointegrated systems," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1593-1603.
    RePEc:inm:orited:v:4:y:2004:i:3:p:69-73 is not listed on IDEAS

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. David Tufte, 1998. "CATS in RATS: cointegration analysis of time series: version 1.01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 321-330.

    Mentioned in:

    1. CATS in RATS: cointegration analysis of time series: version 1.01 (Journal of Applied Econometrics 1998) in ReplicationWiki ()

Working papers

  1. Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R., 1998. "Macroeconomic variables and the performance of the Indian Stock Market," Working Papers 1998-06, University of New Orleans, Department of Economics and Finance.

    Cited by:

    1. Alexander Schätz, 2010. "Macroeconomic Effects on Emerging Market Sector Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(2), pages 131-169, August.
    2. Sangita Choudhary, 2016. "Equity Investment Decisions: Determinants for Retail Investors," Jindal Journal of Business Research, , vol. 5(2), pages 131-144, December.

Articles

  1. Hermann Sintim-Aboagye & David Tufte, 2006. "Central Bank Independence, Inflation Variability, and the Revenue Smoothing Hypothesis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(2), pages 147-160, May.

    Cited by:

    1. Hermann Sintim-Aboagye, 2005. "Emerging Economies, Turnover Rates and Inflation Variability: A Comparison of Generalized Maximum Likelihood and SUR Models," Economic Change and Restructuring, Springer, vol. 38(2), pages 167-178, June.

  2. Kabir Hassan, M. & Tufte, David R., 2001. "The X-Efficiency of a Group-Based Lending Institution: The Case of the Grameen Bank," World Development, Elsevier, vol. 29(6), pages 1071-1082, June.

    Cited by:

    1. Servin, Roselia & Lensink, Robert & van den Berg, Marrit, 2012. "Ownership and technical efficiency of microfinance institutions: Empirical evidence from Latin America," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2136-2144.
    2. Hassan, M. Kabir, 2006. "The X-Efficiency In Islamic Banks," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 13, pages 50-78.
    3. Kar, Ashim Kumar & Rahman, Sanzidur, 2018. "Changes in total factor productivity and efficiency of microfinance institutions in the developing world: A non-parametric approach," Economic Analysis and Policy, Elsevier, vol. 60(C), pages 103-118.
    4. Thomas Bolli & Anh Vo Thi, 2012. "On the Estimation Stability of Efficiency and Economies of Scale in Microfinance Institutions," KOF Working papers 12-296, KOF Swiss Economic Institute, ETH Zurich.
    5. M. Kabir Hassan & Benito Sanchez, 2009. "Efficiency Analysis of Microfinance Institutions in Developing Countries," NFI Working Papers 2009-WP-12, Indiana State University, Scott College of Business, Networks Financial Institute.
    6. Efendic Velid & Hadziahmetovic Nejra, 2017. "The social and financial efficiency of microfinance institutions: the case of Bosnia and Herzegovina," South East European Journal of Economics and Business, Sciendo, vol. 12(2), pages 85-101, December.
    7. Muneer Babu M., 2016. "Macroeconomic Determinants of Technological Change in Indian Microfinance Institutions," Global Business Review, International Management Institute, vol. 17(5), pages 1179-1195, October.
    8. M. Moniruzzaman, 2011. "Group Management and Empowerment," Journal of South Asian Development, , vol. 6(1), pages 67-91, April.
    9. Piot-Lepetit, Isabelle & Nzongang, Joseph, 2014. "Financial sustainability and poverty outreach within a network of village banks in Cameroon: A multi-DEA approach," European Journal of Operational Research, Elsevier, vol. 234(1), pages 319-330.
    10. Muneer Babu M. & Praveen Kulshreshtha, 2014. "Productivity Change and Technical Efficiency in Indian Microfinance Institutions," Studies in Microeconomics, , vol. 2(2), pages 165-200, December.
    11. Mamiza Haq & Michael Skully & Shams Pathan, 2010. "Efficiency of Microfinance Institutions: A Data Envelopment Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(1), pages 63-97, March.
    12. Subir Bairagi & Azzeddine Azzam, 2014. "Does the Grameen Bank exert market power over borrowers?," Applied Economics Letters, Taylor & Francis Journals, vol. 21(12), pages 866-869, August.

