IDEAS home Printed from https://ideas.repec.org/f/c/pmi255.html
   My authors  Follow this author

Leo Michelis

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. MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.

    Mentioned in:

    1. Numerical distribution functions of likelihood ratio tests for cointegration (Journal of Applied Econometrics 1999) in ReplicationWiki ()

Working papers

  1. Leo Michelis, 2011. "The Greek Debt Crisis: Suggested Solutions and Reforms," Professional Reports 01_11, Rimini Centre for Economic Analysis.

    Cited by:

    1. Sotirios Theodoropoulos, 2012. "Borrowing Cost as a Crucial Factor for Sustainable Fiscal Consolidation & for Exiting the Current Crisis," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 141-154.
    2. Eftychia Nikolaidou, 2016. "The role of military expenditure and arms imports in the Greek debt crisis," Economics of Peace and Security Journal, EPS Publishing, vol. 11(1), pages 18-27, April.

  2. Minoas Koukouritakis & Leo Michelis, 2005. "Enlargement and Eurozone: Convergence or Divergence," Working Papers 0504, University of Crete, Department of Economics.

    Cited by:

    1. Ayala, Astrid & Blazsek, Szabolcs, 2013. "Structural breaks in public finances in Central and Eastern European countries," Economic Systems, Elsevier, vol. 37(1), pages 45-60.

  3. Minoas Koukouritakis & Leo Michelis, 2005. "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers 0515, University of Crete, Department of Economics.

    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. Benjamin Tabak, 2009. "Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 41(21), pages 2681-2689.

  4. Minoas Koukouritakis & Leo Michelis, 2003. "EU Enlargement: Are the New Countries Ready to Join the EMU?," University of Cyprus Working Papers in Economics 6-2003, University of Cyprus Department of Economics.

    Cited by:

    1. Otilia Georgiana Floroiu, 2020. "Nominal Convergence – Are We Getting Closer?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 356-363, August.

  5. Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.

    Cited by:

