Byung-Joo Lee
Personal Details
First Name: | Byung-Joo |
Middle Name: | |
Last Name: | Lee |
Suffix: | |
RePEc Short-ID: | ple388 |
| |
Affiliation
Department of Economics
University of Notre Dame
South Bend, Indiana (United States)http://economics.nd.edu/
RePEc:edi:deendus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Lee, Byung-Joo, 2007.
"Uncovered Interest Parity: Cross-sectional Evidence,"
MPRA Paper
10360, University Library of Munich, Germany.
- Byung‐Joo Lee, 2011. "Uncovered Interest Parity: Cross‐Sectional Evidence," Review of International Economics, Wiley Blackwell, vol. 19(2), pages 219-231, May.
- Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark, 2005. "Effective Exchange Rate Classifications and Growth," NBER Working Papers 11272, National Bureau of Economic Research, Inc.
- Byung-Joo Lee, 2004. "Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:," Econometric Society 2004 Far Eastern Meetings 765, Econometric Society.
Articles
- Lee, Byung-Joo, 2013. "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 238-249.
- Byung‐Joo Lee, 2011.
"Uncovered Interest Parity: Cross‐Sectional Evidence,"
Review of International Economics, Wiley Blackwell, vol. 19(2), pages 219-231, May.
- Lee, Byung-Joo, 2007. "Uncovered Interest Parity: Cross-sectional Evidence," MPRA Paper 10360, University Library of Munich, Germany.
- Vladimir Sokolov & Byung‐Joo Lee & Nelson C. Mark, 2011. "Linkages Between Exchange Rate Policy And Macroeconomic Performance," Pacific Economic Review, Wiley Blackwell, vol. 16(4), pages 395-420, October.
- Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C., 2010. "A multinomial logit approach to exchange rate policy classification with an application to growth," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1438-1462, November.
- Byung-Joo Lee, 2007. "Economic fundamentals and exchange rates under different exchange rate regimes: Korean experience," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 137-159, May.
- Byung-Joo Lee & Lawrence Marsh, 1998. "Nested logit analysis of missing response observations," Applied Economics Letters, Taylor & Francis Journals, vol. 5(12), pages 751-755.
- Byung-Joo Lee & Mary Lee, 1997. "Generalized method of moment estimation of truncated or censored regression," Applied Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 365-368.
- Lee, Byung-Joo, 1995. "Separability Test for the Electricity Supply Industry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 49-60, Jan.-Marc.
- Howe, Charles W & Lee, Byung-Joo & Bennett, Lynne L, 1994. "Design and Analysis of Contingent Valuation Surveys Using the Nested Tobit Model," The Review of Economics and Statistics, MIT Press, vol. 76(2), pages 385-389, May.
- Lee, Byung-Joo, 1994. "Non-parametric test of derivative restrictions robust to functional misspecification," Economics Letters, Elsevier, vol. 45(2), pages 131-136, June.
- Lee, Byung-Joo, 1992. "A Heteroskedasticity Test Robust to Conditional Mean Misspecification," Econometrica, Econometric Society, vol. 60(1), pages 159-171, January.
- Lee, Byung-Joo, 1992. "A nested Tobit analysis for a sequentially censored regression model," Economics Letters, Elsevier, vol. 38(3), pages 269-273, March.
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.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Byung-Joo Lee, 2004.
"Economic Fundamentals on Exchange Rates under Different Exchange Rate Regimes:,"
Econometric Society 2004 Far Eastern Meetings
765, Econometric Society.
Mentioned in:
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Lee, Byung-Joo, 1995.
"Separability Test for the Electricity Supply Industry,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 49-60, Jan.-Marc.
Mentioned in:
Working papers
- Lee, Byung-Joo, 2007.
"Uncovered Interest Parity: Cross-sectional Evidence,"
MPRA Paper
10360, University Library of Munich, Germany.
- Byung‐Joo Lee, 2011. "Uncovered Interest Parity: Cross‐Sectional Evidence," Review of International Economics, Wiley Blackwell, vol. 19(2), pages 219-231, May.
Cited by:
- Keppel, Catherine & Prettner, Klaus, 2015.
"How interdependent are Eastern European economies and the Euro area?,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 18-31.
- Prettner, Catherine & Prettner, Klaus, 2014. "How interdependent are Eastern European economies and the Euro area?," University of Göttingen Working Papers in Economics 187, University of Goettingen, Department of Economics.
- Lee, Byung-Joo, 2013. "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 238-249.
- Ramirez-Rondan, N.R. & Terrones, Marco E., 2019.
"Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?,"
MPRA Paper
97524, University Library of Munich, Germany.
- N.R. Ramírez-Rondán & Marco E. Terrones, 2019. "Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?," Working Papers 156, Peruvian Economic Association.
- Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi, 2021. "The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Kumar, Vikram, 2020. "Liquidity shocks: A new solution to the forward premium puzzle," Economic Modelling, Elsevier, vol. 91(C), pages 445-454.
- Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016. "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper 71709, University Library of Munich, Germany.
- Brian Lucey & Grace Loring, 2012. "Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract:," The Institute for International Integration Studies Discussion Paper Series iiisdp404, IIIS.
- Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark, 2005.
"Effective Exchange Rate Classifications and Growth,"
NBER Working Papers
11272, National Bureau of Economic Research, Inc.
Cited by:
- Cruz-Rodríguez, Alexis, 2016. "An empirical assessment of exchange arrangements and inflation performance," MPRA Paper 73005, University Library of Munich, Germany.
- Marc Hofstetter, 2008.
"Why Have So Many Disinflations Succeeded?,"
Contemporary Economic Policy, Western Economic Association International, vol. 26(1), pages 89-106, January.
- Marc Hofstetter, 2005. "Why Have So Many Disinflations Succeeded?," Documentos CEDE 3777, Universidad de los Andes, Facultad de Economía, CEDE.
- Cruz Rodriguez, Alexis, 2009.
"Choosing and assessing exchange rate regimes: A survey of the literature,"
MPRA Paper
16314, University Library of Munich, Germany.
- Alexis Cruz-Rodriguez, 2013. "Choosing and Assessing Exchange Rate Regimes: a Survey of the Literature," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(2), pages 37-61, October.
- Philippe Aghion & Philippe Baccheta & Romain Ranciere & Kenneth Rogoff, 2006.
"Exchange Rate Volatility and Productivity Growth: The Role of Financial Development,"
Swiss Finance Institute Research Paper Series
06-16, Swiss Finance Institute.
- Rogoff, Kenneth & Bacchetta, Philippe & Aghion, Philippe & Rancière, Romain, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," CEPR Discussion Papers 5629, C.E.P.R. Discussion Papers.
- Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," NBER Working Papers 12117, National Bureau of Economic Research, Inc.
- Aghion, Philippe & Bacchetta, Philippe & Rancière, Romain & Rogoff, Kenneth, 2009. "Exchange rate volatility and productivity growth: The role of financial development," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 494-513, May.
- Aghion, Philippe & Bacchetta, Philippe & Ranciere, Romain & Rogoff, Kenneth S., 2009. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Scholarly Articles 12490419, Harvard University Department of Economics.
- Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Working Papers 06.02, Swiss National Bank, Study Center Gerzensee.
- Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2009. "Exchange rate volatility and productivity growth: The role of financial development," Post-Print halshs-00754377, HAL.
- Claude Bismut & Darine Ghanem, 2009. "This paper investigates empirically the reasons behind the popularity of fixed adjustable pegs in the Middle East North Africa region (MENA). We have used an ordered multinomial random effects probit ," Working Papers 09-10, LAMETA, Universtiy of Montpellier, revised Sep 2009.
- Dubas, Justin, 2012. "Exchange Rate Misalignment and Economic Growth," MPRA Paper 63417, University Library of Munich, Germany.
- Uluc Aysun, 2006. "Testing for Balance Sheet Effects in Emerging Market Countries," Working papers 2006-28, University of Connecticut, Department of Economics.
- Ronald MacDonald & Flávio Vieira, 2010.
"A Panel Data Investigation of Real Exchange Rate Misalignment and Growth,"
CESifo Working Paper Series
3061, CESifo.
- Ronald MacDonald & Flávio Vieira, "undated". "A panel data investigation of real exchange rate misalignment and growth," Working Papers 2010_13, Business School - Economics, University of Glasgow.
- Flavio Vilela Vieira & Ronald Macdonald, 2011. "A Panel Data Investigation Of Realexchange Rate Misalignment And Growth," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 014, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Flávio, Vieira & MacDonald, Ronald, 2010. "A Panel Data Investigation of Real Exchange Rate Misalignment and Growth," SIRE Discussion Papers 2010-29, Scottish Institute for Research in Economics (SIRE).
- Marc Pourroy, 2013.
"Inflation-Targeting and Foreign Exchange Interventions in Emerging Economies,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00881359, HAL.
- Marc Pourroy, 2013. "Inflation-Targeting and Foreign Exchange Interventions in Emerging Economies," Documents de travail du Centre d'Economie de la Sorbonne 13074, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Marc Pourroy, 2013. "Inflation-Targeting and Foreign Exchange Interventions in Emerging Economies," Post-Print halshs-00881359, HAL.
- Dai, Yanke & Li, Baoxin & Xu, Yangfei, 2023. "International transmission of exchange rate volatility: Evidence from FIEs’ investments in China," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
- Cruz-Rodríguez, Alexis, 2022. "Exchange arrangements and economic growth. What relationship is there?," MPRA Paper 113897, University Library of Munich, Germany.