  3. Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.

    Cited by:

    1. Haque, Mahfuzul & Varela, Oscar & Hassan, M. Kabir, 2007. "Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 449-469, July.

  4. Osman Kilic & David Tufte & M. Hassan, 1999. "The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns," Journal of Financial Services Research, Springer;Western Finance Association, vol. 16(1), pages 47-60, September.

    Cited by:

    1. Crouzille, Celine & Lepetit, Laetitia & Tarazi, Amine, 2004. "Bank stock volatility, news and asymmetric information in banking: an empirical investigation," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 443-461.
    2. Céline Meslier-Crouzille & Laetitia Lepetit & Amine Tarazi, 2006. "Reaction of European Bank Stock Prices to Events of the Asian and Russian Financial Crises," Working Papers hal-00918567, HAL.
    3. Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.
    4. Haque, Mahfuzul & Varela, Oscar & Hassan, M. Kabir, 2007. "Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(3), pages 449-469, July.
    5. Halil Kiymaz & Osman Kilic, 2004. "International mergers and acquisitions: A jump diffusion model application," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(2), pages 239-251, June.

  5. Tufte, David & Wohar, Mark E, 1999. "Models with Unexpected Components: The Case for Efficient Estimation," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 295-313, November.

    Cited by:

    1. Lahrech, Abdelmounaim & Sylwester, Kevin, 2011. "U.S. and Latin American stock market linkages," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1341-1357.
    2. Alexey Akimov & Simon Stevenson, 2013. "Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates," ERES eres2013_346, European Real Estate Society (ERES).
    3. Kim, J.W. & Leatham, D.J. & Bessler, D.A., 2007. "REITs' dynamics under structural change with unknown break points," Journal of Housing Economics, Elsevier, vol. 16(1), pages 37-58, March.

  6. Lobo, Bento J. & Tufte, David, 1998. "Exchange Rate Volatility: Does Politics Matter?," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 351-365, April.

    Cited by:

    1. Yi-Hsien Wang & Jui-Cheng Hung & Yen-Hsien Lee & Chung-Chu Chuang, 2012. "Computing regression quantiles to analysis the relationship between market behavior and political risk," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(4), pages 1047-1055, June.
    2. Meon, Pierre-Guillaume, 2001. "A Model of Exchange Rate Crises with Partisan Governments," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 517-535, October.
    3. John R. Freeman & Jude C. Hays & Helmut Stix, 1999. "Democracy and Markets: The Case of Exchange Rates," Working Papers 39, Oesterreichische Nationalbank (Austrian Central Bank).
    4. 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.
    5. Marcel Fratzscher & Livio Stracca, 2009. "Does It Pay to Have the Euro? Italy's Troubled Politics and Financial Markets under the Lira and the Euro," International Finance, Wiley Blackwell, vol. 12(1), pages 1-31, May.
    6. R. Krishnan & Conan Mukherjee, 2010. "Volatility in Indian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(1), pages 71-93, April.
    7. Karol Sorby, jr, 2022. "Ḥāfiẓ Al-Asad Becoming The Strongman Of Syria, 1970 – 1973," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 17(2), pages 34-47.
    8. Malik, Farooq, 2003. "Sudden changes in variance and volatility persistence in foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 13(3), pages 217-230, July.
    9. Farooq Malik & Bradley T. Ewing & James E. Payne, 2005. "Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 1037-1056, August.
    10. Andrey Shternshis & Piero Mazzarisi, 2022. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Papers 2211.05415, arXiv.org, revised Jun 2023.
    11. Ahmet Emrah Tayyar, 2017. "Poli̇ti̇cal Exchange Rate Fluctuati̇ons Speci̇fi̇c To Fi̇xed Exchange Rate Regi̇mes: A Case Study On Turkey," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 4-14, April.
    12. Patrik Kozár, 2022. "Key Skills And Competences Of Managers In The Context Of An International Work Environment," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 17(2), pages 14-22.
    13. Mohamad Youness, 2022. "The Impacts of the Political Uncertainty on the Currency Exchange Rate," Technium Social Sciences Journal, Technium Science, vol. 28(1), pages 414-424, February.
    14. Anjum, Hassan & Malik, Farooq, 2020. "Forecasting risk in the US Dollar exchange rate under volatility shifts," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    15. Rastislav Solej, 2022. "The Impact Of Socio-Political Factors On The Economy And The Exchange Rate: Case Study From The Middle East And North Africa Region," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 17(2), pages 23-33.
    16. Liu, Yang & Shaliastovich, Ivan, 2022. "Government policy approval and exchange rates," Journal of Financial Economics, Elsevier, vol. 143(1), pages 303-331.
    17. Menelaos Karanasos & J. Kim, "undated". "Moments of the ARMA-EGARCH Model," Discussion Papers 00/29, Department of Economics, University of York.
    18. Fratzscher, Marcel & Stracca, Livio, 2009. "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series 1064, European Central Bank.
    19. Dagmar Sulejmani, 2022. "Agenda 2030 In The Works Of Selected Foreign Authors," Almanach (Actual Issues in World Economics and Politics), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 17(2), pages 48-55.
    20. Rangan Gupta & Mark E. Wohar, 2019. "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 151-163, June.
    21. Rangan Gupta & Mark E. Wohar, 2018. "Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data," Working Papers 201874, University of Pretoria, Department of Economics.

