Content
2003, Volume 10, Issue 4
- 209-211 Can interest rate changes help predict future stock price movements? Evidence from the German market
by Sikandar Siddiqui - 213-215 Extending the stochastic approach to index numbers: a comment on Crompton
by E. A. Selvanathan - 217-221 Openness and the effectiveness of monetary policy: empirical evidence from Turkey
by Hakan Berument & Burak Doan - 223-229 Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
by A. -S. Chen & P. -F. Shen - 231-233 Evidence on the stationarity of ERM exchange rates
by S. Zhou - 235-238 Electoral alliance and implemented redistribution: an interpretation on non-competitive politics of Japan
by K. Terai - 239-241 The stationarity of Australian real interest rates with and without structural breaks
by Bruce Felmingham & Su San Leong - 243-246 Sample selection in estimating the determinants of cooperative R&D
by C. Piga & M. Vivarelli - 247-250 Non-linear modelling of daily exchange rate returns, volatility, and 'news' in a small developing economy
by Jose Sanchez-Fung - 251-254 k -Factor GARMA models for intraday volatility forecasting
by Luisa Bisaglia & Silvano Bordignon & Francesco Lisi - 255-258 Multinational activity and country characteristics in OECD countries
by T. Gao
2003, Volume 10, Issue 3
- 123-128 Industrial and environmental specialization
by Daniel Millimet & Daniel Slottje - 129-133 Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract
by Vicent AragO-Manzana & M Angeles Fernandezizquierdo - 135-137 A new method to choose optimal lag order in stable and unstable VAR models
by A. Hatemi-J - 139-142 The influence of labour flows on wage drift: an empirical analysis for The Netherlands
by Frank A. G. Den Butter & Florian Eppink - 143-147 The purchasing power parity hypothesis for a high inflation country: a re-examination of the case of Turkey
by M. Ege Yazgan - 149-153 Vintage versus homogeneous capital in simulations of population ageing: does it matter?
by Ross Guest & Ian Mcdonald - 155-160 Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?
by Nicholas Apergis & Anthony Rezitis - 161-163 Testing for breaks in inertia: an alternative approach
by Ricardo Gottschalk - 165-172 The interaction between FDI, output and the spillover variables: co-integration and VAR analyses for APEC, 1965-1999
by A. Bende-Nabende & J. L. Ford & B. Santoso & S. Sen - 173-176 Empirical evidence on real convergence in some OECD countries
by J. Cunado & L. A. Gil-Alana & F. PErez de Gracia - 177-179 Herding in ranch operations: an analysis of a search problem
by Amitrajeet Batabyal - 181-184 Application of a mixture model to approximate bottled water consumption distribution
by Seung-Hoon Yoo - 185-190 Stress testing analysis of the effects of Japanese yen's depreciation on Chinese exports
by Shouyang Wang & Zhenquan Wang & Jing Zhang - 191-195 Designs of pension management with the rapid ageing
by Tatsuyoshi Miyakoshi & Osamu Kamoike - 197-200 Capacity constraint and seasonal productivity variations at plant level
by Eiichi Tomiura
2003, Volume 10, Issue 2
- 63-68 Reconsidering the adjustment costs of the Europe agreements
by Y. Kandogan - 69-72 Speculative processes and stable distributions: some simulation results
by Wojciech Charemza & Zbigniew Kominek - 73-75 Measurement error in schooling data: the OECD case
by Lorenzo Serrano - 77-81 Sources of dispersion in consumer inflation forecasts
by N. T. Valev & J. A. Carlson - 83-86 The factor structure of financial markets: a simulation study of the Italian case
by Michele Costa - 87-90 Regional productivity of Spanish agriculture in a panel DEA framework
by Natalia Aldaz & JoaquIn MillAN - 91-95 Testing Purchasing Power Parity: results from a new foreign exchange market
by Nicholas Apergis - 97-101 The effects of tax rate changes on output and government deficits
by Basil Dalamagas - 103-105 Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
by L. A. Gil-Alana - 107-111 Interest rate-exchange rate dynamics in the Philippines: a DCC analysis
by Carlos Bautista - 113-118 Convergence clubs among 15 OECD countries
by Jen-Je Su - 119-122 A model-combined estimator of elasticity of scale
by M. Li
2003, Volume 10, Issue 1
- 1-2 Does foreign demand affect corruption?
