IDEAS home Printed from https://ideas.repec.org/f/pdo239.html
   My authors  Follow this author

Firmin Doko Tchatoka

Personal Details

First Name:Firmin
Middle Name:
Last Name:Doko Tchatoka
Suffix:
RePEc Short-ID:pdo239
[This author has chosen not to make the email address public]
University of Adelaide School of Economics Adelaide, SA 5000
Terminal Degree: Département de Sciences Économiques; Université de Montréal (from RePEc Genealogy)

Affiliation

School of Economics and Public Policy
University of Adelaide

Adelaide, Australia
https://able.adelaide.edu.au/economics-and-public-policy/
RePEc:edi:decadau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Prosper Dovonon & Yves F. Atchadé & Firmin Doko Tchatoka, 2023. "Efficiency bounds for moment condition models with mixed identification strength," School of Economics and Public Policy Working Papers 2023-01 Classification-C0, University of Adelaide, School of Economics and Public Policy.
  2. Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023. "Monetary policy shocks and exchange rate dynamics in small open economies," School of Economics and Public Policy Working Papers 2023-04 Classification-C3, University of Adelaide, School of Economics and Public Policy.
  3. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
  4. Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
  5. German Puga & Kym Anderson & Gregory Jones & Firmin Doko Tchatoka & Wendy Umberger, 2021. "A climate classification of the world's wine regions," Wine Economics Research Centre Working Papers 2021-06, University of Adelaide, Wine Economics Research Centre.
  6. Akwasi Ampofo & Terence C Cheng & Firmin Doko Tchatoka, 2021. "Oil extraction and spillover effects into local labour market: Evidence from Ghana," School of Economics and Public Policy Working Papers 2021-03 Classification-O1, University of Adelaide, School of Economics and Public Policy.
  7. German Puga & Kym Anderson & Firmin Doko Tchatoka, 2021. "The impact of growing season temperature on grape prices in Australia," Wine Economics Research Centre Working Papers 2021-07, University of Adelaide, Wine Economics Research Centre.
  8. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
  9. German Puga & Kym Anderson & Firmin Doko Tchatoka, 2021. "The impact of climate change on grape yields in Australia," Wine Economics Research Centre Working Papers 2021-08, University of Adelaide, Wine Economics Research Centre.
  10. Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
  11. Julia Pullbeck & Firmin Doko Tchatoka, 2020. "Inherent effects of corruption on the erosion of political trust in developing countries:Evidence from Ghana," School of Economics and Public Policy Working Papers 2020-01, University of Adelaide, School of Economics and Public Policy.
  12. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
  13. Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," School of Economics and Public Policy Working Papers 2020-03, University of Adelaide, School of Economics and Public Policy.
  14. Firmin Doko Tchatoka & Vanessa Varvaris, 2020. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," School of Economics and Public Policy Working Papers 2020-07, University of Adelaide, School of Economics and Public Policy.
  15. Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy, 2019. "Relevant moment selection under mixed identification strength," School of Economics and Public Policy Working Papers 2019-04, University of Adelaide, School of Economics and Public Policy.
  16. Eugene Braslavskiy & Firmin Doko Tchatoka & Virginie Masson, 2019. "The importance of Punishment Substitutability in Criminometric Studies," School of Economics and Public Policy Working Papers 2019-02, University of Adelaide, School of Economics and Public Policy.
  17. Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers 2018-01, University of Adelaide, School of Economics and Public Policy.
  18. Youngsub Chun & Duygu Yengin, 2018. "Characterizing Envy-Free, Strategy Proof, and Monotonic Mechanisms in Queueing Problem," School of Economics and Public Policy Working Papers 2018-10, University of Adelaide, School of Economics and Public Policy.
  19. Akwasi Ampofo & Firmin Doko Tchatoka, 2018. "Reducing Public-Private Sector Pay Differentials: The Single Spine Pay Policy as a Natural Experiment in Ghana," School of Economics and Public Policy Working Papers 2018-02, University of Adelaide, School of Economics and Public Policy.
  20. Firmin Doko Tchatoka & Robert Garrard & Virginie Masson, 2017. "Testing for Stochastic Dominance in Social Networks," School of Economics and Public Policy Working Papers 2017-02, University of Adelaide, School of Economics and Public Policy.
  21. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
  22. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
  23. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
  24. Firmin Doko Tchatoka & Nicolas Groshenny & Qazi Haque & Mark Weder, 2015. "Monetary Policy and Indeterminacy after the 2001 Slump," School of Economics and Public Policy Working Papers 2015-21, University of Adelaide, School of Economics and Public Policy.
  25. Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2015. "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," School of Economics and Public Policy Working Papers 2015-17, University of Adelaide, School of Economics and Public Policy.
  26. Dungey, Mardi & Tchatoka, Firmin Doko & Wells, Graeme & Yanotti, Maria Belen, 2014. "Mortgage Choice Determinants: the Role of Risk and Bank Regulation," Working Papers 2014-03, University of Tasmania, Tasmanian School of Business and Economics, revised 12 Feb 2014.
  27. Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.
  28. Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics and Public Policy Working Papers 2014-06, University of Adelaide, School of Economics and Public Policy.
  29. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
  30. Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko, 2013. "Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks," Working Papers 17518, University of Tasmania, Tasmanian School of Business and Economics, revised 29 Sep 2013.
  31. Doko Tchatoka, Firmin, 2012. "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper 40184, University Library of Munich, Germany.
  32. Doko Tchatoka & Urbain Thierry Yogo, 2011. "Do contacts matter in the process of getting a job in Cameroon?," Working Papers 10652, University of Tasmania, Tasmanian School of Business and Economics.
  33. Doko Tchatoka, Firmin, 2011. "Testing for partial exogeneity with weak identification," MPRA Paper 39504, University Library of Munich, Germany, revised Mar 2012.
  34. Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
  35. Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.
    repec:bny:wpaper:0121 is not listed on IDEAS

