Details about Paresh Kumar Narayan

Access statistics for papers by Paresh Kumar Narayan.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pna133

Working Papers

2009

1. A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time
   Economics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
2. A Nonlinear Approach to Testing the Unit Root Null Hypothesis: An Application to International Health Expenditures
   Economics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
3. Has the Structural Break Slowed Down Growth Rates of Stock Markets?
   Economics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
4. Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production
   Working Papers in Economics, Göteborg University, Department of Economics
5. THE PRODUCTIVITY-WAGE AND PRODUCTIVITYEMPLOYMENT NEXUS - A PANEL DATA ANALYSIS OF INDIAN MANUFACTURING
   Development Research Unit Working Paper Series, Monash University, Department of Economics
6. Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH
   Working Papers in Economics, Göteborg University, Department of Economics

2007

7. DOES DEMOCRACY FACILITATE ECONOMIC GROWTH OR DOES ECONOMIC GROWTH FACILITATE DEMOCRACY? AN EMPIRICAL STUDY OF SUB-SAHARAN AFRICA
   Monash Economics Working Papers, Monash University, Department of Economics
8. THE MILITARY EXPENDITURE-EXTERNAL DEBT NEXUS: NEW EVIDENCE FROM A PANEL OF MIDDLE EASTERN COUNTRIES
   Monash Economics Working Papers, Monash University, Department of Economics

2006

9. PANEL DATA, COINTEGRATION, CAUSALITY AND WAGNER'S LAW: EMPIRICAL EVIDENCE FROM CHINESE PROVINCES
   Monash Economics Working Papers, Monash University, Department of Economics
   See also Journal Article in China Economic Review (2008)

2005

10. Is there a Natural Rate of Crime?
    Monash Economics Working Papers, Monash University, Department of Economics

2004

11. Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations
    Also in American Law & Economics Association Annual Meetings, American Law & Economics Association
    See also Journal Article in Applied Economics (2006)

Undated

12. ARE SHOCKS TO ENERGY CONSUMPTION PERMANENT OR TEMPORARY? EVIDENCE FROM 182 COUNTRIES
    Monash Economics Working Papers, Monash University, Department of Economics
    See also Journal Article in Energy Policy (2007)

Journal Articles

2009

1. Are health expenditures and GDP characterized by asymmetric behaviour? Evidence from 11 OECD countries
   Applied Economics, 2009, 41, (4), 531-536
2. Estimating money demand functions for South Asian countries
   Empirical Economics, 2009, 36, (3), 685-696
3. Evidence on PPP from a cointegration test with multiple structural breaks
   Applied Economics Letters, 2009, 16, (1), 5-8
4. Has International Trade in Saving Improved US Economic Welfare?
   The Economic Record, 2009, 85, (s1), S2-S9
5. Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data
   International Review of Economics & Finance, 2009, 18, (4), 583-591
6. Modelling Fiji-US exchange rate volatility
   Applied Economics Letters, 2009, 16, (8), 831-834
7. Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries
   Energy Policy, 2009, 37, (1), 229-236 View citations
8. On the Relationship between Stock Prices and Exchange Rates for India
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 289-308
9. The effect of inflation and real wages on productivity: new evidence from a panel of G7 countries
   Applied Economics, 2009, 41, (10), 1285-1291
10. Understanding the inflation-output nexus for China
    China Economic Review, 2009, 20, (1), 82-90

