Stephen J. Perez

California State University, Sacramento - Department of Economics

6000 J Street

Sacramento, CA 95819-6082

United States

SCHOLARLY PAPERS

8

DOWNLOADS

838

SSRN CITATIONS
Rank 16,564

SSRN RANKINGS

Top 16,564

in Total Papers Citations

6

CROSSREF CITATIONS

59

Scholarly Papers (8)

1.

Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2

Economics Research Initiatives at Duke Working Paper No. 19
Number of pages: 27 Posted: 04 Jun 2008 Last Revised: 26 Feb 2009
Kevin D. Hoover, Selva Demiralp and Stephen J. Perez
Duke University - Departments of Economics and Philosophy, Koc University - Department of Economics and California State University, Sacramento - Department of Economics
Downloads 233 (156,239)
Citation 2

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M2, monetary aggregates, causality, causal analysis, graph theory, monetary policy, quantity theory of money, PcGets, Autometrics, search algorithms

Truth and Robustness in Cross-Country Growth Regressions

Number of pages: 59 Posted: 27 Feb 2001
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 177 (201,336)
Citation 6

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growth, cross-country growth regressions, extreme-bounds analysis, general-to-specific specification search

Truth and Robustness in Cross-Country Growth Regressions

Number of pages: 34 Posted: 16 Dec 2004
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 16 (660,181)
Citation 1
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3.

A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression

Number of pages: 38 Posted: 02 Apr 2006
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 160 (219,328)
Citation 1

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vector autoregression (VAR), structural vector autoregression (SVAR), causality, causal order, Choleski order, causal search algorithms, graph-theoretic methods

4.

Evaluating Specification Search in Cross-Country Growth Regressions: Extreme Bounds vs. General-to-Specific Methodologies

Number of pages: 53 Posted: 30 Sep 2001
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 153 (227,709)

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specification search, extreme-bounds analysis, general-to-specific specification search, LSE econometric methodology, growth, cross-country growth regressions, multiple imputation

5.

Still Puzzling: Evaluating the Price Puzzle in an Empirically Identified Structural Vector Autoregression

Number of pages: 55 Posted: 19 May 2009
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 83 (351,023)
Citation 3

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price puzzle, monetary policy, inflation, graph theory, causality, causal search, PC algorithm, output gap, SVAR, cost channel, commodity prices, transmission mechanism

6.

Monetary Policy Does Matter: Control Causality and Superexogeneity

Number of pages: 14 Posted: 10 Feb 2003
Stephen J. Perez
California State University, Sacramento - Department of Economics
Downloads 15 (644,098)
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7.

A Bootstrap Method for Identifying and Evaluating a Structural Vector Auto-regression

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 4, pp. 509-533, August 2008
Number of pages: 25 Posted: 22 Jul 2008
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 1 (756,531)
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8.

Data Mining Reconsidered: Encompassing and the General-to-Specific Approach to Specification Search

UC Davis Working Paper #97-27
Posted: 21 Jan 1998
Kevin D. Hoover and Stephen J. Perez
Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics

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