Articles

  1. Firmin Doko Tchatoka & Qazi Haque, 2024. "Revisiting the Macroeconomic Effects of Monetary Policy Shocks," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 234-259, June.
  2. Firmin Doko Tchatoka & Qazi Haque, 2023. "On bootstrapping tests of equal forecast accuracy for nested models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1844-1864, November.
  3. Xu, Ying & Wheeler, Sarah Ann & Tchatoka, Firmin Doko, 2023. "Evaluating policy changes on council waste generation and diversion: Evidence from South Australia," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 67(04), August.
  4. Firmin Doko Tchatoka & Julia Puellbeck & Virginie Masson, 2022. "Stock returns in the time of COVID-19 pandemic," Applied Economics, Taylor & Francis Journals, vol. 54(9), pages 1071-1092, February.
  5. Jing Tian & Firmin Doko Tchatoka & Thomas Goodwin, 2022. "Are internally consistent forecasts rational?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1338-1355, November.
  6. Ampofo, Akwasi & Cheng, Terence C. & Doko Tchatoka, Firmin, 2022. "Oil extraction and spillover effects into local labour market: Evidence from Ghana," Energy Economics, Elsevier, vol. 106(C).
  7. Doko Tchatoka, Firmin & Varvaris, Vanessa, 2021. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," Journal of Housing Economics, Elsevier, vol. 54(C).
  8. Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2021. "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," JRFM, MDPI, vol. 14(3), pages 1-19, February.
  9. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
  10. Eugene Braslavskiy & Firmin Doko Tchatoka & Virginie Masson, 2019. "The Importance Of Punishment Substitutability In Criminometric Studies," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 491-507, July.
  11. Firmin Doko Tchatoka, 2019. "Near exogeneity, weak identification and specification testing: Some asymptotic results," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(13), pages 3191-3207, July.
  12. Akwasi Ampofo & Firmin Doko Tchatoka, 2019. "Reducing Public‐Private Sector Pay Differentials: The Single Spine Pay Policy As A Natural Experiment In Ghana," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 283-315, January.
  13. Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019. "Linkages between oil price shocks and stock returns revisited," Energy Economics, Elsevier, vol. 82(C), pages 42-61.
  14. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
  15. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Using multiple correspondence analysis for finance: A tool for assessing financial inclusion," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 212-222.
  16. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.
  17. Doko Tchatoka, Firmin & Groshenny, Nicolas & Haque, Qazi & Weder, Mark, 2017. "Monetary policy and indeterminacy after the 2001 slump," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 83-95.
  18. Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
  19. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
  20. Mardi Dungey & Firmin Doko Tchatoka & Graeme Wells & María B. Yanotti, 2015. "Mortgage Choice Determinants: The Role of Risk and Bank Regulation," The Economic Record, The Economic Society of Australia, vol. 91(295), pages 417-437, December.
  21. Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
  22. Satoshi Yamazaki & Jing Tian & Firmin Doko Tchatoka, 2014. "Are per capita CO 2 emissions increasing among OECD countries? A test of trends and breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 569-572, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.