2008

11. A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries
    Energy Policy, 2008, 36, (7), 2765-2769 View citations
12. A test of the Wagner's hypothesis for the Fiji islands
    Applied Economics, 2008, 40, (21), 2793-2801
13. An econometric model of the determinants of private investment and a CGE model of the impact of democracy on investment and economic growth in Fiji
    International Journal of Social Economics, 2008, 35, (12), 1017-1031
14. An investigation of the behaviour of Australia's business cycle
    Economic Modelling, 2008, 25, (4), 676-683
15. Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries
    Energy Economics, 2008, 30, (3), 919-936
16. Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries
    Applied Economics, 2008, 40, (8), 1053-1060
17. Common Trends and Common Cycles in Per Capita GDP: The Case of the G7 Countries, 1870–2001
    International Advances in Economic Research, 2008, 14, (3), 280-290
18. DO PERMANENT SHOCKS EXPLAIN INCOME LEVELS? A COMMON CYCLE-COMMON TREND ANALYSIS OF REGIONAL INCOME LEVELS FOR CHINA
    Pacific Economic Review, 2008, 13, (5), 656-662
19. DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?
    Defence and Peace Economics, 2008, 19, (1), 77-87
20. Does environmental quality influence health expenditures? Empirical evidence from a panel of selected OECD countries
    Ecological Economics, 2008, 65, (2), 367-374 View citations
21. EXAMINING THE ASYMMETRIC BEHAVIOUR OF MACROECONOMIC AGGREGATES IN ASIAN ECONOMIES
    Pacific Economic Review, 2008, 13, (5), 567-574
22. Electricity consumption-real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries
    Energy Policy, 2008, 36, (2), 910-918
23. Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks
    Energy Economics, 2008, 30, (5), 2331-2341 View citations
24. Estimating exchange rate responsiveness to shocks
    Review of Financial Economics, 2008, 17, (4), 338-351
25. Evidence of panel stationarity from Chinese provincial and regional income
    China Economic Review, 2008, 19, (2), 274-286
26. Examining the behaviour of visitor arrivals to Australia from 28 different countries
    Transportation Research Part A: Policy and Practice, 2008, 42, (5), 751-761
27. Forecasting Fiji's exports and imports, 2003-2020
    International Journal of Social Economics, 2008, 35, (12), 1005-1016
28. Have US external imbalances been determined at home or abroad?
    Economic Modelling, 2008, 25, (3), 520-531
29. Is Asian per capita GDP panel stationary?
    Empirical Economics, 2008, 34, (3), 439-449
30. Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces
    China Economic Review, 2008, 19, (2), 297-307
    See also Working Paper (2006)
31. Revisiting the US money demand function: an application of the Lagrange multiplier structural break unit root test and the bounds test for a long-run relationship
    Applied Economics, 2008, 40, (7), 897-904 View citations
32. The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (2), 137-146 View citations
33. The role of permanent and transitory shocks in explaining international health expenditures
    Health Economics, 2008, 17, (10), 1171-1186 View citations
34. Understanding the oil price-exchange rate nexus for the Fiji islands
    Energy Economics, 2008, 30, (5), 2686-2696

2007

35. A panel cointegration analysis of the demand for oil in the Middle East
    Energy Policy, 2007, 35, (12), 6258-6265
36. An empirical investigation of the relationship between government revenue and expenditure: The case of the Fiji Islands
    International Journal of Social Economics, 2007, 34, (3), 147-158 View citations
37. Are G7 per capita real GDP levels non-stationary, 1870-2001?
    Japan and the World Economy, 2007, 19, (3), 374-379 View citations
38. Are Nominal Exchange Rates and Price Levels Co-Integrated? New Evidence from Threshold Autoregressive and Momentum-Threshold Autoregressive Models
    The Economic Record, 2007, 83, (260), 74-85
39. Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note
    Applied Economics, 2007, 39, (19), 2483-2488
40. Are shocks to energy consumption permanent or temporary? Evidence from 182 countries
    Energy Policy, 2007, 35, (1), 333-341 View citations
    See also Working Paper
41. Do health expenditures 'catch-up'? Evidence from OECD countries
    Health Economics, 2007, 16, (10), 993-1008 View citations
42. Electricity consumption in G7 countries: A panel cointegration analysis of residential demand elasticities
    Energy Policy, 2007, 35, (9), 4485-4494
43. Exploring the oil price and real GDP nexus for a small island economy, the Fiji Islands
    Energy Policy, 2007, 35, (12), 6506-6513
44. Export-led growth hypothesis: evidence from Papua New Guinea and Fiji
    Journal of Economic Studies, 2007, 34, (4), 341-351 View citations
45. Is devaluation expansionary or contractionary? Empirical evidence from Fiji
    Applied Economics, 2007, 39, (20), 2589-2598
46. Is money targeting an option for Bank Indonesia?
    Journal of Asian Economics, 2007, 18, (5), 726-738
47. Japan's fertility transition: Empirical evidence from the bounds testing approach to cointegration
    Japan and the World Economy, 2007, 19, (2), 263-278
48. MODELLING THE RELATIONSHIP BETWEEN DEFENSE SPENDING AND ECONOMIC GROWTH FOR THE FIJI ISLANDS
    Defence and Peace Economics, 2007, 18, (4), 391-401
49. Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries
    Economics Bulletin, 2007, 3, (34), 1-6
50. Mean reversion in stock prices: new evidence from panel unit root tests
    Studies in Economics and Finance, 2007, 24, (3), 233-244
51. Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (2), 152-166 View citations
52. Modelling oil price volatility
    Energy Policy, 2007, 35, (12), 6549-6553 View citations
53. TESTING CONVERGENCE OF FIJI'S TOURISM MARKETS
    Pacific Economic Review, 2007, 12, (5), 651-663
54. The Division of Labor, Capital, Communication Technology and Economic Growth: The Case of China 1952-99
    Review of Development Economics, 2007, 11, (4), 645-664
55. The electricity consumption and GDP nexus for the Fiji Islands
    Energy Economics, 2007, 29, (6), 1141-1150 View citations
56. The long-run impact of coups on Fiji's economy: evidence from a computable general equilibrium model
    Journal of International Development, 2007, 19, (2), 149-160
57. Understanding asymmetries in macroeconomic aggregates: the case of Singapore
    Applied Economics Letters, 2007, 14, (12), 905-908