- Eliane Cristina de Araújo, 2011.
"Volatilidade Cambial eCrescimento Econômico: Teorias e Evidencias para Economias emDesenvolvimento e Emergentes (1980 e 2007),"
Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]
105, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Eliane Cristina de Araújo, 2011. "Volatilidade Cambial e Crescimento Econômico: Teorias e Evidências para Economias em Desenvolvimento e Emergentes (1980 e 2007)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 12(2), pages 187-213.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2007.
"International Borrowing and Macroeconomic Performance in Argentina,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 297-348,
National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2005. "International Borrowing and Macroeconomic Performance in Argentina," NBER Working Papers 11353, National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2004. "International Borrowing and Macroeconomic Performance in Argentina," Working Papers 532, Research Seminar in International Economics, University of Michigan.
- Philipp Harms & Marco Kretschmann, 2007.
"Words, deeds, and outcomes: A survey on the growth effects of exchange rate regimes,"
Working Papers
07.03, Swiss National Bank, Study Center Gerzensee.
- Philipp Harms & Marco Kretschmann, 2009. "Words, Deeds And Outcomes: A Survey On The Growth Effects Of Exchange Rate Regimes," Journal of Economic Surveys, Wiley Blackwell, vol. 23(1), pages 139-164, February.
- Cruz-Rodríguez, Alexis, 2016. "Exchange Arrangements and Speculative Attacks: Is there a link?," MPRA Paper 72359, University Library of Munich, Germany.
- Perekunah. B. Eregha, 2022. "Asymmetric response of cpi inflation to exchange rates in oil-dependent developing economy: the case of Nigeria," Economic Change and Restructuring, Springer, vol. 55(2), pages 1091-1108, May.
- Ball, Christopher P. & Reyes, Javier, 2008. "Inflation targeting or fear of floating in disguise? A broader perspective," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 308-326, March.
- Gilles Saint-Paul, 2009. "Le dollar, l’innovation et l’emploi," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 107-115.
- Aizenman, Joshua & Chen, Menzie & Ito, Hiro, 2011.
"Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma,"
Santa Cruz Department of Economics, Working Paper Series
qt3897k2ss, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua & D. Chinn, Menzie & Ito, Hiro, 2009. "Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma," ADB Economics Working Paper Series 180, Asian Development Bank.
- Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2010. "Surfing the Waves of Globalization: Asia and Financial Globalization in the Context of the Trilemma," NBER Working Papers 15876, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Chinn, Menzie D. & Ito, Hiro, 2011. "Surfing the waves of globalization: Asia and financial globalization in the context of the trilemma," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 290-320, September.
- Bussière, Matthieu & Saxena, Sweta C. & Tovar, Camilo E., 2012.
"Chronicle of currency collapses: Re examining the effects on output,"
Journal of International Money and Finance, Elsevier, vol. 31(4), pages 680-708.
- Saxena, Sweta C. & Bussière, Matthieu & Tovar, Camilo E., 2010. "Chronicle of currency collapses: re-examining the effects on output," Working Paper Series 1226, European Central Bank.
- Matthieu Bussière & Sweta c Saxena & Camilo Tovar, 2010. "Chronicle of currency collapses: re-examining the effects on output," BIS Working Papers 314, Bank for International Settlements.
- Tavlas, George & Dellas, Harris & Stockman, Alan C., 2008.
"The classification and performance of alternative exchange-rate systems,"
European Economic Review, Elsevier, vol. 52(6), pages 941-963, August.
- George Tavlas & Harris Dellas & Alan Stockman, 2008. "The Classification and Perfomance of Alternative Exchange-Rate Systems," Working Papers 90, Bank of Greece.
- Alexis CRUZ-RODRIGUEZ, 2016.
"Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?,"
Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 377-392, June.
- Cruz-Rodríguez, Alexis, 2016. "Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?," MPRA Paper 71949, University Library of Munich, Germany.
- Petreski, Marjan, 2014. "Grooming Classifications: Exchange Rate Regimes and Growth in Transition Economies," MPRA Paper 54473, University Library of Munich, Germany.
- Abouelkhair, Anass & Gahaz, Taha & Y. Tamsamani, Yasser, 2018. "Choix du régime de change et croissance économique : Une analyse empirique sur des données de panel africaines [Exchange Rate Regime Choice and Economic Growth: An Empirical Analysis on African Pan," MPRA Paper 84700, University Library of Munich, Germany.
- Kenza Benhima, 2008.
"Exhange Rate Volatility and Productivity Growth : The Role of Liability Dollarization,"
Working Papers
2008-11, Center for Research in Economics and Statistics.
- Kenza Benhima, 2012. "Exchange Rate Volatility and Productivity Growth: The Role of Liability Dollarization," Open Economies Review, Springer, vol. 23(3), pages 501-529, July.
