Details about Melvin J. Hinich

Access statistics for papers by Melvin J. Hinich.

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Short-id: phi67

Working Papers

2012

1. A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS*
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   Also in Econometrics, EconWPA (1997) View citations (20)
   See also Journal Article in Journal of Econometrics (1997)
2. The Exact Theoretical Rational Expectations Monetary Aggregate
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   Also in Macroeconomics, EconWPA View citations (13)
   See also Journal Article in Macroeconomic Dynamics (2000)

2010

3. Episodic Nonlinearity in Leading Global Currencies
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of International Economic Relations and Development
   See also Journal Article in Open Economies Review (2012)
4. Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices
   Discussion Papers Series, University of Queensland, School of Economics

2009

5. The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy
   MPRA Paper, University Library of Munich, Germany

2008

6. An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles
   Discussion Papers Series, University of Queensland, School of Economics View citations (1)
7. Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?
   Discussion Papers Series, University of Queensland, School of Economics View citations (2)
   See also Journal Article in Energy Economics (2010)
8. Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect
   Discussion Papers Series, University of Queensland, School of Economics
9. The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market
   Discussion Papers Series, University of Queensland, School of Economics

2003

10. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, EconWPA
11. Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
    ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University View citations (3)

2001

12. A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
    ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University

1992

13. Estimating linear filters with errors in variables using the Hilbert transform
    Staff Report, Federal Reserve Bank of Minneapolis

1981

14. A method for estimating distributed lags when observations are randomly missing
    Staff Report, Federal Reserve Bank of Minneapolis

1978

15. A Spatial Model of Leftist Ideological Shifts in Arab Politics
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1976

16. Equilibrium in Spatial Voting: The Median Voter Result is an Artifact
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    See also Journal Article in Journal of Economic Theory (1977)
17. Some Evidence on Non-Voting Models in the Spatial Theory of Electoral Competition
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations (1)

Undated

18. A Frequency Domain Test of Time Reversibility
    Working Papers, East Carolina University, Department of Economics View citations (10)
    See also Journal Article in Macroeconomic Dynamics (1998)

Journal Articles

2012

1. Episodic Nonlinearity in Leading Global Currencies
   Open Economies Review, 2012, 23, (2), 337-357 View citations (1)
   See also Working Paper (2010)

2011

2. Detecting and modeling nonlinearity in the gas furnace data
   Computational Statistics, 2011, 26, (1), 77-93

2010

3. An investigation of duration dependence in the American stock market cycle
   Journal of Applied Statistics, 2010, 37, (8), 1407-1416 View citations (1)
4. Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
   Energy Economics, 2010, 32, (5), 1082-1091
   See also Working Paper (2008)
5. IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
   Macroeconomic Dynamics, 2010, 14, (S1), 88-110
6. INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
   Macroeconomic Dynamics, 2010, 14, (S1), 42-58
7. INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES
   Macroeconomic Dynamics, 2010, 14, (S1), 1-2

2009

8. DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
   Macroeconomic Dynamics, 2009, 13, (04), 523-534

2008

9. Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (5), 527-544 View citations (7)
10. Randomly Modulated Periodic Signals in Australias National Electricity Market
    The Energy Journal, 2008, Volume 29, (Number 3), 105-130 View citations (4)
11. The Nonlinear Dynamics of Foreign Reserves and Currency Crises
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4), 2 View citations (1)
12. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 View citations (6)

2007

13. A Class Test for Fractional Integration
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (2), 5 View citations (1)
14. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
    Journal of the American Statistical Association, 2007, 102, 68-74 View citations (7)
15. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
    Energy Economics, 2007, 29, (1), 94-104 View citations (1)
16. GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
    Applied Economics, 2007, 39, (19), 2529-2533 View citations (4)
17. Nonlinear event detection in the Chilean stock market
    Applied Economics Letters, 2007, 14, (13), 987-991 View citations (3)

2006

18. Detecting intraday periodicities with application to high frequency exchange rates
    Journal of the Royal Statistical Society Series C, 2006, 55, (2), 241-259 View citations (2)
19. Episodic nonlinearity in Latin American stock market indices
    Applied Economics Letters, 2006, 13, (3), 195-199 View citations (3)
20. In memoriam: Otto “Toby” Davis, 1934–2006
    Public Choice, 2006, 128, (3), 357-359
21. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 5
22. Structural change in macroeconomic time series: A complex systems perspective
    Journal of Macroeconomics, 2006, 28, (1), 136-150 View citations (4)