by Y. Hisamatsu - 3-7 Tax rate changes and fiscal deficits: an empirical investigation
by B. Dalamagas - 9-14 Unit roots versus trend stationarity in growth rate estimation
by John Baffes & Jean-Charles Le Vallee - 15-19 Long-run stock price performance after IPOs: what do tests for stochastic dominance tell us?
by K. -Y. Ho - 21-26 Global industry betas
by Frida Lie & Robert Faff - 27-32 The V-shaped value evolution of R&D projects
by Onno Lint & Enrico Pennings - 33-37 Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
by Luis Gil-Alana - 39-41 A simple test of the role of foreign direct investment in the Feldstein- Horioka puzzle
by G. Rossini & P. Zanghieri - 43-45 A semiparametric investigation of the school quality-gs relationship
by M. Li & J. L. Tobias - 47-51 Another example of a non-linear time series with misleading linear properties
by J. D. Byers & D. A. Peel - 53-57 Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities
by M. Cain & D. Law & D. A. Peel - 59-62 Currency substitution and the demand for money in Mexico
by Miriam Chau RodrIGuez & Paul Turner
2002, Volume 9, Issue 15
- 967-970 Mortgage lending and the entrepreneur
by Alberto Davila & Erika Mendez - 971-977 Coasean bargaining with nonconvexities
by Jason Shogren & Randy Moffett & Michael Margolis - 979-987 Stock market reaction to food recalls: a GARCH application
by Zijun Wang & Victoria Salin & Neal Hooker & David Leatham - 989-991 Changes in income inequality and welfare under economic transition: evidence from urban China
by Qingbin Wang & Guanming Shi & Yi Zheng - 993-996 Hypothetical, real, and predicted real willingness to pay in open-ended surveys: experimental results
by Anabela Botelho & Ligia Costa Pinto - 997-1002 Relationship between types of school district expenditures and student performance
by Charles Jacques & B. Wade Brorsen - 1003-1006 Measuring inequality in the presence of intra-household correlation
by Martin Biewen - 1007-1009 The impact of globalization on income distribution: the Korean experience
by Jai Mah - 1011-1015 Decomposing social indicators using ecological inference
by Sanjeev Gupta & Marijn Verhoeven & Erwin Tiongson - 1017-1023 Productivity growth in Australian manufacturing sector: some new evidence
by R. Mahadevan - 1025-1028 Skewness as an explanation of gambling by locally risk averse agents
by M. Cain & D. Peel & D. Law
2002, Volume 9, Issue 14
- 907-910 Is economic freedom necessary for technology diffusion?
by Sam Green & Andrew Melnyk & Dennis Powers - 911-913 Small sample behaviour of quantile estimators
by Daniel Miles - 915-918 The causality between female labour force participation and the availability of childcare
by A. Chevalier & T. K. Viitanen - 919-923 An empirical analysis on government capital controls and international capital flows in Korea
by J. -H. Chung - 925-928 Smooth transition vector error correction models for the spot prices of coffee
by Costas Milas & Jesus Otero - 929-932 Using a spike model to deal with zero response data from double bounded dichotomous choice contingent valuation surveys
by Seung-Hoon Yoo & Seung-Jun Kwak - 933-937 Endogenous credibility and stabilization programmes: evidence from the Dominican Republic
by Peter Prazmowski - 939-943 Income, leisure and proficiency: an economic study of football performance
by Robert Houston & Dennis Wilson - 945-948 Interstate differences in insured unemployment: some recent evidence
by Peter Hans Matthews & Ivan Kandilov & Bradford Maxwell - 949-955 A 'hybrid' monetary policy model: evidence from the Euro area
by Jean-Guillaume Sahuc - 957-966 The co-movement between output and prices in the EU15 countries: an empirical investigation
by Jesus Vazquez
2002, Volume 9, Issue 13
- 837-841 An econometric analysis of household donations in the USA
by Steven Yen - 843-846 Human capital and wages: evidence for external effects from the UK regions
by Vassilis Monastiriotis - 847-853 Passing on blackness: Latinos, race, and earnings in the USA
by William Darity & Darrick Hamilton & Jason Dietrich - 855-857 Preference of the unemployed between full-time and part-time jobs
by Cem Baslevent - 859-863 Estimating the impact of exchange rate volatility on exports: evidence from Asian countries
by Murat Doğanlar - 865-867 Employment and IT capital in Japan
by Yasuo Nakanishi - 869-873 Financial development and economic growth in Mainland China: a note on testing demand-following or supply-leading hypothesis
by Tsangyao Chang - 875-878 Stability of the money demand function: evidence from Ghana
by Samuel Andoh & David Chappell - 879-883 A note on New Zealand Stock Market efficiency
by Xiaoming Li & Jian Xu - 885-887 Diminishing returns to GDP and the Human Development Index