  7. M. Kabir Hassan & David R. Tufte, 1998. "Exchange rate volatility and aggregate export growth in Bangladesh," Applied Economics, Taylor & Francis Journals, vol. 30(2), pages 189-201, February.

    Cited by:

    1. David Kihangire, 2005. "The Effects Of Exchange Rate Variability On Exports: Evidence From Uganda (1988 – 2001)," International Trade 0505013, University Library of Munich, Germany.
    2. BAAK, SaangJoon, 2008. "The bilateral real exchange rates and trade between China and the U.S," China Economic Review, Elsevier, vol. 19(2), pages 117-127, June.
    3. Md Deluair Hossen, 2023. "Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh," Papers 2303.04101, arXiv.org.
    4. Mehmet Nihat Solakoglu & Ebru Guven Solakoglu & Tunc Demirağ, 2008. "Exchange rate volatility and exports: a firm-level analysis," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 921-929.
    5. SaangJoon Baak & Arif Al-Mahmood & Souksavanh Vixathep, 2003. "Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U. S," Working Papers EMS_2003_01, Research Institute, International University of Japan.
    6. Saang Joon Baak, 2006. "The Impact of the Chinese Renminbi on the Exports of the ROK and Japan to the US (ROK Economic System Series No.10)," Discussion papers 0604e, ERINA - Economic Research Institute for Northeast Asia.
    7. Chin, Lee & Yousefi, Abdolaziz, 2017. "Non-Tariff Barriers and Their Effect on Export: Evidence from 5 ASEAN Countries," MPRA Paper 118781, University Library of Munich, Germany.
    8. Yu Hsing & A. M. M. Jamal & Wen-jen Hsieh, 2009. "Application of the monetary policy function to output fluctuations in Bangladesh," Economics Bulletin, AccessEcon, vol. 29(3), pages 2113-2122.
    9. Musonda, Anthony, 2008. "Exchange Rate Volatility and Non-Traditional Exports Performance: Zambia, 1965–1999," MPRA Paper 26952, University Library of Munich, Germany.
    10. Koi Nyen Wong & Tuck Cheong Tang, 2007. "Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study," Monash Economics Working Papers 13-07, Monash University, Department of Economics.
    11. Shimu Afroza Ahammed & Islam Md. Shahidul, 2018. "Impacts of Macro Economic Variables on the RMG Export Growth of Bangladesh," Economics and Business, Sciendo, vol. 32(1), pages 112-125, June.
    12. Mohammad A. Razzaque & Sayema Haque Bidisha & Bazlul Haque Khondker, 2017. "Exchange Rate and Economic Growth," Journal of South Asian Development, , vol. 12(1), pages 42-64, April.
    13. Chien-Chung Nieh & Jeng-Bau Lin & Yu-Shan Wang, 2008. "Regime-switching analysis for the impacts of exchange rate volatility on corporate values: a Taiwanese case," Applied Economics, Taylor & Francis Journals, vol. 40(4), pages 491-504.
    14. Alam, Shaista & Ahmed, Qazi Masood, 2012. "Exchange Rate Volatility and Aggregate Exports Demand through ARDL Framework: An Experience from Pakistan Economy," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 8(1), pages 1-16, February.
    15. Hui-Chuan Chen, 2002. "Taiwan's exports and trade imbalance against US and Japan: an empirical investigation based on error correction model," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2303-2309.
    16. Ogunleye, Eric Kehinde, 2008. "Natural resource abundance in Nigeria: From dependence to development," Resources Policy, Elsevier, vol. 33(3), pages 168-174, September.
    17. Chien-Chung Nieh, 2002. "The effect of the Asian financial crisis on the relationships among open macroeconomic factors for Asian countries," Applied Economics, Taylor & Francis Journals, vol. 34(4), pages 491-502.
    18. Anwer, Zaheer & Khan, Ashraf & Kabir Hassan, M. & Rashid, Mamunur, 2022. "Does the regional proximity lead to exchange rate spillover?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    19. Yuan, Yan & Awokuse, Titus O., 2003. "Exchange Rate Volatility And U.S. Poultry Exports: Evidence From Panel Data," 2003 Annual meeting, July 27-30, Montreal, Canada 22083, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  8. David Tufte, 1998. "CATS in RATS: cointegration analysis of time series: version 1.01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 321-330.