- Benhima Kenza, 2010. "Exchange Rate Volatility and Productivity Growth: the Role of Liability Dollarization," Cahiers de Recherches Economiques du Département d'économie 10.09, Université de Lausanne, Faculté des HEC, Département d’économie.
- Abouelkhaira, Anass & Gahaz, Taha & Y. Tamsamani, Yasser, 2018. "Choix du régime de change et croissance économique : Une analyse empirique sur des données de panel africaines [Exchange Rate Regime Choice and Economic Growth: An Empirical Analysis on African Pan," MPRA Paper 84613, University Library of Munich, Germany.
- Dao Thi-Thieu Ha & Nga Thi Hoang, 2020. "Exchange Rate Regime and Economic Growth in Asia: Convergence or Divergence," JRFM, MDPI, vol. 13(1), pages 1-15, January.
- Ros Amira Binti Mohd Sudin & Doris Padmini Selvaratnam, 2016. "The Role of Financial Sector toward Economic Growth," EuroEconomica, Danubius University of Galati, issue 3(12), pages 173-181, JUNE.
- Takuji Kinkyo, 2012. "De facto exchange rate regimes in post-crisis Asia," Economics Bulletin, AccessEcon, vol. 32(3), pages 2155-2165.
- Klein, Michael W. & Shambaugh, Jay C., 2008. "The dynamics of exchange rate regimes: Fixes, floats, and flips," Journal of International Economics, Elsevier, vol. 75(1), pages 70-92, May.
- Ros Amira Binti Mohd Sudin & Doris Padmini Selvaratnam, 2016. "The Role of Financial Sector toward Economic Growth," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(3), pages 173-181, JUNE.
- Esaka, Taro, 2014. "Are consistent pegs really more prone to currency crises?," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 136-163.
- Humyra Jabeen Bristy, 2014. "Impact of Financial Development on Exchange Rate Volatility and Long-Run Growth Relationship of Bangladesh," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 258-263.
Articles
- Lee, Byung-Joo, 2013.
"Uncovered interest parity puzzle: Asymmetric responses,"
International Review of Economics & Finance, Elsevier, vol. 27(C), pages 238-249.
Cited by:
- Chu, Shiou-Yen, 2015. "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 76-89.
- Goh, Soo Khoon & McNown, Robert, 2015. "Examining the exchange rate regime–monetary policy autonomy nexus: Evidence from Malaysia," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 292-303.
- Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.
- Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi, 2021. "The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Reher, Gerrit & Wilfling, Bernd, 2014. "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 483-496.
- Michael D. Goldberg & Olesia Kozlova & Deniz Ozabaci, 2020. "Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational," Econometrics, MDPI, vol. 8(4), pages 1-26, December.
- Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016. "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper 71709, University Library of Munich, Germany.
- Adewuyi, Adeolu O. & Ogebe, Joseph O., 2019. "The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)," Economic Modelling, Elsevier, vol. 82(C), pages 229-249.
- Byung‐Joo Lee, 2011.
"Uncovered Interest Parity: Cross‐Sectional Evidence,"
Review of International Economics, Wiley Blackwell, vol. 19(2), pages 219-231, May.
See citations under working paper version above.
- Lee, Byung-Joo, 2007. "Uncovered Interest Parity: Cross-sectional Evidence," MPRA Paper 10360, University Library of Munich, Germany.
- Vladimir Sokolov & Byung‐Joo Lee & Nelson C. Mark, 2011.
"Linkages Between Exchange Rate Policy And Macroeconomic Performance,"
Pacific Economic Review, Wiley Blackwell, vol. 16(4), pages 395-420, October.
Cited by:
- Hadj Fraj, Salma & bouchoucha, Najeh & Maktouf, Samir, 2020. "Political stability and economic growth: the role of exchange rate regime," MPRA Paper 104586, University Library of Munich, Germany.
- Tang, Bo, 2014.
"Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach,"
MPRA Paper
66087, University Library of Munich, Germany.
- Tang, Bo, 2015. "Real exchange rate and economic growth in China: A cointegrated VAR approach," China Economic Review, Elsevier, vol. 34(C), pages 293-310.
- Aizenman, Joshua & Sengupta, Rajeswari, 2011.
"The financial trilemma in China and a comparative analysis with India,"
MPRA Paper
34485, University Library of Munich, Germany.
- Joshua Aizenman & Rajeswari Sengupta, 2013. "Financial Trilemma in China and a Comparative Analysis with India," Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 123-146, May.
- Aizenman, Joshua & Sengupta, Rajeswari, 2012. "The Financial Trilemma in China and a Comparative Analysis with India," Santa Cruz Department of Economics, Working Paper Series qt2xn3238g, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua & Sengupta, Rajeswari, 2011. "The financial trilemma in China and a comparative analysis with India," MPRA Paper 39798, University Library of Munich, Germany, revised 03 Jul 2012.