    Mentioned in:

    1. Some Weekend Reading
      by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2013-11-01 22:41:00
    2. Some Weekend Reading
      by ? in R-bloggers on 2013-11-01 22:41:00
  2. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.

    Mentioned in:

    1. What I Learned Last Week
      by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-10-13 09:19:00

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019. "Linkages between oil price shocks and stock returns revisited," Energy Economics, Elsevier, vol. 82(C), pages 42-61.

    Mentioned in:

    1. Linkages between oil price shocks and stock returns revisited (Energy Economics 2019) in ReplicationWiki ()

Working papers

  1. Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Jonathan Hambur & Qazi Haque, 2023. "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers 2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.

  2. Akwasi Ampofo & Terence C Cheng & Firmin Doko Tchatoka, 2021. "Oil extraction and spillover effects into local labour market: Evidence from Ghana," School of Economics and Public Policy Working Papers 2021-03 Classification-O1, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Alberto Chong & Carla Srebot, 2023. "Environmental disasters and mental health: Evidence from oil spills in the Peruvian Amazon," Review of Development Economics, Wiley Blackwell, vol. 27(2), pages 771-796, May.
    2. Darko B. Vuković & Senanu Dekpo-Adza & Vladislav Khmelnitskiy & Mustafa Özer, 2023. "Spillovers across the Asian OPEC+ Financial Market," Mathematics, MDPI, vol. 11(18), pages 1-23, September.

  3. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.

    Cited by:

    1. Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.

  4. Firmin Doko Tchatoka & Vanessa Varvaris, 2020. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," School of Economics and Public Policy Working Papers 2020-07, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Dubé, Jean & Le Gallo, Julie & Des Rosiers, François & Legros, Diègo & Champagne, Marie-Pier, 2024. "An integrated causal framework to evaluate uplift value with an example on change in public transport supply," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 185(C).

