Mark E. Wohar

University of Nebraska at Omaha

UNO/CBA Distinguished Professor

Department of Economics

6708 Pine Street MH 332S

Omaha, NE 68182

United States

http://cba.unomaha.edu/faculty/mwohar/WEB/homepage.html

SCHOLARLY PAPERS

27

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CITATIONS
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18

Scholarly Papers (27)

1.

Forecasting Returns: New European Evidence

Number of pages: 42 Posted: 07 Nov 2012
Steven J. Jordan, Andrew Vivian and Mark E. Wohar
Econometric Solutions, Loughborough University and University of Nebraska at Omaha
Downloads 258 (87,390)

Abstract:

Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets

2.

Estimating Taylor-Type Rules: An Unbalanced Regression?

Number of pages: 56 Posted: 19 Nov 2004
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha
Downloads 222 (98,358)
Citation 8

Abstract:

Taylor rules, stationarity, cointegration

3.

Predictability and Underreaction in Industry-Level Returns: Evidence from Commodity Markets

Number of pages: 47 Posted: 16 Feb 2012 Last Revised: 12 Sep 2013
Board of Governors of the Federal Reserve System, Loughborough University and University of Nebraska at Omaha
Downloads 198 (108,480)

Abstract:

Asset pricing, Commodity markets, Equity markets, Industry-level returns, Information and market efficiency, Predictability, Underreaction

4.

The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act

Number of pages: 26 Posted: 29 Oct 1997
William J. Crowder and Mark E. Wohar
University of Texas at Arlington - College of Business Administration - Department of Economics and University of Nebraska at Omaha
Downloads 190 (131,131)

Abstract:

5.

Are Tax Effects Important in the Long-Run Fisher Relation? Evidence from the Municipal Bond Market

Number of pages: 11 Posted: 07 May 1997
William J. Crowder and Mark E. Wohar
University of Texas at Arlington - College of Business Administration - Department of Economics and University of Nebraska at Omaha
Downloads 150 (163,026)
Citation 3

Abstract:

6.

An Unobserved Components Model That Yields Business and Medium-Run Cycles

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 28 Posted: 24 Apr 2011 Last Revised: 25 Feb 2014
Jun Ma and Mark E. Wohar
University of Alabama - Department of Economics, Finance and Legal Studies and University of Nebraska at Omaha
Downloads 97 (214,383)

Abstract:

Unobserved Components model, trend-cycle decomposition

7.

Expected Returns and Expected Dividend Growth: Time to Rethink an Established Empirical Literature

Number of pages: 48 Posted: 08 Mar 2011 Last Revised: 18 Mar 2014
Jun Ma and Mark E. Wohar
University of Alabama - Department of Economics, Finance and Legal Studies and University of Nebraska at Omaha
Downloads 85 (232,732)

Abstract:

stock price decomposition, state-space model, weak identification

8.

Economically-Linked Economies and Forecasting Chinese Stock Returns

Number of pages: 21 Posted: 07 Nov 2012
Steven J. Jordan, Mark E. Wohar and Andrew Vivian
Econometric Solutions, University of Nebraska at Omaha and Loughborough University
Downloads 80 (239,292)

Abstract:

China, forecast, import, export, macroeconomics, forecast combinations

9.

Erratum to 'The Prebisch-Singer Hypothesis: Four Centuries of Evidence' (Review of Economics and Statistics, 2010, 92, 367-377)

Number of pages: 5 Posted: 31 Jan 2013
University of Nottingham - School of Economics, University of Essex - Department of Accounting, Finance & Management, Monash University and University of Nebraska at Omaha
Downloads 78 (195,795)

Abstract:

10.

The Relationship between Temperature and CO2 Emissions: Evidence from a Short and Very Long Dataset

Number of pages: 27 Posted: 31 Jan 2012
David G. McMillan and Mark E. Wohar
University of Stirling and University of Nebraska at Omaha
Downloads 77 (227,861)

Abstract:

Temperature, CO2, Stationarity, VAR

11.

Sources of the Stock Price Fluctuations in Chinese Equity Market

European Journal of Finance, Forthcoming
Number of pages: 37 Posted: 21 Aug 2012
Zhenhua Su, Jun Ma and Mark E. Wohar
Zhejiang University, University of Alabama - Department of Economics, Finance and Legal Studies and University of Nebraska at Omaha
Downloads 54 (286,972)

Abstract:

price decomposition, state-space model, Chinese equity market

12.

Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes

CEPR Discussion Paper No. 3983
Number of pages: 39 Posted: 10 Sep 2003
Lucio Sarno, Giorgio Valente and Mark E. Wohar
City University London - Sir John Cass Business School, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and University of Nebraska at Omaha
Downloads 24 (428,933)
Citation 6
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Abstract:

Foreign exchange, monetary fundamentals, non-linearity, regime switching

13.