- Mr. Manuk Ghazanchyan & Ms. Janet Gale Stotsky & Qianqian Zhang, 2015. "A New Look at the Determinants of Growth in Asian Countries," IMF Working Papers 2015/195, International Monetary Fund.
- Hadj Fraj, Salma & Hamdaoui, Mekki & Maktouf, Samir, 2018.
"Governance and economic growth: The role of the exchange rate regime,"
International Economics, Elsevier, vol. 156(C), pages 326-364.
- Salma Hadj Fraj & Mekki Hamdaoui & Samir Maktouf, 2018. "Governance and economic growth: The role of the exchange rate regime," International Economics, CEPII research center, issue 156, pages 326-364.
- Perekunah. B. Eregha, 2022. "Asymmetric response of cpi inflation to exchange rates in oil-dependent developing economy: the case of Nigeria," Economic Change and Restructuring, Springer, vol. 55(2), pages 1091-1108, May.
- Dmitrii Timofeev, 2015. "Non-Keynesian Savings of Russians," HSE Working papers WP BRP 49/FE/2015, National Research University Higher School of Economics.
- Montes, Gabriel Caldas & Ferreira, Caio Ferrari, 2020. "Does monetary policy credibility mitigate the fear of floating?," Economic Modelling, Elsevier, vol. 84(C), pages 76-87.
- Siddhartha Pradeep, 2022. "Role of monetary policy on CO2 emissions in India," SN Business & Economics, Springer, vol. 2(1), pages 1-33, January.
- Polterovich, V. & Popov, V., 2016. "Exchange Rate, Inflation and Industrial Policy," Journal of the New Economic Association, New Economic Association, vol. 29(1), pages 192-198.
- Mehdi Seraj & Pejman Bahramian & Abdulkareem Alhassan & Rasool Dehghanzadeh Shahabad, 2020. "The validity of Rodrik’s conclusion on real exchange rate and economic growth: factor priority evidence from feature selection approach," Palgrave Communications, Palgrave Macmillan, vol. 6(1), pages 1-6, December.
- Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C., 2010.
"A multinomial logit approach to exchange rate policy classification with an application to growth,"
Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1438-1462, November.
Cited by:
- Charles Engel, 2013.
"Exchange Rates and Interest Parity,"
NBER Working Papers
19336, National Bureau of Economic Research, Inc.
- Engel, Charles, 2014. "Exchange Rates and Interest Parity," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 453-522, Elsevier.
- Fischer, Christoph, 2016. "Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 214-238.
- Alsakka, Rasha & ap Gwilym, Owain, 2013. "Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 144-162.
- Wang, P.J., 2013. "A driver currency hypothesis," Economics Letters, Elsevier, vol. 118(1), pages 60-62.
- Christoph Fischer, 2011.
"Currency blocs in the 21st century,"
Globalization Institute Working Papers
87, Federal Reserve Bank of Dallas.
- Fischer, Christoph, 2012. "Currency blocs in the 21st century," BOFIT Discussion Papers 24/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Fischer, Christoph, 2011. "Currency blocs in the 21st century," Discussion Paper Series 1: Economic Studies 2011,12, Deutsche Bundesbank.
- Castañeda, Gonzalo & Pietronero, Luciano & Romero-Padilla, Juan & Zaccaria, Andrea, 2022. "The complex dynamic of growth: Fitness and the different patterns of economic activity in the medium and long terms," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 231-246.
- Berg, Kimberly A. & Mark, Nelson C., 2015.
"Third-country effects on the exchange rate,"
Journal of International Economics, Elsevier, vol. 96(2), pages 227-243.
- Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
- Alsakka, Rasha & ap Gwilym, Owain, 2012. "Foreign exchange market reactions to sovereign credit news," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 845-864.
- Chen Ku‐Hsieh, 2021. "Depreciate to save the economy? An empirical evidence worldwide," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1563-1585, January.
- Pengyuan Wang & Eric Bradlow & Edward George, 2014. "Meta-analyses using information reweighting: An application to online advertising," Quantitative Marketing and Economics (QME), Springer, vol. 12(2), pages 209-233, June.
- Fischer, Christoph, 2015. "Determining global currency bloc equilibria," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113197, Verein für Socialpolitik / German Economic Association.
- Klaus Schmidt-Hebbel, 2019. "Macroeconomic Institutions: Lessons from World Experience for MENA Countries," Working Papers 1311, Economic Research Forum, revised 21 Aug 2019.
- Charles Engel, 2013.
"Exchange Rates and Interest Parity,"
NBER Working Papers
19336, National Bureau of Economic Research, Inc.
- Byung-Joo Lee, 2007.
"Economic fundamentals and exchange rates under different exchange rate regimes: Korean experience,"
Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 137-159, May.