2006

58. An Econometric Analysis of the Determinants of Fertility for China, 1952--2000
    Journal of Chinese Economic and Business Studies, 2006, 4, (2), 165-183
59. Are Australia's tourism markets converging?
    Applied Economics, 2006, 38, (10), 1153-1162 View citations
60. Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India
    Applied Economics, 2006, 38, (1), 63-70 View citations
61. Dead man walking: an empirical reassessment of the deterrent effect of capital punishment using the bounds testing approach to cointegration
    Applied Economics, 2006, 38, (17), 1975-1989
    See also Working Paper (2004)
62. Democracy and Economic Growth in China: Evidence from Cointegration and Causality Testing
    Review of Applied Economics, 2006, 2, (1)
63. Determinants of Female Fertility in Taiwan, 1966-2001: Empirical Evidence from Cointegration and Variance Decomposition Analysis *
    Asian Economic Journal, 2006, 20, (4), 393-407
64. Do governments lead or lag in fighting crime?
    Applied Economics Letters, 2006, 13, (1), 11-15
65. Doubling fish exports or garment exports: which would benefit the Fijian economy most? Evidence from a computable general equilibrium model
    Applied Economics, 2006, 38, (6), 717-723
66. Examining structural breaks and growth rates in international health expenditures
    Journal of Health Economics, 2006, 25, (5), 877-890 View citations
67. Examining the relationship between trade balance and exchange rate: the case of China's trade with the USA
    Applied Economics Letters, 2006, 13, (8), 507-510
68. Female labour force participation, fertility and infant mortality in Australia: some empirical evidence from Granger causality tests
    Applied Economics, 2006, 38, (5), 563-572 View citations
69. Government revenue and government expenditure nexus: evidence from developing countries
    Applied Economics, 2006, 38, (3), 285-291 View citations
70. Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets
    Applied Financial Economics Letters, 2006, 2, (1), 1-7 View citations
71. Savings behaviour in Fiji: an empirical assessment using the ARDL approach to cointegration
    International Journal of Social Economics, 2006, 33, (7), 468-480 View citations
72. Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia
    Applied Economics, 2006, 38, (19), 2209-2219
73. The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China
    Applied Financial Economics, 2006, 16, (9), 639-651 View citations
74. WHAT DETERMINES MIGRATION FLOWS FROM LOW-INCOME TO HIGH-INCOME COUNTRIES? AN EMPIRICAL INVESTIGATION OF FIJI-U.S. MIGRATION 1972-2001
    Contemporary Economic Policy, 2006, 24, (2), 332-342

2005

75. An Empirical Investigation of the Determinants of Oman's National Savings
    Economics Bulletin, 2005, 3, (51), 1-7
76. An empirical analysis of Fiji's import demand function
    Journal of Economic Studies, 2005, 32, (2), 158-168 View citations
77. Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models
    Applied Financial Economics, 2005, 15, (8), 547-556 View citations
78. Are the Australian and New Zealand stock prices nonlinear with a unit root?
    Applied Economics, 2005, 37, (18), 2161-2166 View citations
79. COINTEGRATION OF STOCK MARKETS BETWEEN NEW ZEALAND, AUSTRALIA AND THE G7 ECONOMIES: SEARCHING FOR CO-MOVEMENT UNDER STRUCTURAL CHANGE
    Australian Economic Papers, 2005, 44, (3), 231-247
80. Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests
    Energy Policy, 2005, 33, (9), 1109-1116
81. Estimating income and price elasticities of imports for Fiji in a cointegration framework
    Economic Modelling, 2005, 22, (3), 423-438 View citations
82. New evidence on purchasing power parity from 17 OECD countries
    Applied Economics, 2005, 37, (9), 1063-1071 View citations
83. STRUCTURAL BREAKS AND UNIT ROOTS IN AUSTRALIAN MACROECONOMIC TIME SERIES
    Pacific Economic Review, 2005, 10, (4), 421-437 View citations
84. THE DETERMINANTS OF AGGREGATE IMPORT DEMAND IN BRUNEI DARUSSALAM: AN EMPIRICAL ASSESSMENT USING A COINTEGRATION AND ERROR CORRECTION APPROACH
    The Singapore Economic Review (SER), 2005, 50, (02), 197-210 View citations
85. Temporal causality and the dynamics of democracy, emigration and real income in Fiji
    International Review of Applied Economics, 2005, 19, (2), 245-261 View citations
86. Testing for a Random Walk in Italy’s Inflation in the Post-War Period, 1947-1996
    Icfai University Journal of Financial Economics, 2005, III, (4), 77-82
87. Testing for the random walk hypothesis in the case of visitor arrivals: evidence from Indian tourism
    Applied Economics, 2005, 37, (13), 1485-1490 View citations
88. The government revenue and government expenditure nexus: empirical evidence from nine Asian countries
    Journal of Asian Economics, 2005, 15, (6), 1203-1216
89. The relationship between saving and investment for Japan
    Japan and the World Economy, 2005, 17, (3), 293-309 View citations
90. The residential demand for electricity in Australia: an application of the bounds testing approach to cointegration
    Energy Policy, 2005, 33, (4), 467-474 View citations
91. The saving and investment nexus for China: evidence from cointegration tests
    Applied Economics, 2005, 37, (17), 1979-1990 View citations
92. The structure of tourist expenditure in Fiji: evidence from unit root structural break tests
    Applied Economics, 2005, 37, (10), 1157-1161 View citations

2004

93. ARE OUTPUT FLUCTUATIONS TRANSITORY? NEW EVIDENCE FROM 24 CHINESE PROVINCES
    Pacific Economic Review, 2004, 9, (4), 327-336 View citations
94. An Empirical Analysis of Sugarcane Production in Fiji, 1970-2000
    Economic Analysis and Policy (EAP), 2004, 34, (1), 53-62
95. Crime rates, male youth unemployment and real income in Australia: evidence from Granger causality tests
    Applied Economics, 2004, 36, (18), 2079-2095 View citations
96. Do public investments crowd out private investments? Fresh evidence from Fiji
    Journal of Policy Modeling, 2004, 26, (6), 747-753 View citations
97. Interdependence and dynamic linkages between the emerging stock markets of South Asia
    Accounting and Finance, 2004, 44, (3), 419-439 View citations
98. Is South Korea's stock market efficient?
    Applied Economics Letters, 2004, 11, (11), 707-710 View citations
99. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts
    Applied Financial Economics, 2004, 14, (14), 991-1004
100. New Zealand's trade balance: evidence of the J-curve and granger causality
     Applied Economics Letters, 2004, 11, (6), 351-354 View citations
101. Temporal Causality and the Dynamics of Exports, Human Capital and Real Income in China
     The International Journal of Applied Economics, 2004, 1, (1), 24-45 View citations
102. The J -Curve: Evidence from Fiji*
     International Review of Applied Economics, 2004, 18, (3), 369-380 View citations
103. The Race that Stops a Nation: The Demand for the Melbourne Cup
     The Economic Record, 2004, 80, (249), 193-207
104. The relationship between the real exchange rate and balance of payments: empirical evidence for China from cointegration and causality testing
     Applied Economics Letters, 2004, 11, (5), 287-291 View citations

2003

105. Attendance and pricing at sporting events: empirical results from Granger Causality Tests for the Melbourne Cup
     Applied Economics, 2003, 35, (15), 1649-1657 View citations
106. Macroeconomic impact of natural disasters on a small island economy: evidence from a CGE model
     Applied Economics Letters, 2003, 10, (11), 721-723 View citations