Details about John Elder

Access statistics for papers by John Elder.

Last updated 2009-08-11. Update your information in the RePEc Author Service.

Short-id: pel72

Working Papers

2008

1. Macroeconomic Uncertainty and Performance in Asian Countries
   Discussion Paper Series, Department of Economics, University of Macedonia

2004

2. A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS
   2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
   See also Journal Article in International Review of Economics & Finance (2006)

Journal Articles

2009

1. Macroeconomic Uncertainty and Performance in Asian Countries *
   Review of Development Economics, 2009, 13, (2), 215-229

2008

2. A bivariate zero-inflated count data regression model with unrestricted correlation
   Economics Letters, 2008, 100, (2), 245-248
3. Long memory in energy futures prices
   Review of Financial Economics, 2008, 17, (2), 146-155

2007

4. A simple bivariate count data regression model
   Economics Bulletin, 2007, 3, (11), 1-10

2006

5. A reexamination of fractional integrating dynamics in foreign currency markets
   International Review of Economics & Finance, 2006, 15, (1), 120-135 View citations
   See also Working Paper (2004)

2005

6. DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION
   Journal of Financial Research, 2005, 28, (2), 197-213

2004

7. Another Perspective on the Effects of Inflation Uncertainty
   Journal of Money, Credit and Banking, 2004, 36, (5), 911-28 View citations
8. More on F versus t tests for unit roots when there is no trend
   Economics Bulletin, 2004, 3, (37), 1-6

2003

9. An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
   Economics Letters, 2003, 79, (1), 21-26 View citations

2001

10. Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?
    Journal of Macroeconomics, 2001, 23, (1), 73-97
11. F versus t tests for unit roots
    Economics Bulletin, 2001, 3, 1-6 View citations
12. Testing for Unit Roots: What Should Students Be Taught?
    Journal of Economic Education, 2001, 32, (2), 137-146 View citations

2000

13. Generalized bivariate count data regression models
    Economics Letters, 2000, 68, (1), 31-36 View citations

1997

14. Estimating the arbitrage pricing theory with observed macro factors
    Economics Letters, 1997, 55, (2), 241-246