    1. Trenkler, Carsten, 2004. "Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms," Papers 2004,37, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    2. Judith Giles & Cara Williams, 2001. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 2," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 9(4), pages 445-470.
    3. Christian Dreger & Jürgen Wolters, 2010. "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, vol. 144(3), pages 459-472, September.
    4. Hamdi, Helmi & Sbia, Rashid, 2013. "Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy," Economic Modelling, Elsevier, vol. 35(C), pages 118-125.
    5. Lee, Jung Wan & Brahmasrene, Tantatape, 2013. "Investigating the influence of tourism on economic growth and carbon emissions: Evidence from panel analysis of the European Union," Tourism Management, Elsevier, vol. 38(C), pages 69-76.
    6. De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008. "Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability," Working Paper Series 926, European Central Bank.
    7. Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January.
    8. Jamal HUSEIN, 2008. "Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(2).
    9. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2018. "U.S. Diesel Fuel Price Responses To The Global Crude Oil Supply And Demand," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-25, December.
    10. Leon, Costas, 2018. "The Relation between Absences and Grades: A Statistical Analysis," MPRA Paper 84655, University Library of Munich, Germany.
    11. Fengbao Yin & Shigeyuki Hamori, 2011. "The Sustainability of Trade Balances in China," Economics Bulletin, AccessEcon, vol. 31(3), pages 2090-2097.
    12. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2014. "Public debt and social security: Level of formality matters," Economic Modelling, Elsevier, vol. 42(C), pages 490-507.
    13. Dincer, Oguzhan & Teoman, Ozgur, 2019. "Does corruption kill? Evidence from half a century infant mortality data," Social Science & Medicine, Elsevier, vol. 232(C), pages 332-339.
    14. Guo, B. & Castagneto Gissey, G., 2019. "Cost Pass-through in the British Wholesale Electricity Market," Cambridge Working Papers in Economics 1997, Faculty of Economics, University of Cambridge.
    15. Jiranyakul, Komain, 2016. "The response of industrial production to the price of oil: new evidence for Thailand," MPRA Paper 70457, University Library of Munich, Germany.
    16. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
    17. d'Albis, Hippolyte & Boubtane, Ekrame & Coulibaly, Dramane, 2013. "Immigration Policy and Macroeconomic Performances in France," MPRA Paper 50749, University Library of Munich, Germany.
    18. Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers 201365, University of Pretoria, Department of Economics.
    19. Fullerton Jr., Thomas M. & Fierro, Karen P. & Villalobos, Emmanuel, 2009. "Cross-border restaurant price and exchange rate interactions," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 281-288, December.
    20. Senbet, Dawit & Wodajo, Tadesse, 2017. "Double Digit Economic Growth vs. Social Wellbeing in Ethiopia: A Cross-Country Comparison," African Journal of Economic Review, African Journal of Economic Review, vol. 5(2), July.
    21. Moreno, Blanca & García-Álvarez, María Teresa & Fonseca, Ana Rosa, 2017. "Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system," Energy, Elsevier, vol. 125(C), pages 223-233.
    22. Marina Tkalec, 2013. "The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 66-83.
    23. Mahfuzul Haque & Hannarong Shamsub, 2015. "Do Markets Cointegrate after Financial Crises? Evidence from G-20 Stock Markets," IJFS, MDPI, vol. 3(4), pages 1-30, December.
    24. Onour, Ibrahim, 2009. "Financial Integration of North Africa Stock Markets," MPRA Paper 14938, University Library of Munich, Germany.
    25. Mylonidis, Nikolaos & Kollias, Christos, 2010. "Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2056-2064, September.
    26. Levent, Korap, 2008. "Modeling base money demand and inflation for the Turkish economy," MPRA Paper 19617, University Library of Munich, Germany.
    27. Mukherjee, Sacchidananda, 2019. "Estimation and Projection of Petroleum Demand and Tax Collection from Petroleum Sector in India," Working Papers 19/279, National Institute of Public Finance and Policy.
    28. Prabheesh, K.P. & Prakash, Branesh & Vuniivi, Viliame, 2023. "Assessment of Fiji’s exchange rate," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1282-1305.
    29. Rathinam, Francis Xavier & Raja, Angara V., 2010. "Law, regulation and institutions for financial development: Evidence from India," Emerging Markets Review, Elsevier, vol. 11(2), pages 106-118, June.
    30. Strauß, Hubert, 2001. "Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?," Kiel Working Papers 1084, Kiel Institute for the World Economy (IfW Kiel).
    31. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
    32. Francisco Rebelo & Ester Gomes da Silva, 2013. "Export variety, technological content and economic performance: The case of Portugal," FEP Working Papers 491, Universidade do Porto, Faculdade de Economia do Porto.
    33. Marc Hallin & Ramon van den Akker & Bas Werker, 2012. "Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Working Papers ECARES ECARES 2012-042, ULB -- Universite Libre de Bruxelles.
    34. Perry, L. J. & Wilson, Patrick J., 2004. "Trends in work stoppages : a global perspective," ILO Working Papers 993742343402676, International Labour Organization.
    35. Kushankur Dey & Debasish Maitra, 2012. "Price discovery in Indian commodity futures market: an empirical exercise," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 68-87.
    36. Dierk Herzer & Michael Grimm, 2011. "Does foreign aid increase private investment? Evidence from panel cointegration," Post-Print hal-00701864, HAL.
    37. Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 87492, University Library of Munich, Germany.
    38. Stevans, Lonnie K., 2012. "Income inequality and economic incentives: Is there an equity–efficiency tradeoff?," Research in Economics, Elsevier, vol. 66(2), pages 149-160.
    39. Narayan Sethi & Saileja Mohanty & Aurolipsa Das & Malayaranjan Sahoo, 2024. "Health Expenditure and Economic Growth Nexus: Empirical Evidence from South Asian Countries," Global Business Review, International Management Institute, vol. 25(2_suppl), pages 229-243, April.
    40. James M. Nason & George A. Slotsve, 2004. "Along the New Keynesian Phillips curve with nominal and real rigidities," FRB Atlanta Working Paper 2004-9, Federal Reserve Bank of Atlanta.
    41. Sayed H. Saghaian & Leigh J. Maynard & Michael R. Reed, 2007. "The effects of E. coli 0157:H7, FMD and BSE on Japanese retail beef prices: A historical decomposition," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 131-147.
    42. 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.
    43. Nguyen, Tien-Trung & Wu, Yang-Che & Ke, Mei-Chu & Liao, Tung Liang, 2022. "Can direct government intervention save the stock market?," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 271-284.
    44. Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global interest rate," Globalization Institute Working Papers 241, Federal Reserve Bank of Dallas.
    45. Mr. Mohsin S. Khan & Mr. Axel Schimmelpfennig, 2006. "Inflation in Pakistan: Money or Wheat?," IMF Working Papers 2006/060, International Monetary Fund.
    46. Emanuel Kohlscheen, 2010. "Emerging Floaters: pass-throughs and (some) new commodity currencies," Working Papers Series 224, Central Bank of Brazil, Research Department.
    47. Reinhard Neck & Friedrich Schneider, 2024. "The popularity function: a spurious regression? The case of Austria," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 31(1), pages 298-329, February.
    48. Chang, C-L. & Khamkaew, T. & McAleer, M.J., 2010. "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Econometric Institute Research Papers EI 2010-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    49. Zou, Gao Lu, 2012. "The long-term relationships among China's energy consumption sources and adjustments to its renewable energy policy," Energy Policy, Elsevier, vol. 47(C), pages 456-467.
    50. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    51. Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2005. "Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses," ifo Working Paper Series No.14, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    52. Mushtaq Klasra, 2009. "Cointegration, causality and the transmission of shocks across wheat market in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(2), pages 305-315, March.
    53. Juan Carlos Cuestas & Karsten Staehr, 2014. "The great (De)leveraging in the GIIPS countries. Domestic credit and net foreign liabilities 1998–2013," Bank of Estonia Working Papers wp2014-4, Bank of Estonia, revised 10 Oct 2014.
    54. Fakhri J. Hasanov & Elchin Suleymanov & Heyran Aliyeva & Hezi Eynalov & Sa'd Shannak, 2022. "What Drives the Agricultural Growth in Azerbaijan? Insights from Autometrics with Super Saturation," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 70(3), pages 147-174.
    55. Alfred A. Haug & Syed A. Basher, 2007. "Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?," Working Papers 0712, University of Otago, Department of Economics, revised Aug 2007.
    56. Mohcine Bakhat & Klaas WŸrzburg, 2013. "Co-integration of Oil and Commodity Prices: A Comprehensive ApproachAbstract," Working Papers fa05-2013, Economics for Energy.
    57. Phengpis, Chanwit, 2006. "Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises," Journal of Economics and Business, Elsevier, vol. 58(4), pages 323-342.
    58. Usama Almulali & Che Normee Binti Che Sab, 2013. "Exploring the impact of oil revenues on OPEC members' macroeconomy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 416-428, December.
    59. Baghestani, Hamid, 2016. "Do gasoline prices asymmetrically affect US consumers’ economic outlook?," Energy Economics, Elsevier, vol. 55(C), pages 247-252.
    60. Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi, 2012. "Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 2(1), pages 1-9.
    61. Şen, Hüseyin & Kaya, Ayşe, 2017. "How large are fiscal multipliers in Turkey?," EconStor Preprints 162763, ZBW - Leibniz Information Centre for Economics.
    62. Jiranyakul, Komain, 2016. "Identifying the Effects of Monetary Policy Shock on Output and Prices in Thailand," MPRA Paper 75708, University Library of Munich, Germany.
    63. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
    64. Andreas Brunhart, 2013. "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere 44, Liechtenstein-Institut.
    65. Kristofer Månsson & Ghazi Shukur & Pär Sjölander, 2013. "Asymmetric quantile analysis of the Swedish mortgage price discovery process," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3088-3101, July.
    66. Brian M. Francis & Kimberly Waithe, 2013. "Financial Liberalisation in Trinidad and Tobago," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 13(03n04), pages 371-390, December.
    67. Mehak Moazam & M. Ali Kemal, 2016. "Inflation in Pakistan: Money or Oil Prices," PIDE-Working Papers 2016:144, Pakistan Institute of Development Economics.
    68. Ghazi A. Joharji & Martha A. Starr, 2010. "Fiscal policy and growth in Saudi Arabia," Working Papers 2010-07, American University, Department of Economics.
    69. Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009. "Cointegrated TFP processes and international business cycles," FRB Atlanta Working Paper 2009-23, Federal Reserve Bank of Atlanta.
    70. Seitz, Franz & von Landesberger, Julian, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
    71. Ana Jordânia De Oliveira & Gabriel Caldas Montes & Rodolfo Nicolay, 2018. "Fiscal Credibility And Central Bank Credibility: How Do We Build Them? Empirical Evidence From Brazil," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 43, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    72. Mwahib Gasmelsied Ahmed Mohammed, 2024. "Analyzing GDP Growth Drivers in Saudi Arabia: Investment or Consumption: An Evidence-Based ARDL-Bound Test Approach," Sustainability, MDPI, vol. 16(9), pages 1-18, April.
    73. Boyer, M. Martin & van Norden, Simon, 2006. "Exchange rates and order flow in the long run," Finance Research Letters, Elsevier, vol. 3(4), pages 235-243, December.
    74. Mahadevan, Renuka & Suardi, Sandy, 2011. "The effects of uncertainty dynamics on exports, imports and productivity growth," Journal of Asian Economics, Elsevier, vol. 22(2), pages 174-188, April.
    75. Manmohan Agarwal & Sunandan Ghosh, 2018. "Structural Change In The Indian Economy," Working Papers id:12699, eSocialSciences.
    76. Aviral Kumar Tiwari, 2012. "An Error-Correction Analysis Of India-Us Trade Flows," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 37(1), pages 29-51, March.
    77. Gebre-Mariam, Yohannes Kebede, 2011. "Testing for unit roots, causality, cointegration, and efficiency: The case of the northwest US natural gas market," Energy, Elsevier, vol. 36(5), pages 3489-3500.
    78. Guidi, Francesco, 2010. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper 19853, University Library of Munich, Germany.
    79. Artha Hoxha, 2018. "Explaining the impact of the global financial crisis on European transition countries: a GVAR approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2-18, pages 81-97.
    80. Mauricio, Jose Alberto, 2006. "Exact maximum likelihood estimation of partially nonstationary vector ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3644-3662, August.
    81. Luqman O. AFOLABI & Nor Aznin ABU BAKAR, 2016. "Causal Link between Trade, Political Instability, FDI and Economic Growth – Nigeria Evidence," Journal of Economics Library, KSP Journals, vol. 3(1), pages 100-110, March.
    82. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
    83. Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1493-1520, October.
    84. Radovan Kovačević, 2022. "The Effects Of Fdi Net Inflow On The Current Account Of Southeast Europe Countries – A Panel Causality Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 67(235), pages 95-122, October –.
    85. Laha, Arindam & Sinha, Subhra, 2018. "Price Transmission and Volatility Spillover in Food Grain Market: Experience from Indian vis-à-vis World Market," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 41(01), pages 31-64, March.
    86. Minoas Koukouritakis & Leo Michelis, 2005. "Enlargement and Eurozone: Convergence or Divergence," Working Papers 0504, University of Crete, Department of Economics.
    87. Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018. "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 179-199.
    88. Neil R. Ericsson & Erica L. Reisman, 2012. "Evaluating a Global Vector Autoregression for Forecasting," Working Papers 2012-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    89. Simon Grima & Letife Özdemir & Ercan Özen & Inna Romānova, 2021. "The Interactions between COVID-19 Cases in the USA, the VIX Index and Major Stock Markets," IJFS, MDPI, vol. 9(2), pages 1-19, May.
    90. Danish Ahmed Siddiqui & Qazi Masood Ahmed, 2019. "The Causal Relationship Between Institutions and Economic Growth: An Empirical Investigation for Pakistan Economy," Issues in Economics and Business, Macrothink Institute, vol. 5(1), pages 1-19, June.
    91. Lee, Hung-Wei & Lin, Che-Chun & Tsai, I-Chun, 2023. "Another application of call options: Explaining the divergence between the housing market and the rental market," Finance Research Letters, Elsevier, vol. 53(C).
    92. Carstensen, Kai & Hawellek, J., 2003. "Forecasting Inflation from the Term Structure," Munich Reprints in Economics 19949, University of Munich, Department of Economics.
    93. Erie Febrian & Aldrin Herwany, 2010. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Business, Management and Finance 201005, Department of Management and Business, Padjadjaran University, revised May 2010.
    94. Pilar Poncela & Eva Senra & Lya Paola Sierra, 2017. "Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy: empirical evidence of “Dutch disease” in Colombia," Empirical Economics, Springer, vol. 52(2), pages 777-798, March.
    95. Athanasia Stylianou Kalaitzi & Trevor W. Chamberlain, 2023. "Manufactured exports, disaggregated imports and economic growth: the case of Kuwait," Economic Change and Restructuring, Springer, vol. 56(2), pages 919-940, April.
    96. Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015. "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 51-71.
    97. Khan, Muhammad Azhar & Khan, Muhammad Zahir & Zaman, Khalid & Khan, Muhammad Mushtaq & Zahoor, Hina, 2013. "RETRACTED: Causal links between greenhouse gas emissions, economic growth and energy consumption in Pakistan: A fatal disorder of society," Renewable and Sustainable Energy Reviews, Elsevier, vol. 25(C), pages 166-176.
    98. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Multiple-input multiple-output vs. single-input single-output neural network forecasting”," AQR Working Papers 201502, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
    99. Lains, Pedro & Gomes da Silva, Ester & Guilera, Jordi, 2008. "Are dictatorships more unequal? : economic growth and wage inequality during Portugal's estado novo, 1944-1974," IFCS - Working Papers in Economic History.WH wp08-08, Universidad Carlos III de Madrid. Instituto Figuerola.
    100. Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2014. "Dynamic Transition of Exchange Rate Regime in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(3), pages 36-55, July.
    101. Chevillon, Guillaume, 2013. "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers WP1320, ESSEC Research Center, ESSEC Business School.
    102. Katsuya Ito, 2010. "The Impact of Oil Price Volatility on Macroeconomic Activity in Russia," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 9, pages 1-21, July.
    103. Tang, Chor Foon & Tan, Eu Chye, 2015. "Does tourism effectively stimulate Malaysia's economic growth?," Tourism Management, Elsevier, vol. 46(C), pages 158-163.
    104. Syed Ali Raza & Muhammad Shahbaz & Sudharshan Reddy Paramati, 2017. "Dynamics of Military Expenditure and Income Inequality in Pakistan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(3), pages 1035-1055, April.
    105. Nikolaos Giannellis & Athanasios Papadopoulos, 2006. "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach," Working Papers 0717, University of Crete, Department of Economics.
    106. Edward Ghartey, 2010. "Cointegration and Causal Relationship between Taxes and Spending for Kenya, Nigeria and South Africa," International Economic Journal, Taylor & Francis Journals, vol. 24(2), pages 267-282.
    107. Silvério, Renan & Szklo, Alexandre, 2012. "The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market," Energy Economics, Elsevier, vol. 34(6), pages 1799-1808.
    108. Anna M. Klepacka & Wojciech J. Florkowski & Cesar Revoredo-Giha, 2021. "Can Family Farms Depend on Price Information? Testing Butter and Curd Price Integration in Poland," Agriculture, MDPI, vol. 11(5), pages 1-16, May.
    109. Syed Ammad Ali & Qazi Masood Ahmed & Lubna Naz, 2016. "Public spending on human capital formation and economic growth in Pakistan," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 23(1), pages 1-20, June.
    110. Cuevas, Víctor M., 2010. "The dynamics of Mexican manufacturing exports," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    111. Fernandes, Marcelo & Scherrer, Cristina Mabel, 2013. "Price discovery in dual-class shares across multiple markets," Textos para discussão 344, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    112. Ramzi Issa & Robert Lafrance & John Murray, 2008. "The turning black tide: energy prices and the Canadian dollar," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(3), pages 737-759, August.
    113. Gabriella Legrenzi & Costas Milas, 2004. "Non-linear real exchange rate effects in the UK labour market," International Finance 0411007, University Library of Munich, Germany.
    114. López Pérez, Víctor, 2015. "Does uncertainty affect participation in the European Central Bank's Survey of Professional Forecasters?," Working Paper Series 1807, European Central Bank.
    115. Cain, P.M., 2022. "Modelling short-and long-term marketing effects in the consumer purchase journey," International Journal of Research in Marketing, Elsevier, vol. 39(1), pages 96-116.
    116. Christos P. Pappas & Christos T. Papadas, 2015. "Farm Production Costs, Producer Prices and Retail Food Prices in Greece: A Cointegration Analysis," Bulletin of Political Economy, Bulletin of Political Economy, vol. 9(2), pages 127-143, December.
    117. Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper 148, Tor Vergata University, CEIS, revised 30 Sep 2009.
    118. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
    119. Doyle, Matthew & Falk, Barry L., 2006. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Staff General Research Papers Archive 12501, Iowa State University, Department of Economics.
    120. Wong, Jimmy & Lalwani, Ashok K. & Wang, Jessie J., 2022. "The interactive effect of power and self-construal on consumers’ preferences for brand-logo size," Journal of Business Research, Elsevier, vol. 150(C), pages 279-296.
    121. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin 982, DIW Berlin, German Institute for Economic Research.
    122. Bowei Guo & Giorgio Castagneto Gissey, 2019. "Cost Pass-through in the British Wholesale Electricity Market: Implications of Brexit and the ETS reform," Working Papers EPRG1937, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    123. Haug, Alfred A. & Karagedikli, Ozer & Ranchhod, Satish, 2005. "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 55-74, February.
    124. Tahmina Sultana & Md. Moniruzzaman & Mrittika Shamsuddin & Mohammad Tareque, 2019. "Endogenous growth model of a labour-abundant and land-scarce economy," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(2), pages 309-328, December.
    125. Malliaris, A.G. & Malliaris, Mary, 2011. "Are oil, gold and the euro inter-related? time series and neural network analysis," MPRA Paper 35266, University Library of Munich, Germany.
    126. Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola, 2012. "Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 5(2), pages 129-144, August.
    127. Algieri, Bernardina & Aquino, Antonio & Succurro, Marianna, 2011. "Going “green”: trade specialisation dynamics in the solar photovoltaic sector," Energy Policy, Elsevier, vol. 39(11), pages 7275-7283.
    128. Saafi Sami & Farhat Abdeljelil & Haj Mohamed Meriem Bel, 2015. "Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 585-608, December.
    129. Strauß, Hubert, 2002. "Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany," Kiel Working Papers 1101, Kiel Institute for the World Economy (IfW Kiel).
    130. André Luis Squarize Chagas, 2013. "The Impact of Tax Substitution on the price of pharmaceutical products in the state of São Paulo," Working Papers, Department of Economics 2013_19, University of São Paulo (FEA-USP).
    131. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
    132. Zhou, Jing & Cao, Jingsheng & Yu, Ying, 2023. "Green recovery determination: Interlinkage of international trade, crude oil price volatility, and economic performance," Resources Policy, Elsevier, vol. 87(PB).
    133. Chu, Patrick Kuok Kun, 2010. "The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 281-288, September.
    134. Chunming Yuan, 2008. "The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics," UMBC Economics Department Working Papers 09-114, UMBC Department of Economics, revised 01 Nov 2009.
    135. Denilson Torcate Lopes & André Rebelo & Cleomar Gomes da Silva, 2008. "Arrecadar e Gastar ou Gastar e Arrecadar? Evidências para o Caso Brasileiro," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807151811030, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    136. Razek, Noha H.A. & McQuinn, Brian, 2021. "Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market," Resources Policy, Elsevier, vol. 72(C).
    137. Miljkovic, Dragan & Mostad, Daniel, 2005. "Impact of Changes in Dietary Preferences on U.S. Retail Demand for Beef: Health Concerns and the Role of Media," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 23(2), pages 1-16.
    138. Anders Vredin & Anders Warne, 2000. "Unemployment and Inflation Regimes," Econometric Society World Congress 2000 Contributed Papers 0984, Econometric Society.
    139. Fridriksson, Kari S. & Zoega, Gylfi, 2012. "Advertising as a predictor of investment," Economics Letters, Elsevier, vol. 116(1), pages 60-66.
    140. Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "Oil prices and global factor macroeconomic variables," Energy Economics, Elsevier, vol. 59(C), pages 198-212.
    141. Kleiber, Christian & Zeileis, Achim, 2010. "Reproducible Econometric Simulations," Working papers 2010/12, Faculty of Business and Economics - University of Basel.
    142. Ms. Yan M Sun & Mr. Frigyes F Heinz & Giang Ho, 2013. "Cross-Country Linkages in Europe: A Global VAR Analysis," IMF Working Papers 2013/194, International Monetary Fund.
    143. Juan Carlos Caro & Byron Idrovo, 2010. "Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 273-303.
    144. Kurayish Ssebulime & Bbaale Edward, 2019. "Budget deficit and inflation nexus in Uganda 1980–2016: a cointegration and error correction modeling approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-14, December.
    145. Cheam Chai Li & Rosli Mahmood & Hussin Abdullah & Ong Soon Chuan, 2013. "Economic Growth, Tourism and Selected Macroeconomic Variables: A Triangular Causal Relationship in Malaysia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(2), pages 185-206, May.
    146. Jacobo Campo Robledo & Henry Antonio Mendoza Tolosa, 2014. "Gasto Público y Crecimiento Económico regional en Colombia (1984 - 2012)," Documentos de Trabajo 12425, Universidad Católica de Colombia.
    147. Frank Iyekoretin Ogbeide & Hilary Kanwanye & Sunday Kadiri, 2016. "Revisiting the Determinants of Unemployment in Nigeria: Do Resource Dependence and Financial Development Matter?," African Development Review, African Development Bank, vol. 28(4), pages 430-443, December.
    148. SILVESTRINI, Andrea, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Reprints CORE 2220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    149. Juan Carlos Cuestas & Karsten Staehr, 2017. "The Great Leveraging in the European crisis countries," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(6), pages 895-910, November.
    150. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013. "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4627-4649.
    151. Chagas, André Luis Squarize, 2012. "The impact of Tax substituition on the price of pharmaceutical products in the of São Paulo," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(1), March.
    152. Bond, Derek & Harrison, Michael J & O’Brien, Edward J., 2006. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Research Technical Papers 2/RT/06, Central Bank of Ireland.
    153. Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003. "Is the demand for euro area M3 stable?," Working Paper Series 255, European Central Bank.
    154. Risso, W. Adrián & Punzo, Lionello F. & Carrera, Edgar J. Sánchez, 2013. "Economic growth and income distribution in Mexico: A cointegration exercise," Economic Modelling, Elsevier, vol. 35(C), pages 708-714.
    155. Azra Khan & Sadia Safdar & Samina Bibi, 2021. "Fiscal Discretion And Aggregate Demand: A Case Study Of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 10(2), pages 204-220.
    156. Peri, Massimo & Baldi, Lucia, 2008. "Biodiesel and vegetable oil market in European Union: some evidences from threshold cointegration analysis," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43971, European Association of Agricultural Economists.
    157. Gabriella Deborah Legrenzi & Costas Milas, 2012. "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," CESifo Working Paper Series 4001, CESifo.
    158. Tang, Bo, 2014. "Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach," MPRA Paper 66087, University Library of Munich, Germany.
    159. Thomas Kigabo RUSUHUZWA & Paul Robert MASSON, 2012. "Design and Implementation of a Common Currency Area in the East African Community," Working Papers tecipa-451, University of Toronto, Department of Economics.
    160. Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.
    161. Zeng, Jhih-Hong & Peng, Chi-Lu & Chen, Ming-Chi & Lee, Chien-Chiang, 2013. "Wealth effects on the housing markets: Do market liquidity and market states matter?," Economic Modelling, Elsevier, vol. 32(C), pages 488-495.
    162. Shuang Ding & Omar Al Shehabi, 2008. "Estimating Equilibrium Exchange Rates for Armenia and Georgia," IMF Working Papers 2008/110, International Monetary Fund.
    163. Bajo Rubio, Oscar & Berke, Burcu & McMillan, David G., 2019. "Exchange rate volatility in the eurozone," Economics Discussion Papers 2019-56, Kiel Institute for the World Economy (IfW Kiel).
