Details about Prof. Abdulnasser Hatemi-J

Access statistics for papers by Prof. Abdulnasser Hatemi-J.

Last updated 2008-08-31. Update your information in the RePEc Author Service.

Short-id: pha24

Working Papers

2004

1. Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology
   Working Papers, Örebro University, Swedish Business School
2. The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners
   Econometric Society 2004 Australasian Meetings, Econometric Society

1999

3. Fiscal Policy in Sweden: Effects of EMU Criteria Convergence
   Working Papers, Lund University, Department of Economics View citations
   See Also Journal Article in Economic Modelling (2002)

Journal Articles

2008

1. Estimating banks' equity duration: a panel cointegration approach
   Applied Financial Economics, 2008, 18, (14), 1173-1180
2. Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
   Journal of Economic Methodology, 2008, 15, (4), 239-243
3. Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH
   Journal of Applied Statistics, 2008, 35, (6), 601-615
4. The Fisher effect: a Kalman filter approach to detecting structural change
   Applied Economics Letters, 2008, 15, (8), 619-624

2007

5. Capital mobility in Sweden: a time-varying parameter approach
   Applied Economics Letters, 2007, 14, (15), 1115-1118
6. Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners
   Applied Financial Economics, 2007, 17, (10), 827-835
7. Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility
   Applied Financial Economics, 2007, 17, (15), 1245-1250

2006

8. A bootstrap-corrected causality test: another look at the money–income relationship
   Empirical Economics, 2006, 31, (1), 207-216 View citations
9. A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
   Economic Modelling, 2006, 23, (6), 993-1007
10. Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach
    Applied Economics Letters, 2006, 13, (5), 293-299
11. Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
    Applied Economics, 2006, 38, (13), 1489-1500 View citations
12. The response of industry employment to exchange rate shocks: evidence from panel cointegration
    Applied Economics, 2006, 38, (4), 415-421

2005

13. A test for multivariate ARCH effects
    Applied Economics Letters, 2005, 12, (7), 411-417 View citations
14. An alternative method to test for contagion with an application to the Asian financial crisis
    Applied Financial Economics Letters, 2005, 1, (6), 343-347 View citations
15. Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (4), 87-98
16. Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
    Applied Financial Economics, 2005, 15, (8), 539-546 View citations
17. Is the tourism-led growth hypothesis valid for Turkey?
    Applied Economics Letters, 2005, 12, (8), 499-504 View citations
18. Stock Price and Volume Relation in Emerging Markets
    Emerging Markets Finance and Trade, 2005, 41, (1), 29-44
19. The effect of regime shifts on the long-run relationships for Swedish money demand
    Applied Economics, 2005, 37, (15), 1731-1736

2004

20. An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
    European Journal of Finance, 2004, 10, (6), 475-488 View citations
21. Do birds of the same feather flock together?: The case of the Chinese states equity markets
    Journal of International Financial Markets, Institutions and Money, 2004, 14, (3), 281-294 View citations
22. Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis
    Empirica, 2004, 31, (1), 55-67
23. Multivariate tests for autocorrelation in the stable and unstable VAR models
    Economic Modelling, 2004, 21, (4), 661-683 View citations
24. The effect of exchange rate changes on trade balances in the short and long run
    The Economics of Transition, 2004, 12, (4), 777-799 View citations

2003

25. A new method to choose optimal lag order in stable and unstable VAR models
    Applied Economics Letters, 2003, 10, (3), 135-137 View citations
26. How productivity and domestic output are related to exports and foreign output in the case of Sweden
    Empirical Economics, 2003, 28, (4), 767-782
27. Is the J-Curve Effect Observable for Small North European Economies?
    Open Economies Review, 2003, 14, (2), 119-134 View citations

2002

28. Export performance and economic growth nexus in Japan: a bootstrap approach
    Japan and the World Economy, 2002, 14, (1), 25-33 View citations
29. Fiscal policy in Sweden: effects of EMU criteria convergence
    Economic Modelling, 2002, 19, (1), 121-136 View citations
    See Also Working Paper (1999)
30. Is the Government's Intertemporal Budget Constraint Fulfilled in Sweden? An Application of the Kalman Filter
    Applied Economics Letters, 2002, 9, (7), 433-39 View citations
31. Multivariate-based causality tests of twin deficits in the US
    Journal of Applied Statistics, 2002, 29, (6), 817-824
32. On the Causality between Exchange Rates and Stock Prices: A Note
    Bulletin of Economic Research, 2002, 54, (2), 197-203 View citations

2001

33. Productivity Performance and Export Performance: A Time-Series Perspective
    Eastern Economic Journal, 2001, 27, (2), 149-164 View citations

2000

34. Export performance and economic growth causality: An empirical analysis
    Atlantic Economic Journal, 2000, 28, (4), 412-426 View citations
35. Time-series evidence for Balassa’s export-led growth hypothesis
    Journal of International Trade & Economic Development, 2000, 9, (3), 355-365 View citations

1999

36. The Causal Nexus of Government Spending and Revenue in Finland: A Bootstrap Approach
    Applied Economics Letters, 1999, 6, (10), 641-44 View citations