    Cited by:

    1. Sergej Gricar & Stefan Bojnec, 2022. "Modelling Seasonal Short-Run Effects in Time-Series Tourism Prices," JRFM, MDPI, vol. 15(5), pages 1-20, May.

  9. Osman Kilic & M. Hassan & David Tufte, 1998. "An empirical investigation of U.S. bank risk and the Mexican peso crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 139-147, June.

    Cited by:

    1. Serrano, Alejandro, 2016. "Foreign banks and credit in Mexico," Global Finance Journal, Elsevier, vol. 30(C), pages 77-93.
    2. Bertrand Rime, 2003. "The Reaction of Swiss Banks' Stock Prices to the Russian Crisis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 101-124, March.
    3. Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.

  10. Atsuyuki Naka & David Tufte, 1997. "Examining impulse response functions in cointegrated systems," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1593-1603.

    Cited by:

    1. Löschel Andreas & Oberndorfer Ulrich, 2009. "Oil and Unemployment in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(2-3), pages 146-162, April.
    2. Mohammad Reza FARZANEGAN & Gunther MARKWARDT, 2008. "The Effects of Oil Price Shocks on the Iranian Economy," EcoMod2008 23800037, EcoMod.
    3. Dizaji, Sajjad Faraji, 2014. "The effects of oil shocks on government expenditures and government revenues nexus (with an application to Iran's sanctions)," Economic Modelling, Elsevier, vol. 40(C), pages 299-313.
    4. Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-VAR Analysis," Departmental Working Papers 44, United States Naval Academy Department of Economics.
    5. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan & Alireza Naghavi, 2015. "Political Institutions and Government Spending Behavior: Theory and Evidence from Iran," CESifo Working Paper Series 5505, CESifo.
    6. Eren Yildiz & Merve Karacaer Ulusoy, 2015. "The Fragility of Turkish Economy from the Perspective of Oil Dependency," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(3 (Fall)), pages 253-266.
    7. 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.
    8. Tsangyao Chang & Wenshwo Fang & Li-Fang Wen, 2001. "Energy consumption, employment, output, and temporal causality: evidence from Taiwan based on cointegration and error-correction modelling techniques," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1045-1056.
    9. Banu Simmons-Süer, 2013. "Immobilienpreise, Hypothekarkredite und Wohnbauinvestitionen," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 119-131, September.
    10. Mansor H. Ibrahim, 2006. "Stock Prices and Bank Loan Dynamics in a Developing Country: The Case of Malaysia," Journal of Applied Economics, Taylor & Francis Journals, vol. 9(1), pages 71-89, May.
    11. Shahriyar Aliev & Evžen Kočenda, 2022. "ECB monetary policy and commodity prices," FFA Working Papers 4.008, Prague University of Economics and Business, revised 21 Jun 2022.
    12. Ercio Muñoz S. & Mariel C. Siravegna, 2013. "¿Tiene un Impacto el Precio de las Materias Primas Sobre las Bolsas de América Latina?," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(3), pages 102-118, December.
    13. Naveed H. Naqvi & Christopher Tsoukis, 2003. "Does Public Investment Crowd Out Private Investment? Evidence On Investment And Growth In Asia, 1971-2000," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 65-80, January -.
    14. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan, 2014. "Political Institutions and Government Spending Behavior in Iran," CESifo Working Paper Series 4620, CESifo.