    164. Schindler, Felix & Voronkova, Svitlana, 2010. "Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration," ZEW Discussion Papers 10-051, ZEW - Leibniz Centre for European Economic Research.
    165. Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib, 2013. "Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 3(1), pages 191-201.
    166. Komain Jiranyakul, 2018. "How Does the Policy Rate Respond to Output and Prices in Thailand?," Economic Research Guardian, Weissberg Publishing, vol. 8(1), pages 11-24, June.
    167. Chen, Jing & Buckland, Roger & Williams, Julian, 2011. "Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 19(4), pages 351-373, September.
    168. Asif Raihan, 2023. "An econometric evaluation of the effects of economic growth, energy use, and agricultural value added on carbon dioxide emissions in Vietnam," Asia-Pacific Journal of Regional Science, Springer, vol. 7(3), pages 665-696, September.
    169. Chengsi Zhang, 2013. "Monetary Dynamics of Inflation in China," The World Economy, Wiley Blackwell, vol. 36(6), pages 737-760, June.
    170. Michal Brzoza-Brzezina, 2005. "Lending Booms in Europe’s Periphery: South-Western Lessons for Central-Eastern Members," Macroeconomics 0502002, University Library of Munich, Germany.
    171. Stanimira Milcheva, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
    172. Herzer, Dierk, 2009. "Cross-country heterogeneity and the trade-income relationship," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 13, Verein für Socialpolitik, Research Committee Development Economics.
    173. Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez, 2015. "La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España," Working Papers 1503, Universidade de Vigo, Departamento de Economía Aplicada.
    174. Kusdhianto SETIAWAN, 2012. "Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 105-127, December.
    175. Lawford, Steve & Stamatogiannis, Michalis P., 2009. "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Journal of Econometrics, Elsevier, vol. 148(2), pages 124-130, February.
    176. Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Hanken School of Economics.
    177. Beckmann, Joscha & Czudaj, Robert, 2012. "Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework," Ruhr Economic Papers 362, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    178. John T. Cuddington & Arturo L. Va'squez Cordano, 2013. "Linkages between spot and futures prices: Tests of the Fama-French-Samuelson hypotheses," Working Papers 2013-09, Colorado School of Mines, Division of Economics and Business.
    179. E. M uez & A.R. Mart󹑺-Ca & I. P鲥z-Soba, 2014. "From real estate to consumption: the role of credit markets in the USA," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2178-2189, June.
    180. Setzer, Ralph & Wolff, Guntram B., 2009. "Money demand in the euro area: new insights from disaggregated data," MPRA Paper 17483, University Library of Munich, Germany.
    181. Bentes, Sonia R., 2018. "Is stock market volatility asymmetric? A multi-period analysis for five countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 258-265.
    182. Bernardina Algieri, 2014. "A roller coaster ride: an empirical investigation of the main drivers of the international wheat price," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 459-475, July.
    183. Oscar Claveria & Enric Monte & Salvador Torra, 2014. "“A multivariate neural network approach to tourism demand forecasting”," AQR Working Papers 201410, University of Barcelona, Regional Quantitative Analysis Group, revised May 2014.
    184. Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
    185. Ewing, Bradley T. & Thompson, Mark A., 2008. "VAR and generalized impulse response analysis of manufacturing unit labor costs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2575-2583.
    186. Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
    187. Yousefi, Ayoub & Wirjanto, Tony S., 2003. "Exchange rate of the US dollar and the J curve: the case of oil exporting countries," Energy Economics, Elsevier, vol. 25(6), pages 741-765, November.
    188. Jeyhun I. Mikayilov & Marzio Galeotti & Fakhri J. Hasanov, 2018. "The Impact of Economic Growth on CO2 Emissions in Azerbaijan," IEFE Working Papers 102, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
    189. Andreas Buhn & Alexander Karmann & Friedrich Schneider, 2007. "Size and Development of the Shadow Economy and of Do-it-Yourself Activities: The Case of Germany," CREMA Working Paper Series 2007-14, Center for Research in Economics, Management and the Arts (CREMA).
    190. Hooi Hooi Lean & Russell Smyth, 2009. "Co2 Emissions, Electricity Consumption And Output In Asean," Development Research Unit Working Paper Series 13-09, Monash University, Department of Economics.
    191. Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 59-70, January.
    192. Donou-Adonsou, Ficawoyi, 2019. "Colonialism ties and stock markets: Evidence from Sub-Saharan Africa," Research in International Business and Finance, Elsevier, vol. 47(C), pages 327-343.
    193. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2017. "Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 42-56, August.
    194. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1719-1760, December.
    195. Budina, Nina & Maliszewski, Wojciech & de Menil, Georges & Turlea, Geomina, 2006. "Money, inflation and output in Romania, 1992-2000," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 330-347, March.
    196. Ben Youssef, Adel & Boubaker, Sabri & Omri, Anis, 2018. "Entrepreneurship and sustainability: The need for innovative and institutional solutions," Technological Forecasting and Social Change, Elsevier, vol. 129(C), pages 232-241.
    197. Kuncoro Haryo, 2016. "The Credibility of Fiscal Rules Policy and Business Cycle Volatility," Scientific Annals of Economics and Business, Sciendo, vol. 63(2), pages 209-224, June.
    198. Adam Traczyk, 2013. "Financial integration and the term structure of interest rates," Empirical Economics, Springer, vol. 45(3), pages 1267-1305, December.
    199. de Bondt, Gabe, 2009. "Euro area money demand: empirical evidence on the role of equity and labour markets," Working Paper Series 1086, European Central Bank.
    200. Francois, John Nana & Keinsley, Andrew, 2019. "The long-run relationship between public consumption and output in developing countries: Evidence from panel data," Economics Letters, Elsevier, vol. 174(C), pages 96-99.
    201. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "OPEC and non-OPEC oil production and the global economy," Energy Economics, Elsevier, vol. 50(C), pages 364-378.
    202. Cheolbeom Park & Sookyung Park, 2013. "Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients," Discussion Paper Series 1302, Institute of Economic Research, Korea University.
    203. Dimitris A. Georgoutsos & Petros M. Migiakis, 2009. "Benchmark bonds interactions under regime shifts," Working Papers 103, Bank of Greece.
    204. Boqiang Lin & Zihan Zhang & Fei Ge, 2017. "Energy Conservation in China’s Cement Industry," Sustainability, MDPI, vol. 9(4), pages 1-17, April.
    205. Naeem Akram & Abdul Hamid, 2015. "Climate change: A threat to the economic growth of Pakistan," Progress in Development Studies, , vol. 15(1), pages 73-86, January.
    206. Debdatta Pal & Subrata K. Mitra, 2017. "Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model," Empirical Economics, Springer, vol. 52(4), pages 1609-1626, June.
    207. Sana Naseem, 2021. "The Role of Tourism in Economic Growth: Empirical Evidence from Saudi Arabia," Economies, MDPI, vol. 9(3), pages 1-12, August.
    208. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
    209. Mahdi Asgari & Sayed H. Saghaian & Michael R. Reed, 2020. "The Impact of Energy Sector on Overshooting of Agricultural Prices," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 589-606, March.
    210. Hyun Jeong Kim & Jong Chil Son & Myung-Soo Yie, 2017. "House Price Dynamics with Household Debt: The Korean Case-super-," Asian Economic Journal, East Asian Economic Association, vol. 31(1), pages 39-59, March.
    211. Oumayma GHARBI & Yousra TRICHILI & Mouna BOUJELBENE ABBES, 2022. "Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investor’s behavioral biases and the stock market reaction of US Fintech companies," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 13(1), pages 101-122, June.
    212. Chukwuebuka Bernard Azolibe & Jisike Jude Okonkwo & Patrick Kanayo Adigwe, 2020. "Government Infrastructure Expenditure and Investment Drive in an Emerging Market Economy: Evidence from Nigeria," Emerging Economy Studies, International Management Institute, vol. 6(1), pages 61-85, May.
    213. Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    214. Minoas Koukouritakis & Leo Michelis, 2003. "EU Enlargement: Are the New Countries Ready to Join the EMU?," University of Cyprus Working Papers in Economics 6-2003, University of Cyprus Department of Economics.
    215. Greene, Clinton A., 2010. "Smooth-adjustment econometrics and inventory-theoretic money management," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1031-1047, June.
    216. James Wilkinson & Atanu Ghoshray, 2013. "A Cointegration Analysis of Oil and Agricultural Prices," Review of Market Integration, India Development Foundation, vol. 5(3), pages 249-270, December.
    217. Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2018. "Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896," CQE Working Papers 7618, Center for Quantitative Economics (CQE), University of Muenster.
    218. Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016. "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper 70770, University Library of Munich, Germany.
    219. Christian Dreger & Jürgen Wolters, 2007. "Instabile Geldnachfrage im Euroraum?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 76(4), pages 85-95.
    220. Glass, Anthony, 2009. "Government expenditure on public order and safety, economic growth and private investment: Empirical evidence from the United States," International Review of Law and Economics, Elsevier, vol. 29(1), pages 29-37, March.
    221. Dimpfl, Thomas, 2014. "A note on cointegration of international stock market indices," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 10-16.
    222. Manuel González-Gómez & Mª Soledad Otero Giráldez, 2011. "The Causality Between Economic Growth and Immigration in Germany and Switzerland," The Economic and Social Review, Economic and Social Studies, vol. 42(3), pages 271-287.
    223. Adamopoulos Antonios, 2010. "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-18.
    224. Dreger, Christian & Reimers, Hans-Eggert, 2011. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Discussion Papers 295, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    225. Ines Perez-Soba Aguilar & Elena Marquez de la Cruz & Ana Rosa Martinez-Canete & Alfonso Palacio-Vera, 2006. "Capital Stock and Unemployment: Searching for the Missing Link," Economics Working Paper Archive wp_475, Levy Economics Institute.
    226. Manamba EPAPHRA, 2016. "Foreign Direct Investment and Sectoral Performance in Tanzania," Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 670-719, December.
    227. De Santis, Roberto A., 2012. "Quantity theory is alive: the role of international portfolio shifts," Working Paper Series 1435, European Central Bank.
    228. Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди» [Forecasting the Responses of Ukraine to Economic Shocks in," MPRA Paper 44717, University Library of Munich, Germany, revised Nov 2012.
    229. Frauke Dobnik, 2013. "Long-run money demand in OECD countries: what role do common factors play?," Empirical Economics, Springer, vol. 45(1), pages 89-113, August.
    230. Fakhri Hasanov & Fuad Mammadov & Nayef Al-Musehel, 2018. "The Effects of Fiscal Policy on Non-Oil Economic Growth," Economies, MDPI, vol. 6(2), pages 1-21, April.
    231. Vespignani, Joaquin L. & Ratti, Ronald A., 2016. "Not all international monetary shocks are alike for the Japanese economy," Economic Modelling, Elsevier, vol. 52(PB), pages 822-837.
    232. Alfred A. Haug & Julie Tam, 2001. "A Closer Look at Long Run Money Demand," Working Papers 2002_09, York University, Department of Economics, revised Sep 2002.
    233. Narayan, Paresh Kumar & Narayan, Seema, 2010. "Modelling the impact of oil prices on Vietnam's stock prices," Applied Energy, Elsevier, vol. 87(1), pages 356-361, January.
    234. da Silva, Patricia Pereira & Moreno, Blanca & Figueiredo, Nuno Carvalho, 2016. "Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry," Energy Policy, Elsevier, vol. 94(C), pages 492-501.
    235. Emagne, Yetsedaw, 2017. "Exploring the Relationship between Trade Liberalization and Ethiopian Economic Growth," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 26(01), April.
    236. Andriy Avramenko & Michael R. Donihue, 2006. "Decomposing consumer wealth effects: evidence on the role of real estate assets following the wealth cycle of 1990-2002," Working Papers 06-15, Federal Reserve Bank of Boston.
    237. Mendonça, Helder Ferreira de, 2009. "Brazil: how macroeconomic variables affect consumer confidence," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    238. Baldi, Lucia & Casati, Dario, 2005. "Induced Innovation in Italy: An Error Correction Model for the Period 1968-2002," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24590, European Association of Agricultural Economists.
    239. Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November.
    240. Yaya Sissoko & Brian W. Sloboda, 2016. "Employment Dynamics by Gender in Pennsylvania since the Great Recession," The Review of Regional Studies, Southern Regional Science Association, vol. 46(1), pages 91-106, Winter.
    241. Ming-Sun Horng & Yung-Wang Chang & Ting-Yi Wu, 2012. "Does insurance demand or financial development promote economic growth? Evidence from Taiwan," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 105-111, February.
    242. Claudia Kwapil & Johann Scharler, 2007. "Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability," Money Macro and Finance (MMF) Research Group Conference 2006 65, Money Macro and Finance Research Group.
    243. Roberto J. Santill n-Salgado & Humberto Valencia-Herrera & Francisco Venegas-Mart nez, 2020. "On the Relations among CO2 Emissions, Gross Domestic Product, Energy Consumption, Electricity Use, Urbanization, and Income Inequality for a Sample of 134 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 195-207.
    244. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does It Matter Where You Search? Twitter versus Traditional News Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1757-1795, October.
    245. Kisswani, Khalid M., 2016. "Does OPEC act as a cartel? Empirical investigation of coordination behavior," Energy Policy, Elsevier, vol. 97(C), pages 171-180.
    246. Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008. "Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa," Working Papers CIE 15, Paderborn University, CIE Center for International Economics.
    247. Fakhri J. Hasanov & Noha Razek, 2023. "Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations," Sustainability, MDPI, vol. 15(11), pages 1-39, June.
    248. Bernstein, Ronald & Madlener, Reinhard, 2015. "Short- and long-run electricity demand elasticities at the subsectoral level: A cointegration analysis for German manufacturing industries," Energy Economics, Elsevier, vol. 48(C), pages 178-187.
    249. Uctum, Merih & Uctum, Remzi, 2011. "Crises, portfolio flows, and foreign direct investment: An application to Turkey," Economic Systems, Elsevier, vol. 35(4), pages 462-480.
    250. W.I.C.S. Gunasinghe, 2005. "Behaviour of Stock Markets in South Asia," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 6(2), pages 165-191, September.
    251. Dimitrios Paparas & Christian Richter & Ioannis Kostakis, 2019. "The validity of Wagner’s Law in the United Kingdom during the Last Two Centuries," International Economics and Economic Policy, Springer, vol. 16(2), pages 269-291, April.
    252. Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 109934, University Library of Munich, Germany.
    253. Wong, Edwin & Lucia, Kathlyn & Price, Stephanie & Startz, Richard, 2011. "The changing relation between the Canadian and U.S. yield curves," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 965-981, October.
    254. Mark J. Holmes & Arthur Grimes, 2005. "Is there long-run convergence of regional house prices in the UK?," Working Papers 05_11, Motu Economic and Public Policy Research.
    255. Alfred A. Haug & Syed A. Basher, 2004. "Unit Roots, Nonlinear Cointegration and Purchasing Power Parity," Econometrics 0401006, University Library of Munich, Germany, revised 16 Nov 2005.
    256. Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009. "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," PSE Working Papers halshs-00575107, HAL.
    257. Cuiabano, Simone & Nicolini de Moraes, João Carlos & Pinha, Lucas, 2017. "Application of time series techniques in relevant market delimitation," TSE Working Papers 17-801, Toulouse School of Economics (TSE).
    258. Jung Youn Mo & Wooyoung Jeon, 2018. "The Impact of Electric Vehicle Demand and Battery Recycling on Price Dynamics of Lithium-Ion Battery Cathode Materials: A Vector Error Correction Model (VECM) Analysis," Sustainability, MDPI, vol. 10(8), pages 1-15, August.
    259. Cem Saatçioðlu & Levent Korap, 2007. "Turkish Money Demand, Revisited: Some Implications For Inflation And Currency Substitution Under Structural Breaks," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 21(1+2), pages 107-124.
    260. Cologni, Alessandro & Manera, Matteo, 2008. "Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries," Energy Economics, Elsevier, vol. 30(3), pages 856-888, May.
    261. Milas, C., 2003. "Non-linear multivariate adjustment of the UK real exchange rate," Working Papers 03/08, Department of Economics, City University London.
    262. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
    263. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers 0522, University of Crete, Department of Economics.
    264. Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019. "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 203-215.
    265. Li, Panpan & Dong, Zhiliang, 2020. "Time-varying network analysis of fluctuations between crude oil and Chinese and U.S. gold prices in different periods," Resources Policy, Elsevier, vol. 68(C).
    266. Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
    267. Murugesan Selvam & Amirdha Vasani Sankarkumar & Balasundaram Maniam & Marxia Oli Sigo, 2017. "Long memory features and relationship stability of Asia-Pacific currencies against USD," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(1), pages 97-109, March.
    268. Hanck, Christoph, 2007. "A meta analytic approach to testing for panel cointegration," Technical Reports 2007,02, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    269. Dierk Herzer & Peter Nunnenkamp, 2013. "Inward and outward FDI and income inequality: evidence from Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(2), pages 395-422, June.
    270. Mr. Ebrima A Faal, 2006. "Growth and Productivity in Papua New Guinea," IMF Working Papers 2006/113, International Monetary Fund.
    271. Kongsted, Hans Christian, 2005. "Testing the nominal-to-real transformation," Journal of Econometrics, Elsevier, vol. 124(2), pages 205-225, February.
    272. Oluremi Ogun, 2015. "A Fundamental-based Approach to Productivity Growth," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(3), pages 383-392, September.
    273. Ouyang, Xiaoling & Lin, Boqiang, 2015. "An analysis of the driving forces of energy-related carbon dioxide emissions in China’s industrial sector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 838-849.
    274. Jiménez-Rodríguez, Rebeca, 2019. "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, vol. 81(C), pages 13-24.
    275. Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2016. "Inference on co-integration parameters in heteroskedastic vector autoregressions," Journal of Econometrics, Elsevier, vol. 192(1), pages 64-85.
    276. Hallin, M. & Werker, B.J.M. & van den Akker, R., 2015. "Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models," Discussion Paper 2015-001, Tilburg University, Center for Economic Research.
    277. Lee, Jung Wan, 2013. "The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth," Energy Policy, Elsevier, vol. 55(C), pages 483-489.
    278. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE," Working Papers 0520, University of Crete, Department of Economics.
    279. Campo, Jacobo & Mendoza, Henry, 2018. "Gasto público y crecimiento económico: un análisis regional para Colombia, 1984-2012," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 77-108, January.
    280. Theodoros Zachariadis, 2006. "On the exploration of casual relationship between energy and economy," University of Cyprus Working Papers in Economics 5-2006, University of Cyprus Department of Economics.
    281. Hong, Jae-pyo, 2017. "Causal relationship between ICT R&D investment and economic growth in Korea," Technological Forecasting and Social Change, Elsevier, vol. 116(C), pages 70-75.
    282. Teboho Jeremiah Mosikari & Mmamontsho Charlotte Senosi & Joel Hinaunye Eita, 2016. "Manufactured exports and economic growth in Southern African Development Community (SADC) region: A panel cointegration approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(5), pages 266-278, OCTOBER.
    283. Manuel González Gómez & Xerardo Pereiro, 2021. "Sinerxias entre as conexións aéreas de baixo custo en Porto (Portugal) e visitantes e peregrinos a Galicia," Working Papers 2102, Universidade de Vigo, Departamento de Economía Aplicada.
    284. Bruno Pires Tiberto & Helder Ferreira De Mendonça, 2014. "Social Security And Public Debt: Empirical Evidence For The Brazilian Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 066, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    285. Katsuya Ito, 2008. "Oil price and macroeconomy in Russia," Economics Bulletin, AccessEcon, vol. 17(17), pages 1-9.
    286. Lukman Oyeyinka Oyelami & P.A. Olomola, 2016. "External shocks and macroeconomic responses in Nigeria: A global VAR approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1239317-123, December.
    287. Abdul Rafay & Saqib Farid, 2017. "Dynamic Relationship between Islamic Banking System and Real Economic Activity: Evidence from Pakistan العلاقة الديناميكية بين النظام المصرفي الإسلامي والنشاط الاقتصادي الحقيقي: التجربة الباكستانية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(2), pages 97-116, July.
    288. Gabriella Deborah Legrenzi & Costas Milas, 2010. "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series 2926, CESifo.
    289. Byron J. Idrovo-Aguirre & Javier E. Contreras-Reyes, 2019. "Backcasting cement production and characterizing cement’s economic cycles for Chile 1991–2015," Empirical Economics, Springer, vol. 57(5), pages 1829-1852, November.
    290. Senay ACIKGOZ & Anil AKCAGLAYAN, 2014. "Turkiye’de Cari Islemler Aciginin Surdurulebilirligi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 14(1), pages 83-97.
    291. Zaid Ashiq Khan & Mansoor Ahmed Koondhar & Noshaba Aziz & Uzair Ali & Liu Tianjun, 2020. "Revisiting the effects of relevant factors on Pakistan's agricultural products export," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 66(12), pages 527-541.
    292. Rezgar Mohammed, 2020. "The Causality between Agriculture and Economic Growth in the Arab World," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 8(2), pages 54-67.
    293. Nigatu, Getachew & Adjemian, Michael K., 2016. "The U.S. Role in the Price Determination of Major Agricultural Commodities," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250119, Agricultural and Applied Economics Association.
    294. K. W. Chau & Gaolu Zou, 2018. "Energy Prices, Real Estate Sales and Industrial Output in China," Energies, MDPI, vol. 11(7), pages 1-15, July.
    295. Hubert Strauß, 2001. "Euroland's Trade with Third Countries: An Estimation Based on NIPA Data," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 434-449.
    296. Bonato Leo, 2008. "Money and Inflation in the Islamic Republic of Iran," Review of Middle East Economics and Finance, De Gruyter, vol. 4(1), pages 41-58, January.
    297. Gurgul, Henryk & Lach, Łukasz, 2011. "The role of coal consumption in the economic growth of the Polish economy in transition," MPRA Paper 52235, University Library of Munich, Germany, revised 2011.
    298. Gabriel Rodriguez & Pierre Perron, 2013. "Single-equation tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series 2013-016, Boston University - Department of Economics.
    299. Gabe J. De Bondt, 2010. "New Evidence On The Motives For Holding Euro Area Money," Manchester School, University of Manchester, vol. 78(3), pages 259-278, June.
    300. Miguel Carvalho & Paulo Júlio, 2012. "Digging out the PPP hypothesis: an integrated empirical coverage," Empirical Economics, Springer, vol. 42(3), pages 713-744, June.
    301. Jamil, Faisal & Ahmad, Eatzaz, 2011. "Income and price elasticities of electricity demand: Aggregate and sector-wise analyses," Energy Policy, Elsevier, vol. 39(9), pages 5519-5527, September.
    302. Czudaj, Robert, 2011. "P-star in times of crisis - Forecasting inflation for the euro area," Economic Systems, Elsevier, vol. 35(3), pages 390-407, September.
    303. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, vol. 40(C), pages 400-409.
    304. Beckmann, Joscha & Czudaj, Robert, 2014. "Regime shifts and the Canada/US exchange rate in a multivariate framework," Economics Letters, Elsevier, vol. 123(2), pages 206-211.
    305. M. Ali Kemal, 2007. "A Fresh Assessment of the Underground Economy and Tax Evasion in Pakistan: Causes, Consequences, and Linkages with the Formal Economy," PIDE-Working Papers 2007:13, Pakistan Institute of Development Economics.
    306. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2008. "Testing the forward rate unbiasedness hypothesis during the 1920s," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 358-373, October.
    307. Easaw Joshy & Golinelli Roberto, 2010. "Households Forming Inflation Expectations: Active and Passive Absorption Rates," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-32, November.
    308. Katsuya Ito, 2012. "The impact of oil price volatility on the macroeconomy in Russia," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 695-702, June.
    309. van Tilburg, Aad & Kuiper, W. Erno & Swinkels, Rob, 2006. "Market Performance of Potato Auctions in Bhutan," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25520, International Association of Agricultural Economists.
    310. Onatski, A. & Wang, C., 2018. "Extreme canonical correlations and high-dimensional cointegration analysis," Cambridge Working Papers in Economics 1805, Faculty of Economics, University of Cambridge.
    311. Srinivasan Palamalai & Kalaivani M. & Christopher Devakumar, 2013. "Stock Market Linkages in Emerging Asia-Pacific Markets," SAGE Open, , vol. 3(4), pages 21582440135, November.
    312. Adam, Anokye M. & Tweneboah, George, 2008. "Foreign Direct Investment and Stock market Development: Ghana’s Evidence," MPRA Paper 11985, University Library of Munich, Germany, revised 2008.
    313. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011. "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," Working Papers del Instituto Complutense de Estudios Internacionales 1108, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    314. Haug Alfred A & Beyer Andreas & Dewald William, 2011. "Structural Breaks and the Fisher Effect," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-31, May.
    315. Minoas Koukouritakis, 2009. "Testing the purchasing power parity: evidence from the new EU countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 39-44.
    316. Fakhri Hasanov & Fred Joutz & Muhammad Javid, 2021. "Saudi Non-oil Exports Before and After COVID-19: Historical Impacts of Determinants and Scenario Analysis," Discussion Papers ks--2021-dp09, King Abdullah Petroleum Studies and Research Center.
    317. Kieran Burgess & Nicholas Rohde, 2013. "Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data," Economics Bulletin, AccessEcon, vol. 33(1), pages 511-518.
    318. Yuan, Chaoqing & Liu, Sifeng & Wu, Junlong, 2010. "The relationship among energy prices and energy consumption in China," Energy Policy, Elsevier, vol. 38(1), pages 197-207, January.
    319. Alessandro Piergallini & Michele Postigliola, 2012. "Fiscal Policy and Public Debt Dynamics in Italy, 1861-2009," CEIS Research Paper 248, Tor Vergata University, CEIS, revised 27 Jul 2012.
    320. Akinfenwa, Samson O. & Qasmi, Bashir A., 2014. "Ethanol, the Agricultural Economy, and Rural Incomes in the United States: A Bivariate Econometric Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 43(2), pages 1-15, August.
