Content
2002, Volume 9, Issue 10
- 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 - 155-158 Panel data evidence on inflation convergence in the European Union
by Mark Holmes - 159-162 Intergenerational dependence in education and income
by Paul Johnson - 163-166 Forecasting stock market volatility with non-linear GARCH models: a case for China
by Weixian Wei - 167-170 Explaining inequality in Spanish income. A multifactor ANOVA model
by Ana Perez & Maria Dolores Prada & Mercedes Prieto - 171-176 An empirical comparison of alternative functional forms for the Lorenz curve
by Kwang Soo Cheong - 177-183 Performance of the efficient frontier in an emerging market setting
by Aslihan Altay-Salih & Gulnur Muradoglu & Muhammet Mercan - 185-189 Social incidence and economic costs of carbon limits: a computable general equilibrium analysis for Taiwan
by Hao-Yen Yang & To-Far Wang - 191-194 Interest rate spread and real activity: evidence for the UK
by David McMillan - 195-199 The effects of currency depreciation on stock returns: evidence from five East Asian economies
by Wenshwo Fang - 201-204 Measuring firm performance with DEA and prior information in Taiwan's banks
by Tser-Yieth Chen
2002, Volume 9, Issue 2
- 69-72 Do we tend to overestimate poverty gaps? The impact of equivalency scales on the calculation of the poverty gap
by Branko Milanovic - 73-74 A jackknife maximum likelihood estimator for the probit model
by Sunil Sapra - 75-80 What could potentially aggravate implicit volatility 'smile' and 'asymmetry'? - a note
by George Jiang - 81-86 Policy variables and growth: evidence from Israel
by Yaakov Lavi & Michel Strawczynski - 87-90 A note on cross-country divergence in standard of living
by Krishna Mazumdar - 91-93 Is arbitrage possible in the housing market?
by Michael Connock - 95-98 Revisiting the Fisher hypothesis for the cases of Argentina, Brazil and Mexico
by Francisco Carneiro & Jose Angelo & C. A. Divino & Carlos Rocha - 99-102 Non-market insurance and intrafamily transfers
by Andres Victorio - 103-106 Ownership reform and total factor productivity growth in Chinese industry
by Russell Smyth & He-Ling Shi - 107-110 Does derivatives trading destabilize the underlying assets? Evidence from the Spanish stock market
by Corredor Pilar & Santamaria Rafael - 111-116 Scandinavian exchange rate expectations
by Willem Verschoor & Christian Wolff - 117-120 Estimating the value of the Premier League or the worlds most profitable investment project
by Kjetil Haugen & Arild Hervik - 121-126 Decomposing ethnic differences in the incidence of employer-provided training in New Zealand
by John Gibson - 127-132 Statistical precision of DEA: a bootstrap application to Spanish public services
by X. M. Gonzalez & D. Miles - 133-136 Response surfaces of MOSUM critical values
by Chung-Ming Kuan & Mai-Yuan Chen
2002, Volume 9, Issue 1
- 1-7 Financial development and investment: panel data evidence for OECD countries from 1970 to 1997
by Sebastian Schich & Florian Pelgrin - 9-11 New unit root tests of the Nelson-Plosser data
by Robert McNown & Thitima Puttitanun - 13-15 The partial autocorrelation function of a first order non-invertible moving average process
by Umberto Triacca - 17-20 Statutory and economic incidence of labour taxes
by Laszlo Goerke - 21-23 A delegated agent in a winner-takes-all contest
by Lambert Schoonbeek - 25-31 Net entry and exit patterns of Bangladesh manufacturing industries
by Tanweer Akram - 33-37 Testing for long-run stability - an application to money multiplier in India
by Gangadhar Darbha - 39-41 Has work-sharing worked in Finland?
by Petri Bockerman & Jaakko Kiander - 43-46 A logit model of the incidence of long-term unemployment
by James Obben & Hans-Jurgen Engelbrecht & V. Wesley Thompson - 47-49 The impact of state personal and corporate tax rates on firm location
by Mark Gius & Phillip Frese - 51-54 Analysis of technical inefficiency in food crop production in Gombe State, Nigeria
by Paul Amaza & J. K. Olayemi - 55-59 The terms of trade and private savings: empirical evidence with a structural approach
by Yoichi Matsubayashi - 61-68 Foreign exchange market efficiency, cointegration, and policy coordination
by Bang Nam Jeon & Euiseong Lee
2001, Volume 8, Issue 12
- 751-754 On flood occurrence and the provision of safe drinking water in developing countries
by Amitrajeet Batabyal - 755-759 Cointegration and predictability in prereform east European black-market exchange rates
by Alan Speight & David McMillan - 761-763 Measuring unemployment persistence in terms of I(d) statistical models
by Luis Gil-Alana - 765-769 The patent holder's bargaining power and the licensing of an innovation
by Jose J. Sempere Monerris & Vincent Vannetelbosch - 771-774 The inflation/growth relationship: evidence from state panel data
by David Black & Michael Dowd & Kristen Keith - 775-778 The demand for money and inflation in Mexico 1980-1999: implications for stability and real seigniorage revenues
by Paul Turner & Guillermo Benavides - 779-785 The liquidity effect and the transmission mechanism of money
by Gazi Shbikat - 787-791 Cohort effects and job satisfaction of academics
by Peter Sloane & Melanie Ward - 793-797 Unit root tests based on inequality-restricted estimators
by Tae-Hwan Kim & Paul Newbold - 799-802 Does PPP-adjusted data exaggerate the relative size of poor economies?
