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JEL Code: C2
1,137,781 Total downloads
Showing Papers 6,551 - 6,600 of 8,171
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Testing Real Interest Parity in Emerging Markets IMF Working Paper No. 06/249
Manmohan Singh
and
Abhisek Banerjee
Date Posted: November 13, 2006140 downloads
Testing Static Tradeoff Against Pecking Order Models of Capital Structure in Brazilian Firms
Cecilio Elias Daher
Date Posted: December 14, 2004670 downloads
Testing Stationarity for Unobserved Components Models UNSW Australian School of Business Research Paper No. 2012 ECON 41A
James Morley ,
Irina Panovska
and
Tara M. Sinclair
Date Posted: October 17, 2012Last Revised: May 27, 201352 downloads
Testing Stationarity in Small‐ and Medium‐Sized Samples When Disturbances are Serially Correlated Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 5, pp. 669-690, 2011
Kristian Jonsson
affiliation not provided to SSRN
Date Posted: September 16, 20113 downloads
Testing the Balassa-Samuelson Effect: Implications for Growth and the PPP University of Kent, Economics Working Paper No. 00/08
João Ricardo Faria and
Miguel A. Leon-Ledesma
Date Posted: December 11, 2000314 downloads
Testing the Box-Cox Parameter in an Integrated Process
Jian Huang
,
Masahito Kobayashi
and
Michael McAleer
affiliation not provided to SSRN
,
Yokohama National University - Department of Economics
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: September 06, 2009165 downloads
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach
Douglas J. Hodgson ,
Oliver B. Linton and
Keith Vorkink
Date Posted: September 13, 2001310 downloads
Testing the Conditional Mean Function of Autoregressive Conditional Duration Models University of Copenhagen Discussion Paper
Nikolaus Hautsch
Date Posted: December 13, 2006140 downloads
Testing the Easterlin Hypothesis with Panel Data: The Dynamic Relationship between Life Satisfaction and Economic Growth in Germany and in the UK SOEPpaper No. 554
Tobias Pfaff
and
Johannes Hirata
Date Posted: May 23, 20135 downloads
Testing the Expectations Hypothesis on the Term Structure of Volatilities Implied by Index Options: Study of the Indian Securities Market Journal of Financial Management and Analysis, Vol. 20, No. 2, July-December 2007
Alok Dixit
,
Surendra S. Yadav
and
P. K. Jain
Date Posted: March 10, 2008
Testing the Expectations Hypothesis When Interest Rates are Near Integrated FRB International Finance Discussion Paper No. 953
Meredith J. Beechey
,
Erik Hjalmarsson and
Pär Österholm
Date Posted: November 17, 200847 downloads
Testing the Fama and French Three-Factor Model and Its Variants for the Indian Stock Returns
Bhavna Bahl
affiliation not provided to SSRN
Date Posted: December 11, 20061472 downloads
Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain’s Minimum Chi-Squared Test Center for Policy Research Working Paper No. 115
Badi H. Baltagi
,
Georges Bresson and
Alain Pirotte
Date Posted: April 13, 20119 downloads
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form CREATES Research Paper 2008-19
Anne Peguin-Feissolle
,
Birgit Strikholm
and
Timo Terasvirta
affiliation not provided to SSRN
,
Bank of Estonia
and
affiliation not provided to SSRN
Date Posted: June 23, 200837 downloads
Testing the Growth Effects of Structural Change KOF Working Paper No. 264
Jochen Hartwig
Date Posted: January 09, 201142 downloads
Testing the Informational Efficiency of OTC Options on Emerging Market Currencies IMF Working Paper No. 03/01
Jorge A. Chan-Lau and
Armando Morales Bueno
Date Posted: May 03, 2003138 downloads
Testing the Marshall-Lerner Condition in Kenya DIW Berlin Discussion Paper No. 1247
Guglielmo Maria Caporale ,
Luis A. Gil-Alana and
Robert Mudida
affiliation not provided to SSRN
Date Posted: October 13, 201220 downloads
Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data Contemporary Economics, Vol. 7, No. 1, pp. 19-32, 2013
Riané de Bruyn
,
Rangan Gupta
and
Lardo Stander
Date Posted: April 18, 20136 downloads
Testing the Monotonicity and Curvature of a Translog Production Function with Spatial Autoregressive Dependence
Anthony Glass
and
Karligash Kenjegalieva
Date Posted: March 04, 201313 downloads
Testing the New Keynesian Phillips Curve Without Assuming Identification Brown Economics Working Paper No. 2006-13
Sophocles Mavroeidis
Date Posted: May 30, 2006149 downloads
Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models Banque de France Working Paper No. 72
Renaud Lacroix
Date Posted: January 05, 201112 downloads
Testing the Null of Identification in GMM FRB International Finance Discussion Paper No. 732
Jonathan H. Wright
Date Posted: October 04, 200274 downloads
Testing the Order of Integration of the U.K. Unemployment Applied Econometrics and International Development, Vol. 2, No. 1, 2002
Luis A. Gil-Alana
Date Posted: August 14, 20088 downloads
Testing the Pecking Order Theory of Capital Structure in Brazilian Firms
Cecilio Elias Daher
Date Posted: December 09, 2005838 downloads
Testing the Permanent Income Hypothesis Using Unit Root Quantile Autoregression Tests