    321. Atul Shiva & Monica Sethi, 2015. "Understanding Dynamic Relationship among Gold Price, Exchange Rate and Stock Markets: Evidence in Indian Context," Global Business Review, International Management Institute, vol. 16(5_suppl), pages 93-111, October.
    322. Seher Sülkü & Asena Caner, 2011. "Health care expenditures and gross domestic product: the Turkish case," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 12(1), pages 29-38, February.
    323. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009. "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 607-619.
    324. Calderón Villarreal, Cuauhtémoc & Cuevas, Víctor M., 2019. "Industrial growth and consumer goods inflation in Mexico: an econometric analysis," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    325. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
    326. Manamba EPAPHRA, 2017. "An Econometric Analysis of Demand for Money and its Stability in Tanzania," Turkish Economic Review, KSP Journals, vol. 4(2), pages 167-192, June.
    327. Carstensen, Kai, 2003. "Nonstationary term premia and cointegration of the term structure," Economics Letters, Elsevier, vol. 80(3), pages 409-413, September.
    328. Aydan Dogan & Timo Bettendorf, 2018. "Revisiting real exchange rate volatility: Non-traded goods and cointegrated tfp Chockse," UB School of Economics Working Papers 2018/375, University of Barcelona School of Economics.
    329. Bilas, Vlatka, 2019. "Foreign Direct Investment And Economic Growth Relationship In Croatia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 10(2), pages 175-187.
    330. Tutulmaz, Onur, 2015. "Environmental Kuznets Curve time series application for Turkey: Why controversial results exist for similar models?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 50(C), pages 73-81.
    331. B. Faye & E. Le Fur & S. Prat, 2015. "Dynamics of fine wine and asset prices: evidence from short- and long-run co-movements," Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3059-3077, June.
    332. Dreger, Christian & Reimers, Hans-Eggert, 2005. "Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis," IZA Discussion Papers 1469, Institute of Labor Economics (IZA).
    333. Song Shi & Martin Young & Bob Hargreaves, 2009. "The ripple effect of local house price movements in New Zealand," Journal of Property Research, Taylor & Francis Journals, vol. 26(1), pages 1-24, April.
    334. Schepp, Zoltán & Szabó, Zoltán, 2015. "Lakossági svájcifrank-hitelek árazása - narratíván innen és túl? [Pricing Swiss franc-denominated mortgage loans: beyond the narratives]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1140-1157.
    335. Zachariadis, Theodoros & Pashourtidou, Nicoletta, 2007. "An empirical analysis of electricity consumption in Cyprus," Energy Economics, Elsevier, vol. 29(2), pages 183-198, March.
    336. Thomas B. Götz & Alain W. Hecq, 2019. "Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(6), pages 914-935, November.
    337. Levent, Korap, 2008. "Long-run relations between money, prices and output: the case of Turkey," MPRA Paper 20265, University Library of Munich, Germany.
    338. Markus Eller & Michael Frömmel & Nora Srzentic, 2010. "Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 50-78.
    339. Akbay O. S., 2011. "Trade-Growth Nexus: Turkish Case," EuroEconomica, Danubius University of Galati, issue 28, pages 108-114, May.
    340. Jeremy Rudd & Karl Whelan, 2002. "A note on the cointegration of consumption, income, and wealth," Open Access publications 10197/228, School of Economics, University College Dublin.
    341. Merih Uctum & Remzi Uctum, 2005. "Portfolio Flows, Foreign Direct Investment, Crises," Computing in Economics and Finance 2005 224, Society for Computational Economics.
    342. Sun, Lixin & Ford, J.L. & Dickinson, David G., 2010. "Bank loans and the effects of monetary policy in China: VAR/VECM approach," China Economic Review, Elsevier, vol. 21(1), pages 65-97, March.
    343. James B. Ang & Rajabrata Banerjee & Jakob B. Madsen, 2010. "Innovation, Technological Change And The British Agricultural Revolution," CAMA Working Papers 2010-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    344. Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2013. "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," Documentos de Trabajo 12393, Universidad Católica de Colombia.
    345. Samiran Jana, 2024. "Stock Market Integration and Trade: A Study on India and its Major Trading Partners," Vision, , vol. 28(3), pages 313-326, June.
    346. Levent KORAP & Metin YILDIRIM, 2012. "Testing the Lucas Critique for the Turkish Money Demand Function," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(318), pages 57-82.
    347. Timo Mitze, 2012. "Within and Between Panel Cointegration in the German Regional Output–Trade–FDI Nexus," Lecture Notes in Economics and Mathematical Systems, in: Empirical Modelling in Regional Science, edition 127, chapter 0, pages 191-215, Springer.
    348. Judith Giles & Cara Williams, 2001. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 1," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 9(3), pages 261-337.
    349. Tran Van Quang, 2007. "Testing Cointegration for Czech Stock Market [Testování kointegrace na českém akciovém trhu]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(4), pages 17-31.
    350. Bragoudakis Zacharias G. & Zombanakis George A., 2017. "Earning a Peace Dividend in a Crisis Environment: The Greek Case," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 23(3), pages 1-15, August.
    351. Batrancea Ioan & Rathnaswamy Malar Mozi & Gaban Lucian & Fatacean Gheorghe & Tulai Horia & Bircea Ioan & Rus Mircea-Iosif, 2020. "An Empirical Investigation on Determinants of Sustainable Economic Growth. Lessons from Central and Eastern European Countries," JRFM, MDPI, vol. 13(7), pages 1-24, July.
    352. Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile 645, Central Bank of Chile.
    353. Asai, M. & Caporin, M. & McAleer, M.J., 2012. "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Econometric Institute Research Papers EI 2012-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    354. Alfred A. Haug, 2002. "Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 399-412, September.
    355. Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohammed, 2013. "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," MPRA Paper 49260, University Library of Munich, Germany, revised 21 Aug 2013.
    356. P., Srinivasan & M., Kalaivani, 2013. "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper 45871, University Library of Munich, Germany.
    357. Wang, Ling, 2022. "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    358. Kuo-Shing Chen & Chien-Chiang Lee & Huolien Tsai, 2019. "Taxation of Wealthy Individuals, Inequality Governance and Corporate Social Responsibility," Sustainability, MDPI, vol. 11(7), pages 1-23, March.
    359. Lonnie Stevans & David Sessions, 2005. "An Empirical Investigation Into the Effect of Music Downloading on the Consumer Expenditure of Recorded Music: A Time Series Approach," Journal of Consumer Policy, Springer, vol. 28(3), pages 311-324, September.
    360. Lee, Chien-Chiang & Chang, Chun-Ping & Chen, Pei-Fen, 2008. "Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 85-93.
    361. Xiangcai Meng, 2018. "Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea," International Journal of Energy Economics and Policy, Econjournals, vol. 8(4), pages 125-133.
    362. Bosupeng, Mpho, 2015. "The Export-Led Growth Hypothesis: New Evidence and Implications," MPRA Paper 77917, University Library of Munich, Germany, revised Jun 2015.
    363. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
    364. Stephane Dees & Arthur Saint-Guilhem, 2011. "The role of the United States in the global economy and its evolution over time," Empirical Economics, Springer, vol. 41(3), pages 573-591, December.
    365. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    366. Rabindra Nepal and John Foster, 2016. "Testing for Market Integration in the Australian National Electricity Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    367. Habib Rahman & Hasan Mohsin, 2011. "Monetary Policy Announcements and Stock Returns: Evidence from the Pakistani Market," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 342-360, December.
    368. Dipesh Karki & Hari Gopal Risal, 2019. "Asymmetric Impact of Oil Price on Inflation: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 31(1), pages 21-46, April.
    369. Braeu, Rebecca, 2010. "Consumption tilting and the current account: Evidence from Canada," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 304-312, April.
    370. Christophe Kamps, 2005. "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 12(4), pages 533-558, August.
    371. Shahbaz, Muhammad & Gozgor, Giray & Hammoudeh, Shawkat, 2019. "Human capital and export diversification as new determinants of energy demand in the United States," Energy Economics, Elsevier, vol. 78(C), pages 335-349.
    372. Dümmler, Tobias & Kienle, Stephan, 2010. "User costs of housing when households face a credit constraint: evidence for Germany," Discussion Paper Series 1: Economic Studies 2010,12, Deutsche Bundesbank.
    373. Yaya Keho, 2016. "Testing Wagner's Law in the Presence of Structural Changes: New Evidence from Six African Countries (1960-2013)," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 1-6.
    374. Tiwari, Aviral, 2010. "Impact of supply of money on food prices in India: A causality analysis," MPRA Paper 24679, University Library of Munich, Germany.
    375. Olagunju, Kehinde Oluseyi & Feng, Siyi & Patton, Myles, 2021. "Dynamic relationships among phosphate rock, fertilisers and agricultural commodity markets: Evidence from a vector error correction model and Directed Acyclic Graphs," Resources Policy, Elsevier, vol. 74(C).
    376. André Varella Mollick & João Ricardo Faria & Pedro H. Albuquerque & Miguel A. León-Ledesma, 2008. "Can globalisation stop the decline in commodities' terms of trade?," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 32(5), pages 683-701, September.
    377. Elias Ajaga & Peter Nunnenkamp, 2008. "Inward FDI, Value Added and Employment in US States: A Panel Cointegration Approach," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 63(04), pages 347-367, December.
    378. Xiarchos, Irene M. & Fletcher, Jerald J., 2009. "Price and volatility transmission between primary and scrap metal markets," Resources, Conservation & Recycling, Elsevier, vol. 53(12), pages 664-673.
    379. Wanping Yang & Bingyu Zhao, 2021. "The Transmission Mechanism of China-Japan Economic Co-Movement and Stabilizing Measures for China’s Economy," SAGE Open, , vol. 11(1), pages 21582440211, March.
    380. Nanang, David M., 2010. "Analysis of export demand for Ghana's timber products: A multivariate co-integration approach," Journal of Forest Economics, Elsevier, vol. 16(1), pages 47-61, January.
    381. Cagri Levent Uslu, 2016. "Cointegration and Causality between Turkish, Imports and GDP: A Structural Analysis," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(2), pages 91-100.
    382. 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.
    383. Max Gillman & Michal Kejak & Giulia Ghiani, 2014. "Money, Banking and Interest Rates: Monetary Policy Regimes with Markov-Switching VECM Evidence," CEU Working Papers 2014_3, Department of Economics, Central European University.
    384. Willie Lahari & Alfred A. Haug & Arlene Garces-Ozanne, 2011. "Estimating Quarterly Gdp Data For The South Pacific Island Nations," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(01), pages 97-112.
    385. Chu, Patrick Kuok-Kun, 2011. "Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 792-810.
    386. Larisa Ivascu & Muddassar Sarfraz & Muhammad Mohsin & Sobia Naseem & Ilknur Ozturk, 2021. "The Causes of Occupational Accidents and Injuries in Romanian Firms: An Application of the Johansen Cointegration and Granger Causality Test," IJERPH, MDPI, vol. 18(14), pages 1-17, July.
    387. Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018. "Speculative activity and returns volatility of Chinese major agricultural commodity futures," CAMA Working Papers 2018-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    388. Carlos Alberto Duque Garcia, 2023. "Dynamics of Employment and Accumulation of Capital in Colombia, 1965–2019: An Econometric Analysis," Review of Radical Political Economics, Union for Radical Political Economics, vol. 55(4), pages 591-604, December.
    389. Dragan Miljkovic, 2009. "US and Canadian livestock prices: market integration and trade dependence," Applied Economics, Taylor & Francis Journals, vol. 41(2), pages 183-193.
    390. Yu‐Lun Chen & Yin‐Feng Gau, 2022. "The information effect of order flows in foreign currency futures and spot markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1549-1572, August.
    391. Muhammad A. Quddus & Ikram Saeed, 2005. "An Analysis of Exports and Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 921-937.
    392. Ali Trabelsi Karoui & Aida Kammoun, 2021. "Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 89-106.
    393. Korap, Levent, 2011. "A closer look at the money multipliers for the Turkish economy: Is there a stable relationship?," MPRA Paper 40778, University Library of Munich, Germany.
    394. Ida Wolden Bache, 2006. "Assessing the structural VAR approach to exchange rate pass-through," Computing in Economics and Finance 2006 309, Society for Computational Economics.
    395. Jakob B. Madsen & James B. Ang & Rajabrata Banerjee, 2010. "Four Centuries of British Economic Growth: The Roles of Technology and Population," Development Research Unit Working Paper Series 03-10, Monash University, Department of Economics.
    396. Sunal, Onur, 2022. "The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 255-261.
    397. Ang, James B., 2011. "Finance and consumption volatility: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 947-964, October.
    398. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, vol. 37(C), pages 451-463.
    399. Allan W. Gregory & Alfred A. Haug & Nicoletta Lomuto, 2004. "Mixed signals among tests for cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 89-98.
    400. Akinfenwa, Samson O. & Qasmi, Bashir A., 2014. "Ethanol, the Agricultural Economy, and Rural Incomes in the United States: A Bivariate Econometric Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 0, pages 1-15.
    401. Judith A. Clarke & Sadaf Mirza, 2003. "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers 0305, Department of Economics, University of Victoria.
    402. Rajabrata Banerjee, 2012. "Population Growth and Endogenous Technological Change: Australian Economic Growth in the Long Run," The Economic Record, The Economic Society of Australia, vol. 88(281), pages 214-228, June.
    403. Muhammad Aslam Chaudhry & Munir A. S. Choudhary, 2006. "Why the State Bank of Pakistan should not Adopt Inflation Targeting," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 195-209.
    404. Rahmatina A. Kasri & Salina Hj. Kassim, 2009. "Empirical Determinants of Saving in the Islamic Banks: Evidence from Indonesia المحددات التجريبية للادخار في البنوك الإسلامية: أدلة من إندونيسيا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 22(2), pages 181-201, July.
    405. Diamandis, Panayiotis F., 2009. "International stock market linkages: Evidence from Latin America," Global Finance Journal, Elsevier, vol. 20(1), pages 13-30.
    406. Singh Tarlok, 2017. "Sustainability of Current Account Deficits in the OECD Countries: Evidence from Panel Data Estimators," Global Economy Journal, De Gruyter, vol. 17(4), pages 1-16, December.
    407. Seuk Wai Phoong & Siok Kun Sek, 2013. "A Markov Switching Vector Error Correction Model on Oil Price and Gold Price Effect on Stock Market Returns," Information Management and Business Review, AMH International, vol. 5(7), pages 331-336.
    408. Jochen Lawrenz, 2013. "Time-series properties of the dividend--price ratio with social dynamics," Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 569-579, February.
    409. Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, vol. 3(2), pages 1-21, May.
    410. Nasir Hamid Rao & Syed Kalim Hyder Bukhari, 2011. "Asymmetric Shocks and Co-movement of Price Indices," SBP Working Paper Series 38, State Bank of Pakistan, Research Department.
    411. Chaido Dritsaki, 2014. "The Dynamic Relationship between Stock Volatility and Trading Volume from the Athens Stock Exchange," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 3(3), pages 152-165.
    412. Gabriel Caldas Montes & Gabriel Gonçalves do Vale Monteiro, 2014. "Monetary policy, prudential regulation and investment," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(6), pages 881-906, November.
    413. Maud Korley & Evangelos Giouvris, 2021. "The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa," JRFM, MDPI, vol. 14(3), pages 1-30, March.
    414. William J. Crowder, 2020. "Does the Fed Control Trend Inflation?," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 241-261, November.
    415. John Gallo & Chanwit Phengpis & Peggy Swanson, 2007. "Determinants of Equity Style," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 33-51, February.
    416. Andrea Bonilla Bolanos, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects," Working Papers 1424, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    417. Dreger, Christian & Wolters, Jürgen, 2009. "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 36(1), pages 51-63.
    418. Juan Ricardo Perilla Jiménez, 2020. "Testing the impact of technology diffusion and innovation on long-run growth using cointegration techniques," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 29(6), pages 748-773, August.
    419. Corsetti, Giancarlo & Konstantinou, Panagiotis, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," CEPR Discussion Papers 7134, C.E.P.R. Discussion Papers.
    420. Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro, 2009. "Dynamic macroeconomic effects of public capital: evidence from regional Italian data," Temi di discussione (Economic working papers) 733, Bank of Italy, Economic Research and International Relations Area.
    421. Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
    422. Nourah Al†Yousef, 2018. "Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests," Australian Economic Papers, Wiley Blackwell, vol. 57(1), pages 1-18, March.
    423. 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.
    424. Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019. "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 421-455, July.
    425. Martin Gurtler, 2018. "What Influences Private Investment? The Case of the Czech Republic," Working Papers 2018/14, Czech National Bank.
    426. Shib Sankar Jana & Tarak Nath Sahu & Krishna Dayal Pandey, 2024. "Growth in Foreign Trade in Liberalized India: The Relevance of FDI," Global Business Review, International Management Institute, vol. 25(1), pages 252-267, February.
    427. Liviu ANDREI & Dalina-Maria ANDREI, 2015. "Another Monetary Inflation Coordinate. Studies on the US Federal Reserves' Monetary Base," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 1(1), pages 33-43, June.
    428. Mina Baliamoune-Lutz, 2010. "Financial Development and Income in Developing Countries," ICER Working Papers 09-2010, ICER - International Centre for Economic Research.
    429. Manuel González Gómez & Mª Soledad Otero Giráldez, 2017. "The causality between economic growth and immigration in EU/EFTA member states," Working Papers 1701, Universidade de Vigo, Departamento de Economía Aplicada.
    430. Mamta B Chowdhury, 2022. "Internationalisation of education and its effect on economic growth and development," The World Economy, Wiley Blackwell, vol. 45(1), pages 200-219, January.
    431. Brzoza-Brzezina, Michał, 2005. "Lending booms in the new EU Member States: will euro adoption matter?," Working Paper Series 543, European Central Bank.
    432. Krishna M. Kasibhatla, 2012. "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 125-138.
    433. Leon Bettendorf & Stephanie van der Geest & Gerard Kuper, 2005. "Do Daily Retail Gasoline Prices adjust Asymmetrically?," Tinbergen Institute Discussion Papers 05-040/2, Tinbergen Institute.
    434. Brini, Riadh & Amara, Mohamed & Jemmali, Hatem, 2017. "Renewable energy consumption, International trade, oil price and economic growth inter-linkages: The case of Tunisia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 76(C), pages 620-627.
    435. Buscemi, Antonino & Yallwe, Alem Hagos, 2011. "Money laundry and financial development," MPRA Paper 32458, University Library of Munich, Germany.
    436. Jun Nagayasu, 2012. "Regional deposits and demographic changes," Applied Economics Letters, Taylor & Francis Journals, vol. 19(10), pages 939-942, July.
    437. Hiroshi Ono, 2014. "The government expenditure-economic growth relation in Japan: an analysis by using the ADL test for threshold cointegration," Applied Economics, Taylor & Francis Journals, vol. 46(28), pages 3523-3531, October.
    438. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2019. "Volatility Spillover Effect in Commodity Derivatives Market: Empirical Evidence Through Generalized Impulse Response Function," Vision, , vol. 23(4), pages 374-396, December.
    439. Farhani, Sahbi & Chaibi, Anissa & Rault, Christophe, 2014. "CO2 emissions, output, energy consumption, and trade in Tunisia," Economic Modelling, Elsevier, vol. 38(C), pages 426-434.
    440. Sule, Abubakar* & Mohammed, I.D & Wada, Yahaya, 2022. "Interrogating the Level of Unemployment, Insecurity and Its Implication on Foreign Direct Investment in Nigeria: ARDL and Granger Causality Approach," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 7(1), pages 10-23, 03-2022.
    441. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2013. "A Note on the Extent of US Regional Income Convergence," Working Paper series 10_13, Rimini Centre for Economic Analysis.
    442. James B. Ang, 2007. "Are Financial Sector Policies Effective in Deeping the Malaysian Financial System," DEGIT Conference Papers c012_031, DEGIT, Dynamics, Economic Growth, and International Trade.
    443. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Linkages among agricultural commodity futures prices: some further evidence from Tokyo," Applied Economics Letters, Taylor & Francis Journals, vol. 13(8), pages 535-539.
    444. Bahram Adrangi & Arjun Chatrath, 2022. "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 51-84.
    445. Freitas, Carlos J. Pereira & Silva, Patrícia Pereira da, 2015. "European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation," Utilities Policy, Elsevier, vol. 33(C), pages 54-62.
    446. Mousumi Bhattacharya & Sharad Nath Bhattacharya, 2011. "The Interrelationship Between Merchandise Trade, Economic Growth and FDI Inflows in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 229-244.
    447. Smruti Ranjan BEHERA, 2015. "Saving-investment Dynamics and capital Mobility in the BRICS," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 15(1), pages 5-16.
    448. Nadia Yusuf & Vivian Nasrulddin, 2024. "Significance of International Trade and National GDP as Two Integral Components of Sustainable Economic Development in Saudi Arabia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 2298-2317, March.
    449. Beyer, Andreas & Dewald, William G. & Haug, Alfred A., 2009. "Structural breaks, cointegration and the Fisher effect," Working Paper Series 1013, European Central Bank.
    450. Koester, Gerrit & Priesmeier, Christoph, 2017. "Revenue elasticities in euro area countries," Working Paper Series 1989, European Central Bank.
    451. Pacheco, Ricardo Rodrigues & Fernandes, Elton, 2017. "International air passenger traffic, trade openness and exchange rate in Brazil: A Granger causality test," Transportation Research Part A: Policy and Practice, Elsevier, vol. 101(C), pages 22-29.
    452. Juan Gabriel Brida & Diego Giuliani, 2012. "Empirical assessment of the tourism-led growth hypothesis: the case of the “Tirol-Südtirol-Trentino†Europaregion," DISA Working Papers 2012/02, Department of Computer and Management Sciences, University of Trento, Italy, revised Mar 2012.
    453. Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018. "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, vol. 54(C), pages 69-91.
    454. David Mautin Oke & Koye Gerry Bokana & Olatunji Abdul Shobande, 2017. "Some Correlates Of Rural-Urban Led Urbanization In Lagos, Nigeria," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 29(3), pages 185-195, November.
    455. D. M. Nachane & Amlendu Kumar Dubey, 2008. "The Vanishing Role of Money in the Macroeconomy - An Empirical Investigation Based On Spectral and Wavelet Analysis," Macroeconomics Working Papers 22369, East Asian Bureau of Economic Research.
    456. SHIMIZU Junko & SATO Kiyotaka, 2015. "Abenomics, Yen Depreciation, Trade Deficit, and Export Competitiveness," Discussion papers 15020, Research Institute of Economy, Trade and Industry (RIETI).
    457. Ang, James, 2009. "Financial Liberalization Or Repression?," MPRA Paper 14497, University Library of Munich, Germany.
    458. Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2006. "Common trends and common cycles in Canada: who knew so much has been going on?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 320-347, February.
    459. H Buscher & C Dreger & R Ramos & J Surinach, 2009. "The Impact of Institutions on the Employment Performance in European Labour Markets," Economic Issues Journal Articles, Economic Issues, vol. 14(1), pages 17-34, March.
    460. Muhammad Afzal, 2012. "Ricardian equivalence hypothesis: Evidence from Pakistan," E3 Journal of Business Management and Economics., E3 Journals, vol. 3(6), pages 258-265.
    461. Rosdiana Sijabat, 2022. "The Association of Economic Growth, Foreign Aid, Foreign Direct Investment and Gross Capital Formation in Indonesia: Evidence from the Toda–Yamamoto Approach," Economies, MDPI, vol. 10(4), pages 1-22, April.
    462. Attílio, Luccas Assis & Faria, João Ricardo & Rodrigues, Mauro, 2023. "Does monetary policy impact CO2 emissions? A GVAR analysis," Energy Economics, Elsevier, vol. 119(C).
    463. Jing Chen & David G. McMillan & Mike Buckle, 2018. "Information Transmission across European Equity Markets During Crisis Periods," Manchester School, University of Manchester, vol. 86(6), pages 770-788, December.
    464. Xia, Yan & Susanto, Dwi & Rosson, C. Parr, III, 2007. "Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34844, Southern Agricultural Economics Association.
    465. Fisher, Lance A. & Kingston, Geoffrey, 2022. "Medium-run determinants of real wages in Australia," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 1098-1107.
    466. Le Fur, Eric, 2020. "Dynamics of the global fine art market prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 167-180.
    467. Theologos Dergiades & Lefteris Tsoulfidis, 2007. "A New Method For The Estimation Of Capacity Utilization: Theory And Empirical Evidence From 14 Eu Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 59(4), pages 361-381, October.
    468. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
    469. Migiakis, Petros M. & Bekiris, Fivos V., 2009. "Regime switches between dividend and bond yields," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 198-204, September.
    470. Lahura, Erick, 2017. "El efecto traspaso de la tasa de interés de política monetaria en Perú: evidencia reciente," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 33, pages 9-27.
    471. Md. Samsul Alam & Sudharshan Reddy Paramati & Muhammad Shahbaz & Mita Bhattacharya, 2015. "Dynamics of Natural Gas Consumption, Output and Trade: Empirical Evidence from the Emerging Economies," Monash Economics Working Papers 21-15, Monash University, Department of Economics.
    472. Jean-Pierre Allegret & Essahbi Essaadi, 2011. "Business cycles synchronization in East Asian economy: evidences from time-varying coherence study," Post-Print halshs-00566116, HAL.
    473. Guidi, Francesco & Ugur, Mehmet, 2014. "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy 11323, University of Greenwich, Greenwich Political Economy Research Centre.
    474. Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE 2011-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    475. Mussarat Khan, 2016. "Contribution of female human capital in economic growth: an empirical analysis of Pakistan (1972–2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(2), pages 709-728, March.
    476. van Zandweghe, Willem & Gottschalk, Jan, 2001. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers 1068, Kiel Institute for the World Economy (IfW Kiel).
    477. Passant M. B. Selim & Hasan Güngör, 2021. "Inequality and financial development: Evidence from selected MENA region countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2732-2747, April.
    478. Musleh-Ud Din, 2004. "Exports, Imports, and Economic Growth in South Asia: Evidence Using a Multivariate Time-series Framework," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(2), pages 105-124.
    479. Maurizio Bovi, 2014. "Shocks and the Expectations Formation Process. A Tale of Two Expectations," Natural Field Experiments 00390, The Field Experiments Website.
    480. Lotfali Agheli, 2016. "Demand for Natural Gas in Food and Beverage Industries of Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 588-593.
    481. Biswajit Maitra, 2016. "Investment in Human Capital and Economic Growth in Singapore," Global Business Review, International Management Institute, vol. 17(2), pages 425-437, April.
    482. Khan, Muhammad Arshad & Abbas, Faisal, 2016. "The dynamics of electricity demand in Pakistan: A panel cointegration analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 1159-1178.
    483. Gang Du & Chuanwang Sun, 2015. "Determinants of Electricity Demand in Nonmetallic Mineral Products Industry: Evidence from a Comparative Study of Japan and China," Sustainability, MDPI, vol. 7(6), pages 1-25, June.
    484. Gundel, Sebastian, 2007. "Declining export prices due to increased competition from NIC: Evidence from Germany and the CEEC," University of Göttingen Working Papers in Economics 63, University of Goettingen, Department of Economics.
    485. Zhang, Shun & Liu, Xuyi, 2019. "The roles of international tourism and renewable energy in environment: New evidence from Asian countries," Renewable Energy, Elsevier, vol. 139(C), pages 385-394.
    486. Oleksandr Faryna & Heli Simola, 2018. "The Transmission of International Shocks to CIS Economies: A Global VAR Approach," Working Papers 04/2018, National Bank of Ukraine.
    487. Tuck Cheong Tang & Evan Lau, 2009. "General Equilibrium Perception on Twin Deficits Hypothesis: An Empirical Evidence for the U.S," Monash Economics Working Papers 09-09, Monash University, Department of Economics.
    488. Michael Pedersen & Miguel Ricaurte, 2013. "Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales," Working Papers Central Bank of Chile 691, Central Bank of Chile.
    489. Lin, Boqiang & Wu, Ya & Zhang, Li, 2012. "Electricity saving potential of the power generation industry in China," Energy, Elsevier, vol. 40(1), pages 307-316.
    490. Gabriella Legrenzi & Costas Milas, 2002. "The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(4), pages 435-449, August.
    491. Swamy, Vighneswara & S, Sreejesh, 2012. "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper 47518, University Library of Munich, Germany.
    492. Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2021. "Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(2), pages 226-244, February.
    493. Lukman Ayinde Olorogun, 2022. "Revisiting the Nexus of FDI-Led Growth Hypothesis and Economic Development in Rwanda: a Johansen-ARDL Approach to Cointegration," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 2695-2717, December.
    494. Strike Mbulawa & Samuel Chingoiro, 2017. "Do Tourist ExpendituresMatter forGrowth in Botswana? A Vector Auto Regression Approach," Academica Turistica - Tourism and Innovation Journal, University of Primorska Press, vol. 10(1), pages 91-101.
    495. Dimitris A. Georgoutsos & Georgios P. Kouretas, 2017. "The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective," Open Economies Review, Springer, vol. 28(5), pages 989-1010, November.
    496. S.Aydin Yuksel & Asli Yuksel & Umit Erol & Hakki Ozturk, 2017. "The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(7), pages 86-98, July.
    497. 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.
    498. Enflo, Kerstin & Kander, Astrid & Schön, Lennart, 2009. "Electrification and energy productivity," Ecological Economics, Elsevier, vol. 68(11), pages 2808-2817, September.
    499. Krystyna Strzała, 2012. "Panelowe testy kointegracji – teoria i zastosowania," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 27, pages 41-54.
    500. Christian Pierdzioch & Renatas Kizys, 2013. "On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 415-440, September.
    501. Alexei Onatski & Chen Wang, 2016. "Alternative Asymptotics for Cointegration Tests in Large VARs," Cambridge Working Papers in Economics 1637, Faculty of Economics, University of Cambridge.
    502. D. Tripati Rao & Saurabh Goyal, 2018. "Global Commodity and Oil Price Movements, Macroeconomic Performance and Challenges for an Emerging Economy: The Indian Experience," Global Business Review, International Management Institute, vol. 19(3), pages 650-674, June.
    503. Jun, Sangjoon, 2015. "The Nexus between FDI and Growth in the SAARC Member Countries," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 19(1), pages 39-70, March.
    504. Chuyu Xia & Yan Li & Yanmei Ye & Zhou Shi, 2016. "An Integrated Approach to Explore the Relationship Among Economic, Construction Land Use, and Ecology Subsystems in Zhejiang Province, China," Sustainability, MDPI, vol. 8(5), pages 1-20, May.
    505. Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
    506. Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
    507. Simona Andreea Apostu & Mirela Panait & Daniel Balsalobre-Lorente & Diogo Ferraz & Irina Gabriela Rădulescu, 2022. "Energy Transition in Non-Euro Countries from Central and Eastern Europe: Evidence from Panel Vector Error Correction Model," Energies, MDPI, vol. 15(23), pages 1-21, December.
    508. SHAH Muhammad Imran & ULLAH Irfan & RAHMAN Zia Ur & JAN Nadeem, 2016. "The Debt Overhang Hypothesis: Evidence From Pakistan," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 11(1), pages 140-151, April.
    509. Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2015. "La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 4-24, June.
    510. Ayhan KAPUSUZOGLU & Merve KARACAER ULUSOY, 2015. "The interactions between agricultural commodity and oil prices: an empirical analysis," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(9), pages 410-421.
    511. Yun K. Kim, 2016. "Macroeconomic effects of household debt: an empirical analysis," Review of Keynesian Economics, Edward Elgar Publishing, vol. 4(2), pages 127-150, April.
    512. M. Nusrate Aziz & Nick Horsewood & Somnath Sen, 2014. "The First and Second Stage Pass-through of Exchange Rates: A Developing Country Perspective," Review of Development Economics, Wiley Blackwell, vol. 18(3), pages 595-609, August.
    513. Robaina, M. & Madaleno, M. & Silva, S. & Eusébio, C. & Carneiro, M.J. & Gama, C. & Oliveira, K. & Russo, M.A. & Monteiro, A., 2020. "The relationship between tourism and air quality in five European countries," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 261-272.
    514. Jana Juriová, 2016. "Money Market Equilibrium in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(3), pages 321-334.
    515. Susanto, Dwi & Rosson, C. Parr, III & Henneberry, Shida Rastegari, 2008. "Changes in Import Demand Elasticity for Red Meat and Livestock: Measuring the Impacts of Animal Disease and Trade Policy," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6337, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    516. Vivian, Viviane Santos & Mendonça, Helder Ferreira de, 2010. "Gestão da dívida pública: a experiência do Brasil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), May.
    517. Climent, Francisco & Pardo, Angel, 2007. "Decoupling factors on the energy-output linkage: The Spanish case," Energy Policy, Elsevier, vol. 35(1), pages 522-528, January.
    518. Angeline B. Rohoia & Parmendra Sharma, 2021. "Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands," JRFM, MDPI, vol. 14(9), pages 1-18, September.
    519. Baghestani, Hamid, 2019. "An analysis of vehicle-buying attitudes of US consumers," Research in Transportation Economics, Elsevier, vol. 75(C), pages 62-68.
    520. Fakhri J. Hasanov & Lester C. Hunt & Ceyhun I. Mikayilov, 2016. "Modeling and Forecasting Electricity Demand in Azerbaijan Using Cointegration Techniques," Energies, MDPI, vol. 9(12), pages 1-31, December.
    521. Chowdhury, Mamta B., 2011. "Remittances flow and financial development in Bangladesh," Economic Modelling, Elsevier, vol. 28(6), pages 2600-2608.
    522. Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.
    523. Danish & Bin Zhang & Zhaohua Wang & Bo Wang, 2018. "Energy production, economic growth and CO2 emission: evidence from Pakistan," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 90(1), pages 27-50, January.
    524. Paul Gaggl & Serguei Kaniovski & Klaus Prettner & Thomas Url, 2009. "The short and long-run interdependencies between the Eurozone and the USA," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(2), pages 209-227, May.
    525. Kollias, Christos & Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2013. "Crime and the effectiveness of public order spending in Greece: Policy implications of some persistent findings," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 121-133.
    526. Beckmann, Joscha & Czudaj, Robert, 2013. "Oil prices and effective dollar exchange rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 621-636.
    527. Manamba Epaphra, 0. "The Twin Deficits Hypothesis: An Empirical Analysis for Tanzania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(65), pages 2-34, September.
    528. D.M. Nachane & Amlendu Kumar Dubey, 2008. "The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    529. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).
    530. Filippo COSSETTI & Francesco GUIDI, 2009. "ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis," Working Papers 334, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    531. Aldo Iván Varela Costarrica & Carolina Carbajal De Nova, 2022. "¿Realmente fue positivo el saldo de la privatización de la Reforma Energética en México?," 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. 17(3), pages 1-16, Julio - S.
    532. Chandan, Sharma & Bhanumurthy, N R, 2010. "Estimating Infrastructural Investment Needs for India," MPRA Paper 22188, University Library of Munich, Germany.
    533. Lombardi, Marco J. & Galesi, Alessandro, 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
    534. Carstensen Kai & Hansen Gerd, 2004. "Inflationäre Schocks in Deutschland: Eine Common Trends Analyse / Inflationary Shocks in Germany: A Common Trends Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(3), pages 271-291, June.
    535. Dekkiche Djamal, 2022. "Impact of Money Supply on Inflation Rate in Egypt: A VECM Approach," Economics and Business, Sciendo, vol. 36(1), pages 134-148, January.
    536. Piotr Wdowiński, 2011. "Model monetarny kursu równowagi złoty/euro: analiza kointegracyjna," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 67-86.
    537. Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2012. "Expectations of future income and real exchange rate movements," Working Papers fe_2012_05, Deakin University, Department of Economics.
    538. Aliyu, Shehu Usman Rano, 2008. "Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation," MPRA Paper 13490, University Library of Munich, Germany, revised 17 Feb 2009.
    539. Lei Pan & Svetlana Maslyuk-Escobedo & Vinod Mishra, 2019. "Carry Trade Returns and Commodity Prices under Capital and Interest Rate Controls: Empirical Evidence from China," Monash Economics Working Papers 16-18, Monash University, Department of Economics.
    540. Bradley Rossen & Akhter Faroque, 2016. "Diagnosing the Causes of Rising Health-Care Expenditure in Canada: Does Baumol's Cost Disease Loom Large?," American Journal of Health Economics, MIT Press, vol. 2(2), pages 184-212, Spring.
    541. Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016. "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 8(2), pages 121-145.
    542. Nivorozhkin, Eugene & Chondrogiannis, Ilias, 2022. "Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    543. Hisali, Eria & Ddumba-Ssentamu, John, 2013. "Foreign aid and tax revenue in Uganda," Economic Modelling, Elsevier, vol. 30(C), pages 356-365.
    544. Mevlud Islami & Paul Welfens, 2013. "Financial market integration, stock markets and exchange rate dynamics in Eastern Europe," International Economics and Economic Policy, Springer, vol. 10(1), pages 47-79, March.
    545. Matthieu Bussiere & Alexander Chudik & Giulia Sestieri, 2012. "Modelling global trade flows: results from a GVAR model," Globalization Institute Working Papers 119, Federal Reserve Bank of Dallas.
    546. Alemu Lambamo Hawitibo, 2023. "Explaining macroeconomic fluctuations in Ethiopia: the role of monetary and fiscal policies," Economic Change and Restructuring, Springer, vol. 56(2), pages 1033-1061, April.
    547. Andrea Vaona, 2010. "Granger non-causality tests between (non)renewable energy consumption and output in Italy since 1861: the (ir)relevance of structural breaks," Working Papers 19/2010, University of Verona, Department of Economics.
    548. Daniel Penido de Lima Amorim & Marcelo Resende, 2024. "Exchange Rate Pass-Through to Brazilian E-Commerce Prices," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(1), pages 25-43, January.
    549. Gökçe, Atilla & Çankal, Erhan, 2013. "Balance-of-payments constrained growth model for the Turkish economy," Economic Modelling, Elsevier, vol. 35(C), pages 140-144.
    550. Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2018. "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CQE Working Papers 7518, Center for Quantitative Economics (CQE), University of Muenster.
    551. Hasanli, Mübariz, 2024. "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, vol. 133(C).
    552. Peter Prazmowski, 2014. "Ricardian equivalence and fiscal distortions in the Dominican Republic," Empirical Economics, Springer, vol. 46(1), pages 109-125, February.
    553. Robert McNown & Omar S. Aburizaizah & Charles Howe & Nathan Adkins, 2015. "Forecasting annual water demands dominated by seasonal variations: the case of water demands in Mecca," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 544-552, February.
    554. Hugh Rockoff & John Landon-Lane, 2006. "A Companion to "The Origin and Diffusion of Shocks to Regional Interest Rates in the United States, 1880-2002."," Departmental Working Papers 200608, Rutgers University, Department of Economics.
    555. Gaetano Perone, 2018. "Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell'Eurozona: un'analisi empirica," Economia & lavoro, Carocci editore, issue 3, pages 61-98.
    556. Sahbi Farhani & Anissa Chaibi & Christophe Rault, 2014. "A study of CO2 emissions, output,energy consumption, and trade," Working Papers 2014-56, Department of Research, Ipag Business School.
    557. Valadkhani, Abbas, 2009. "Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities?," Economics Working Papers wp09-08, School of Economics, University of Wollongong, NSW, Australia.
    558. Hyeon-Seung Huh & Chung Mo Koo, 2006. "A method to allocate GDP statistical discrepancy," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 587-591.
    559. Lin, Boqiang & Chen, Yufang & Zhang, Guoliang, 2017. "Technological progress and rebound effect in China's nonferrous metals industry: An empirical study," Energy Policy, Elsevier, vol. 109(C), pages 520-529.
    560. Vassiki Sanogo & Richard K. Moussa, 2017. "Financial Reforms, Financial Development, and Economic Growth in the Ivory Coast," Economies, MDPI, vol. 5(1), pages 1-23, February.
    561. Ritesh Patel, 2021. "ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis," Capital Markets Review, Malaysian Finance Association, vol. 29(1), pages 41-58.
    562. Tripura Sundari C. U. & Anindita Mitra, 2020. "Development and Degradation: The Nexus between GDP, FDI, and Pollution in India," Emerging Economy Studies, International Management Institute, vol. 6(1), pages 39-49, May.
    563. Kouretas, Georgios P. & Yannopoulos, Andreas, 2006. "Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector," Economic Modelling, Elsevier, vol. 23(2), pages 316-338, March.
    564. Eita, Joel Hinaunye, 2009. "The finance-growth nexus in Namibia," MPRA Paper 78418, University Library of Munich, Germany.
    565. Katsuya Ito, 2012. "The Impact of Oil Price Shocks on the Iranian Economy: New evidence," Economics Bulletin, AccessEcon, vol. 32(3), pages 2246-2254.
    566. Samir Ul Hassan & Biswambhara Mishra, 2017. "Does Infrastructure Matters in Government Spending? A Case Study of Jammu and Kashmir (India) with Cointegration Approach," Journal of Infrastructure Development, India Development Foundation, vol. 9(2), pages 82-97, December.
    567. Iwayemi, Akin & Adenikinju, Adeola & Babatunde, M. Adetunji, 2010. "Estimating petroleum products demand elasticities in Nigeria: A multivariate cointegration approach," Energy Economics, Elsevier, vol. 32(1), pages 73-85, January.
    568. Claudiu Boţoc & Sorin Gabriel Anton, 2020. "New empirical evidence on CEE's stock markets integration," The World Economy, Wiley Blackwell, vol. 43(10), pages 2785-2802, October.
    569. Lin, Boqiang & Zhang, Li & Wu, Ya, 2012. "Evaluation of electricity saving potential in China's chemical industry based on cointegration," Energy Policy, Elsevier, vol. 44(C), pages 320-330.
    570. Paul Blackley, 2009. "The change in aggregate budget behavior in the 1990s: a cointegration-error correction model analysis," Public Choice, Springer, vol. 138(3), pages 475-482, March.
    571. Georgoutsos D. & Kouretas G., 2002. "Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 7-22, January -.
    572. Jacobo Campo & Henry Mendoza, 2018. "Public expenditure and economic growth: a regional analysis for Colombia, 1984-2012," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 77-108, Enero - J.
    573. Badarudin, Z.E. & Ariff, M. & Khalid, A.M., 2013. "Post-Keynesian money endogeneity evidence in G-7 economies," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 146-162.
    574. Mihaela Onofrei & Elena Cigu & Anca-Florentina Gavriluta (Vatamanu) & Ionel Bostan & Florin Oprea, 2021. "Effects of the COVID-19 Pandemic on the Budgetary Mechanism Established to Cover Public Health Expenditure. A Case Study of Romania," IJERPH, MDPI, vol. 18(3), pages 1-15, January.
    575. Paul Turner, 2009. "Testing for cointegration using the Johansen approach: are we using the correct critical values?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 825-831.
    576. Lee, Chin & M., Azali, 2013. "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper 58162, University Library of Munich, Germany.
    577. Sophocles Brissimis & Eugenie Garganas & Stephen G. Hall, 2012. "Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?," Working Papers 148, Bank of Greece.
    578. Ogonna Nneji & Chris Brooks & Charles Ward, 2011. "Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009," ICMA Centre Discussion Papers in Finance icma-dp2011-01, Henley Business School, University of Reading.
    579. Roberto Santis, 2015. "Quantity theory is alive: the role of international portfolio shifts," Empirical Economics, Springer, vol. 49(4), pages 1401-1430, December.
    580. André Nassif & Carmem Feijó & Marco Antônio Silveira De Almeida, 2011. "Why Does Real Exchange Rate Overvalue Inbrazil? Theoretical Determinants, Empirical Evidence And Economicpolicy Dilemmas," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 237, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    581. Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013. "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, vol. 33(C), pages 482-492.
    582. Lin, Boqiang & Tan, Ruipeng, 2017. "Sustainable development of China's energy intensive industries: From the aspect of carbon dioxide emissions reduction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 77(C), pages 386-394.
    583. Mohammad Afzal, 2010. "Exchange Rate and Reserves in Asian Countries: Causality Test," Global Economic Review, Taylor & Francis Journals, vol. 39(2), pages 215-223.
    584. Kuan-Min Wang, 2013. "The relationship between carbon dioxide emissions and economic growth: quantile panel-type analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1337-1366, April.
    585. Faryna, Oleksandr & Simola, Heli, 2018. "The transmission of international shocks to CIS economies: A Global VAR approach," BOFIT Discussion Papers 17/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
    586. Kenneth Chan & Vinh Dang, 2010. "Multilateral trade and export-led growth in the world economy: some post-war evidence," Empirical Economics, Springer, vol. 38(3), pages 689-703, June.
    587. Tweneboah, George & Adam, Anokye M., 2008. "Implications of Oil Price Shocks for Monetary Policy in Ghana: A Vector Error Correction Model," MPRA Paper 11968, University Library of Munich, Germany.
    588. Alexander Chudik & Vanessa Smith, 2013. "The GVAR approach and the dominance of the U.S. economy," Globalization Institute Working Papers 136, Federal Reserve Bank of Dallas.
    589. Krishna M. Kasibhatla & David Stewart & Swapan Sen & John Malindretos, 2006. "Are Daily Stock Price Indices in the Major European Equity Markets Cointegrated? Tests and Evidence," The American Economist, Sage Publications, vol. 50(2), pages 47-57, October.
    590. Sasipa Pojanavatee, 2014. "Cointegration and causality analysis of dynamic linkage between stock market and equity mutual funds in Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-17, December.
    591. Shimada, Junji & Tsukuda, Yoshihiko & Miyakoshi, Tatsuyoshi, 2021. "Who is the center of local currency Asian government bond markets?," Japan and the World Economy, Elsevier, vol. 59(C).
    592. Montes, Gabriel Caldas, 2013. "Credibility and monetary transmission channels under inflation targeting: An econometric analysis from a developing country," Economic Modelling, Elsevier, vol. 30(C), pages 670-684.
    593. Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2016. "The Impacts of the 2008 and 2011 Crises on the Japan REIT Market," MPRA Paper 73463, University Library of Munich, Germany.
    594. Ayesha Siddiqui & Mohd Shamim & Mohammad Asif & Mamdouh Abdulaziz Saleh Al-Faryan, 2022. "Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis," Economies, MDPI, vol. 10(4), pages 1-25, April.
    595. Kaili Shen & David E. Giles, 2005. "Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance," Econometrics Working Papers 0508, Department of Economics, University of Victoria.
    596. Maria Immanuvel S & Daniel Lazar, 2022. "Does Volume of Gold Consumption Influence the World Gold Price?," JRFM, MDPI, vol. 15(7), pages 1-14, June.
    597. Giuseppe Cavaliere, 2002. "Bounded integrated processes and unit root tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(1), pages 41-69, February.
    598. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
    599. Granville, Brigitte & Mallick, Sushanta, 2010. "Monetary Policy in Russia: Identifying exchange rate shocks," Economic Modelling, Elsevier, vol. 27(1), pages 432-444, January.
    600. Naeem Akram* & Asma Gulzar**, 2013. "Climate change and economic growth : An empirical analysis of Pakistan," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 23(1), pages 31-54.
    601. Tswei, Keshin, 2013. "Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1062-1078.
    602. Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2019. "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries," Economics Discussion Papers 2019-64, Kiel Institute for the World Economy (IfW Kiel).
    603. Alper, Ahmet Murat & Civcir, İrfan, 2012. "Can overvaluation prelude to crisis and harm growth in Turkey," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 112-131.
    604. Aubry, Mathilde & Renou-Maissant, Patricia, 2014. "Semiconductor industry cycles: Explanatory factors and forecasting," Economic Modelling, Elsevier, vol. 39(C), pages 221-231.
    605. Salem Abo Zaid, 2006. "The Trade–Growth Relationship in Israel Revisited: Evidence from Annual Data, 1960-2004," Bank of Israel Working Papers 2006.11, Bank of Israel.
    606. Roberto Meurer, 2010. "Research Note: International Travel: The Relationship between Exchange Rate, World GDP, Revenues and the Number of Travellers to Brazil," Tourism Economics, , vol. 16(4), pages 1065-1072, December.
    607. Sebastian Dullien & Ulrich Fritsche, 2008. "Does the dispersion of unit labor cost dynamics in the EMU imply long-run divergence?," International Economics and Economic Policy, Springer, vol. 5(3), pages 269-295, November.
    608. Ahakwa, Isaac & Xu, Yi & Tackie, Evelyn Agba, 2023. "Greening human capital towards environmental quality in Ghana: Insight from the novel dynamic ARDL simulation approach," Energy Policy, Elsevier, vol. 176(C).
    609. Adenutsi, Deodat E., 2011. "Financial development, international migrant remittances, and endogenous growth in Ghana," MPRA Paper 29330, University Library of Munich, Germany.
    610. Vivian, Viviane Santos & Mendonça, Helder Ferreira de, 2008. "Public-debt management: the Brazilian experience," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    611. Kathia Pinz'on, 2016. "Analysis of Price and Income Elasticities of Energy Demand in Ecuador: A Dynamic OLS Approach," Papers 1611.05288, arXiv.org.
    612. Delis, Manthos D & Mylonidis, Nikolaos, 2010. "The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps," MPRA Paper 25270, University Library of Munich, Germany.
    613. Lorde, Troy & Jackman, Mahalia & Thomas, Chrystol, 2009. "The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and Tobago," Energy Policy, Elsevier, vol. 37(7), pages 2708-2716, July.
    614. Pedersen, Michael, 2018. "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, vol. 36(C), pages 144-158.
    615. Ariff, Mohamed & Chung, Tin-fah & M., Shamsher, 2012. "Money supply, interest rate, liquidity and share prices: A test of their linkage," Global Finance Journal, Elsevier, vol. 23(3), pages 202-220.
    616. Andreas Wrgtter & Sihle Nomdebevana, 2019. "Aggregate and sectoral publicprivate remuneration patterns in South Africa," Working Papers 9382, South African Reserve Bank.
    617. Minoas Koukouritakis & Leo Michelis, 2005. "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers 0515, University of Crete, Department of Economics.
    618. Kenneth I. Carlaw & Richard G. Lipsey, 2013. "Does History Matter? Empirical Analysis of Evolutionary Versus Stationary Equilibrium Views of the Economy," Economic Complexity and Evolution, in: Andreas Pyka & Esben Sloth Andersen (ed.), Long Term Economic Development, edition 127, pages 137-174, Springer.
    619. Faryna, Oleksandr & Simola, Heli, 2021. "The transmission of international shocks to CIS economies: A global VAR approach," Economic Systems, Elsevier, vol. 45(2).
    620. Camila Figueroa S. & Michael Pedersen, 2019. "A system for forecasting Chilean cash demand – the role of forecast combinations," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(2), pages 040-068, August.
    621. Zakaria, Muhammad & Khiam, Shahzeb & Mahmood, Hamid, 2021. "Influence of oil prices on inflation in South Asia: Some new evidence," Resources Policy, Elsevier, vol. 71(C).
    622. Sandra Ferreruela & Daniel Martín, 2022. "Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach," JRFM, MDPI, vol. 15(7), pages 1-29, July.
    623. P., Srinivasan & M., Kalaivani, 2013. "On the Temporal Causal Relationship between Macroeconomic Variables: Empirical Evidence from India," MPRA Paper 46803, University Library of Munich, Germany.
    624. Chaiechi, Taha, 2014. "The broken window: Fallacy or fact – A Kaleckian–Post Keynesian approach," Economic Modelling, Elsevier, vol. 39(C), pages 195-203.
    625. Andreas Bühn & Alexander Karmann & Friedrich Schneider, 2007. "Size and Development of the Shadow Economy and of Do-it-yourself Activities in Germany," CESifo Working Paper Series 2021, CESifo.
    626. J. Easaw J. & R. Golinelli, 2009. "Households Forming Inflation Expectations: Who Are the 'Active' and 'Passive' Learners?," Working Papers 675, Dipartimento Scienze Economiche, Universita' di Bologna.
    627. Ramzi Issa & Robert Lafrance & John Murray, 2006. "The Turning Black Tide: Energy Prices and the Canadian Dollar," Staff Working Papers 06-29, Bank of Canada.
    628. Nazlioglu, Saban, 2011. "World oil and agricultural commodity prices: Evidence from nonlinear causality," Energy Policy, Elsevier, vol. 39(5), pages 2935-2943, May.
    629. Mohsin S. Khan & Axel Schimmelpfennig, 2006. "Inflation in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(2), pages 185-202.
    630. Mohammed Al- Mahish, 2017. "Does Balance of Payments Constrained Growth Model Hold in Saudi Arabia?," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 1-15, March.
    631. Adewumi Otonne & Terzungwe Usar & Adebayo Adereni, 2018. "Real Exchange Returns and Real Stock Price Returns in Nigeria: An Econometrics Analysis of the Direction of Causality," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 4(5), pages 131-144, 05-2018.
    632. Zoltán BAKUCS & Imre FERTŐ, 2015. "Empirical tests of sale theories: Hungarian milk prices," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(11), pages 511-521.
    633. Farzana Naheed Khan & Eatzaz Ahmad, 2022. "Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(1), pages 95-124, January.
    634. Abimelech Paye Gbatu & Zhen Wang & Presley K. Wesseh Jr. & Isaac Yak Repha Tutdel, 2017. "Causal Effects and Dynamic Relationship between Exchange Rate Volatility and Economic Development in Liberia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 119-131.