  5. Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers 2018-01, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Moghaddam, Mohsen Bakhshi, 2023. "The relationship between oil price changes and economic growth in Canadian provinces: Evidence from a quantile-on-quantile approach," Energy Economics, Elsevier, vol. 125(C).
    2. Aviral Kumar Tiwari & Samia Nasreen & Subhan Ullah & Muhammad Shahbaz, 2021. "Analysing spillover between returns and volatility series of oil across major stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2458-2490, April.
    3. Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Asymmetric multifractal behaviour and network connectedness between socially responsible stocks and international oil before and during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
    4. Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He, 2020. "Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    5. Mabanga, Chris & Bonga-Bonga, Lumengo, 2020. "The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach," MPRA Paper 101403, University Library of Munich, Germany.
    6. Seuk Wai Phoong & Masnun Al Mahi & Seuk Yen Phoong, 2023. "A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic," SAGE Open, , vol. 13(1), pages 21582440231, February.
    7. Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023. "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, vol. 86(PB).
    8. Le, Thai Hong & Luong, Anh Tram, 2022. "Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam," Resources Policy, Elsevier, vol. 78(C).
    9. Ma, Yiqun, 2021. "Do iron ore, scrap steel, carbon emission allowance, and seaborne transportation prices drive steel price fluctuations?," Resources Policy, Elsevier, vol. 72(C).
    10. Joo, Young C. & Park, Sung Y., 2021. "The impact of oil price volatility on stock markets: Evidences from oil-importing countries," Energy Economics, Elsevier, vol. 101(C).
    11. Lin, Boqiang & Su, Tong, 2020. "Does oil price have similar effects on the exchange rates of BRICS?," International Review of Financial Analysis, Elsevier, vol. 69(C).
    12. Hadhri, Sinda, 2021. "The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis," Energy Economics, Elsevier, vol. 101(C).
    13. Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019. "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, vol. 178(C), pages 234-251.
    14. Xie, Qichang & Tang, Guoqiang, 2022. "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, vol. 114(C).
    15. Ma, Yiqun & Wang, Junhao, 2021. "Time-varying spillovers and dependencies between iron ore, scrap steel, carbon emission, seaborne transportation, and China's steel stock prices," Resources Policy, Elsevier, vol. 74(C).
    16. Sanginabadi, Bahram, 2021. "Oil and Mortality," OSF Preprints j2xqw, Center for Open Science.
    17. Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal, 2020. "Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars," PIDE-Working Papers 2020:22, Pakistan Institute of Development Economics.
    18. Ge, Zhenyu & Sun, Yang, 2024. "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 92(C).
    19. Muhammad Kamran Khan & Jian‐Zhou Teng & Muhammad Imran Khan & Muhammad Fayaz Khan, 2023. "Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2436-2448, July.
    20. Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya, 2024. "Dynamic spillover between oil price shocks and technology stock indices: A country level analysis," Research in International Business and Finance, Elsevier, vol. 69(C).
    21. Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal, 2022. "Dependence between oil price changes and sectoral stock returns in Pakistan: Evidence from a quantile regression approach," Energy & Environment, , vol. 33(2), pages 315-331, March.
    22. Alsubaiei, Bader Jawid & Calice, Giovanni & Vivian, Andrew, 2024. "How does oil market volatility impact mutual fund performance?," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1601-1621.
    23. Yin, Libo & Cao, Hong & Guo, Yumei, 2024. "The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions," Energy Economics, Elsevier, vol. 132(C).
    24. Zhao-Yong Sun & Wei-Chiao Huang, 2023. "The effects of unexpected crude oil price shocks on Chinese stock markets," Economic Change and Restructuring, Springer, vol. 56(3), pages 1683-1697, June.
    25. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers 15-48, Eastern Mediterranean University, Department of Economics.
    26. Zhenhua Liu & Zhihua Ding & Tao Lv & Jy S. Wu & Wei Qiang, 2019. "Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives," 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. 95(1), pages 207-225, January.
    27. Deheri, Abdhut & Ramachandran, M., 2023. "Does Indian economy asymmetrically respond to oil price shocks?," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    28. Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022. "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    29. Katarzyna Kuziak & Joanna Górka, 2023. "Dependence Analysis for the Energy Sector Based on Energy ETFs," Energies, MDPI, vol. 16(3), pages 1-30, January.
    30. Sheng Fang & Paul Egan, 2021. "Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1469-1487, January.

  6. Akwasi Ampofo & Firmin Doko Tchatoka, 2018. "Reducing Public-Private Sector Pay Differentials: The Single Spine Pay Policy as a Natural Experiment in Ghana," School of Economics and Public Policy Working Papers 2018-02, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Eréndira León Bravo, 2022. "Three essays on education, wages, and the labour market in Mexico," Economics PhD Theses 0322, Department of Economics, University of Sussex Business School.

  7. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.