by Patrick Honohan - 803-806 A macroeconomic analysis of the impact of union wage increases on nonunion wages
by Yu Hsing - 807-812 Determinants and probability distribution of inefficiency in the stochastic cost frontier of Japanese hospitals
by Atsushi Fujii
2001, Volume 8, Issue 11
- 693-695 Is there a maturity effect in the price of the S&P 500 futures contract?
by Imad Moosa & Bernard Bollen - 697-699 R&D effects of incomplete procurement contracts
by Rajeev Goel - 701-707 The interpretation of multiple dummy variable coefficients: an application to industry effects in wage equations
by Joe Hirschberg & Jenny Lye - 709-711 A slowing of national income convergence
by Don Webber - 713-718 A model for ex ante real interest rates
by Li-Hsueh Chen - 719-723 Capital structure and labour demand: further evidence
by Holger Gorg & Eric Strobl - 725-729 Stock market integration - an application of the stochastic permanent breaks model
by Bwo-Nung Huang & Robert Fok - 731-735 Effects of physical attributes on the wages of males and females
by Aparna Mitra - 737-739 A note on the relationship between medical care resources and mortality
by John Robst - 741-745 Language fluency and immigrant employment prospects: evidence from Britain's ethnic minorities
by M. A. Shields & S. Wheatley Price - 747-750 On the non-linear relationship between disclosure and its determinants
by Jari Parviainen & Hannu Schadewitz & Dallas Blevins
2001, Volume 8, Issue 10
- 641-644 Compliance in environmental markets
by Lata Gangadharan - 649-653 Size and power of non-nested hypothesis tests and their bootstrap versions
by Maria-Isabel Ayuda & Antonio Aznar - 655-657 Evaluation of the long memory relationship between gross national product and saving in Taiwan
by Wen Den Chen - 659-663 The impact of promotion/advertising expenditures on citrus sales
by Josea. Pagan & Sukhjit Sethi & Gokce Soydemir - 665-668 The impact of settlement time on the volatility of stock market revisited: an application of the iterated cumulative sums of squares detection method for changes of variance
by Bwo-Nung Huang & Chin-Wei Yang - 669-674 R&D investment and import competition in unionized industries
by Usha Nair-Reichert - 675-679 Cognitive skills and the youth labour market
by Ross Finnie & Ronald Meng - 681-685 Examining the export-led growth hypothesis for Spain in the last century
by Jacint Balaguer & Manuel Cantavella-Jorda - 687-692 An econometric assessment of the productivity consequences of low-input farming
by Yir-Hueih Luh & Ziau-Ning Liao
2001, Volume 8, Issue 9
- 569-571 Regime switching and the forecasting bias of asymmetric error correction models
by Steven Cook - 573-575 Seasonal long memory in the US monthly monetary aggregate
by Luis Gil-Alana - 577-579 Friday the 13th: international evidence
by Brian Lucey - 581-584 A Monte Carlo simulation study of Tobit models
by Lennart Flood & Urban Gråsjo - 585-592 Modelling currency in circulation in India
by Kaushik Bhattacharya & Himanshu Joshi - 593-598 Agricultural liberalization policy and commodity price volatility: a GARCH application
by Jian Yang & Michael Haigh & David Leatham - 599-600 The area monotonic solution in dynamic negotiations
by Ferenc Szidarovszky - 601-604 Breakage and betting market efficiency: evidence from the horse track
by Kelly Busche & W. David Walls - 605-608 Common stochastic volatility trend in European exchange rates
by David McMillan - 609-611 Livestock service sector reform in India: efficiency versus equity
by M. H. Suryanarayana - 613-615 Foreign capital in a neoclassical model of growth
by Ying-Foon Chow & Jinli Zeng - 617-622 Bayesian analysis of the SUR Tobit model
by Ho-Chuan Huang - 623-628 Utilization of optimal capacity in Indian manufacturing, 1974-1996
by Abdul Azeez - 629-632 Team and player effects on NHL player salaries: a hierarchical linear model approach
by Leo Kahane - 633-634 A normality test for the mean estimator
by Michael Andersson - 635-637 Testing for sheepskin effects in earnings equations: evidence for five countries
by Kevin Denny & Colm Harmon
2001, Volume 8, Issue 8
- 499-502 Unit roots in the CAPM?