    635. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004.
    636. Herzer, Dierk & Vollmer, Sebastian, 2013. "Rising top incomes do not raise the tide," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 504-519.
    637. Minoas Koukouritakis & Leo Michelis, 2006. "The Term Structure of Interest Rates in the European Union," Working Papers 0611, University of Crete, Department of Economics.
    638. Álvarez-Díaz, Marcos & González-Gómez, Manuel & Otero-Giráldez, María Soledad, 2018. "Main determinants of export-oriented bleached eucalyptus kraft pulp (BEKP) demand from the north-western regions of Spain," Forest Policy and Economics, Elsevier, vol. 96(C), pages 112-119.
    639. Tommaso Gabrieli & Keith Pilbeam & Bingxi Shi, 2018. "The impact of shadow banking on the implementation of Chinese monetary policy," International Economics and Economic Policy, Springer, vol. 15(2), pages 429-447, April.
    640. Mohamed Ilyes Gritli, 2021. "Price inflation and exchange rate pass‐through in Tunisia," African Development Review, African Development Bank, vol. 33(4), pages 715-728, December.
    641. Teixeira, Aurora A.C. & Fortuna, Natércia, 2010. "Human capital, R&D, trade, and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001," Research Policy, Elsevier, vol. 39(3), pages 335-350, April.
    642. Valadkhani, Abbas, 2014. "Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century," Energy Economics, Elsevier, vol. 45(C), pages 33-44.
    643. Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2016. "Dynamic Effects of Changes in the Exchange Rate System," Asian Development Review, MIT Press, vol. 33(1), pages 111-161, March.
    644. de Bondt, Gabe & Peltonen, Tuomas A. & Santabárbara, Daniel, 2010. "Booms and busts in China's stock market: Estimates based on fundamentals," Working Paper Series 1190, European Central Bank.
    645. Helder Ferreira de Mendonca & Rubens Teixeira da Silva, 2009. "Fiscal effect from inflation targeting: the Brazilian experience," Applied Economics, Taylor & Francis Journals, vol. 41(7), pages 885-897.
    646. Oanea, Dumitru-Cristian, 2015. "Financial markets integration: A vector error-correction approach," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 153-161.
    647. Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020. "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1241-1303, November.
    648. Mounir Ben Mbarek & Samia Nasreen & Rochdi Feki, 2017. "The contribution of nuclear energy to economic growth in France: short and long run," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(1), pages 219-238, January.
    649. Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 419-432, June.
    650. Lorde, Troy & Francis, Brian & Waithe, Kimberly & Taylor, Timothy, 2008. "Interest Rate Determination in Small Developing Countries," MPRA Paper 95621, University Library of Munich, Germany.
    651. James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," International Finance Discussion Papers 948, Board of Governors of the Federal Reserve System (U.S.).
    652. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "A Panel Cointegration Analysis: Thailand’s International Tourism Demand Model," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 129-142.
    653. Maurizio Bovi, 2016. "The tale of two expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(6), pages 2677-2705, November.
    654. Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016. "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 281-294.
    655. Giuseppe Cavaliere, 2000. "A Rescaled Range Statistics Approach to Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 0318, Econometric Society.
    656. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), "undated". "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales.
    657. James G. MacKinnon, 2001. "Computing Numerical Distribution Functions In Econometrics," Working Paper 1037, Economics Department, Queen's University.
    658. Park, Soo Kyung & Park, Choel Beom, 2015. "Time-varying Cointegration Models and Exchange Rate Predictability in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 37(4), pages 1-20.
    659. Nachane, D.M. & Dubey, Amlendu Kumar, 2011. "The vanishing role of money in the macro-economy: An empirical investigation for India," Economic Modelling, Elsevier, vol. 28(3), pages 859-869, May.
    660. Tashu, Melesse, 2018. "Determinantes del Tipo de Cambio Real de Equilibrio en Perú: ¿Es el sol una moneda commodity?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 36, pages 9-30.
    661. Reimers, Hans-Eggert & Roffia, Barbara & Dreger, Christian, 2006. "Long-run money demand in the new EU Member States with exchange rate effects," Working Paper Series 628, European Central Bank.
    662. Hsiang-Hsi Liu & Chien-Kuo Tseng, 2022. "Common Components in Co-integrated System and Its Estimation and Application: Evidence from Five Stock Markets in Asia-Pacific Chinese Region," Bulletin of Applied Economics, Risk Market Journals, vol. 9(2), pages 101-121.
    663. Theodore Panagiotidis & Emilie Rutledge, 2004. "Oil and gas market in the UK: evidence from a cointegration approach," Discussion Paper Series 2004_18, Department of Economics, Loughborough University, revised Nov 2004.
    664. Samad, Abdus, 2018. "Is there any causality between Islamic banks’ return on depositors and conventional banks’ deposit interest: Evidence of causality from Bahrain’s financial market," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(4), pages 894-912, August.
    665. Juan Gabriel Brida & Diego Giuliani, 2013. "Empirical Assessment of the Tourism-Led Growth Hypothesis: The Case of the Tirol—Südtirol—Trentino Europaregion," Tourism Economics, , vol. 19(4), pages 745-760, August.
    666. Algieri, Bernardina, 2015. "An Analysis of Regional Export Patterns: The Case of Calabria in Southern Italy - Un’analisi dei modelli di esportazione regionale: il caso della Calabria," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(3), pages 297-322.
    667. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”," IREA Working Papers 201402, University of Barcelona, Research Institute of Applied Economics, revised May 2014.
    668. Stirböck, Claudia, 2006. "How strong is the impact of exports and other demand components on German import demand? Evidence from euro-area and non-euro-area imports," Discussion Paper Series 1: Economic Studies 2006,39, Deutsche Bundesbank.
    669. Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012. "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, vol. 29(5), pages 1666-1678.
    670. Simon Neaime, 2008. "Monetary Policy Transmission and Targeting Mechanisms in the MENA Region," Working Papers 395, Economic Research Forum, revised 03 Jan 2008.
    671. Md Gyasuddin Ansari & Rudra Sensarma, 2019. "US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?," Working papers 343, Indian Institute of Management Kozhikode.
    672. Jiadan Jiang, 2016. "Modeling Money Demand in China: Evidence from Cointegration Analysis," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-8, June.
    673. Minoas Koukouritakis & Leo Michelis, 2008. "The term structure of interest rates in the 12 newest EU countries," Applied Economics, Taylor & Francis Journals, vol. 40(4), pages 479-490.
    674. Lasak, Katarzyna, 2010. "Likelihood based testing for no fractional cointegration," Journal of Econometrics, Elsevier, vol. 158(1), pages 67-77, September.
    675. Md. Shakhaowat Hossin & Md. Kaisar Hamid, 2024. "Capital Market Performance and Bangladesh’s Economy: An Empirical Study," Global Business Review, International Management Institute, vol. 25(2_suppl), pages 165-183, April.
    676. Bernardina Algieri, 2011. "The Dutch Disease: evidences from Russia," Economic Change and Restructuring, Springer, vol. 44(3), pages 243-277, August.
    677. Parum Faith & Dharmasena Senarath, 2024. "Food Price Inflation in the United States as a Complex Dynamic Economic System," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 22(2), pages 113-132.
    678. Hanck, Christoph, 2006. "Mixed Signals Among Panel Cointegration Tests," Technical Reports 2006,45, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    679. Muhammad Mofizur Rahman, 2020. "Impact of digital technology in higher education: Perspective from Bangladesh," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 9(5), pages 318-325, September.
    680. Jyh-Lin Wu & Yu-Hau Hu, 2007. "Currency substitution and nonlinear error correction in Taiwan's demand for broad money," Applied Economics, Taylor & Francis Journals, vol. 39(13), pages 1635-1645.
    681. Athanasia Stylianou Kalaitzi, 2024. "Skill intensity in manufacturing exports: Do basic, technology-intensive or differentiated exports cause growth in Kuwait?," Economic Change and Restructuring, Springer, vol. 57(5), pages 1-30, October.
    682. Cox, Raymond A.K. & Dayanandan, Ajit & Donker, Han, 2016. "The Ricochet Effect of Bad News," The International Journal of Accounting, Elsevier, vol. 51(3), pages 385-401.
    683. Jesús Otero & Jeremy Smith, 2013. "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 1-9, January.
    684. à lvarez-Díaz, Marcos & González-Gómez, Manuel & Otero-Giráldez, María Soledad, 2019. "Low cost airlines and international tourism demand. The case of Porto's airport in the northwest of the Iberian Peninsula," Journal of Air Transport Management, Elsevier, vol. 79(C), pages 1-1.
    685. Mohammad Afzal & Ijaz Hussain, 2010. "Export-Led Growth Hypothesis: Evidence from Pakistan," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 130-147, January.
    686. Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane, 2005. "Testing for the cointegration rank when some cointegrating directions are changing," Journal of Econometrics, Elsevier, vol. 124(2), pages 269-310, February.
    687. Wang, Zijun & Yang, Jian & Li, Qi, 2007. "Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 86-103, February.
    688. Miyazaki, Tomomi, 2014. "Fiscal reform and fiscal sustainability: Evidence from Australia and Sweden," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 141-151.
    689. Pan, Xiongfeng & Uddin, Md. Kamal & Han, Cuicui & Pan, Xianyou, 2019. "Dynamics of financial development, trade openness, technological innovation and energy intensity: Evidence from Bangladesh," Energy, Elsevier, vol. 171(C), pages 456-464.
    690. Mina Baliamoune-Lutz, 2010. "Black and official exchange rates in Morocco: an analysis of their long-run behaviour and short-run dynamics (1974-1992)," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3481-3490.
    691. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University.
    692. Daniel Balsalobre‐Lorente & Oana M. Driha & George Halkos & Shekhar Mishra, 2022. "Influence of growth and urbanization on CO2 emissions: The moderating effect of foreign direct investment on energy use in BRICS," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(1), pages 227-240, February.
    693. Nwanekezie, Stanley & Onyiro, Harrison, 2018. "Exchange Rate Volatility and the Nigerian Balance Of Payments (1981-2016)," MPRA Paper 90562, University Library of Munich, Germany.
    694. Andrea Bonilla, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region's Integration Projects," Working Papers halshs-01069353, HAL.
    695. Ito, Katsuya, 2017. "Dutch disease and Russia," International Economics, Elsevier, vol. 151(C), pages 66-70.
    696. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
    697. André van Stel & Roy Thurik & Chantal Hartog & Simon Parker, 2010. "The two-way relationship between entrepreneurship and economic performance," Scales Research Reports H200822, EIM Business and Policy Research.
    698. Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021. "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 366-377.
    699. Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017. "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 193-213.
    700. Saeid Mahdavi, 2009. "TA Re-examination of Wagner’s Law Based on Disaggregated U.S. State-Local Government Expenditure," Working Papers 0101, College of Business, University of Texas at San Antonio.
    701. Muhammad Arshad Khan & Atif Ali Jaffri & Faisal Abbas & Azad Haider, 2017. "Does Trade Liberalization Improve Trade Balance in Pakistan?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(2), pages 158-183, September.
    702. Austin, Darran & Ward, Bert & Dalziel, Paul, 2007. "The demand for money in China 1987-2004: A non-linear modelling approach," China Economic Review, Elsevier, vol. 18(2), pages 190-204.
    703. 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.
    704. Takamitsu Kurita & Bent Nielsen, 2019. "Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms," Econometrics, MDPI, vol. 7(4), pages 1-35, October.
    705. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2022. "Assessing the usefulness of survey‐based data in forecasting firms' capital formation: Evidence from Italy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 491-513, April.
    706. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2021. "Forecasting corporate capital accumulation in Italy: the role of survey-based information," Questioni di Economia e Finanza (Occasional Papers) 596, Bank of Italy, Economic Research and International Relations Area.
    707. R. Scott Hacker & Abdulnasser Hatemi-J, 2018. "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers 1805.08991, arXiv.org.
    708. Somesh K. Mathur & Rahul Arora & Ishita Ghoshal & Sarbjit Singh, 2016. "Domestic Energy Consumption and Country’s Income Growth: A Quantitative Analysis of Developing and Developed Countries Using Panel Causality, Panel VECM, Panel Cointegration and SURE," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 87-116, June.
    709. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.
    710. Pal, Debdatta & Mitra, Subrata K., 2017. "Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis," Energy Economics, Elsevier, vol. 62(C), pages 230-239.
    711. Peia, Oana & Roszbach, Kasper, 2015. "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, vol. 19(C), pages 105-118.
    712. William J. Crowder, 2020. "The Neo-Fisherian hypothesis: empirical implications and evidence?," Empirical Economics, Springer, vol. 58(6), pages 2867-2888, June.
    713. Joscha Beckmann & Robert Czudaj, 2013. "Oil and gold price dynamics in a multivariate cointegration framework," International Economics and Economic Policy, Springer, vol. 10(3), pages 453-468, September.
    714. Wong Hock Tsen, 2014. "External Balance And Budget In Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 10(2), pages 37-54.
    715. Erno Kuiper, W. & Lutz, Clemens & van Tilburg, Aad, 2003. "Vertical price leadership on local maize markets in Benin," Journal of Development Economics, Elsevier, vol. 71(2), pages 417-433, August.
    716. Minoas Koukouritakis & Leo Michelis, 2005. "The Term Structures of Interest Rates in the New and Prospective EU Countries," Working Papers 0505, University of Crete, Department of Economics.
    717. Dagoumas, Athanasios & Perifanis, Theodosios & Polemis, Michael, 2018. "An econometric analysis of the Saudi Arabia's crude oil strategy," Resources Policy, Elsevier, vol. 59(C), pages 265-273.
    718. Christopher N. Ekong & Ekpeno L. Effiong, 2015. "Oil Price Shocks and Nigeria’s Macroeconomy: Disentangling the Dynamics of Crude Oil Market Shocks," Global Business Review, International Management Institute, vol. 16(6), pages 920-935, December.
    719. Ida Wolden Bache, 2008. "Assessing estimates of the exchange rate pass-through," Working Paper 2007/12, Norges Bank.
    720. Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas, 2008. "Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US," Working Papers 0807, University of Crete, Department of Economics.
    721. Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria.
    722. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2009. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working Papers 0905, University of Nevada, Las Vegas , Department of Economics.
    723. Shaikh Mostak Ahammad & Md. Azmir Sharif, 2020. "Investigating the relationships between stock exchanges’ total trade and total value in Bangladesh," International Journal of Science and Business, IJSAB International, vol. 4(9), pages 88-98.
    724. Enrique Martínez García & Yixiang Zhang, 2024. "The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound," Globalization Institute Working Papers 430, Federal Reserve Bank of Dallas.
    725. Onur AKKAYA & Mustafa ÖZER & Özcan ÖZKAN, 2019. "The Central Bank of Turkey’s response to the global currency markets," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 249-262, December.
    726. Landon-Lane, John & Rockoff, Hugh, 2007. "The origin and diffusion of shocks to regional interest rates in the United States, 1880-2002," Explorations in Economic History, Elsevier, vol. 44(3), pages 487-500, July.
    727. Alfred A. Haug & Julie Tam, 2007. "A Closer Look At Long‐Run U.S. Money Demand: Linear Or Nonlinear Error‐Correction With M0, M1, Or M2?," Economic Inquiry, Western Economic Association International, vol. 45(2), pages 363-376, April.
    728. Ong, Sheue Li & Sato, Kiyotaka, 2018. "Regional or global shock? A global VAR analysis of Asian economic and financial integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 232-248.
    729. McLeod, Roger C.D. & Haughton, Andre Yone, 2018. "The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach," Energy Economics, Elsevier, vol. 70(C), pages 61-69.
    730. Md. Noman Siddikee & Mohammad Mafizur Rahman, 2021. "Foreign Direct Investment, Financial Development, and Economic Growth Nexus in Bangladesh," The American Economist, Sage Publications, vol. 66(2), pages 265-280, October.
    731. Flad, Michael & Jung, Robert C., 2008. "A common factor analysis for the US and the German stock markets during overlapping trading hours," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 498-512, December.
    732. Taha Chaiechi & Josephine Pryce & Abhishek Bhati, 2015. "Research Note: Macroeconomic Impacts of the Tourism Industry and the Contemporaneous Feedback Effect — An Australian Case Study," Tourism Economics, , vol. 21(3), pages 685-696, June.
    733. Ana S. Branca & Joaquim P. Pina & Margarida Catalão-Lopes, 2012. "Corporate Giving, Competition and the Economic Cycle," Working Papers Department of Economics 2012/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    734. Heigermoser, Maximilian & Götz, Linde & Svanidze, Miranda, 2018. "Egypt’S Wheat Tenders – A Public Notice Board For Black Sea Grain Notations?," 58th Annual Conference, Kiel, Germany, September 12-14, 2018 275853, German Association of Agricultural Economists (GEWISOLA).
    735. Bentes, Sonia R., 2015. "Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 355-364.
    736. Black, Angela J. & Fraser, Patricia & McMillan, David G., 2007. "Are international value premiums driven by the same set of fundamentals?," International Review of Economics & Finance, Elsevier, vol. 16(1), pages 113-129.
    737. Hsiao-Chuan Chang, 2010. "The impact of casinos on employment across sectors in Macau," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 8(4), pages 427-444.
    738. Martin Gürtler, 2015. "Poptávka po reálných peněžních zůstatcích v ČR a její determinanty [Demand For Real Money Balances in the Czech Republic and its Determinants]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(5), pages 570-602.
    739. Yang Songling & Muhammad Ishtiaq & Bui Thi Thanh, 2019. "Tourism Industry and Economic Growth Nexus in Beijing, China," Economies, MDPI, vol. 7(1), pages 1-15, March.
    740. Christian Gross, 2017. "Examining the Common Dynamics of Commodity Futures Prices," CQE Working Papers 6317, Center for Quantitative Economics (CQE), University of Muenster.
    741. Francesco Giuli & Massimiliano Tancioni, 2012. "Prince-setting, monetary policy and the contractionary effects of productivity improvements," Departmental Working Papers of Economics - University 'Roma Tre' 0161, Department of Economics - University Roma Tre.
    742. Athanasios Koulakiotis & Apostolis Kiohos & Vassilios Babalos, 2015. "Exploring the interaction between stock price index and exchange rates: an asymmetric threshold approach," Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1273-1285, March.
    743. Kuiper, W. Erno & Lutz, Clemens & van Tilburg, Aad, 2002. "Vertical Price Leadership on Local Maize Markets in Benin," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24886, European Association of Agricultural Economists.
    744. Pietro Giorgio Lovaglio, 2022. "Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy," LABOUR, CEIS, vol. 36(1), pages 71-93, March.
    745. Chandran, V.G.R. & Tang, Chor Foon, 2013. "The impacts of transport energy consumption, foreign direct investment and income on CO2 emissions in ASEAN-5 economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 24(C), pages 445-453.
    746. Katsuya Ito, 2010. "The Impact of Oil Price Hike on the Belarusian Economy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 17(1), pages 211-216, May.
    747. Wang, Yi-Hsien & Lee, Jun-De, 2012. "Estimating the import demand function for China," Economic Modelling, Elsevier, vol. 29(6), pages 2591-2596.
    748. Forget M Kapingura, 2015. "Macroeconomic Determinants of Liquidity of the Bond Market in Africa: Case Study of South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 7(3), pages 88-103.
    749. Shahateet, Mohammed Issa & Al-Majali, Khalid Ali & Al-Hahabashneh, Fedel, 2014. "Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan," MPRA Paper 59067, University Library of Munich, Germany, revised Oct 2014.
    750. Jeremy Rudd & Karl Whelan, 2006. "Empirical proxies for the consumption–wealth ratio," Open Access publications 10197/212, School of Economics, University College Dublin.
    751. Philipp Adämmer & Martin T. Bohl, 2018. "Price discovery dynamics in European agricultural markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(5), pages 549-562, May.
    752. Jun, Seung-Pyo & Park, Do-Hyung, 2016. "Consumer information search behavior and purchasing decisions: Empirical evidence from Korea," Technological Forecasting and Social Change, Elsevier, vol. 107(C), pages 97-111.
    753. Mishra Bibhuti Ranjan & Mohanty Asit, 2017. "An Empirical Analysis of Aggregate Import Demand Function for India," Global Economy Journal, De Gruyter, vol. 17(4), pages 1-12, December.
    754. Bernardina Algieri, 2014. "Drivers of Export Demand: A Focus on the GIIPS Countries," The World Economy, Wiley Blackwell, vol. 37(10), pages 1454-1482, October.
    755. Peter Sephton, 2009. "Critical values for the augmented efficient Wald test for fractional unit roots," Empirical Economics, Springer, vol. 37(3), pages 615-626, December.
    756. Hasanov, Fakhri J. & Shannak, Sa'd, 2020. "Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?," Energy Policy, Elsevier, vol. 144(C).
    757. Gutierrez, Luciano & Piras, Francesco, 2014. "A global VAR model for the analysis of wheat export prices," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182723, European Association of Agricultural Economists.
    758. Makin, Anthony J. & Ratnasiri, Shyama, 2015. "Competitiveness and government expenditure: The Australian example," Economic Modelling, Elsevier, vol. 49(C), pages 154-161.
    759. Dreger, Christian & Wolters, Jürgen, 2010. "Investigating M3 money demand in the euro area," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 111-122, February.
    760. Sakata, Kei & McKenzie, C.R., 2009. "The impact of divorce precedents on the Japanese divorce rate," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2917-2926.
    761. Dubecq, S. & Ghattassi, I., 2009. "Consumption-Wealth Ratio and Housing Prices," Working papers 264, Banque de France.
    762. Ben Jebli, Mehdi & Ben Youssef, Slim, 2013. "Energy consumption, output and trade nexus in North Africa," MPRA Paper 47965, University Library of Munich, Germany.
    763. J. Easaw & R. Golinelli, 2012. "Household Inflation Expectations: Information Gathering, Inattentive or Stubborn ?," Working Papers wp853, Dipartimento Scienze Economiche, Universita' di Bologna.
    764. Hasanov, Fakhri & Huseynov, Fariz, 2013. "Bank credits and non-oil economic growth: Evidence from Azerbaijan," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 597-610.
    765. Gökhan ÖZERTAN & Sayed H. SAGHAİAN & Hasan TEKGÜÇ, 2015. "Dynamics of Price Transmission and Market Power in the Turkish Beef Sector," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 30(349), pages 53-76.
    766. Patricia Aranda-Cuéllar & José María López-Morales & María Jesús Such-Devesa, 2021. "Winter tourism dependence: A cyclical and cointegration analysis. Case study for the Alps," Tourism Economics, , vol. 27(7), pages 1540-1560, November.
    767. 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.
    768. Helder Ferreira de Mendonça & Eduardo Schirmer Finn, 2022. "Can credibility offset electricity price effect on business confidence? An empirical investigation from a large emerging economy," Applied Economics, Taylor & Francis Journals, vol. 54(11), pages 1229-1242, March.
    769. Patrick Kuok-Kun Chu, 2016. "Analysis and Forecast of Tracking Performance of Hong Kong Exchange-Traded Funds: Evidence from Tracker Fund and X iShares A50," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-26, December.
    770. Christian Pierdzioch & Renatas Kizys, 2010. "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, vol. 7(4), pages 371-390, December.
    771. Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta, 2010. "A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 69-86.
    772. D. O. Olayungbo & Chisom Umechukwu, 2022. "Asymmetric oil price shocks and the economies of selected oil-exporting African countries: a global VAR approach," Economic Change and Restructuring, Springer, vol. 55(4), pages 2137-2170, November.
    773. Orlando Reyes. & Roberto Escalante. & Anna Matas., 2010. "La demanda de gasolinas en México: Efectos y alternativas ante el cambio climático," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 32(1), pages 83-111, Enero-Jun.
    774. Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang, 2013. "Market-driven coal prices and state-administered electricity prices in China," Energy Economics, Elsevier, vol. 40(C), pages 167-175.
    775. 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.
    776. Eduardo López E. & Víctor Riquelme P., 2010. "Auge, Colapso y Recuperación de los Precios de Materias Primas entre 2002 y 2010: ¿Qué Hay Detrás?," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 129-145, April.
    777. Aviral Kumar TIWARI, 2011. "Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(2).
    778. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2335-2347.
    779. Bernard, Jean-Thomas & Kichian, Maral, 2019. "The long and short run effects of British Columbia's carbon tax on diesel demand," Energy Policy, Elsevier, vol. 131(C), pages 380-389.
    780. Nela Vlahinic & Pavle Jakovac, 2014. "Revisiting the Energy Consumption-Growth Nexus for Croatia: New Evidence from a Multivariate Framework Analysis," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(4), December.
    781. Ahmet Can Ýnci, 2007. "Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 21(1+2), pages 1-20.
    782. God’stime Osekhebhen Eigbiremolen & Uchechi Shirley Anaduaka, 2014. "Human Capital Development and Economic Growth: The Nigeria Experience," 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. 4(4), pages 25-35, April.
    783. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.
    784. Athanasios Vazakidis & Antonios Adamopoulos, 2011. "Credit Market Development and Economic Growth an Empirical Analysis for United Kingdom," American Journal of Economics and Business Administration, Science Publications, vol. 3(3), pages 576-585, November.
    785. Mahadevan, Renuka & Suardi, Sandy, 2008. "A dynamic analysis of the impact of uncertainty on import- and/or export-led growth: The experience of Japan and the Asian Tigers," Japan and the World Economy, Elsevier, vol. 20(2), pages 155-174, March.
    786. Strauß Hubert, 2003. "Globalisierung und die Prognose des deutschen Außenhandels / Forecasting Germany’s Exports and Imports in the Era of Globalization," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(2), pages 176-203, April.
    787. Juan Carlos Cuestas & Karsten Staehr, 2015. "The Great Leveraging in the GIIPS Countries: Domestic Credit and Net Foreign Liabilities," Working Papers 2015012, The University of Sheffield, Department of Economics.
    788. Siklos, Pierre L., 2002. "Asymmetric adjustment from structural booms and slumps," Economics Letters, Elsevier, vol. 77(3), pages 329-333, November.
    789. Yahia Salhi & Stéphane Loisel, 2017. "Basis risk modelling: a co-integration based approach," Post-Print hal-00746859, HAL.
    790. Eleftherios J. Thalassinos & Evagelos D. Politis, 2011. "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 113-130.