    Cited by:

    1. Jan F. Kiviet, 2016. "Testing the impossible: identifying exclusion restrictions," UvA-Econometrics Working Papers 16-03, Universiteit van Amsterdam, Dept. of Econometrics.
    2. Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series 1208, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    3. Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
    4. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.

  8. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series 1208, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    2. Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
    3. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.

  9. Firmin Doko Tchatoka & Nicolas Groshenny & Qazi Haque & Mark Weder, 2015. "Monetary Policy and Indeterminacy after the 2001 Slump," School of Economics and Public Policy Working Papers 2015-21, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Yasuo Hirose, 2018. "An Estimated DSGE Model with a Deflation Steady State," Keio-IES Discussion Paper Series 2018-014, Institute for Economics Studies, Keio University.
    2. Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
    3. Qazi Haque & Nicolas Groshenny & Mark Weder, 2021. "Do we really know that U.S. monetary policy was destabilizing in the 1970s?," Post-Print hal-04204647, HAL.
    4. Belongia, Michael T. & Ireland, Peter N., 2016. "The evolution of U.S. monetary policy: 2000–2007," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 78-93.
    5. Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020. "Monetary Policy and Macroeconomic Stability Revisited," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 255-274, July.
    6. Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," Melbourne Institute Working Paper Series wp2018n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    7. Qazi Haque, 2017. "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-10, University of Adelaide, School of Economics and Public Policy.
    8. Aymeric Ortmans, 2020. "Evolving Monetary Policy in the Aftermath of the Great Recession," Documents de recherche 20-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.

  10. Dungey, Mardi & Tchatoka, Firmin Doko & Wells, Graeme & Yanotti, Maria Belen, 2014. "Mortgage Choice Determinants: the Role of Risk and Bank Regulation," Working Papers 2014-03, University of Tasmania, Tasmanian School of Business and Economics, revised 12 Feb 2014.

    Cited by:

    1. Michael Richter, 2017. "Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages," Review of Economics & Finance, Better Advances Press, Canada, vol. 7, pages 19-36, February.
    2. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Using multiple correspondence analysis for finance: A tool for assessing financial inclusion," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 212-222.
    3. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.
    4. Michael Ehrmann & Michael Ziegelmeyer, 2017. "Mortgage Choice in the Euro Area: Macroeconomic Determinants and the Effect of Monetary Policy on Debt Burdens," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 469-494, March.

  11. Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.

    Cited by:

    1. Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," CAMA Working Papers 2021-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
    3. Helmut Lutkepohl & George Milunovich & Minxian Yang, 2016. "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers 2016-19, School of Economics, The University of New South Wales.
    4. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
    5. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    6. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    7. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    8. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    9. Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
    10. Galbraith, John W. & Zinde-Walsh, Victoria, 2020. "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, vol. 218(2), pages 609-632.
    11. Doko Tchatoka, Firmin, 2012. "On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments," Working Papers 15061, University of Tasmania, Tasmanian School of Business and Economics, revised 06 Jul 2012.
    12. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
    13. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
    14. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
    15. Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
    16. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.
    17. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    18. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
    19. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

  12. Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics and Public Policy Working Papers 2014-06, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    2. Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series 1208, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    3. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    4. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    5. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    6. Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
    7. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
    8. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
    9. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
    10. Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
    11. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.

  13. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    2. Doko Tchatoka, Firmin, 2012. "On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments," Working Papers 15061, University of Tasmania, Tasmanian School of Business and Economics, revised 06 Jul 2012.
    3. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.

  14. Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko, 2013. "Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks," Working Papers 17518, University of Tasmania, Tasmanian School of Business and Economics, revised 29 Sep 2013.

    Cited by:

    1. Mohammed Kharbach & Adnan Belakhdar & Tarik Chfadi, 2021. "A Growth Curve Model for CO2 Emissions in G19 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 365-368.
    2. Ahmed, Mumtaz & Khan, Atif Maqbool & Bibi, Salma & Zakaria, Muhammad, 2017. "Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 86-97.
    3. Balsalobre-Lorente, Daniel & Driha, Oana M. & Bekun, Festus & Sinha, Avik & Fatai Adedoyin, Festus, 2020. "Consequences of COVID-19 on the social isolation of the Chinese economy: accounting for the role of reduction in carbon emissions," MPRA Paper 102894, University Library of Munich, Germany, revised 2020.