    15. Ryan R. Brady & Derek Stimel & Steven Sumner, 2012. "A Time Series Test of the Direct Wealth Effect," Departmental Working Papers 40, United States Naval Academy Department of Economics.
    16. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008. "Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey," Working Papers 429, Economic Research Forum, revised 09 Jan 2008.
    17. Ebenezer, Appiah Collins & Jatoe, John Baptist D. & Mensa-Bonsu, Akwasi, 2018. "Food Price Sensitivity To Changes In Petroleum Price And Exchange Rate In Ghana: A Cointegration Analysis," 2018 Conference (2nd), August 8-11, Kumasi, Ghana 277791, Ghana Association of Agricultural Economists.
    18. Borozan, Djula & Lolic Cipcic, Marina, 2022. "Asymmetric and nonlinear oil price pass-through to economic growth in Croatia: Do oil-related policy shocks matter?," Resources Policy, Elsevier, vol. 76(C).
    19. Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis," Social Sciences, MDPI, vol. 2(4), pages 1-23, December.
    20. GRENADE, Kari & MOORE, Winston, 2008. "Co-Movements Between Foreign And Domestic Interest Rates In A Fixed Exchange Rate Regime: The Case Of The Eccu And The Us," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 119-130.
    21. Sajjad Faraji Dizaji & Peter A G van Bergeijk, 2013. "Potential early phase success and ultimate failure of economic sanctions," Journal of Peace Research, Peace Research Institute Oslo, vol. 50(6), pages 721-736, November.
    22. Simeon Oludiran Akinleye & Stephen Ekpo, 2013. "Oil Price Shocks and Macroeconomic Performance in Nigeria," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(4, Cierre), pages 565-624.
    23. Fanta Ashenafi Beyene & Makina Daniel, 2016. "The Finance Growth Link: Comparative Analysis of Two Eastern African Countries," Comparative Economic Research, Sciendo, vol. 19(3), pages 147-167, September.
    24. Fredrik N. G. Andersson & Katarzyna Burzynska & Sonja Opper, 2016. "Lending for growth? A Granger causality analysis of China’s finance–growth nexus," Empirical Economics, Springer, vol. 51(3), pages 897-920, November.
    25. Mohammad Reza Farzanegan & Pooya Alaedini & Khayyam Azizimehr, 2017. "Middle Class in Iran: Oil Rents, Modernization, and Political Development," MAGKS Papers on Economics 201756, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    26. Indjehagopian, J. P. & Lantz, F. & Simon, V., 2000. "Dynamics of heating oil market prices in Europe," Energy Economics, Elsevier, vol. 22(2), pages 225-252, April.
    27. Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius, 2009. "A joint analysis of the KOSPI 200 option and ODAX option markets dynamics," SFB 649 Discussion Papers 2009-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    28. Roseline Nyakerario Misati & Esman Morekwa Nyamongo & Isaac Mwangi, 2013. "Commodity price shocks and inflation in a net oil-importing economy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(2), pages 125-148, June.
    29. Ferreira, Paula & Soares, Isabel & Araujo, Madalena, 2005. "Liberalisation, consumption heterogeneity and the dynamics of energy prices," Energy Policy, Elsevier, vol. 33(17), pages 2244-2255, November.
    30. Mohammad Reza Farzanegan & Mohammad Habibpour, 2014. "Direct Distribution of Rents and the Resource Curse in Iran: A Micro-econometric Analysis," MAGKS Papers on Economics 201425, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    31. Wilkinson, Katherine J. & Young, Martin R. & Young, Shirley, 2001. "The effects of monetary policy shocks on exchange rates: Evidence from New Zealand and Australia," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 427-455, August.