    791. Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
    792. Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
    793. Michael Pedersen & Miguel Ricaurte B., 2014. "Effects of Oil-Price Shocks on The Economies Of Chile and Its Trading Partners," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 38-65, April.
    794. Alexander Lubis & Constantinos Alexiou & Joseph G. Nellis, 2019. "Gauging the Impact of Payment System Innovations on Financial Intermediation: Novel Empirical Evidence from Indonesia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(3), pages 290-338, December.
    795. Morley, Samuel & Piñeiro, Valeria, 2015. "Adjusting to external shocks in small open economies: The case of Honduras:," IFPRI discussion papers 1477, International Food Policy Research Institute (IFPRI).
    796. Robert W. Rutledge & Khondkar E. Karim & Chensheng Li, 2014. "A Study of the Relationship between Renminbi Exchange Rates and Chinese Stock Prices," International Economic Journal, Taylor & Francis Journals, vol. 28(3), pages 381-403, September.
    797. Basse, Tobias, 2006. "Floating exchange rates and inflation in Germany: Are external shocks really irrelevant?," Economics Letters, Elsevier, vol. 93(3), pages 393-397, December.
    798. Husnain, Muhammad Iftikhar ul & Nasrullah, Nasrullah & Khan, Muhammad Aamir & Banerjee, Suvajit, 2021. "Scrutiny of income related drivers of energy poverty: A global perspective," Energy Policy, Elsevier, vol. 157(C).
    799. Aurora A.C. Teixeira & Natércia Fortuna, 2006. "Human capital, trade and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001," FEP Working Papers 226, Universidade do Porto, Faculdade de Economia do Porto.
    800. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    801. Mahadevan, Renuka & Asafu-Adjaye, John, 2007. "Energy consumption, economic growth and prices: A reassessment using panel VECM for developed and developing countries," Energy Policy, Elsevier, vol. 35(4), pages 2481-2490, April.
    802. Marcos José Dal Bianco, 2008. "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
    803. Hong Li & Vince Daly, 2009. "Testing the balanced growth hypothesis: evidence from China," Empirical Economics, Springer, vol. 37(1), pages 185-200, September.
    804. Alnaa, Samuel Erasmus & Matey, Juabin, 2022. "Macroeconomic Policy Formulation: The Driver of Economic Welfare in Ghana," MPRA Paper 113041, University Library of Munich, Germany, revised 11 Apr 2022.
    805. Katsuya Ito, 2009. "The Russian Economy and the Oil Price: A Co-integrated VAR Approach," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(1), pages 220-227, May.
    806. Jack J. W. Yang & Chia-Hsing Huang & Chi-Hui Wang, 2013. "Nonlinear Relationships between Taiwan VIX Index and the Intraday Ordering Behavior of Stock Index Options," Business and Management Research, Business and Management Research, Sciedu Press, vol. 2(3), pages 68-80, September.
    807. Márquez, Elena & Martínez-Cañete, Ana R. & Pérez-Soba, Inés, 2013. "Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK," Economic Modelling, Elsevier, vol. 33(C), pages 357-366.
    808. Apergis, Nicholas & Ewing, Bradley T. & Payne, James E., 2016. "A time series analysis of oil production, rig count and crude oil price: Evidence from six U.S. oil producing regions," Energy, Elsevier, vol. 97(C), pages 339-349.
    809. Eriko Hoshino & Caleb Gardner & Sarah Jennings & Klaas Hartmann, 2015. "Examining the Long-Run Relationship between the Prices of Imported Abalone in Japan," Marine Resource Economics, University of Chicago Press, vol. 30(2), pages 179-192.
    810. Duran, Hasan Engin & Ferreira-Lopes, Alexandra, 2022. "The Revival Of The Feldstein-Horioka Puzzle And Moderation Of Capital Flows After The Global Financial Crisis (2008/09)," Research in International Business and Finance, Elsevier, vol. 60(C).
    811. Baker, Mindy Lyn, 2009. "Three essays concerning agriculture and energy," ISU General Staff Papers 200901010800001849, Iowa State University, Department of Economics.
    812. Muhammad AFZAl, 2012. "Do Structural Transformation And Trade Liberalisation Cause Economic Growth In Pakistan?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
    813. Ge, Yuanlong & Wang, H. Holly & Ahn, Sung K., 2008. "Implication of Cotton Price Behavior on Market Integration," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37623, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    814. Rathinam Francis Xavier & Raja Angara Viswasundara, 2010. "Law and Availability of Credit: Evidence from India," Asian Journal of Law and Economics, De Gruyter, vol. 1(2), pages 1-26, December.
    815. Muhammad Irfan Javaid Attari & Roshaiza Taha & Muhammad Imran Farooq, 2014. "Tax Revenue, Stock Market and Economic Growth of Pakistan," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 5(5), pages 136-148, October.
    816. Bentes, Sonia R., 2016. "Long memory volatility of gold price returns: How strong is the evidence from distinct economic cycles?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 149-160.
    817. Brunello, Giorgio & Lupi, Claudio & Ordine, Patrizia, 2001. "Widening differences in Italian regional unemployment," Labour Economics, Elsevier, vol. 8(1), pages 103-129, January.
    818. Sethi, Narayan & Bhujabal, Padmaja & Das, Aurolipsa & Sucharita, Sanhita, 2019. "Foreign aid and growth nexus: Empirical evidence from India and Sri Lanka," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 1-12.
    819. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    820. Wang, Ling, 2018. "Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence," Economic Modelling, Elsevier, vol. 73(C), pages 208-221.
    821. Mohamed Amine Boutaba, 2009. "Dynamic linkages among European carbon markets," Economics Bulletin, AccessEcon, vol. 29(2), pages 499-511.
    822. García Ruiz, Reyna Susana & López Herrera, Francisco & Cruz Aké, Salvador, 2018. "Determinantes del crédito y la morosidad en México / Determinants of credit and defaulting in Mexico," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 8(1), pages 85-104, enero-jun.
    823. Chor Foon Tang & Eu Chye Tan, 2017. "Re-visiting the Savings-Led Growth Hypothesis and Its Stability in East Asian Economies," International Economic Journal, Taylor & Francis Journals, vol. 31(3), pages 436-447, July.
    824. Ansgar Belke & Christian Dreger & Frauke de Haan, 2010. "Energy Consumption and Economic Growth: New Insights into the Cointegration Relationship," Discussion Papers of DIW Berlin 1017, DIW Berlin, German Institute for Economic Research.
    825. Pietola, Kyösti & Liu, Xing & Robles, Miguel, 2010. "Price, inventories, and volatility in the global wheat market," IFPRI discussion papers 996, International Food Policy Research Institute (IFPRI).
    826. Avarucci, M. & Velasco, C., 2008. "A wald test for the cointegration rank in nonstationary fractional systems," Research Memorandum 049, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    827. Pejman Bahramian & Andisheh Saliminezhad, 2021. "Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1103-1125, December.
    828. Gaolu Zou, 2018. "Differences Between Prices of Goods and Services in China," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 4(2), pages 24-27, 02-2018.
    829. Matthew Doyle & Barry Falk, 2008. "Testing Commitment Models of Monetary Policy: Evidence from OECD Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 409-425, March.
    830. Jamil, Faisal, 2013. "On the electricity shortage, price and electricity theft nexus," Energy Policy, Elsevier, vol. 54(C), pages 267-272.
    831. Sunday B. Akpan & Samuel J. Udoka & Inimfon V. Patrick, 2015. "Roles of Macroeconomic Variables on Agricultural Diversification in Nigeria," American Journal of Economics and Business Administration, Science Publications, vol. 7(2), pages 77-93, July.
    832. Theo Panagiotidis & Mark J Holmes, 2005. "Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account," Money Macro and Finance (MMF) Research Group Conference 2005 29, Money Macro and Finance Research Group.
    833. Evangelia Kasimati, 2011. "Did the climb on the Greek sovereign spreads cause the devaluation of euro?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(9), pages 851-854.
    834. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2019. "Dynamic Responses of Major Equity Markets to the US Fear Index," JRFM, MDPI, vol. 12(4), pages 1-23, September.
    835. Mary Oluwatoyin Agboola & Festus Victor Bekun & Daniel Balsalobre-Lorente, 2021. "Implications of Social Isolation in Combating COVID-19 Outbreak in Kingdom of Saudi Arabia: Its Consequences on the Carbon Emissions Reduction," Sustainability, MDPI, vol. 13(16), pages 1-16, August.
    836. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    837. Fisher, Lance A. & Huh, Hyeon-seung & Tallman, Ellis W., 2003. "Permanent income and transitory variation in investment and output," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 149-168, June.
    838. Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
    839. Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng, 2012. "Foreign exchange market efficiency under recent crises: Asia-Pacific focus," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1574-1592.
    840. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 371-401.
    841. Eldomiaty, Tarek & Saeed, Yasmeen & Hammam, Rasha & AboulSoud, Salma, 2020. "The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 25(49), pages 149-161.
    842. Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2007. "Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates," Money Macro and Finance (MMF) Research Group Conference 2006 84, Money Macro and Finance Research Group.
    843. Olusegun A. Omisakin & Oluwatosin A. Adeniyi, 2014. "Structural Breaks and Finance-Driven Growth Hypothesis in ECOWAS: Further Empirical Evidence," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 7(3), pages 63-80, December.
    844. Saha, Malayendu & Bhunia, Amalendu, 2012. "How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis," MPRA Paper 38731, University Library of Munich, Germany.
    845. Troug, Haytem Ahmed & Murray, Matt, 2015. "Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels," MPRA Paper 68707, University Library of Munich, Germany.
    846. Mousumi Bhattacharya, 2012. "Foreign Investment Inflows And Industrial Sector Growth In India- An Empirical Study," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(14), pages 1-17.
    847. Liu, Hsiang-Hsi & Chen, Yi-Chun, 2013. "A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather," Economic Modelling, Elsevier, vol. 35(C), pages 840-855.
    848. Kusdhianto Setiawan & Koichi Maekawa, 2014. "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014 7002, EcoMod.
    849. Neha Rajput & G. S. Bhalla, 2024. "Testing the Relationship Between Income and Expenditure of a Statutory Organization: Cointegration and Causality Approach," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 4338-4355, March.
    850. Lloyd Ahamefule Amaghionyeodiwe, 2012. "Research Note: A Causality Analysis of Tourism as a Long-Run Economic Growth Factor in Jamaica," Tourism Economics, , vol. 18(5), pages 1125-1133, October.
    851. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018. "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 168-186.
    852. Bushara, Mohammed O. A. & Abdelmahmod, Murtada Kh. A., 2016. "Efficiency of selected camel markets in Sudan: A multivariate approach (1995-2011)," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246910, African Association of Agricultural Economists (AAAE).
    853. Grabowski, Wojciech & Welfe, Aleksander, 2020. "The Tobit cointegrated vector autoregressive model: An application to the currency market," Economic Modelling, Elsevier, vol. 89(C), pages 88-100.
    854. Li, Rongnan & Liu, Zhuang & Li, Shun & Geng, Jiao & Shi, Guanqun & Gu, Xiao, 2023. "Geopolitical risk, green finance and natural resources: A novel analysis of China's national level data," Resources Policy, Elsevier, vol. 86(PB).
    855. Shu‐Hen Chiang, 2012. "The Source of Metropolitan Growth: The Role of Commuting," Growth and Change, Wiley Blackwell, vol. 43(1), pages 143-166, March.
    856. Ezeibekwe Obinna Franklin, 2020. "Monetary Policy and Domestic Investment in Nigeria: The Role of the Inflation Rate," Economics and Business, Sciendo, vol. 34(1), pages 139-155, February.
    857. Isabell Koske, 2008. "Assessing the Equilibrium Exchange Rate of the Malaysian Ringgit: A Comparison of Alternative Approaches," Asian Economic Journal, East Asian Economic Association, vol. 22(2), pages 179-208, June.
    858. Aadersh Joshi & Sumit Pradhan & Jagadish Prasad Bist, 2019. "Savings, investment, and growth in Nepal: an empirical analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-13, December.
    859. Chen-Yin Kuo, 2017. "Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 195-225, July.
    860. Cheng-Wen Lee & Shu-Hen Chiang & Zhong-Qin Wen, 2023. "Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification," Sustainability, MDPI, vol. 15(7), pages 1-19, March.
    861. Kuan‐Min Wang, 2010. "Monetary Policy Impulses and Retail Interest Rate Pass‐Through in Asian Banking Markets," Asian Economic Journal, East Asian Economic Association, vol. 24(3), pages 253-287, September.
    862. Michael Pedersen, 2019. "The impact of commodity price shocks in a copper-rich economy: the case of Chile," Empirical Economics, Springer, vol. 57(4), pages 1291-1318, October.
    863. Lin, Boqiang & Ouyang, Xiaoling, 2014. "Electricity demand and conservation potential in the Chinese nonmetallic mineral products industry," Energy Policy, Elsevier, vol. 68(C), pages 243-253.
    864. Idrovo Aguirre, Byron & Contreras, Javier, 2015. "Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)," MPRA Paper 67387, University Library of Munich, Germany, revised 20 Sep 2015.
    865. Gu, Xiao & Alamri, Ahmad Mohammed & Ahmad, Maaz & Alsagr, Naif & Zhong, Xiangming & Wu, Tong, 2023. "Natural resources extraction and green finance: Dutch disease and COP27 targets for OECD countries," Resources Policy, Elsevier, vol. 81(C).
    866. Jeon, Yongil & Shields, Michael P., 2008. "The Impact of Relative Cohort Size on U.S. Fertility, 1913-2001," IZA Discussion Papers 3587, Institute of Labor Economics (IZA).
    867. Jiranyakul, Komain & Opiela, Timothy, 2014. "An Empirical Test of Money Demand in Thailand from 1993 to 2012," MPRA Paper 54162, University Library of Munich, Germany.
    868. Lin, Boqiang & Zhang, Guoliang, 2013. "Estimates of electricity saving potential in Chinese nonferrous metals industry," Energy Policy, Elsevier, vol. 60(C), pages 558-568.
    869. Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2016. "Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank," Journal of Econometrics, Elsevier, vol. 190(1), pages 46-61.
    870. Ming-Hsien YANG & Chih-She WU, 2015. "Revisit Export and GDP Nexus in China and Taiwan: A Rolling Window Granger Causality Test," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(604), A), pages 75-92, Autumn.
    871. Yao, Meifang & Di, He & Zheng, Xianrong & Xu, Xiaobo, 2018. "Impact of payment technology innovations on the traditional financial industry: A focus on China," Technological Forecasting and Social Change, Elsevier, vol. 135(C), pages 199-207.
    872. Gozgor,G. & Gozgor, K., 2013. "The Relationship between Domestic Credit and Income: Evidence from Latin America," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(1), pages 89-98.
    873. Gupta, Rakesh & Yuan, Tian & Roca, Eduardo, 2016. "Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 230-239.
    874. Ko, Byoung-Wook, 2018. "Dynamic patterns of dry bulk freight spot rates through the lens of a time-varying coefficient model," Transportation Research Part A: Policy and Practice, Elsevier, vol. 118(C), pages 319-330.
    875. Debdatta PAL & Subrata Kumar MITRA, 2015. "Impact of price realization on India's tea export: Evidence from Quantile Autoregressive Distributed Lag Model," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(9), pages 422-428.
    876. Liu, Chunbo & Zhang, Xuan & Zhou, Zhiping, 2023. "Are commodity futures a hedge against inflation? A Markov-switching approach," International Review of Financial Analysis, Elsevier, vol. 86(C).
    877. Estela Sáenz & Marcela Sabaté & M. Gadea, 2013. "Trade openness and public expenditure. The Spanish case, 1960–2000," Public Choice, Springer, vol. 154(3), pages 173-195, March.
    878. Gilmore, Claire G. & Lucey, Brian M. & McManus, Ginette M., 2008. "The dynamics of Central European equity market comovements," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 605-622, August.
    879. Shib Sankar Jana & Tarak Nath Sahu & Krishna Dayal Pandey, 2020. "How far is FDI relevant to India’s foreign trade growth? An empirical investigation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-19, December.
    880. Ferdinand Niyimbanira & Rachel Nishimwe-Niyimbanira & Sanderson Sabie Kuyeli & Koleka Rangaza, 2015. "The Determinants of Interest Rate Spreads in South Africa: A Cointegration Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 7(2), pages 101-108.
    881. Rizwan Raheem AHMED & Saghir Pervaiz GHAURI & Jolita VVEINHARDT & Dalia STREIMIKIENE, 2018. "An Empirical Analysis of Export, Import, and Inflation: A Case of Pakistan," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 117-130, September.
    882. Wang, Kuan-Min, 2011. "Health care expenditure and economic growth: Quantile panel-type analysis," Economic Modelling, Elsevier, vol. 28(4), pages 1536-1549, July.
    883. Solarin Sakiru Adebola & Jauhari Dahalan, 2012. "An Empirical Analysis of Stock Markets Integration in Selected African Countries," EuroEconomica, Danubius University of Galati, issue 2(31), pages 166-177, May.
    884. Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015. "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers 2015-13, Banco de México.
    885. Manuel David Cruz, 2022. "Labor productivity, real wages, and employment: evidence from a panel of OECD economies over 1960-2019," Working Papers PKWP2203, Post Keynesian Economics Society (PKES).
    886. M. Aubry & P. Renou-Maissant, 2013. "Investigating the semiconductor industry cycles," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3058-3067, July.
    887. Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
    888. Ouerk, Salima, 2023. "ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies," International Economics, Elsevier, vol. 173(C), pages 175-211.
    889. Revoredo-Giha, C. & Klepacka, A.M. & Florkowski, W.J., 2018. "Where is the butter? Tracking recent butter and curd price changes across major milk producing regions in Poland," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275884, International Association of Agricultural Economists.
    890. Krogscheepers, Corris & Gossel, Sean Joss, 2015. "Input cost and international demand effects on the production of platinum group metals in South Africa," Resources Policy, Elsevier, vol. 45(C), pages 193-201.
    891. Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav, 2014. "Balance sheet effects and original sinners’ risk premiums," Economic Systems, Elsevier, vol. 38(4), pages 597-613.
    892. Majocchi Antonio & Pavione Enrica, 2002. "International franchising in Italy: trends and perspectives," Economics and Quantitative Methods qf0215, Department of Economics, University of Insubria.
    893. Francis Brian M. & Waithe Kimberly, 2013. "Financial Liberalisation in Trinidad and Tobago," Global Economy Journal, De Gruyter, vol. 13(3-4), pages 371-390, December.
    894. Temiz, Dilek & Gökmen, Aytaç, 2014. "FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey," International Business Review, Elsevier, vol. 23(1), pages 145-154.
    895. Dobnik, Frauke, 2011. "Long-run Money Demand in OECD Countries – Cross-Member Cointegration," Ruhr Economic Papers 237, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    896. Faria, João Ricardo & Caudill, Steven B. & Mixon, Franklin G. & Upadhyaya, Kamal P., 2021. "Cooperation and spillovers in healthcare R&D: Theory and evidence," Economic Modelling, Elsevier, vol. 95(C), pages 68-75.
    897. Leo Haan & Elmer Sterken, 2011. "Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 39(3), pages 145-159, June.
    898. Norman J. Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.).
    899. Jin Guo, 2015. "On the spillovers between patents and innovation in Japan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 590-605, July.
    900. 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.
    901. Bentes, Sónia R., 2014. "Measuring persistence in stock market volatility using the FIGARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 190-197.
    902. Samargandi, Nahla & Kutan, Ali M., 2016. "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 56-84.
    903. Srinivasan Palamalai & Kalaivani Mariappan & Christopher Devakumar, 2014. "On the Temporal Causal Relationship Between Macroeconomic Variables," SAGE Open, , vol. 4(1), pages 21582440145, February.
    904. Tan, Bee Wah & Tang, Chor Foon, 2011. "The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia," MPRA Paper 27964, University Library of Munich, Germany.
    905. Leon, Costas & Eeckels, Bruno, 2009. "A Dynamic Correlation Approach of the Swiss Tourism Income," MPRA Paper 15215, University Library of Munich, Germany.
    906. Rui Menezes, 2013. "Globalization and Granger Causality in International Stock Markets," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 3(1), pages 413-413.
    907. Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022. "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 87-117, March.
    908. Juann H. Hung & Edward N. Gamber, 2010. "An Absorption Approach to Modeling the US Current Account," Review of International Economics, Wiley Blackwell, vol. 18(2), pages 334-350, May.
    909. de Jesus, Diego Pitta & Lenin Souza Bezerra, Bruno Felipe & da Nóbrega Besarria, Cássio, 2020. "The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries," Research in International Business and Finance, Elsevier, vol. 54(C).
    910. Çatik, A. Nazif & Önder, Özlem, 2013. "An asymmetric analysis of the relationship between oil prices and output: The case of Turkey," Economic Modelling, Elsevier, vol. 33(C), pages 884-892.
    911. Henryk Gurgul & Lukasz Lach, 2011. "The interdependence between energy consumption and economic growth in the Polish economy in the last decade," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 9, pages 25-48.
    912. Theodoros Zachariadis & Nicoletta Pashourtidou, 2006. "An Empirical analysis of electricity consumption in Cyprus," University of Cyprus Working Papers in Economics 4-2006, University of Cyprus Department of Economics.
    913. Abdullahi, Isah Usman & Muhammad, Umar Farouq & Yahaya, Umar Isah, 2024. "Impact of Non-Oil Export on Nigeria’s Economic Growth: A Disaggregated Approach," MPRA Paper 122084, University Library of Munich, Germany.
    914. Wang, Yiming, 2011. "The stability of long-run money demand in the United States: A new approach," Economics Letters, Elsevier, vol. 111(1), pages 60-63, April.
    915. Animesh Bhattacharjee & Joy Das, 2021. "Investigating the Effect of Broad Money Supply on Stock Market Index and Market Capitalization: Evidence from Liberalized India," Jindal Journal of Business Research, , vol. 10(2), pages 185-198, December.
    916. Algieri, Bernardina, 2010. "Income and Price Elasticities of the Italian Exports in Tourism Services - Elasticità rispetto al reddito e ai prezzi relativi delle esportazioni italiane di servizi turistici," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 63(4), pages 381-405.
    917. Mikayilov, Jeyhun I. & Darandary, Abdulelah & Alyamani, Ryan & Hasanov, Fakhri J. & Alatawi, Hatem, 2020. "Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand," Energy Policy, Elsevier, vol. 146(C).
    918. Sjölander, Pär, 2013. "A ridge bootstrap method for analyzing APT effects on the mortgage loan market," Economic Modelling, Elsevier, vol. 30(C), pages 844-855.
    919. Hans Christian Kongsted, 2002. "Testing the Nominal-to-Real Transformation," Discussion Papers 02-06, University of Copenhagen. Department of Economics.
    920. Gulsum Akarsu, 2023. "Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 49-76, June.
    921. Gregoriou, Andros & Hunter, John & Wu, Feng, 2009. "An empirical investigation of the relationship between the real economy and stock returns for the United States," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 133-143.
    922. Yasemin Barlas Ozer & Kam-Ki Tang, "undated". "An Empirical Analysis of Financial and Housing Wealth Effects on Consumption in Turkey," MRG Discussion Paper Series 2809, School of Economics, University of Queensland, Australia.
    923. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    924. Diamandis, Panayiotis F. & Drakos, Anastassios A., 2005. "Long-run dynamics of official and black-market exchange rates in Latin America," Global Finance Journal, Elsevier, vol. 15(3), pages 219-237, February.
    925. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013. "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers 201345, University of Pretoria, Department of Economics.
    926. Zulkhibri, Muhamed, 2012. "Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions," Journal of Asian Economics, Elsevier, vol. 23(4), pages 409-422.
    927. Ezeibekwe, Obinna Franklin, 2020. "Monetary Policy and Domestic Investment in Nigeria: The Role of the Inflation Rate," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(1), pages 139-155.
    928. Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015. "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, vol. 52(PA), pages 183-194.
    929. Beckmann, Joscha & Czudaj, Robert, 2014. "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, vol. 36(C), pages 541-546.
    930. Carbajal-De-Nova, Carolina, 2018. "Money Neutrality: An Empirical Assessment for Mexico," MPRA Paper 91615, University Library of Munich, Germany, revised 10 Oct 2018.
    931. Valadkhani, Abbas, 2010. "Modelling the Price of Unleaded Petrol in Australia’s Capital Cities," MPRA Paper 50396, University Library of Munich, Germany.
    932. Levent, Korap, 2006. "Seigniorage revenue and Turkish economy," MPRA Paper 20106, University Library of Munich, Germany.
    933. Ben Jebli, Mehdi & Ben Youssef, Slim, 2013. "Economic growth and combustible renewables and waste consumption nexus in MENA countries," MPRA Paper 47766, University Library of Munich, Germany.
    934. Ann Cavlovic & Kathleen Day, "undated". "Equalization and the Incentives for Growth: An Empirical Investigation of the "Tax-Back" Effect," Working Papers-Department of Finance Canada 2003-23, Department of Finance Canada.
    935. Guoxing Zhang & Zhenhua Zhang & Xiulin Gao & Lean Yu & Shouyang Wang & Yingluo Wang, 2017. "Impact of Energy Conservation and Emissions Reduction Policy Means Coordination on Economic Growth: Quantitative Evidence from China," Sustainability, MDPI, vol. 9(5), pages 1-19, April.
    936. Andrea Bonilla BOLAÑOS, 2017. "Are South American Countries Really Converging?: The Influence of the Region's Integration Projects," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 130-149, September.
    937. Mary Michail & Nicholas Papasyriopoulos, 2012. "Investigation of the Greek – Turkish Military Spending Relation," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 259-270, August.
    938. Maslov, Alexander, 2011. "Inflationary Handicap Of The Monetary Transmission Mechanism: Evidence From Russia," MPRA Paper 50036, University Library of Munich, Germany, revised 12 Apr 2012.
    939. Mohammad Afzal, 2007. "The Impact of Globalisation on Economic Growth of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 723-734.
    940. THW Ziesemer, 2020. "Japan’s Productivity and GDP Growth: The Role of Private, Public and Foreign R&D 1967–2017," Economies, MDPI, vol. 8(4), pages 1-25, September.
    941. Vicente Aprigliano Fernandes & Ricardo R. Pacheco & Elton Fernandes & Manoela Cabo & Rodrigo V. Ventura & Rafael Caixeta, 2021. "Air Transportation, Economy and Causality: Remote Towns in Brazil’s Amazon Region," Sustainability, MDPI, vol. 13(2), pages 1-14, January.
    942. Ang, James, 2009. "Growth Volatility and Financial Repression: Time Series Evidence from India," MPRA Paper 14412, University Library of Munich, Germany.
    943. Christian Dreger & Jürgen Wolters, 2006. "Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models," Discussion Papers of DIW Berlin 561, DIW Berlin, German Institute for Economic Research.
    944. Josheski, Dushko & Lazarov, Darko & Fotov, Risto & Koteski, Cane, 2011. "IS-LM model for US economy: testing in JMULTI," MPRA Paper 34024, University Library of Munich, Germany.
    945. Takamitsu Kurita & B. Nielsen, 2018. "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers 2018-W03, Economics Group, Nuffield College, University of Oxford.
    946. Alok Pandey & Surya Bhushan Kumar, 2011. "Volatility Transmission from Global Stock Exchanges to India," Vision, , vol. 15(4), pages 347-360, December.