by Raphael Markellos & Terence Mills - 503-508 Monetary targeting in the EMU: lessons from Australia
by Sonia Munoz - 509-515 Wagner's law revisited: cointegration and exogeneity tests for the USA
by Anisul Islam - 517-520 The saving investment relation: a panel data approach
by Isabelle Cadoret - 521-524 Starting values in estimation of cointegrating vectors with restrictions
by Johan Lyhagen & Lars Forsberg - 525-529 Testing for the specification of the wage equation: double selection approach or single selection approach
by Madhu Mohanty - 531-533 Gender differences when choosing between salary allocation options
by Gad Saad & Tripat Gill - 535-537 The measurement of merger delay in regulated and restructuring industries
by Robert Ekelund & George Ford & Mark Thornton - 539-543 Co-integration and error-correction modelling of olive oil consumption in Greece
by Vangelis Tzouvelekas & Stratos Loizou & Konstantinos Giannakas & Konstantinos Mattas - 545-549 Financial sector development and economic growth in New Zealand
by Emilia Mazur & W. Robert & J. Alexander - 551-553 The effects of regulations on land transactions: The case of Korea
by Ho Yeon Kim - 555-559 The stocking rate versus time in range management: a review of recent theoretical developments
by Amitrajeet Batabyal & Basudeb Biswas & E. Bruce Godfrey - 561-564 Health care spending and economic output: Granger causality
by Nancy Devlin & Paul Hansen - 565-567 Structural break, unit root, and the causality between government expenditures and revenues
by Muhammad Islam
2001, Volume 8, Issue 7
- 431-435 Asian and OECD international R&D spillovers
by Gary Madden & Scott Savage & Paul Bloxham - 437-439 The efficacy of job-sharing policy
by Tatsuyoshi Miyakoshi - 441-446 Are there any long-run benefits from international equity diversification for Taiwan investors diversifying in the equity markets of its major trading partners, Hong Kong, Japan, South Korea, Thailand and the USA
by Tsangyao Chang - 447-450 Stock returns and inflation: evidence from an emerging market
by Spyros Spyrou - 451-454 The relationship between size and growth: the case of Italian newborn firms
by Francesca Lotti & Enrico Santarelli & Marco Vivarelli - 455-458 F-tests for lag length selection in augmented Dickey-Fuller regressions: some Monte Carlo evidence
by Christian Weber - 459-462 The term structure of UIP: evidence from survey data
by Jan Marc Berk & Klaas Knot - 463-466 The effects of a recipient's gender in a modified dictator game
by Gad Saad & Tripat Gill - 467-469 On the M2 demand relationship
by Martin Schmidt - 471-474 Some determinants of small firm 'presence' in Indonesia's manufacturing sector
by Azmat Gani & Peter Van Diermen - 475-478 A cointegration analysis between Mercosur and international stock markets
by Fernando Seabra - 479-482 Wholesale level demand for fish grades in Greece
by Panos Fousekis & Giannis Karagiannis - 483-488 On the macroeconomic impact of the August 1999 earthquake in Turkey: a first assessment
by Faruk Selcuk & Erinc Yeldan - 489-491 Investors preferences and dividend payouts
by Sherrill Shaffer - 493-497 Do innovative start-ups really wish to go public? Evidence from Japanese electrical manufacturing companies
by Yuji Honjo
2001, Volume 8, Issue 6
- 359-362 Unemployment hysteresis and the NAIRU: a ratchet model
by David Smyth & Joshy Easaw - 363-365 Temporal aggregation and time deformation
by Steven Cook - 367-371 The empirical distribution of stock returns: evidence from an emerging European market
by Richard Harris & C. Coskun Kucukozmen - 373-375 Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing
by Dimitrios Vougas - 377-382 Testing the null of stationarity in the presence of a structural break
by Junsoo Lee & Mark Strazicich - 383-387 Cost and profit efficiency in banking: an international comparison of Europe, Japan and the USA
by Joaquin Maudos & Jose Pastor - 389-396 The impact of strikes on Canadian trade balance
by Shafiq Alvi - 397-401 A model of Schumpeterian innovations
by Jati Sengupta