Cited by:
- Degong, Prof. Ma & Ullah, Farid & Ullah, Raza & Arif, Muhammad, 2023. "An empirical nexus between exchange rate and China's outward foreign direct investment: Implications for Pakistan under the China Pakistan economic corridor project," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 224-234.
- Young Min Kim & Seojin Lee, 2017. "The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 23(3), pages 1-22, September.
- Byung-Joo Lee & Mary Lee, 1997.
"Generalized method of moment estimation of truncated or censored regression,"
Applied Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 365-368.
Cited by:
- Sheng-Kai Chang, 2005. "The approximate slopes and the power of the GMM overidentifying restrictions test," Applied Economics Letters, Taylor & Francis Journals, vol. 12(13), pages 845-848.
- M. Shabri Abd. Majid & Ahamed Kameel Mydin Meera & Mohd. Azmi Omar & Hassanuddeen Abdul Aziz, 2009. "Dynamic linkages among ASEAN‐5 emerging stock markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 4(2), pages 160-184, April.
- Lee, Byung-Joo, 1995.
"Separability Test for the Electricity Supply Industry,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 49-60, Jan.-Marc.
Cited by:
- Frank A. Wolak, 2014. "Regulating Competition in Wholesale Electricity Supply," NBER Chapters, in: Economic Regulation and Its Reform: What Have We Learned?, pages 195-289, National Bureau of Economic Research, Inc.
- Takuya Urakami, 2007.
"Economies of vertical integration in the Japanese water supply industry,"
Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 27(2), pages 129-141, August.
- Takuya Urakami, 2006. "Economies of Vertical Integration in the Japanese Water Supply Industry," ERSA conference papers ersa06p200, European Regional Science Association.
- François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Working Paper Document 84, National Bank of Belgium.
- Gugler, Klaus & Liebensteiner, Mario & Schmitt, Stephan, 2017.
"Vertical disintegration in the European electricity sector: Empirical evidence on lost synergies,"
International Journal of Industrial Organization, Elsevier, vol. 52(C), pages 450-478.
- Klaus Gugler & Mario Liebensteiner & Stephan Schmitt, 2014. "Vertical Disintegration in the European Electricity Sector: Empirical Evidence on Lost Synergies," Department of Economics Working Papers wuwp190, Vienna University of Economics and Business, Department of Economics.
- Gugler, Klaus & Liebensteiner, Mario & Schmitt , Stephan, 2014. "Vertical Disintegration in the European Electricity Sector: Empirical Evidence on Lost Synergies," Department of Economics Working Paper Series 190, WU Vienna University of Economics and Business.
- Roland Meyer, 2012. "Vertical Economies and the Costs of Separating Electricity Supply--A Review of Theoretical and Empirical Literature," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
- Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2004.
"Measuring Economies of Vertical Integration in Network Industries: an Application to the Water Sector,"
IDEI Working Papers
255, Institut d'Économie Industrielle (IDEI), Toulouse.
- Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2007. "Measuring economies of vertical integration in network industries: An application to the water sector," International Journal of Industrial Organization, Elsevier, vol. 25(4), pages 791-820, August.
- Fetz, Aurelio & Filippini, Massimo, 2010. "Economies of vertical integration in the Swiss electricity sector," Energy Economics, Elsevier, vol. 32(6), pages 1325-1330, November.
- Perez, Eloy, 2007. "A model of vertical integration and investment in generation capacity in electricity markets: The case of the bidding game," Socio-Economic Planning Sciences, Elsevier, vol. 41(4), pages 272-290, December.
- Kwoka, J. & Ozturk, S. & Pollitt, M.G., 2008.
"Divestiture Policy and Operating Efficiency in U.S. Electric Power Distribution,"
Cambridge Working Papers in Economics
0835, Faculty of Economics, University of Cambridge.
- John Kwoka & Sanem Ozturk & Michael Pollitt, 2008. "Divestiture Policy and Operating Efficiency in US Electric Power Distribution," Working Papers EPRG 0819, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- John Kwoka & Michael Pollitt & Sanem Sergici, 2010. "Divestiture policy and operating efficiency in U.S. electric power distribution," Journal of Regulatory Economics, Springer, vol. 38(1), pages 86-109, August.
- Jamasb, T. & Pollitt, M., 2005.
"Deregulation and R&D in Network Industries: The Case of the Electricity Industry,"
Cambridge Working Papers in Economics
0533, Faculty of Economics, University of Cambridge.
- Tooraj Jamasb & Michael Pollitt, 2005. "Deregulation and R&D in network industries: the case of the electricity industry," Working Papers EPRG 0502, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- John J. García & Luis Camilo Fernández, 2005. "Reformas e integración vertical del sector eléctrico en Reino Unido," Documentos de Trabajo de Valor Público 10643, Universidad EAFIT.
- Arnaud Reynaud & Serge Garcia & Michel Moreaux, 2004. "Measuring Economies of Vertical Integration in Network," Econometric Society 2004 North American Summer Meetings 184, Econometric Society.