2005

23. Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 3 View citations (5)

2003

24. RISK WHEN SOME STATES ARE LOW-PROBABILITY EVENTS
    Macroeconomic Dynamics, 2003, 7, (04), 636-643

2001

25. Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting
    Journal of Forecasting, 2001, 20, (3), 181-96 View citations (1)
26. TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC
    Macroeconomic Dynamics, 2001, 5, (03), 380-412 View citations (4)

2000

27. THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE
    Macroeconomic Dynamics, 2000, 4, (02), 197-221 View citations (12)
    See also Working Paper (2012)

1999

28. An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
    Applied Financial Economics, 1999, 9, (6), 605-613 View citations (1)
29. Cross-correlations and cross-bicorrelations in Sterling exchange rates
    Journal of Empirical Finance, 1999, 6, (4), 385-404 View citations (11)
30. SAMPLING DYNAMICAL SYSTEMS
    Macroeconomic Dynamics, 1999, 3, (04), 602-609 View citations (2)

1998

31. Empirical Studies in Comparative Politics
    Public Choice, 1998, 97, (3), 219-27
32. Episodic nonstationarity in exchange rates
    Applied Economics Letters, 1998, 5, (11), 719-722 View citations (2)
33. FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
    Macroeconomic Dynamics, 1998, 2, (01), 72-88 View citations (9)
    See also Working Paper
34. Ideology and the Construction of Nationality: The Canadian Elections of 1993
    Public Choice, 1998, 97, (3), 401-28

1997

35. A single-blind controlled competition among tests for nonlinearity and chaos
    Journal of Econometrics, 1997, 82, (1), 157-192 View citations (64)
    See also Working Paper (2012)

1995

36. Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size
    Journal of Economic Behavior & Organization, 1995, 27, (2), 301-320 View citations (30)

1994

37. A Test of the Predictive Dimensions Model in Spatial Voting Theory
    Public Choice, 1994, 78, (2), 155-69 View citations (2)

1989

38. A general probabilistic spatial theory of elections
    Public Choice, 1989, 61, (2), 101-113 View citations (11)
39. Monitoring monetary aggregates under risk aversion
    Proceedings, 1989, 189-245 View citations (13)

1986

40. The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
    Journal of Econometrics, 1986, 33, (1-2), 165-185 View citations (9)

1985

41. Evidence of Nonlinearity in Daily Stock Returns
    Journal of Business & Economic Statistics, 1985, 3, (1), 69-77 View citations (35)
42. Identification of the coefficients in a non-linear: time series of the quadratic type
    Journal of Econometrics, 1985, 30, (1-2), 269-288 View citations (4)
43. Reply to Marsh's note
    Journal of Econometrics, 1985, 30, (1-2), 297-299

1984

44. Necessary and sufficient conditions for single-peakedness in public economic models
    Journal of Public Economics, 1984, 25, (1-2), 161-179 View citations (1)

1977

45. Equilibrium in spatial voting: The median voter result is an artifact
    Journal of Economic Theory, 1977, 16, (2), 208-219 View citations (37)
    See also Working Paper (1976)

1975

46. Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns
    Journal of Financial and Quantitative Analysis, 1975, 10, (04), 687-687 View citations (1)
47. Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
    Journal of Econometrics, 1975, 3, (3), 297-318 View citations (25)

1972

48. Nonvoting and the existence of equilibrium under majority rule
    Journal of Economic Theory, 1972, 4, (2), 144-153 View citations (17)
49. Social Preference Orderings and Majority Rule
    Econometrica, 1972, 40, (1), 147-57 View citations (41)

1970

50. Detecting "Small" Mean Shifts in Time Series
    Management Science, 1970, 17, (3), 189-199

1966

51. Theory and Application of an Estimation Model for Time Series with Nonstationary Means
    Management Science, 1966, 12, (9), 648-658 View citations (1)

Edited books

1993

1. Political Economy: Institutions, Competition and Representation
   Cambridge Books, Cambridge University Press View citations (3)