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Details about Prof. Abdulnasser Hatemi-J

E-mail:
Homepage:http://www.his.se/hatb
Phone:+46 500 44 87 31
Postal address:Department of Economics and Finance, University of Skövde, P.O. Box 408, SE-541 28, Skövde, Sweden.
Workplace:Nationalekonomi (Economics), Högskolan i Skövde, (more information at EDIRC)

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


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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

  1. 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 Downloads
  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 Downloads
  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 Downloads
  4. The Fisher effect: a Kalman filter approach to detecting structural change
    Applied Economics Letters, 2008, 15, (8), 619-624 Downloads

2007

  1. Capital mobility in Sweden: a time-varying parameter approach
    Applied Economics Letters, 2007, 14, (15), 1115-1118 Downloads
  2. 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 Downloads
  3. Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility
    Applied Financial Economics, 2007, 17, (15), 1245-1250 Downloads

2006

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

2005

  1. A test for multivariate ARCH effects
    Applied Economics Letters, 2005, 12, (7), 411-417 Downloads View citations
  2. An alternative method to test for contagion with an application to the Asian financial crisis
    Applied Financial Economics Letters, 2005, 1, (6), 343-347 Downloads View citations
  3. 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 Downloads
  4. Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
    Applied Financial Economics, 2005, 15, (8), 539-546 Downloads View citations
  5. Is the tourism-led growth hypothesis valid for Turkey?
    Applied Economics Letters, 2005, 12, (8), 499-504 Downloads View citations
  6. Stock Price and Volume Relation in Emerging Markets
    Emerging Markets Finance and Trade, 2005, 41, (1), 29-44 Downloads
  7. The effect of regime shifts on the long-run relationships for Swedish money demand
    Applied Economics, 2005, 37, (15), 1731-1736 Downloads

2004

  1. 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 Downloads View citations
  2. 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 Downloads View citations
  3. Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis
    Empirica, 2004, 31, (1), 55-67 Downloads
  4. Multivariate tests for autocorrelation in the stable and unstable VAR models
    Economic Modelling, 2004, 21, (4), 661-683 Downloads View citations
  5. The effect of exchange rate changes on trade balances in the short and long run
    The Economics of Transition, 2004, 12, (4), 777-799 Downloads View citations

2003

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

2002

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

2001

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

2000

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

1999

  1. The Causal Nexus of Government Spending and Revenue in Finland: A Bootstrap Approach
    Applied Economics Letters, 1999, 6, (10), 641-44 Downloads View citations
 
 
Page updated 2008-10-07