  15. Doko Tchatoka, Firmin, 2012. "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper 40184, University Library of Munich, Germany.

    Cited by:

    1. Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
    2. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
    3. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    4. Doko Tchatoka, Firmin, 2012. "On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments," Working Papers 15061, University of Tasmania, Tasmanian School of Business and Economics, revised 06 Jul 2012.
    5. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.

  16. Doko Tchatoka & Urbain Thierry Yogo, 2011. "Do contacts matter in the process of getting a job in Cameroon?," Working Papers 10652, University of Tasmania, Tasmanian School of Business and Economics.

    Cited by:

    1. Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.

  17. Doko Tchatoka, Firmin, 2011. "Testing for partial exogeneity with weak identification," MPRA Paper 39504, University Library of Munich, Germany, revised Mar 2012.

    Cited by:

    1. Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
    2. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
    3. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    4. Doko Tchatoka, Firmin, 2012. "On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments," Working Papers 15061, University of Tasmania, Tasmanian School of Business and Economics, revised 06 Jul 2012.
    5. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.

  18. Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.

    Cited by:

    1. Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
    2. Doko Tchatoka, Firmin, 2012. "Testing for partial exogeneity with weak identification," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.
    3. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    4. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
    5. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
    6. Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
    7. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.

  19. Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.

    Cited by:

    1. Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
    2. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    3. Yogo, Urbain Thierry & Mallaye, Douzounet, 2012. "Social Network and Social Protection: Evidence from Cameroon," MPRA Paper 44935, University Library of Munich, Germany.
    4. Tae-Hwan Kim & Christophe Muller, 2017. "A robust test of exogeneity based on quantile regressions," Post-Print hal-01647506, HAL.
    5. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    6. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    7. Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
    8. Caner, Mehmet, 2014. "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, vol. 182(2), pages 247-268.
    9. Therese F. Azeng & Thierry Yogo Urbain, 2013. "Working Paper 171 - Youth Unemployment and Political Instability in Selected Developing Countries," Working Paper Series 467, African Development Bank.
    10. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
    11. Qazi Haque & Leandro M. Magnusson, 2023. "Identification Robust Empirical Evidence on the Open Economy IS‐Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 345-372, April.
    12. Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
    13. Armand Totouom & Vincent De Paul Mboutchouang & Hervé Kaffo Fotio, 2018. "The Effects of Education on Labour Force Participation in Cameroon: A Gender Perspective," African Development Review, African Development Bank, vol. 30(1), pages 45-55, March.
    14. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
    15. Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.

Articles

  1. Firmin Doko Tchatoka & Qazi Haque, 2024. "Revisiting the Macroeconomic Effects of Monetary Policy Shocks," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 234-259, June.
    See citations under working paper version above.
  2. Firmin Doko Tchatoka & Julia Puellbeck & Virginie Masson, 2022. "Stock returns in the time of COVID-19 pandemic," Applied Economics, Taylor & Francis Journals, vol. 54(9), pages 1071-1092, February.

    Cited by:

    1. Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023. "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers 2023-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  3. Ampofo, Akwasi & Cheng, Terence C. & Doko Tchatoka, Firmin, 2022. "Oil extraction and spillover effects into local labour market: Evidence from Ghana," Energy Economics, Elsevier, vol. 106(C).
    See citations under working paper version above.
  4. Doko Tchatoka, Firmin & Varvaris, Vanessa, 2021. "Neighbourhood, school zoning and the housing market: Evidence from New South Wales," Journal of Housing Economics, Elsevier, vol. 54(C).
    See citations under working paper version above.
  5. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
    See citations under working paper version above.
  6. Akwasi Ampofo & Firmin Doko Tchatoka, 2019. "Reducing Public‐Private Sector Pay Differentials: The Single Spine Pay Policy As A Natural Experiment In Ghana," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 283-315, January.
    See citations under working paper version above.
  7. Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019. "Linkages between oil price shocks and stock returns revisited," Energy Economics, Elsevier, vol. 82(C), pages 42-61.
    See citations under working paper version above.
  8. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.

    Cited by:

    1. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    2. Wang, Wenjie, 2022. "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper 115168, University Library of Munich, Germany.
    3. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
    4. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    5. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    6. Wang, Wenjie, 2020. "On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test," Economics Letters, Elsevier, vol. 191(C).
    7. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
    8. Wang, Wenjie, 2020. "On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity," MPRA Paper 104858, University Library of Munich, Germany.
    9. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
    10. Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy, 2019. "Relevant moment selection under mixed identification strength," School of Economics and Public Policy Working Papers 2019-04, University of Adelaide, School of Economics and Public Policy.

  9. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Using multiple correspondence analysis for finance: A tool for assessing financial inclusion," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 212-222.

    Cited by:

    1. Aleksander Jakimowicz & Daniel Rzeczkowski, 2023. "Contact Zones in the Energy Transition: A Transdisciplinary Complex Problem," Energies, MDPI, vol. 16(8), pages 1-48, April.
    2. Chei Bukari & Emm anuel Atta Anaman, 2021. "Corruption and firm innovation: a grease or sand in the wheels of commerce? Evidence from lower-middle and upper-middle income economies," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 267-302, June.
    3. Elgiz Yılmaz Altuntaş & Esin Cumhur Yalçın, 2023. "COVID-19 Pandemic Learning: The Uprising of Remote Detailing in Pharmaceutical Sector Using Sales Force Automation and Its Sustainable Impact on Continuing Medical Education," Sustainability, MDPI, vol. 15(11), pages 1-29, June.
    4. Hasan Ejaz & Hafiz Muhammad Zeeshan & Fahad Ahmad & Syed Nasir Abbas Bukhari & Naeem Anwar & Awadh Alanazi & Ashina Sadiq & Kashaf Junaid & Muhammad Atif & Khalid Omer Abdalla Abosalif & Abid Iqbal & , 2022. "Bibliometric Analysis of Publications on the Omicron Variant from 2020 to 2022 in the Scopus Database Using R and VOSviewer," IJERPH, MDPI, vol. 19(19), pages 1-25, September.
    5. Zhao, Yang & Goodell, John W. & Dong, Qingli & Wang, Yong & Abedin, Mohammad Zoynul, 2022. "Overcoming spatial stratification of fintech inclusion: Inferences from across Chinese provinces to guide policy makers," International Review of Financial Analysis, Elsevier, vol. 84(C).
    6. Thereza Balliester Reis, 2022. "Socio‐economic determinants of financial inclusion: An evaluation with a microdata multidimensional index," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(3), pages 587-611, April.

  10. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.

    Cited by:

    1. Zhang, Dongyang & Guo, Rui, 2020. "The consumption response to household leverage in China: The role of investment at household level," International Review of Financial Analysis, Elsevier, vol. 71(C).
    2. Wright, Danika & Yanotti, María B., 2019. "Home advantage: The preference for local residential real estate investment," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    3. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Using multiple correspondence analysis for finance: A tool for assessing financial inclusion," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 212-222.
    4. Thi Mai Luong, 2020. "Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2020, January-A.