by Miles Cahill - 889-892 The effects of the pollution cost internalization on Taiwan's hog industry
by Tai-Yung Kam & Jwu-Rong Lin - 893-897 Arranged or love marriage? That is the question
by Amitrajeet Batabyal & Hamid Beladi - 899-905 Variations in returns/volatility and persistence in variance. An application to the Spanish stock market
by Laura Mun Oz & Pilar Olave & Manuel Salvador
2002, Volume 9, Issue 12
- 763-767 Advertise or die: advertising and market share dynamics revisited
by Kelly Bird - 769-773 National Lottery participation and expenditure: preliminary results using a two stage modelling approach
by John Sawkins & Valerie Dickie - 775-778 Estimates of fishermen's personal discount rate
by John Curtis - 779-781 Restricted EM algorithm with application to probit models
by Sunil Sapra - 783-786 Bias correction for inequality measures: an application to China and Kenya
by Robert Breunig - 787-790 Real exchange rates: evidence from black markets using fractionally integrated semiparametric techniques
by Luis Gil-Alana - 791-796 Racial wage discrimination in major league baseball: do free agency and league size matter?
by Orn Bodvarsson & Shawn Pettman - 797-800 Unemployment and government size: Is there any credible causality?
by Dimitris Christopoulos & Efthymios Tsionas - 801-803 The expansion path for industry employment under perfect competition in long-run equilibrium
by Gregg Frasco - 805-808 On the relationship between human capital accumulation and economic growth
by M. J. Freire-Seren - 809-815 Research productivity and career status
by D. G. Mein - 817-821 Efficiency tests and volatility effects: evidence from the Jordanian stock market
by Ghassan Omet & Mohammad Khasawneh & Jamal Khasawneh - 823-826 Privatization and efficiency in Brazilian telecommunications: an empirical study
by M. Resende & L. O. Facanha - 827-832 Further evidence on technical trade profitability and foreign exchange intervention
by Simon Sosvilla-Rivero & Julian Andrada-Felix & Fernando Fernandez-Rodriguez - 833-836 Economic growth and diverging clubs: a case study of the Chinese regions
by Shujie Yao & Zongyi Zhang
2002, Volume 9, Issue 11
- 695-698 The steady state distribution of animals in short duration grazing
by Amitrajeet Batabyal & Seung Jick Yoo - 699-703 How different are the determinants of population versus labour migration in Germany?
by Michiel Van Leuvensteijn & Ashok Parikh - 705-709 Reform in China's 'B' share markets and the shrinking A/B share price differential
by Paul McGuinness - 711-713 Threshold specification for asymmetric error correction models
by Steven Cook & Sean Holly - 715-720 Ranking Production Subsidies and Import Tariffs under Different Scenarios
by Francesco Aiello - 721-725 Demand for M3 and expenditure components in Malaysia: assessment from bounds testing approach
by Tuck Cheong Tang - 727-730 General equilibrium macroeconomic models and superior information
by Martin Boileau & Michel Normandin - 731-735 Further evidence on the Export-Led Growth Hypothesis
by Epaminondas Panas & George Vamvoukas - 737-738 An illfare approach to the measurement of unemployment: a reply
by Satya Paul - 739-743 Real interest rates in the early 1980s
by James Ross McCown - 745-748 IGARCH effects: an interpretation
by C. Morana - 749-752 Higher-order residual analysis for AR-ARCH models with the TR test
by Jorge Belaire-Franch & Dulce Contreras - 753-757 When all are NAIRU: hysteresis and behavioural inertia
by T. D. Stanley - 759-762 Policy regime change and structural break in the velocity of money: the Turkish evidence
by Esin Cakan & Erdal Ozmen
2002, Volume 9, Issue 10
- 625-629 A model for regulated product innovation and introduction with application to telecommunications
by James Prieger - 631-634 An instrumental variable estimate of the effect of fertility on the labour force participation of married women
by Hyunbae Chun & Jeungil Oh - 635-636 Input aggregation and technical efficiency
by Rolf Fare & Valentin Zelenyuk - 637-640 US Social Security rules in the 1990s: a natural experiment in myopic and farsighted behaviour
by Stephen Rubb - 641-644 Decomposing the effect of marital status on migration
by Jennifer Troyer - 645-647 Economic growth and EMU: a note on UK membership
by Charalambos Pattichis - 649-652 Old-age labour supply in the developing world
by Lisa Cameron & Deborah Cobb-Clark - 653-656 Structure-pricing linkages among singlemarket banks, controlling for credit quality
by Sherrill Shaffer & Soumya Srinivasan - 657-664 Market direction and moment seasonality: evidence from Irish equities
by Brian Lucey - 665-669 Pitfall of unit autoregressive root testing
by Dimitrios Vougas - 671-674 Tests of the random walk hypothesis for London gold prices