- Delmas, Magali & Tokat, Yesim, 2003. "Deregulation Process, Governance Structures and Efficiency: The U.S. Electric Utility Sector," Research Papers 1790, Stanford University, Graduate School of Business.
- Néstor Duch, 2005. "Vertical linkages, agglomeration and the organization of production in European regions," Working Papers 2005/6, Institut d'Economia de Barcelona (IEB).
- Machado, Mauricio Marins & de Sousa, Maria Conceição Sampaio & Hewings, Geoffrey, 2016. "Economies of scale and technological progress in electric power production: The case of Brazilian utilities," Energy Economics, Elsevier, vol. 59(C), pages 290-299.
- Pablo Arocena, 2005. "The measurement of scope, scale and diversification economies: How (in)efficient is electricity restructuring and unbundling?," Working Papers 2005/1, Institut d'Economia de Barcelona (IEB).
- Casarin, Ariel A., 2007. "Efficient industry configurations in downstream gas markets. An empirical assessment," Energy Economics, Elsevier, vol. 29(2), pages 312-328, March.
- Pablo Serra & Ronald Fischer, 2000.
"Regulating the Electricity Sector in Latin America,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2000), pages 155-218, August.
- Ronald Fischer & Pablo Serra, 2000. "Regulating the Electricaly Sector in Latin America," Documentos de Trabajo 86, Centro de Economía Aplicada, Universidad de Chile.
- Christopher R. Knittel, 2003. "Market Structure and the Pricing of Electricity and Natural Gas," Journal of Industrial Economics, Wiley Blackwell, vol. 51(2), pages 167-191, June.
- Joskow, Paul L. & Hogan, William W., 2000. "Comments," LSE Research Online Documents on Economics 123376, London School of Economics and Political Science, LSE Library.
- Sauer Johannes, 2005. "Die optimale Organisation der Wasserversorgung aus ökonomischer Perspektive / The Optimal Organisation of the Water Supplying Industry – An Economic Perspective," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(2), pages 225-244, April.
- Russell Pittman, 2003. "Vertical Restructuring (or Not) of the Infrastructure Sectors of Transition Economies," Journal of Industry, Competition and Trade, Springer, vol. 3(1), pages 5-26, March.
- Jamasb, Tooraj & Pollitt, Michael, 2008. "Liberalisation and R&D in network industries: The case of the electricity industry," Research Policy, Elsevier, vol. 37(6-7), pages 995-1008, July.
- Murillo-Zamorano, Luis R. & Vega-Cervera, Juan A., 2001. "The use of parametric and non-parametric frontier methods to measure the productive efficiency in the industrial sector: A comparative study," International Journal of Production Economics, Elsevier, vol. 69(3), pages 265-275, February.
- Arocena, Pablo, 2008. "Cost and quality gains from diversification and vertical integration in the electricity industry: A DEA approach," Energy Economics, Elsevier, vol. 30(1), pages 39-58, January.
- Luis R. Murillo-Zamorano & Juan Vega-Cervera, "undated". "The Use of Parametric and Non Parametric Frontier Methods to Measure the Productive Efficiency in the Industrial Sector. A Comparative Study," Discussion Papers 00/17, Department of Economics, University of York.
- Frank A. Wolak, 2000. "Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison," NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 79-137, National Bureau of Economic Research, Inc.
- Nemoto, Jiro & Goto, Mika, 2004. "Technological externalities and economies of vertical integration in the electric utility industry," International Journal of Industrial Organization, Elsevier, vol. 22(1), pages 67-81, January.
- Goto, Mika & Inoue, Tomohiro & Sueyoshi, Toshiyuki, 2013. "Structural reform of Japanese electric power industry: Separation between generation and transmission & distribution," Energy Policy, Elsevier, vol. 56(C), pages 186-200.
- Growitsch, Christian & Müller, Gernot & Stronzik, Marcus, 2008. "Ownership Unbundling in der Gaswirtschaft: Theoretische Grundlagen und empirische Evidenz," WIK Discussion Papers 308, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
- Bitzan, John, 2000. "Railroad Cost Conditions: Implications for Policy," UGPTI Department Publication 231804, North Dakota State University, Upper Great Plains Transportation Institute.
- Howe, Charles W & Lee, Byung-Joo & Bennett, Lynne L, 1994.
"Design and Analysis of Contingent Valuation Surveys Using the Nested Tobit Model,"
The Review of Economics and Statistics, MIT Press, vol. 76(2), pages 385-389, May.
Cited by:
- Xue, Hong & Mainville, Denise Y. & You, Wen & Nayga, Rodolfo M., Jr., 2009. "Nutrition Knowledge, Sensory Characteristics and Consumers’ Willingness to Pay for Pasture-Fed Beef," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49277, Agricultural and Applied Economics Association.
