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September 2023, Volume 15, Issue 2
- 28-44 Analyzing Common Market Options in the Scope of OIC
by Cemaleddin Gulenay & Ibrahim Guran Yumusak - 45-58 Long Run Predictions Using Gompertz Curves - A State Wise Analysis of COVID-19 Infections in India
by Abhigayan Adhikary & Manoranjan Pal
March 2023, Volume 15, Issue 1
- 1-11 Investigating the Causal Relationship between Renewable Energy Consumption and Life Expectancy in Turkey: A Toda-Yamamoto Causality Test
by Ekrem Yýlmaz & Fatma Þensoy - 12-27 Gibson Paradox: Panel Data Analysis on ASEAN-T Countries
by Seçkin Kabak & Tuðçe Dallý
December 2022, Volume 14, Issue 4
- 107-123 Reviewing the Relationship between Dividend and Free Cash Flow of NonFinancial Firms of KSE 100
by Muhammad Muddasir & Saad Ullah Mughal - 124-141 Wellbeing Consequences of Unemployment and Working with a Job Dissatisfaction in Turkey
by Zeynep B. Uður
September 2022, Volume 14, Issue 3
- 72-96 Analyzing the trend in COVID-19 data: The structural break approach
by Nityananda Sarkar & Kushal Banik Chowdhury - 97-106 Panel Data Analysis of the Effects of Female Labor Force Participation on Profit Rates
by Adem Yavuz Elveren & Cameron Davis & Josh Budd
June 2022, Volume 14, Issue 2
March 2022, Volume 14, Issue 1
- 1-20 Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey
by Fehmi Özsoy & Nükhet Doðan - 21-45 Estimation of Consumption Functions Using Savings Motive Hypothesis (SMH)
by Jimmy Alani
December 2021, Volume 13, Issue 4
- 89-117 Optimal Dynamic Hedging in Selected Markets
by Tunahan Yilmaz - 118-131 Scholarly Impact of Core Econometrics Journals: A Catalog and Citations-Based Ranking
by Franklin G. Mixon, Jr. & Kamal P. Upadhyaya
September 2021, Volume 13, Issue 3
- 59-70 Demand Deficiency and Inflation in the G7 Countries
by Erdem Baþçý & Sýdýka Baþçý - 71-88 Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate
by Jean-François Verne
June 2021, Volume 13, Issue 2
- 24-40 A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms
by Rachida El Mehdi & Christian M. Hafner - 41-58 A Starting Note: Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors’ Commitment Towards Green Investing
by Debabrata Mukhopadhyay & Nityananda Sarkar
March 2021, Volume 13, Issue 1
- 1-3 A Starting Note: A Historical Perspective in Lasso
by Mehmet Caner - 4-23 Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method
by Houcine Senoussi
September 2020, Volume 12, Issue 2
- 98-111 Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey
by Ismail Kavaz - 112-138 Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns
by Baris Yalin Uzunlu & Syed Muzammil Hussain
April 2020, Volume 12, Issue 1
- 1-23 New Directions in Macroeconomics
by Asad Zaman - 24-49 Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable?
by Asad Zaman - 50-74 Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable?
by Asad Zaman & Taseer Salahuddin - 75-97 Using Numbers to Persuade: Hidden Rhetoric of Statistics
by Sidika Basci & Nadia Hassan
September 2019, Volume 11, Issue 2
- 38-57 Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis
by Debabrata Mukhopadhyay & Nityananda Sarkar - 58-69 Power Comparison of Autocorrelation Tests in Dynamic Models
by Erum Toor & Tanweer Ul Islam - 70-83 Performance of Methods Determining Structural Break in Linear Regression Models
by Zümre Özdemir Güler & Mehmet Akif Bakýr
April 2019, Volume 11, Issue 1
- 1-23 Regional Economic Convergence and Spatial Spillovers in Turkey
by Ahmet Kýndap & Tayyar Dogan - 24-38 Learning from Errors While Forecasting Inflation: A Case for Intercept Correction
by Muhammad Jahanzeb Malik & Muhammad Nadim Hanif
September 2018, Volume 10, Issue 2
- 24-32 Cycle Duration in Production with Periodicity – Evidence from Turkey
by Yýlmaz Akdi & Serdar Varlik & Hakan Berument - 33-50 The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India
by Suranjana Joarder
April 2018, Volume 10, Issue 1
- 1-13 Does International Liquidity Matter For G-7 Countries? A PVAR Approach
by Mesut Turkay - 14-23 Infinite-Variance Error Structure in Finance and Economics
by Fatma Ozgu Serttas
September 2017, Volume 9, Issue 2
- 37-49 An Investigation of Stationarity Properties of the Turkish Tourism Income Variable
by H. M. Ertugrul & S. Yildirim & F. Ayhan - 50-68 Lessons in Econometric Methodology: The Axiom of Correct Specification
by Asad Zaman - 69-76 Effect of Government Expenditure on GDP in the Turkish Economy
by E. Simsek & M. Orhan & F. Macit
April 2017, Volume 9, Issue 1
- 1-20 The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter
by Arif Zaman & Asad Zaman & Atiq-ur- Rehman - 21-38 Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange
by Uzma Bashir