by Graham Smith - 675-680 Convergence and information technologies - the experience of Greece, Portugal and Spain
by Pedro Pita Barros - 681-684 Which volatility? The case of the exports of wheat
by Gianluigi Giorgioni & John Thompson - 685-694 Monetary policy, income and prices: a stability assessment
by Hakan Berument & Hakan Tasci
2002, Volume 9, Issue 9
- 553-556 Implications of parameter uncertainty for monetary policy in a simple Euro area model
by Herve Le Bihan & Jean-Guillaume Sahuc - 557-562 Spurious rejection using Dickey-Fuller tests
by Steven Cook - 563-566 Bootstrap testing of the expectations hypothesis with the term structure of interest rates
by Kelvin Balcombe & Richard Tiffin - 567-570 The Canada-United States bilateral import demand functions: gradual switching in long-run relationships
by Toru Konno & Mototsugu Fukushige - 571-573 The term structure of interest rates and the demand for money
by A. M. M. Jamal - 575-580 Characteristics of product and process innovators: some evidence from the Finnish innovation survey
by Petri Rouvinen - 581-584 Distributive consequences of a monetary union: what can we learn from a referendum?
by Pierre-Guillaume Meon - 585-593 A factor model of term structure slopes in Eurocurrency markets
by Emilio Dominguez & Alfonso Novales - 595-600 The recurrence of occupational injuries: estimates from a zero inflated count model
by Michele Campolieti - 601-605 Linder hypothesis revisited
by Changkyu Choi - 607-613 Size, age and firm growth in the Indian manufacturing sector
by K. R. Shanmugam & Saumitra Bhaduri - 615-619 Is differential sentiment a cause of closed-end country fund premia? An empirical examination of the Australian case
by Marc Simpson & Sanjay Ramchander - 621-624 The UTR versus CU Formation Analysis and Article XXIV
by Ali El-Agraa
2002, Volume 9, Issue 7
- 415-418 Smooth transition in aggregate consumption
by Yiuman Tse & Tatyana Zabotina - 419-423 Endogenous organizational change and the expected demand for different skill groups
by Martin Falk - 425-428 Unemployment rate and the real wage behaviour: a neoclassical hint for the Colombian labour market adjustment
by Luis Arango & Carlos Posada - 429-431 Changes in the welfare of two-earner families across the income distribution, 1983-1993
by Julie Hotchkiss & Robert Moore - 433-439 Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter
by Abdulnasser Hatemi-J - 441-447 Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis
by Ada Ho & Alan Wan - 449-452 A simple model of R&D: An extension of the Dorfman-Steiner theorem
by Chang-Yang Lee - 453-457 Modelling farmers' land use decisions
by Nicholas Baltas & Ourania Korka - 459-464 Testing stationarity against unit roots and structural changes
by Mei-Yuan Chen - 465-468 A political economic analysis of Congressional voting on permanent normal trade relations of China
by Baban Hasnat & Charles Callahan - 469-472 A note on the Weibull distribution and time aggregation bias
by Knut Røed & Tao Zhang - 473-477 Calculation of returns to job tenure revisited
by J. P. Jacobsen & L. M. Levin - 479-483 Admitting men into a women's college: A natural experiment
by Sherrilyn Billger
2002, Volume 9, Issue 6
- 347-351 Unemployment and input prices: a fractional cointegration approach
by Guglielmo Maria Caporale & Luis Gil-Alana - 353-357 Core inflation in the Euro area
by Fabio Bagliano & Roberto Golinelli & Claudio Morana - 359-364 Non-linear dependence in inter-war exchange rates: some further evidence
by David McMillan & Alan Speight - 365-368 The producer, the baker, and a test of the mill price-taker
by Kyle Stiegert - 369-372 Volatility, open interest, volume, and arbitrage: evidence from the S&P 500 futures market
by Stephen Ferris & Hun Park & Kwangwoo Park - 373-375 Permanent structural changes in the Brazilian economy and long memory: a stock market perspective
by Marcelo Resende & Nilson Teixeira - 377-380 Political risk and equity investment in developing countries
by Philipp Harms - 381-385 The impact of futures trading on spot index volatility: evidence for Taiwan index futures
by Min-Hsien Chiang & Cheng-Yu Wang - 387-390 Wholesale spreads and the dynamics of retail price volatility in Indian rice markets
by R. Jha & H. K. Nagarajan - 391-395 On the GARCH estimates of exchange rate volatility in India
by Tarlok Singh - 397-406 Classification of agricultural enterprises by their financial standing
by D. Epstein & P. Tillack - 407-409 Confidence intervals for fractionally integrated hypotheses in the real output across Europe
by Luis Gil-Alana - 411-414 Pitfalls in using Granger causality tests to find an engine of growth
by Hsiu-Yun Lee & Kenneth Lin & Jyh-Lin Wu
2002, Volume 9, Issue 5
- 279-281 Does restructuring improve banking efficiency in a transition economy?