A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures

Manchester School, Vol. 72, No. 2, pp. 261-282, March 2004
Number of pages: 22 Posted: 17 Mar 2004
Robert Sollis and Mark E. Wohar
Newcastle University (UK) and University of Nebraska at Omaha
Downloads 20 (449,671)
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Abstract:

14.

A Panel Analysis of the Stock Return–Dividend Yield Relation: Predicting Returns and Dividend Growth

The Manchester School, Vol. 81, Issue 3, pp. 386-400, 2013
Number of pages: 15 Posted: 17 Apr 2013
David G. McMillan and Mark E. Wohar
University of Stirling and University of Nebraska at Omaha
Downloads 1 (551,705)
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Abstract:

15.

Profit Persistence Revisited: The Case of the UK

The Manchester School, Vol. 79, Issue 3, pp. 510-527, 2011
Number of pages: 18 Posted: 21 Apr 2011
David G. McMillan and Mark E. Wohar
University of Stirling and University of Nebraska at Omaha
Downloads 1 (551,705)
Citation 1
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Abstract:

16.

The Effects of Brexit on the Pound: Towards a Currency Crisis?

Number of pages: 14 Posted: 24 Jul 2017
Vasilios Plakandaras, Rangan Gupta and Mark E. Wohar
Democritus University of Thrace, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 0 (475,713)

Abstract:

Brexit, Economic Uncertainty, Machine Learning

17.

Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data

Number of pages: 28 Posted: 24 Jul 2017
Democritus University of Thrace, University of Navarra - Faculty of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 0 (496,514)

Abstract:

Dynamic Probit Models, Support Vector Machines, U.S. Recessions

18.

A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set

Financial Review, Vol. 52, Issue 3, pp. 405-433, 2017
Number of pages: 29 Posted: 18 Jul 2017
Paul Jones, Eric Olson and Mark E. Wohar
Pepperdine University - Economics, Independent and University of Nebraska at Omaha
Downloads 0 (566,018)
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Abstract:

informational sufficiency, FAVAR, stock returns

19.

U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict

Number of pages: 19 Posted: 19 Jun 2017
University of Pretoria - Department of Economics, Northumbria University, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 0 (506,424)

Abstract:

Quantile structural VAR, fiscal policy, stock prices, house prices, partisan conflict

20.

Forecasting US Inflation Using Dynamic General‐To‐Specific Model Selection

Bulletin of Economic Research, Vol. 68, Issue 2, pp. 151-167, 2016
Number of pages: 17 Posted: 11 Apr 2016
Timberlake Consultants, University of Glasgow - Department of Economics and University of Nebraska at Omaha
Downloads 0 (551,705)
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Abstract:

dynamic general‐to‐specific, inflation forecasting

21.

Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries

Real Estate Economics, Forthcoming
Posted: 20 Mar 2015
Brunel University - Centre for Empirical Finance, University of Minho and University of Nebraska at Omaha

Abstract:

consumption-wealth ratio, housing returns

22.

Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns

Journal of Financial Econometrics, Vol. 4, No. 2, pp. 238-274, 2006
Posted: 29 Feb 2008
David E. Rapach and Mark E. Wohar
Seattle University, Albers School of Business and Economics and University of Nebraska at Omaha

Abstract:

financial variables, predictive regression model, real stock returns, structural breaks

23.

Identifying Regime Changes in Market Volatility

Journal of Financial Research, Forthcoming
Posted: 15 Feb 2005
Weiyu Guo and Mark E. Wohar
University of Nebraska at Omaha - Department of Finance, Banking & Law and University of Nebraska at Omaha

Abstract:

Volatility, regime change

24.

Technological Convergence Among US Regions and States

Economics of Innovation and New Technology, Vol. 13, No. 2, pp. 101-126, March 2004
Posted: 02 Dec 2003
Catherine Y. Co and Mark E. Wohar
University of Nebraska at Omaha - Department of Economics and University of Nebraska at Omaha

Abstract:

25.

Nonlinear Dynamics and Covered Interest Rate Parity

Empirical Economics, Vol. 23, Issue 4, 1998
Posted: 30 Dec 1998
Nathan S. Balke and Mark E. Wohar
Southern Methodist University (SMU) - Department of Economics and University of Nebraska at Omaha

Abstract:

26.

Real Interest Rate Parity: A New Test with International Data

Posted: 20 Jul 1998
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha

Abstract:

Convergence in Interest Rates and Inflation Rates across Countries and over Time

REVIEW OF INTERNATIONAL ECONOMICS
Posted: 10 Oct 1996
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha

Abstract:

Convergence in Interest Rates and Inflation Rates: Across Countries and Over Time

Posted: 07 Dec 1995
Pierre L. Siklos and Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics and University of Nebraska at Omaha

Abstract: