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Details about Melvin J. Hinich

This author is deceased (2010-09-06).

Access statistics for papers by Melvin J. Hinich.

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Short-id: phi67


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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 Downloads
    Also in Econometrics, EconWPA (1997) Downloads View citations (15)

    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 Downloads
    Also in Macroeconomics, EconWPA Downloads View citations (13)

    See also Chapter (2011)
    Journal Article in Macroeconomic Dynamics (2000)

2010

  1. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article in Open Economies Review (2012)
  2. Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices
    Discussion Papers Series, University of Queensland, School of Economics Downloads

2009

  1. 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 Downloads View citations (1)

2008

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (1)
    See also Journal Article in Energy Economics (2010)
  3. 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 Downloads
  4. Randomly Modulated Periodic Signals in Australias National Electricity Market
    Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia Downloads View citations (2)
    See also Journal Article in The Energy Journal (2008)
  5. 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 Downloads View citations (1)

2003

  1. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, EconWPA Downloads
  2. 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 Downloads View citations (3)

2001

  1. 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 Downloads

1992

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

1981

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

1978

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

1976

  1. Equilibrium in Spatial Voting: The Median Voter Result is an Artifact
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
    See also Journal Article in Journal of Economic Theory (1977)
  2. 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 Downloads View citations (1)
    See also Journal Article in Public Choice (1978)

Undated

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

Journal Articles

2014

  1. Testing for non-linear and time irreversible probabilistic structure in high frequency financial time series data
    Journal of the Royal Statistical Society Series A, 2014, 177, (3), 643-659 Downloads

2013

  1. Beyond the left–right cleavage: Exploring American political choice space
    Journal of Theoretical Politics, 2013, 25, (1), 75-104 Downloads

2012

  1. Episodic Nonlinearity in Leading Global Currencies
    Open Economies Review, 2012, 23, (2), 337-357 Downloads View citations (4)
    See also Working Paper (2010)

2011

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

2010

  1. An investigation of duration dependence in the American stock market cycle
    Journal of Applied Statistics, 2010, 37, (8), 1407-1416 Downloads View citations (3)
  2. 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 Downloads View citations (2)
    See also Working Paper (2008)
  3. IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
    Macroeconomic Dynamics, 2010, 14, (S1), 88-110 Downloads View citations (1)
  4. 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 Downloads View citations (1)
  5. INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES
    Macroeconomic Dynamics, 2010, 14, (S1), 1-2 Downloads

2009

  1. DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
    Macroeconomic Dynamics, 2009, 13, (04), 523-534 Downloads
  2. The Weak-form Efficiency of Chinese Stock Markets
    Journal of Emerging Market Finance, 2009, 8, (2), 133-163 Downloads View citations (7)

2008

  1. 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 Downloads View citations (22)
  2. Randomly Modulated Periodic Signals in Australias National Electricity Market
    The Energy Journal, 2008, Volume 29, (Number 3), 105-130 Downloads View citations (6)
    See also Working Paper (2008)
  3. The Nonlinear Dynamics of Foreign Reserves and Currency Crises
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4), 1-18 Downloads View citations (4)
  4. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 Downloads View citations (22)

2007

  1. A Class Test for Fractional Integration
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (2), 1-24 Downloads View citations (3)
  2. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
    Journal of the American Statistical Association, 2007, 102, 68-74 Downloads View citations (11)
  3. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
    Energy Economics, 2007, 29, (1), 94-104 Downloads View citations (5)
  4. GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
    Applied Economics, 2007, 39, (19), 2529-2533 Downloads View citations (5)
  5. Identification and Estimation of Structural-Change Models with Misclassification
    Economics Bulletin, 2007, 3, (36), 1-19 Downloads
  6. Nonlinear event detection in the Chilean stock market
    Applied Economics Letters, 2007, 14, (13), 987-991 Downloads View citations (7)

2006

  1. Detecting intraday periodicities with application to high frequency exchange rates
    Journal of the Royal Statistical Society Series C, 2006, 55, (2), 241-259 Downloads View citations (3)
  2. Episodic nonlinearity in Latin American stock market indices
    Applied Economics Letters, 2006, 13, (3), 195-199 Downloads View citations (13)
  3. In memoriam: Otto “Toby” Davis, 1934–2006
    Public Choice, 2006, 128, (3), 357-359 Downloads
  4. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 1-15 Downloads View citations (1)
    See also Chapter (2007)
  5. Structural change in macroeconomic time series: A complex systems perspective
    Journal of Macroeconomics, 2006, 28, (1), 136-150 Downloads View citations (10)

2005

  1. Cross-temporal universality of non-linear dependencies in Asian stock markets
    Economics Bulletin, 2005, 7, (1), 1-6 Downloads View citations (4)
  2. Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 1-15 Downloads View citations (6)
  3. Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
    Economics Bulletin, 2005, 7, (6), 1-5 Downloads View citations (3)
  4. Statistical Inadequacy of GARCH Models for Asian Stock Markets
    Journal of Emerging Market Finance, 2005, 4, (3), 263-279 Downloads View citations (4)

2003

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

2001

  1. Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting
    Journal of Forecasting, 2001, 20, (3), 181-96 View citations (5)
  2. TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC
    Macroeconomic Dynamics, 2001, 5, (03), 380-412 Downloads View citations (6)

2000

  1. THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE
    Macroeconomic Dynamics, 2000, 4, (02), 197-221 Downloads View citations (12)
    See also Working Paper (2012)
    Chapter (2011)

1999

  1. An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
    Applied Financial Economics, 1999, 9, (6), 605-613 Downloads View citations (1)
  2. Cross-correlations and cross-bicorrelations in Sterling exchange rates
    Journal of Empirical Finance, 1999, 6, (4), 385-404 Downloads View citations (16)
  3. SAMPLING DYNAMICAL SYSTEMS
    Macroeconomic Dynamics, 1999, 3, (04), 602-609 Downloads View citations (1)

1998

  1. Empirical Studies in Comparative Politics
    Public Choice, 1998, 97, (3), 219-27 Downloads
  2. Episodic nonstationarity in exchange rates
    Applied Economics Letters, 1998, 5, (11), 719-722 Downloads View citations (6)
  3. FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
    Macroeconomic Dynamics, 1998, 2, (01), 72-88 Downloads View citations (12)
    See also Working Paper
  4. Ideology and the Construction of Nationality: The Canadian Elections of 1993
    Public Choice, 1998, 97, (3), 401-28 Downloads View citations (1)

1997

  1. A single-blind controlled competition among tests for nonlinearity and chaos
    Journal of Econometrics, 1997, 82, (1), 157-192 Downloads View citations (99)
    See also Working Paper (2012)

1995

  1. Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size
    Journal of Economic Behavior & Organization, 1995, 27, (2), 301-320 Downloads View citations (37)

1994

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

1992

  1. A Spatial Theory of Ideology
    Journal of Theoretical Politics, 1992, 4, (1), 5-30 Downloads View citations (1)

1989

  1. A general probabilistic spatial theory of elections
    Public Choice, 1989, 61, (2), 101-113 Downloads View citations (22)
  2. Monitoring monetary aggregates under risk aversion
    Proceedings, 1989, 189-245 View citations (13)

1986

  1. Discussion of "The positive theory of legislative institutions"
    Public Choice, 1986, 50, (1), 179-183 Downloads
  2. The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
    Journal of Econometrics, 1986, 33, (1-2), 165-185 Downloads View citations (13)

1985

  1. Evidence of Nonlinearity in Daily Stock Returns
    Journal of Business & Economic Statistics, 1985, 3, (1), 69-77 View citations (56)
  2. Identification of the coefficients in a non-linear: time series of the quadratic type
    Journal of Econometrics, 1985, 30, (1-2), 269-288 Downloads View citations (4)
  3. Reply to Marsh's note
    Journal of Econometrics, 1985, 30, (1-2), 297-299 Downloads

1984

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

1981

  1. Voting as an act of contribution
    Public Choice, 1981, 36, (1), 135-140 Downloads View citations (9)

1979

  1. Some aspects of the political economy of election campaign contribution laws
    Public Choice, 1979, 34, (3), 435-461 Downloads View citations (2)

1978

  1. Some evidence on non-voting models in the spatial theory of electoral competition
    Public Choice, 1978, 33, (2), 83-102 Downloads View citations (3)
    See also Working Paper (1976)

1977

  1. Equilibrium in spatial voting: The median voter result is an artifact
    Journal of Economic Theory, 1977, 16, (2), 208-219 Downloads View citations (63)
    See also Working Paper (1976)

1975

  1. Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns
    Journal of Financial and Quantitative Analysis, 1975, 10, (04), 687-687 Downloads View citations (1)
  2. 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 Downloads View citations (27)

1972

  1. Nonvoting and the existence of equilibrium under majority rule
    Journal of Economic Theory, 1972, 4, (2), 144-153 Downloads View citations (34)
  2. Social Preference Orderings and Majority Rule
    Econometrica, 1972, 40, (1), 147-57 Downloads View citations (54)

1971

  1. Social welfare and electoral competition in democratic societies
    Public Choice, 1971, 11, (1), 73-87 Downloads View citations (3)

1970

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

1969

  1. Abstentions and equilibrium in the electoral process
    Public Choice, 1969, 7, (1), 81-106 Downloads View citations (11)

1968

  1. On the power and importance of the mean preference in a mathematical model of democratic choice
    Public Choice, 1968, 5, (1), 59-72 Downloads View citations (3)

1966

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

Edited books

1993

  1. Political Economy: Institutions, Competition and Representation
    Cambridge Books, Cambridge University Press
  2. Political Economy: Institutions, Competition and Representation
    Cambridge Books, Cambridge University Press

Chapters

2011

  1. The Exact Theoretical Rational Expectations Monetary Aggregate
    Chapter 2 in Financial Aggregation And Index Number Theory, 2011, pp 53-84 Downloads
    See also Journal Article in Macroeconomic Dynamics (2000)
    Working Paper (2012)

2007

  1. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Chapter 19 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 256-267 Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
 
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