    32. Mohammad Reza Farzanegan & Mai Hassan, 2017. "The Impact of Economic Globalization on the Shadow Economy in Egypt," CESifo Working Paper Series 6424, CESifo.
    33. Sharma, Shahil, 2017. "Oil price shocks and American depositary receipt stock returns," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1040-1056.
    34. Miankhel, Adil Khan & Kalirajan, Kaliappa & Thangavelu, Shandre, 2010. "Integration, decoupling and the global financial crisis: A global perspective," MPRA Paper 22837, University Library of Munich, Germany.
    35. Maghyereh, A., 2004. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 27-40.
    36. Ashenafi Beyene Fanta & Daniel Makina, 2017. "Equity, Bonds, Institutional Debt and Economic Growth: Evidence from South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 86-97, March.
    37. Roseline Nyakerario Misati & Esman Morekwa Nyamongo & Lucas Kamau Njoroge & Sheila Kaminchia, 2012. "Feasibility of inflation targeting in an emerging market: evidence from Kenya," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(2), pages 146-159, May.
    38. Ling Feng & Ching-Yi Lin & Chun Wang, 2017. "Do Capital Flows Matter to Stock and House Prices? Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(10), pages 2215-2232, October.
    39. Farzanegan, Mohammad Reza & Hassan, Mai & Badreldin, Ahmed Mohamed, 2020. "Economic liberalization in Egypt: A way to reduce the shadow economy?," Journal of Policy Modeling, Elsevier, vol. 42(2), pages 307-327.
    40. Wongbangpo, Praphan & Sharma, Subhash C., 2002. "Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries," Journal of Asian Economics, Elsevier, vol. 13(1), pages 27-51.
    41. Mohammad Reza Farzanegan, 2014. "Military Spending and Economic Growth: The Case of Iran," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(3), pages 247-269, June.
    42. Giugale, Marcelo & Korobow, Adam, 2000. "Shock persistence and the choice of foreign exchange regime - an empirical note from Mexico," Policy Research Working Paper Series 2371, The World Bank.
    43. Maximilian Heigermoser & Linde Götz & Miranda Svanidze, 2021. "Price formation within Egypt's wheat tender market: Implications for Black Sea exporters," Agricultural Economics, International Association of Agricultural Economists, vol. 52(5), pages 819-831, September.
    44. Tian Zhao, 2012. "Firm size, information acquisition and price efficiency," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1599-1614, October.
    45. Dekker, Arie & Sen, Kunal & Young, Martin R., 2001. "Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches," Global Finance Journal, Elsevier, vol. 12(1), pages 1-33.
    46. Ryan R. Brady & Derek Stimel & Steven Sumner, 2014. "The Rise of the Housing-Wealth Effect: Counterfactual Impulse Response Analysis," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 1-17, November.
    47. Mark Crosby & Glenn Otto, 2001. "Persistence Of Output Fluctuations Under Alternative Exchange Rate Regimes," Working Papers 072001, Hong Kong Institute for Monetary Research.
    48. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2014. "Oil price shocks and agricultural commodity prices," Energy Economics, Elsevier, vol. 44(C), pages 22-35.
    49. Iwayemi, Akin & Fowowe, Babajide, 2011. "Impact of oil price shocks on selected macroeconomic variables in Nigeria," Energy Policy, Elsevier, vol. 39(2), pages 603-612, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, David Tufte should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

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