  11. Doko Tchatoka, Firmin & Groshenny, Nicolas & Haque, Qazi & Weder, Mark, 2017. "Monetary policy and indeterminacy after the 2001 slump," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 83-95.
    See citations under working paper version above.
  12. Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
    See citations under working paper version above.
  13. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
    See citations under working paper version above.
  14. Mardi Dungey & Firmin Doko Tchatoka & Graeme Wells & María B. Yanotti, 2015. "Mortgage Choice Determinants: The Role of Risk and Bank Regulation," The Economic Record, The Economic Society of Australia, vol. 91(295), pages 417-437, December.
    See citations under working paper version above.
  15. Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
    See citations under working paper version above.
  16. Satoshi Yamazaki & Jing Tian & Firmin Doko Tchatoka, 2014. "Are per capita CO 2 emissions increasing among OECD countries? A test of trends and breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 569-572, May.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (16) 2011-09-16 2012-07-29 2012-07-29 2012-08-23 2013-06-16 2014-11-28 2015-02-16 2015-10-10 2016-02-04 2017-01-15 2017-03-12 2019-08-19 2020-03-23 2020-03-30 2021-03-15 2022-01-10. Author is listed
  2. NEP-ORE: Operations Research (12) 2014-12-19 2015-02-16 2017-03-12 2018-09-10 2019-05-20 2020-03-23 2020-03-23 2020-03-30 2020-03-30 2020-04-06 2021-03-15 2022-03-14. Author is listed
  3. NEP-MAC: Macroeconomics (8) 2015-12-20 2016-01-29 2016-08-28 2017-01-01 2020-03-23 2021-08-09 2021-09-13 2022-03-14. Author is listed
  4. NEP-MON: Monetary Economics (7) 2015-12-20 2016-01-29 2016-08-28 2017-01-01 2021-08-09 2021-09-13 2022-03-14. Author is listed
  5. NEP-CBA: Central Banking (6) 2015-12-20 2016-01-29 2016-08-28 2017-01-01 2021-08-09 2022-03-14. Author is listed
  6. NEP-ENV: Environmental Economics (5) 2013-10-25 2022-03-14 2022-03-14 2022-03-14 2022-08-08. Author is listed
  7. NEP-AGR: Agricultural Economics (4) 2022-03-14 2022-03-14 2022-03-14 2022-08-08
  8. NEP-DEV: Development (3) 2011-09-16 2018-04-30 2021-09-13
  9. NEP-ENE: Energy Economics (3) 2013-10-25 2018-07-09 2021-09-13
  10. NEP-ETS: Econometric Time Series (3) 2020-03-23 2020-03-30 2022-01-10
  11. NEP-FOR: Forecasting (3) 2020-03-23 2020-03-30 2020-03-30
  12. NEP-URE: Urban and Real Estate Economics (3) 2016-01-29 2020-08-10 2021-09-13
  13. NEP-AFR: Africa (2) 2011-09-16 2020-03-23
  14. NEP-BAN: Banking (2) 2016-01-29 2020-03-23
  15. NEP-CWA: Central and Western Asia (2) 2021-08-09 2021-09-13
  16. NEP-ISF: Islamic Finance (2) 2021-09-13 2021-09-13
  17. NEP-RMG: Risk Management (2) 2015-10-10 2016-01-29
  18. NEP-SOC: Social Norms and Social Capital (2) 2011-09-16 2020-03-23
  19. NEP-BEC: Business Economics (1) 2019-05-20
  20. NEP-BIG: Big Data (1) 2022-03-14
  21. NEP-CIS: Confederation of Independent States (1) 2018-07-09
  22. NEP-DCM: Discrete Choice Models (1) 2020-03-30
  23. NEP-DES: Economic Design (1) 2018-09-10
  24. NEP-DGE: Dynamic General Equilibrium (1) 2016-08-28
  25. NEP-EDU: Education (1) 2020-08-10
  26. NEP-GTH: Game Theory (1) 2018-09-10
  27. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  28. NEP-LAB: Labour Economics (1) 2011-09-16
  29. NEP-LAW: Law and Economics (1) 2019-05-20
  30. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2018-04-30
  31. NEP-MIC: Microeconomics (1) 2018-09-10
  32. NEP-OPM: Open Economy Macroeconomics (1) 2022-03-14
  33. NEP-SEA: South East Asia (1) 2018-07-09

Corrections

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

To update listings or check citations waiting for approval, Firmin Doko Tchatoka should log into the RePEc Author Service.

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

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

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

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