Fabio Augusto Reis Gomes
Date Posted: October 17, 2010Last Revised: November 07, 201037 downloads
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data Canadian Journal of Economics, Vol. 24, No. 3, pp. 563-577, August 1991
Tony S. Wirjanto
Date Posted: March 31, 2013
Testing the Predictive Power of New Zealand Bank Bill Futures Rates Reserve Bank of New Zealand Discussion Paper No G98/8
Leo Krippner
Date Posted: November 10, 200359 downloads
Testing the Relation Between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange
Lambros Stefanis
Date Posted: December 27, 20051098 downloads
Testing the Sequential Logit Model Against the Nested Logit Model
Masahito Kobayashi
Date Posted: January 16, 2007Last Revised: October 28, 2007401 downloads
Testing the Sequential Logit Model Against the Nested Logit Model Japanese Economic Review, Forthcoming
Masahito Kobayashi
Date Posted: February 21, 2008
Testing the Significance of Calendar Effects Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Peter Reinhard Hansen ,
Asger Lunde and
James M. Nason
Date Posted: May 26, 20031258 downloads
Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques
Suzanne McCoskey
and
Chihwa Kao
affiliation not provided to SSRN
and
Syracuse University
Date Posted: April 15, 201112 downloads
Testing the Stabilization Hypothesis in the UK Short-term Interest Rates: Evidence from a GARCH-X Model The Quarterly Review of Economics and Finance, Vol. 46, pp.169-189, 2006
Sotiris K. Staikouras
Date Posted: May 01, 2005
Testing the Stock Market Efficiency Using Random Walk Hypothesis: A Study of Selected Non Specified Shares Indian Journal of Applied Economics, Vol. 2, No. 1, January 2005
Swami Prasad Saxena
Date Posted: May 19, 201242 downloads
Testing the Tax Competition Theory: Evidence for OECD Countries
Aleksandra Riedl
and
Silvia Rocha-Akis
Date Posted: September 22, 200896 downloads
Testing the Tax Competition Theory: How Elastic are National Tax Bases in OECD Countries? CESifo Working Paper Series No. 2669
Aleksandra Riedl
and
Silvia Rocha-Akis
Date Posted: July 01, 200990 downloads
Testing the Tax Competition Theory: How Elastic are National Tax Bases in Western Europe? SFB International Tax Coordination Discussion Paper No. 29
Aleksandra Riedl
and
Silvia Rocha-Akis
Date Posted: May 18, 200850 downloads
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables Journal of Applied Econometrics, Forthcoming
Fabio Spagnolo ,
Zacharias Psaradakis and
Martin Sola
Date Posted: December 06, 2004
Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis Journal of International Money and Finance, Vol. 3, p. 357, 1984
Allan Gregory
and
Thomas H. McCurdy
Date Posted: March 01, 20129 downloads
Testing the Use of Financial Incentives to Increase Physical Activity Among Sedentary Adults: Results of a Stated Preference Survey and Revealed Preference Field Experiment iHEA 2007 6th World Congress: Explorations in Health Economics Paper
Derek S. Brown and
Eric A. Finkelstein
Date Posted: June 20, 2007
Testing the Viability of a Currency Union: A Panel Data Analysis for European Countries (1985-2002)
Miltiades N. Georgiou
Date Posted: January 27, 201037 downloads
Testing under Non-standard Conditions in Frequency Domain: With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate Federal Reserve Bank of New York Staff Reports No. 23
Frank F. Gong and
Roberto S. Mariano
Date Posted: March 08, 1998
Testing under Non-standard Conditions in Frequency Domain: With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate FRB of New York Staff Report No. 23
Roberto S. Mariano
Date Posted: November 17, 200651 downloads
Testing Weak Exogeneity in Cointegrated Panels Banco de Espana Working Paper No. 1307
Enrique Moral-Benito and
Luis Servén
Date Posted: May 15, 20134 downloads
Testing Weak-Form Efficiency of the Dhaka Stock Exchange Journal of Business Studies, Vol. 25, No. 2, pp. 175-188, December 2004
Muhammad Zahedur Rahman
,
Amirus Salat
and
Mohammad Mominul Hoque Bhuiyan
Date Posted: July 06, 2007
Testing Weak-Form Efficiency of the Russian Stock Market EFA 2002 Berlin Meetings Presented Paper
Natalia Abrosimova ,
Gishan Dissanaike and
Dirk Linowski
Date Posted: March 11, 20022194 downloads
Testing Williamson’s Theory on Transaction-Specific Governance Structures: Evidence from Electricity Markets Journal of Applied Economics, Vol. 11, No. 2, pp. 355-372, November 2008
Laura Onofri
Date Posted: February 21, 2010
Testing, Comparing, and Combining Value-at-Risk Measures
Peter Christoffersen ,
Jinyong Hahn and
Atsushi Inoue
Date Posted: November 16, 19992283 downloads
Tests for Serial Independence and Linearity Based on Correlation Integrals Studies in Nonlinear Dynamics and Econometrics, Vol. 6, No. 2, 2002
Cees G. H. Diks
and
Sebastiano Manzan
Date Posted: February 04, 200926 downloads
Tests for Unit Roots and the Initial Observation U of St. Gallen, Econ. Discussion Paper No. 2002-02
Graham Elliott and
Ulrich K. Müller
Date Posted: January 30, 2002134 downloads
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