Mehdi Hosseinkouchack

Goethe University Frankfurt - Faculty of Economics and Business Administration

Grueneburgplatz 1

Frankfurt am Main, Hesse D-60323

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

176

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Ratio Tests under Limiting Normality

Number of pages: 30 Posted: 19 Feb 2015 Last Revised: 27 Aug 2015
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 62 (470,866)

Abstract:

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Likelihood ratio, variance ratio, scale-invariance, local alternatives, asymptotic power

2.

Harmonically Weighted Processes: The Case of U.S. Inflation

Number of pages: 29 Posted: 10 Jan 2018
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 39 (571,809)

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Long memory; persistence; fractional integration

3.

Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis

IMF Working Paper No. 14/241
Number of pages: 30 Posted: 06 Feb 2015
International Monetary Fund (IMF), Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt
Downloads 32 (610,663)

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Spillovers, Sub-Saharan Africa, External shocks, Economic growth, Cross country analysis, Vector autoregression, Econometric models, GVAR, Financial Transmission, prices, output, commodity, equity, commodity prices, exchange, equity prices, financial crisis, financial markets, volatility, investment, investor, trade, global financial markets, global economy, interest, advanced economies, shares, global investor, low-income countries, commodities, capital market developments, economic developments, international capital, capital flows, financial sector development, foreign investors, interest rates, foreign direct investment, emerging markets, monetary policy, global equity, purchasing power,

4.

Panel Cointegration Testing in the Presence of Linear Time Trends

Number of pages: 29 Posted: 06 Dec 2014
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 25 (656,263)

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Single-equations, large N asymptotics, integrated series with drift

5.

Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi‐Squared and Normal Limiting Distributions

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 3, pp. 347-364, 2016
Number of pages: 18 Posted: 26 Apr 2016
Joakim Westerlund and Mehdi Hosseinkouchack
Lund University - Department of Economics and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 17 (717,148)

Abstract:

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6.

Local Asymptotic Power of Breitung's Test

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 3, pp. 456-462, 2014
Number of pages: 7 Posted: 24 Apr 2014
Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 1 (874,537)

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7.

Harmonically Weighted Processes

Journal of Time Series Analysis, Vol. 41, Issue 1, pp. 41-66, 2020
Number of pages: 26 Posted: 29 May 2020
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 0 (891,729)

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Long memory, persistence, fractional integration, inflation

8.

Powerful Unit Root Tests Free of Nuisance Parameters

Journal of Time Series Analysis, Vol. 37, Issue 4, pp. 533-554, 2016
Number of pages: 22 Posted: 09 Jun 2016
Mehdi Hosseinkouchack and Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 0 (891,729)

Abstract:

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Variance ratio, tuning parameter free, local‐to‐unity, Karhunen–Loève. JEL. C12