by Laurent Weill - 283-287 Integration of markets and industrial concentration: evidence from Spain, 1856-1907
by Jordi Pons & Daniel Tirado & Elisenda Paluzie - 289-292 A regional analysis of openness and government size
by Frank Balle & Ashish Vaidya - 293-296 A cointegration analysis of Malaysian import demand function: reassessment from the bounds test
by Tuck Cheong Tang & Mahendhiran Nair - 297-300 Spillovers and foreign direct investment in UK manufacturing
by Duncan McVicar - 301-304 Trading behaviour of stocks added to New Zealand's NZSE40 index
by David Hyland & Steve Swidler - 305-309 Estimation of discrete/continuous choice model: application of Bayesian approach using Gibbs sampling
by Yeonbae Kim - 311-314 Using a multiple imputation technique to merge data sets
by Jeffrey Brown - 315-318 Extending dichotomous choice contingent valuation methods to pre-test-market evaluation: the case of a cable television service
by Seung-Hoon Yoo - 319-323 Mean and variance spillovers among size-sorted UK equity portfolios
by Angelos Kanas - 325-330 Inflation and relative price variability: a revisit
by Eric Chang & Joseph Cheng - 331-334 Productivity measurement: a profit function approach
by Subal Kumbhakar - 335-338 Testing the shirking version of the efficiency wage model in Japanese electric-machinery firms: a panel data approach
by Yoshitsugu Kitazawa & Makoto Ohta - 339-342 Effects of contemporaneous aggregation on the predictive power of information variables
by Fatith Ozatay
2002, Volume 9, Issue 4
- 205-208 Regional bias and intra-regional trade in southeast Asia
by John Thornton & Alessandro Goglio - 209-215 Inter-regional wage differentials in Spain
by Inmaculada Garcia & Jose Alberto Molina - 217-220 Crime and residential mortgage default: an empirical analysis
by Robert Feinberg & David Nickerson - 221-229 Unemployment and vacancy in the Hong Kong labour market
by Chung Yi Tse & Charles Ka Yui Leung & Weslie Yuk Fai Chan - 231-233 Endogeneity of tenure in the determination of quit behaviour of young workers
by Julie Hotchkiss - 235-240 The IMF fiscal impulses and the determination of the real exchange rate of the Spanish peseta
by Mariam Camarero - 241-243 Intertemporal hedge for inflation risk
by Jow-Ran Chang & Mao-Wei Hung - 245-249 On scale effects: further evidence
by Chris Papageorgiou - 251-254 Aggregation, technological change and the skill structure of the British Economy 1951-1991
by Martin Hoskins - 255-259 Income inequality in the United States: what the individual tax files say
by Hafiz Akhand & Haoming Liu - 261-264 Longitudinal inflation asymmetry
by Randal Verbrugge - 265-270 Simultaneous estimation of complementary political economic models: an application to concealed-carry handgun legislation
by Franklin Mixon & M. Troy Gibson - 271-274 An environmental Paglin-Gini
by Daniel Millimet & Daniel Slottje - 275-278 A statistical analysis of regime switching under asymmetric error correction
by Steven Cook & Sean Holly
2002, Volume 9, Issue 3
- 137-145 Exact critical values of unit root tests with drift and trend
by Kazuhiro Ohtani - 147-149 Competition in the US lemon market
by Craig Gallet - 151-153 Is the term structure nonlinear? A semiparametric investigation
by Lance Bachmeier