Walter Enders

University of Alabama - Department of Economics, Finance and Legal Studies

Bidgood Chair of Economics and Finance

P.O. Box 870244

200 Alston Hall

Tuscaloosa, AL 35487

United States

SCHOLARLY PAPERS

17

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2,384

SSRN CITATIONS
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Top 13,977

in Total Papers Citations

41

CROSSREF CITATIONS

42

Scholarly Papers (17)

1.
Downloads 710 ( 51,431)
Citation 10

Cointegration and Threshold Adjustment

Number of pages: 24 Posted: 24 Feb 1998
Pierre L. Siklos and Walter Enders
Wilfrid Laurier University - School of Business & Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 710 (50,748)
Citation 10

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Cointegration and Threshold Adjustment

Posted: 26 Feb 2001
Walter Enders and Pierre L. Siklos
University of Alabama - Department of Economics, Finance and Legal Studies and Wilfrid Laurier University - School of Business & Economics

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asymmetric adjustment, Monte Carlo, nonlinear autoregression, cointegration

2.

Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR

U of Alabama, Economics, Finances and Legal Studies Working Paper No. 020801
Number of pages: 33 Posted: 30 Mar 2003
James Peery Cover, Walter Enders and C. James Hueng
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and Western Michigan University - Department of Economics
Downloads 580 (66,697)
Citation 9

Abstract:

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VAR, supply shock, demand shock, bivariate VAR, aggregate supply, aggregate demand, slope of aggregate supply

3.

Racial Disparity in U.S. Imprisonment Across States and Over Time

Number of pages: 39 Posted: 13 Oct 2017
Walter Enders, Paul Pecorino and Anne-Charlotte Souto
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama
Downloads 209 (203,309)

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Incarceration, Racial Disparity, 1994 Crime Bill

4.

Is the Taylor Rule Missing? A Statistical Investigation

Number of pages: 39 Posted: 04 May 2005
Helle Bunzel and Walter Enders
Iowa State University - Department of Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 181 (231,089)
Citation 2

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Taylor rule, interest rate

5.

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Studies in Nonlinear Dynamics and Econometrics, Forthcoming
Number of pages: 28 Posted: 06 Aug 2007
Walter Enders, Barry Falk and Pierre L. Siklos
University of Alabama - Department of Economics, Finance and Legal Studies, Iowa State University and Wilfrid Laurier University - School of Business & Economics
Downloads 171 (242,498)
Citation 1

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threshold models, confidence intervals, Monte Carlo

6.

The Effect of Robust Growth on Poverty: A Nonlinear Analysis

University of Alabama EFL Working Paper No. 01-02-01
Number of pages: 21 Posted: 21 Feb 2001
Gary A. Hoover and Walter Enders
University of Oklahoma and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 144 (279,188)

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7.

The Taylor Rule and 'Opportunistic' Monetary Policy

CREATES Research Paper No. 2010-4
Number of pages: 36 Posted: 27 Jan 2010
Helle Bunzel and Walter Enders
Iowa State University - Department of Economics and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 130 (302,066)
Citation 6

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Threshold regression, Nonlinear Taylor rule, Opportunistic Monetary Policy

8.

A Comparison of the Information in the LIBOR and CMT Term Structures of Interest Rates

Number of pages: 41 Posted: 12 Feb 2014
Robert Brooks, Brandon N. Cline and Walter Enders
University of Alabama - Department of Economics, Finance and Legal Studies, Mississippi State University and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 127 (307,345)

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Term Structure, Expectations Hypothesis, LIBOR, Forward Rates

9.

Smooth Volatility Shifts and Spillovers in U.S. Crude Oil and Corn Futures Markets

Journal of Empirical Finance, Vol. 38, Part A, September 2016, Pages 22-36, ISSN 0927-5398, DOI 10.1016/j.jempfin.2016.05.005.
Number of pages: 33 Posted: 12 Dec 2016
Pavel Teterin, Robert Brooks and Walter Enders
University of Toledo - College of Business and Innovation, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 101 (360,344)
Citation 1

Abstract:

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corn futures, crude oil futures, multivariate GARCH, volatility breaks, Fourier flexible form, variance impulse response function

10.

A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

Journal of Time Series Analysis, Vol. 27, No. 3, pp. 381-409, May 2006
Number of pages: 29 Posted: 08 May 2006
Ralf Becker, Walter Enders and Junsoo Lee
University of Manchester, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 19 (710,375)
Citation 7

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11.

Plagiarism and its Impact on the Economics Profession

Bulletin of Economic Research, Vol. 60, Issue 3, pp. 231-243, July 2008
Number of pages: 13 Posted: 17 Jun 2008
Daniel G. Arce, Walter Enders and Gary A. Hoover
affiliation not provided to SSRN, University of Alabama - Department of Economics, Finance and Legal Studies and affiliation not provided to SSRN
Downloads 9 (800,321)
Citation 2

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12.

A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 4, pp. 574-599, 2012
Number of pages: 26 Posted: 05 Jul 2012
Walter Enders and Junsoo Lee
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 2 (877,636)
Citation 6

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13.

Sharp Breaks or Smooth Shifts? An Investigation of the Evolution of Primary Commodity Prices

American Journal of Agricultural Economics, Vol. 94, Issue 3, pp. 659-673, 2012
Number of pages: 15 Posted: 15 Apr 2020
Walter Enders
University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 1 (892,065)
Citation 7

Abstract:

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nonlinear trends, shifting–mean autoregression, unit root tests

14.

Sources of the Great Moderation: A Time-Series Analysis of GDP Subsectors

Journal of Economic Dynamics and Control, Vol. 35, No. 1, 2011
Posted: 21 Aug 2012
Walter Enders and Jun Ma
University of Alabama - Department of Economics, Finance and Legal Studies and Northeastern University - Department of Economics

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volatility reduction, endogenous break, Markov regime-switching, monetary policy

15.

Identifying Aggregate Demand and Supply Shocks in a Small Open Economy

Oxford Economic Papers, Vol. 59, Issue 3, pp. 411-429, 2007
Posted: 24 Jun 2008
Walter Enders and Stan Hurn
University of Alabama - Department of Economics, Finance and Legal Studies and Queensland University of Technology - School of Economics and Finance

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JEL classifications: E3, C32

16.

Asymmetric Price Adjustment and the Phillips Curve

Posted: 13 Jul 2002
Walter Enders and Stan Hurn
University of Alabama - Department of Economics, Finance and Legal Studies and Queensland University of Technology - School of Economics and Finance

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17.

Do Real Wages Respond Asymmetrically to Unemployment Shocks? Evidence from the U.S. And Canada

Posted: 23 Sep 2001
Selahattin Dibooglu and Walter Enders
University of Missouri at Saint Louis - Department of Economics and University of Alabama - Department of Economics, Finance and Legal Studies

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