  6. Leo Michelis & Athanasios Papadopoulos & Gregory Papanikos, "undated". "European Integration And Regional Convergence In Greece," Working Papers 9701, University of Crete, Department of Economics.

    Cited by:

    1. Yannis M. Ioannides & George Petrakos, 2000. "Regional Disparities in Greece and the Performance of Crete, Peloponnese and Thessaly," Discussion Papers Series, Department of Economics, Tufts University 0008, Department of Economics, Tufts University.

Articles

  1. Mansoorian, Arman & Michelis, Leo & Mohsin, Mohammed, 2010. "Savings, Investment, Employment, And Inflation In A Small Open Economy With Habit Persistence," Macroeconomic Dynamics, Cambridge University Press, vol. 14(3), pages 365-387, June.

    Cited by:

    1. Hamdar, Bassam & Nouayhid, Samer, 2017. "Remittances And Foreign Aid As Sources Of External Development Finance: Impacts On Savings And Investment In Post-War Lebanon," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(1), pages 47-72.

  2. Leo Michelis & Cathy Ning, 2010. "The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach," Canadian Journal of Economics, Canadian Economics Association, vol. 43(3), pages 1016-1039, August.

    Cited by:

    1. Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    2. Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017. "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, vol. 42(C), pages 173-190.
    3. Sun, Changyou, 2013. "On the market risk of securitized timberlands," Journal of Forest Economics, Elsevier, vol. 19(2), pages 110-127.
    4. Chen, Lin & Wen, Fenghua & Li, Wanyang & Yin, Hua & Zhao, Lili, 2022. "Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes," Energy Economics, Elsevier, vol. 107(C).
    5. Medovikov, Ivan, 2014. "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, vol. 11(4), pages 319-325.
    6. Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015. "The Dynamic Relationship Between Stock, Bond and Foreign Exchange Markets," Working Papers 1512, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    7. Ivan Medovikov, 2014. "When does the stock market listen to economic news? New evidence from copulas and news wires," Papers 1410.8427, arXiv.org.
    8. Wu, Chih-Chiang & Chiu, Junmao, 2017. "Economic evaluation of asymmetric and price range information in gold and general financial markets," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 53-68.
    9. Tachibana, Minoru, 2018. "Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach," Journal of Multinational Financial Management, Elsevier, vol. 46(C), pages 75-106.
    10. BenSaïda, Ahmed, 2018. "The contagion effect in European sovereign debt markets: A regime-switching vine copula approach," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 153-165.
    11. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
    12. Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018. "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers 201867, University of Pretoria, Department of Economics.
    13. Liao, Jia & Qian, Qi & Xu, Xiangyun, 2018. "Whether the fluctuation of China’s financial markets have impact on global commodity prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1030-1040.
    14. Kuang-Liang Chang, 2021. "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 965-999, December.
    15. Bai, Xiwen, 2021. "Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach," Energy, Elsevier, vol. 235(C).
    16. Medovikov, Ivan, 2016. "When does the stock market listen to economic news? New evidence from copulas and news wires," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 27-40.
    17. Irena Vodenska & Alexander P. Becker & Di Zhou & Dror Y. Kenett & H. Eugene Stanley & Shlomo Havlin, 2016. "Community Analysis of Global Financial Markets," Risks, MDPI, vol. 4(2), pages 1-15, May.
    18. Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea, 2016. "Downside and upside risk spillovers between exchange rates and stock prices," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 76-96.
    19. Yutaka Kurihara & Akio Fukushima & Shinichiro Maeda, 2020. "Can Bitcoin’S Price Be A Predictor Of Stock Prices?," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 5(4), pages 50-55, April.
    20. Wan, Li & Han, Liyan & Xu, Yang & Matousek, Roman, 2021. "Dynamic linkage between the Chinese and global stock markets: A normal mixture approach," Emerging Markets Review, Elsevier, vol. 49(C).
    21. David E. Allen, 2022. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, February.
    22. Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
    23. Adlane Haffar & Éric Le Fur, 2022. "Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 297-309, July.
    24. Rehman, Mobeen Ur & Katsiampa, Paraskevi & Zeitun, Rami & Vo, Xuan Vinh, 2023. "Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies," Emerging Markets Review, Elsevier, vol. 55(C).
    25. Hammami, Algia & Ghenimi, Ameni & Bouri, Abdelfatteh, 2019. "Oil prices, US exchange rates, and stock market: evidence from Jordan as a net oil importer," MPRA Paper 94570, University Library of Munich, Germany.
    26. Yi-Chiuan Wang & Yi-hao Lai & Jyh-Lin Wu, 2024. "Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1083-1119, October.
    27. Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
    28. Boako, Gideon & Alagidede, Paul, 2017. "Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas," Journal of Multinational Financial Management, Elsevier, vol. 41(C), pages 92-114.
    29. Chiu-Lan Chang & Paul L. Hsueh, 2013. "An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S4), pages 53-69, September.
    30. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.

  3. Mansoorian, Arman & Michelis, Leo, 2010. "Monetary policy in a small open economy with durable goods and differing cash-in-advance constraints," Economics Letters, Elsevier, vol. 107(2), pages 246-248, May.

    Cited by:

    1. Yanagihara, Mitsuyoshi & Lu, Chen, 2013. "Cash-in-advance constraint, optimal monetary policy, and human capital accumulation," Research in Economics, Elsevier, vol. 67(3), pages 278-288.
    2. Arman Mansoorian, 2014. "On the Monetary Approach to the Balance of Payments," Open Economies Review, Springer, vol. 25(4), pages 721-737, September.

  4. Minoas Koukouritakis & Leo Michelis, 2008. "The term structure of interest rates in the 12 newest EU countries," Applied Economics, Taylor & Francis Journals, vol. 40(4), pages 479-490.

    Cited by:

    1. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 679-689, October.
    2. Alexopoulou, Ioana & Bunda, Irina & Ferrando, Annalisa, 2009. "Determinants of government bond spreads in new EU countries," Working Paper Series 1093, European Central Bank.
    3. Tronzano, Marco, 2015. "The Term Structure of Interest Rates in India: Evidence from the Post-Liberalization Period (1996-2013). -La struttura a termine dei tassi di interesse in India: una analisi empirica sul recente perio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(2), pages 275-295.
    4. Koukouritakis, Minoas, 2013. "Expectations hypothesis in the context of debt crisis: Evidence from five major EU countries," Research in Economics, Elsevier, vol. 67(3), pages 243-258.
    5. Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
    6. Tronzano, Marco, 2015. "The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(3), pages 401-421.
    7. Juodžiukynienė Greta, 2016. "The Significance of Country-Specific and Common Risk Factors for CEE Government Bond Spreads Changes," Ekonomika (Economics), Sciendo, vol. 95(1), pages 84-111, January.
    8. Othman, Nooramylia & Masih, Mansur, 2018. "Relation between macro economic variables and government securities: Malaysian case," MPRA Paper 110256, University Library of Munich, Germany.
    9. Shigeyuki Hamori & Naoko Hamori, 2009. "International term structure of interest rates in the Euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1113-1116.
    10. Ayşen ARAÇ, 2015. "Nonlinear Dynamics in Term Structure of Interest Rates: Evidence from the Euro Area," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(26).
    11. Minoas Koukouritakis, 2010. "Structural breaks and the expectations hypothesis of the term structure: evidence from Central European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 757-774, January.

  5. Michelis, Leo & Koukouritakis, Minoas, 2007. "EU Enlargement and the EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 22, pages 156-180.

    Cited by:

    1. Sorin Celea & Petre Brezeanu & Ana Petrina Păun, 2013. "Fiscal Discipline within the EU: Comparative Analysis," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 13(2), pages 23-30.
    2. Srðan Marinkoviæ & Zenaida Šabotiæ & Dragiæ Bankoviæ, 2018. "EU enlargement: Does economics of regional integration matter?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 881-904.

  6. Mansoorian, Arman & Michelis, Leo, 2005. "Money, habits and growth," Journal of Economic Dynamics and Control, Elsevier, vol. 29(7), pages 1267-1285, July.

    Cited by:

    1. Gómez, Manuel A., 2014. "Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 50-54.
    2. Manuel A. Gómez, 2010. "The welfare cost of external habits: a quantitative assessment," Estudios de Economia, University of Chile, Department of Economics, vol. 37(1 Year 20), pages 5-26, June.
    3. Manuel Gómez, 2010. "A note on external habits and efficiency in the AK model," Journal of Economics, Springer, vol. 99(1), pages 53-64, February.

  7. Arman Mansoorian & Leo Michelis, 2005. "Money, capital, and real liquidity effects with habit formation," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 430-453, May.

    Cited by:

    1. Shu-Hua Chen, 2012. "On the Growth and Stability Effects of Habit Formation and Durability in Consumption," Annals of Economics and Finance, Society for AEF, vol. 13(2), pages 283-298, November.
    2. Edward F. Buffie & Manoj Atolia, 2006. "Resurrecting the Weak Credibility Hypothesis in Models of Exchange-Rate-Based Stabilization," Working Papers wp2009_01_03, Department of Economics, Florida State University, revised Aug 2007.

  8. Michelis, Leo & Neaime, Simon, 2004. "Income Convergence in the Asia-Pacific Region," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 19, pages 470-498.

    Cited by:

    1. Mustafa Gömleksiz & Ahmet Şahbaz & Birol Mercan, 2017. "Regional Economic Convergence in Turkey: Does the Government Really Matter for?," Economies, MDPI, vol. 5(3), pages 1-16, July.
    2. Ab-Rahim, Rossazana & Selvarajan, Sonia Kumari & Md Noor, Nor Ghani & Affizzah Awang Marikan, Dayang, 2018. "Convergence Clubs of Economic Liberalization in ASEAN, China, and India," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(3), pages 129-141.
    3. Fernandez, Viviana, 2006. "Does domestic cooperation lead to business-cycle convergence and financial linkages?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 369-396, July.
    4. Maryam Ishaq, 2020. "Regional Economic Integration and Productivity Convergence: Empirical Evidence from East Asia," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 25(2), pages 23-53, July-Dec.
    5. Githuku, Simon & Omolo, Jacob & Mwabu, Germano, 2018. "Income Convergence in the East African Community," African Journal of Economic Review, African Journal of Economic Review, vol. 6(1), January.

  9. Leo Michelis & Athanasios Papadopoulos & Gregory Papanikos, 2004. "Regional convergence in Greece in the 1980s: an econometric investigation," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 881-888.

    Cited by:

    1. Mustafa Gömleksiz & Ahmet Şahbaz & Birol Mercan, 2017. "Regional Economic Convergence in Turkey: Does the Government Really Matter for?," Economies, MDPI, vol. 5(3), pages 1-16, July.
    2. Muhammad Ramzan Sheikh & Iram Mushtaq & Asad Abbas & Sana Sultan, 2024. "Convergence Hypothesis and Economic Growth in ECO Countries: An Insight from MM-QR Approach," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 89-104.
    3. Elias Soukiazis & Micaela Antunes, 2010. "Is foreign trade important for regional growth? Empirical evidence from Portugal," GEMF Working Papers 2010-13, GEMF, Faculty of Economics, University of Coimbra.
    4. Rebeca Jimenez-Rodriguez & Marcelo Sanchez, 2009. "Oil shocks and the macro-economy: a comparison across high oil price periods," Applied Economics Letters, Taylor & Francis Journals, vol. 16(16), pages 1633-1638.
    5. Nicola D. Coniglio & Francesco Prota, 2011. "Economic Crises and Regional Convergence in the EU: An Exploration of Facts, Theories and Policy Implications," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 5, Edward Elgar Publishing.
    6. 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.
    7. Ji Kim, 2007. "Regional convergence and efficiency in Korea," Applied Economics Letters, Taylor & Francis Journals, vol. 15(1), pages 57-60.
    8. Mikael Bask & Jens Lundgren & Niklas Rudholm, 2009. "Market power in the expanding Nordic power market," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1035-1043.
    9. Angelos Liontakis & Christos T. Papadas & Irene Tzouramani, 2011. "Regional Economic Convergence in Greece: A Stochastic Dominance Approach," ERSA conference papers ersa10p1188, European Regional Science Association.
    10. Yorucu, Vedat & Katircioğlu, Salih Turan, 2014. "Radioactive convergence of nuclear leakage in Fukushima: Economic impact analysis of triple tragic events," Renewable and Sustainable Energy Reviews, Elsevier, vol. 35(C), pages 400-409.
    11. Vedat Yorucu, 2013. "Income Convergence of Central Asian Turkic Republics: A Panel Study for Beta and Sigma Convergences for Six Asian Economies," Economic Papers, The Economic Society of Australia, vol. 32(2), pages 258-264, June.
    12. Panagiotis Liargovas & Georgios Fotopoulos, 2008. "Socioeconomic indicators for analyzing Convergence: the case of Greece: 1960-2004," Working Papers 0014, University of Peloponnese, Department of Economics.
    13. Seda ÖZGÜL & Metin KARADAĞ, 2015. "Regional Convergence in Turkey Regarding Welfare Indicators," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
    14. Benos, Nikos & Karagiannis, Stelios, 2016. "Do education quality and spillovers matter? Evidence on human capital and productivity in Greece," Economic Modelling, Elsevier, vol. 54(C), pages 563-573.
    15. Ilias Livanos, 2010. "The Wage-Local Unemployment Relationship in a Highly Regulated Labour Market: Greece," Regional Studies, Taylor & Francis Journals, vol. 44(4), pages 389-400.
    16. Papanikos, Gregory T., 2022. "Greece in the Eurozone: An Evaluation of the First Two Decades," MPRA Paper 111900, University Library of Munich, Germany.
    17. Theodoros Arvanitopoulos & Vassilis Monastiriotis & Theodore Panagiotidis, 2021. "Drivers of convergence: The role of first- and second-nature geography," Urban Studies, Urban Studies Journal Limited, vol. 58(14), pages 2880-2900, November.
    18. Benos, Nikos & Karagiannis, Stelios, 2013. "Do Cross-Section Dependence and Parameter Heterogeneity Matter? Evidence on Human Capital and Productivity in Greece," MPRA Paper 53326, University Library of Munich, Germany.

  10. Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 419-432, June.

    Cited by:

    1. Phengpis, Chanwit, 2006. "Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises," Journal of Economics and Business, Elsevier, vol. 58(4), pages 323-342.
    2. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2011. "The Global Financial Crisis and Stochastic Convergence in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 315-333, August.
    3. Minoas Koukouritakis & Leo Michelis, 2005. "Enlargement and Eurozone: Convergence or Divergence," Working Papers 0504, University of Crete, Department of Economics.
    4. Kan, Denis & Andreosso-O'Callaghan, B., 2007. "Examination of the efficient market hypothesis--the case of post-crisis Asia Pacific countries," Journal of Asian Economics, Elsevier, vol. 18(2), pages 294-313, April.
    5. Ali M. Kutan & Su Zhou, 2008. "The Enlargement of the European Union and the Behavior of Real Exchange Rates," Review of Development Economics, Wiley Blackwell, vol. 12(3), pages 550-561, August.
    6. Sapkota, Niranjan & Grobys, Klaus, 2021. "Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    7. Minoas Koukouritakis, 2016. "Eurozone Debt Crisis and Bond Yields Convergence: Evidence from the New EU Countries," Working Papers 1606, University of Crete, Department of Economics.
    8. Dimitris A. Georgoutsos & Petros M. Migiakis, 2009. "Benchmark bonds interactions under regime shifts," Working Papers 103, Bank of Greece.
    9. Beckmann, Joscha & Belke, Ansgar & Dobnik, Frauke, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 252, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    10. Minoas Koukouritakis & Leo Michelis, 2003. "EU Enlargement: Are the New Countries Ready to Join the EMU?," University of Cyprus Working Papers in Economics 6-2003, University of Cyprus Department of Economics.
    11. Click, Reid W., 2009. "The ASEAN dollar standard in the post-crisis era: A reconsideration," Journal of Asian Economics, Elsevier, vol. 20(3), pages 269-279, May.
    12. Stephen Lee, 2008. "Is The Uk Real Estate Market Converging With The Rest Of Europe?," ERES eres2008_192, European Real Estate Society (ERES).
    13. Yunus, Nafeesa & Swanson, Peggy E., 2012. "Changing integration of EMU public property markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 194-208.
    14. Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics 68, University of Goettingen, Department of Economics.
    15. Sonila Beliu & Matthew Higgins, 2004. "Fractional cointegration analysis of EU convergence," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1607-1611.
    16. Jacek Suda & Anastasia Zervou, 2016. "International Great Inflation and Common Monetary Policy," Working Papers 20160513_001, Texas A&M University, Department of Economics.
    17. Ciner, Cetin, 2011. "Information transmission across currency futures markets: Evidence from frequency domain tests," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 134-139, June.
    18. Caporale, Guglielmo Maria & De Santis, Roberta & Girardi, Alessandro, 2015. "Trade intensity and output synchronisation: On the endogeneity properties of EMU," Journal of Financial Stability, Elsevier, vol. 16(C), pages 154-163.
    19. Kühl, Michael, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics 76, University of Goettingen, Department of Economics.
    20. Philip Arestis & Andrew Brown & Kostas Mouratidis & Malcolm Sawyer, 2002. "The Euro: Reflections on the first three years," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(1), pages 1-17.
    21. Yilmazkuday, Hakan, 2023. "Drivers of inflation convergence across countries: the role of standard gravity variables," Macroeconomic Dynamics, Cambridge University Press, vol. 27(6), pages 1664-1686, September.
    22. Yasuo Nishiyama, 2008. "German leadership: evidence from retail mortgage rates," Applied Economics Letters, Taylor & Francis Journals, vol. 15(15), pages 1167-1170.
    23. Dräger, Lena & Kolaiti, Theoplasti & Sibbertsen, Philipp, 2020. "Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory," Hannover Economic Papers (HEP) dp-675, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, revised Feb 2021.
    24. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics 89, University of Goettingen, Department of Economics.
    25. Hochreiter, Eduard & Schmidt-Hebbel, Klaus & Winckler, Georg, 2002. "Monetary union: European lessons, Latin American prospects," The North American Journal of Economics and Finance, Elsevier, vol. 13(3), pages 297-321, December.
    26. Vesile Kutlu & Nese Kavrukkoca, 2007. "Evaluating the Maastricht Convergence Criteria for New Prospective European Union Members," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 7(1), pages 13-26.
    27. Nafeesa Yunus, 2013. "Dynamic interactions among property types," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(2), pages 135-159, March.
    28. Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 152, Economics, The University of Manchester.
    29. Onay, Ceylan, 2006. "A Co-integration Analysis Approach to European Union Integration: The Case of Acceding and Candidate Countries," European Integration online Papers (EIoP), European Community Studies Association Austria (ECSA-A), vol. 10, September.
    30. Nafeesa Yunus, 2019. "Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 264-289, February.
    31. Yunus, Nafeesa, 2023. "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 211-232.
    32. Pelinescu, Elena & Caraiani, Petre, 2006. "Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 39-50, September.
    33. Phengpis, Chanwit & Nguyen, Vanthuan, 2009. "Policy coordination and risk premium in foreign exchange markets for major EU currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 47-62, February.
    34. Otilia Georgiana Floroiu, 2020. "Nominal Convergence – Are We Getting Closer?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 356-363, August.
    35. Kumar, Satish, 2016. "Evidence of information transmission across currency futures markets using frequency domain tests," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 319-327.
    36. Meshach Jesse Aziakpono, 2008. "Financial And Monetary Autonomy And Interdependence Between South Africa And The Other Sacu Countries," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 189-211, June.
    37. Yunus, Nafeesa, 2015. "Trends and convergence in global housing markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 100-112.
    38. Adnan Kasman & Saadet Kirbas-Kasman & Evrim Turgutlu, 2005. "Nominal and real convergence between the CEE countries and the EU: a fractional cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2487-2500.
    39. Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
    40. Pelinescu, Elena & Caraiani, Petre, 2006. "Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 5-22, December.

  11. Michelis, Leo, 1999. "The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors," Journal of Econometrics, Elsevier, vol. 93(2), pages 369-401, December.

    Cited by:

    1. Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
    2. Luger, Richard, 2006. "Exact permutation tests for non-nested non-linear regression models," Journal of Econometrics, Elsevier, vol. 133(2), pages 513-529, August.
    3. Francisco Cribari-Neto & Sadraque E.F. Lucena, 2015. "Nonnested hypothesis testing in the class of varying dispersion beta regressions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 967-985, May.
    4. Hagemann, Andreas, 2012. "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, vol. 166(2), pages 247-254.
    5. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.

  12. MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.
    See citations under working paper version above.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.