September 2016, Volume 8, Issue 2
- 19-52 Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
by M. Hakan Eratalay - 53-71 Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study
by Srikanta Kundu & Nityananda Sarkar
April 2016, Volume 8, Issue 1
- 1-3 Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
by Kajal Lahiri - 4-18 The Impact of Investor Sentiment on the "Leverage Effect"
by Semen Son-Turan
September 2015, Volume 7, Issue 2
- 51-63 Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis
by Muhammad Irfan Malik & Atiq-ur-Rehman - 64-78 Forecasting Turkish Industrial Production Growth With Static Factor Models
by Mahmut Günay
April 2015, Volume 7, Issue 1
- 1-12 Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss Function
by Shalini Chandra & Nityananda Sarkar - 13-33 Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan - 34-50 The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model
by Kushal Banik Chowdhury & Nityananda Sarkar
September 2014, Volume 6, Issue 2
- 58-76 Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan
by Munazza Jabeen & Saud Ahmad Khan - 77-99 Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach
by Márcio Poletti Laurini & Armênio Westin Neto
April 2014, Volume 6, Issue 1
- 1-23 Forecasting House Prices in the United States with Multiple Structural Breaks
by Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury - 24-41 A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring
by Mojtaba Ganjali & T. Baghfalaki & D. Berridge - 42-58 An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case
by Ozlem Ayvaz Kizilgol & Evren Ipek
September 2013, Volume 5, Issue 2
- 43-52 Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS
by Arzdar Kiraci - 53-69 ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price
by Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov
April 2013, Volume 5, Issue 1
- 1-19 Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
by Debabrata Mukhopadhyay & Nityananda Sarkar - 20-42 A Review of Kernel Density Estimation with Applications to Econometrics
by Adriano Z. Zambom & Ronaldo Dias
September 2012, Volume 4, Issue 2
- 59-81 Cost Function Estimation with Proportional Errors in Variables
by Richard E. Just & Rulon D. Pope - 82-98 Evaluating the performance of inflation targeting regime in three Asian economies
by Sek Siok Kun - 99-122 Methodological Mistakes and Econometric Consequences
by Asad Zaman
April 2012, Volume 4, Issue 1
- 1-16 An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
by Alessandro Cardinali - 17-39 A k-sample homogeneity test: the Harmonic Weighted Mass index
by Jeroen Hinloopen & Rien J.L.M. Wagenvoort & Charles van Marrewijk - 40-58 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
by Karen Poghosyan & Jan R. Magnus
September 2011, Volume 3, Issue 2
- 1-12 A Structural Approach for Testing Causality
by Zahid Asghar - 13-21 A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
by Mehmet Caner - 22-33 Impact of Model Specification Decisions on Unit Root Tests
by Atiq-ur-Rehman
April 2011, Volume 3, Issue 1
- 1-24 Intra-European Trade of Manufacturing Goods: An Extension of the Gravity Model
by Mark Vancauteren & Daniel Weiserbs - 25-37 Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices
by Admin Starcevic & Timothy Rodgers
September 2010, Volume 2, Issue 2
- 57-72 Variance Estimates and Model Selection
by Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý - 73-96 Behavior of realized volatility and correlation in exchange markets
by Amir Safari & Detlef Seese
April 2010, Volume 2, Issue 1
- 1-2 Editor’s Introduction
by Asad Zaman - 3-10 Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations
by Yilmaz Akdi & Koray Kalafatcilar & Kivilcim Metin-Ozcan - 11-35 Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
by Lorne N. Switzer & Haibo Fan - 36-56 Causal Relations via Econometrics
by Asad Zaman
April 2009, Volume 1, Issue 2
- 63-76 A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run
by Bruce Morley - 77-87 Testing Stationarity of Budgetary Position in Developing Countries
by Evan Lau & Ahmad Zubaidi Baharumshah & Shazali Abu Mansor & Chin-Hong Puah
April 2009, Volume 1, Issue 1
- 1-2 Editor’s Introduction
by Asad Zaman - 3-4 In Memoriam David Freedman (March 5, 1938–Oct 17, 2008)
by Asad Zaman - 5-17 Limits of Econometrics
by David A. Freedman - 18-27 What Now? Some Brief Reflections on Model-Free Data Analysis
by Richard Berk - 28-32 Comments on “Limits of Econometrics” by David Freedman
by Arnold Zellner - 33-49 A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model
by Ron Mittelhammer & George Judge - 50-62 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
by Walid Ben Omrane & Christian M. Hafner