- Italo Meloni & Erika Spissu & Massimiliano Bez, 2007. "A Model of the Dynamic Process of Time Allocation to Discretionary Activities," Transportation Science, INFORMS, vol. 41(1), pages 15-28, February.
- Ji-Hee Son & Jeawon Kim & Wona Lee & Songhee Han, 2022. "Willingness to Pay for the Public Electric Bus in Nepal: A Contingent Valuation Method Approach," Sustainability, MDPI, vol. 14(19), pages 1-14, October.
- Sprenger, Carsten, 2011. "The choice of ownership structure: Evidence from Russian mass privatization," Journal of Comparative Economics, Elsevier, vol. 39(2), pages 260-277, June.
- I. Meloni & L. Guala & A. Loddo, 2004. "Time allocation to discretionary in-home, out-of-home activities and to trips," Transportation, Springer, vol. 31(1), pages 69-96, February.
- P. Calia & E. Strazzera, 1999. "A Sample Selection Model for Protest Non-Response Votes in Contingent Valuation Analyses," Working Paper CRENoS 199905, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Lee, Byung-Joo, 1994.
"Non-parametric test of derivative restrictions robust to functional misspecification,"
Economics Letters, Elsevier, vol. 45(2), pages 131-136, June.
Cited by:
- Tsetsekos, George & Varangis, Panos, 1998. "The structure of derivatives exchanges : lessons from developed and emerging markets," Policy Research Working Paper Series 1887, The World Bank.
- Lee, Byung-Joo, 1992.
"A Heteroskedasticity Test Robust to Conditional Mean Misspecification,"
Econometrica, Econometric Society, vol. 60(1), pages 159-171, January.
Cited by:
- Robin L. Lumsdaine & Serena Ng, 1998.
"Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean,"
Boston College Working Papers in Economics
370, Boston College Department of Economics.
- Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
- Bayraci, Selcuk, 2007. "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper 28095, University Library of Munich, Germany.
- Temel, Tugrul, 2011.
"A nonparametric hypothesis test via the Bootstrap resampling,"
MPRA Paper
31880, University Library of Munich, Germany.
- Temel, Tugrul T., 2001. "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL 20600, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Einmahl, J.H.J. & van Keilegom, I., 2006.
"Tests for Independence in Nonparametric Regression,"
Discussion Paper
2006-80, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Other publications TiSEM 0c6f2c43-aa7d-45c1-9d43-7, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2008. "Tests for independence in nonparametric regression," Other publications TiSEM 4356c520-d1d5-4156-b5b7-0, Tilburg University, School of Economics and Management.
- Lewbel, Arthur, 1995. "Consistent nonparametric hypothesis tests with an application to Slutsky symmetry," Journal of Econometrics, Elsevier, vol. 67(2), pages 379-401, June.
- Wang, Kevin Q., 2002. "Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 133-169, March.
- Li, Zhaoyuan & Yao, Jianfeng, 2019. "Testing for heteroscedasticity in high-dimensional regressions," Econometrics and Statistics, Elsevier, vol. 9(C), pages 122-139.
- Robin L. Lumsdaine & Serena Ng, 1998.
"Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean,"
Boston College Working Papers in Economics
370, Boston College Department of Economics.
- Lee, Byung-Joo, 1992.
"A nested Tobit analysis for a sequentially censored regression model,"
Economics Letters, Elsevier, vol. 38(3), pages 269-273, March.
Cited by:
- Italo Meloni & Erika Spissu & Massimiliano Bez, 2007. "A Model of the Dynamic Process of Time Allocation to Discretionary Activities," Transportation Science, INFORMS, vol. 41(1), pages 15-28, February.
- Sprenger, Carsten, 2011. "The choice of ownership structure: Evidence from Russian mass privatization," Journal of Comparative Economics, Elsevier, vol. 39(2), pages 260-277, June.
- Sarah Brown & Karl Taylor, 2005. "Household Debt and Financial Assets: Evidence from Great Britain, Germany and the United States," Discussion Papers in Economics 05/5, Division of Economics, School of Business, University of Leicester.
- I. Meloni & L. Guala & A. Loddo, 2004. "Time allocation to discretionary in-home, out-of-home activities and to trips," Transportation, Springer, vol. 31(1), pages 69-96, February.
- P. Calia & E. Strazzera, 1999. "A Sample Selection Model for Protest Non-Response Votes in Contingent Valuation Analyses," Working Paper CRENoS 199905, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Blázquez, Maite, 2004. "Youth labour market integration in Spain: the connection between search time, job duration and skill-mismatch," UC3M Working papers. Economics we042106, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Bratberg, Espen & Nilsen, Øivind Anti, 1998. "Transition from School to Work: Search Time and Job Duration," IZA Discussion Papers 27, Institute of Labor Economics (IZA).
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