Details about Philip Rothman

Access statistics for papers by Philip Rothman.

Last updated 2009-11-12. Update your information in the RePEc Author Service.

Short-id: pro90

Working Papers

2009

1. An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
   MPRA Paper, University Library of Munich, Germany View citations
2. Equity Returns and Business Cycles in Small Open Economies
   MPRA Paper, University Library of Munich, Germany

2007

3. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts
   Working Paper Series, Rimini Centre for Economic Analysis
   See also Journal Article in International Journal of Forecasting (2008)

2005

4. Multivariate STAR Unemployment Rate Forecasts
   Econometrics, EconWPA

2000

5. A Multivariate STAR Analysis of the Relationship Between Money and Output
   Working Papers, East Carolina University, Department of Economics View citations
   Also in Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (1999) View citations
   Working Papers, Erasmus University of Rotterdam - Econometric Institute (1999)
   Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (1999) View citations
   Working Papers, East Carolina University, Department of Economics (1999) View citations
6. Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry
   Working Papers, East Carolina University, Department of Economics

1999

7. Time Irreversible Unemployment Rates
   Working Papers, East Carolina University, Department of Economics View citations
8. Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric
   Working Papers, East Carolina University, Department of Economics

1993

9. Time Irreversibility and Business Cycle Asymmetry
   Working Papers, C.V. Starr Center for Applied Economics, New York University View citations
   See also Journal Article in Journal of Money, Credit and Banking (1996)

1992

10. A Reassessment of Dimension Calculations Using Some Monetary Data
    Working Papers, C.V. Starr Center for Applied Economics, New York University

1988

11. CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations
12. FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations
    See also Journal Article in Journal of Macroeconomics (1991)
13. THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS
    Working Papers, Houston - Department of Economics View citations
    See also Journal Article in International Economic Review (1990)

Undated

14. A Frequency Domain Test of Time Reversibility
    Working Papers, East Carolina University, Department of Economics View citations
    See also Journal Article in Macroeconomic Dynamics (1998)
15. An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods
    Working Papers, East Carolina University, Department of Economics
    Also in Working Papers, East Carolina University, Department of Economics View citations
    See also Journal Article in Economic Inquiry (2004)
16. FORTRAN Programs for Running the TR Test: A Guide and Some Examples
    Working Papers, East Carolina University, Department of Economics
17. Forecasting Asymmetric Unemployment Rates
    Working Papers, East Carolina University, Department of Economics View citations
    See also Journal Article in The Review of Economics and Statistics (1998)
18. Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test
    Working Papers, East Carolina University, Department of Economics View citations
19. Independence and Changes in the Size Distribution of Income
    Working Papers, East Carolina University, Department of Economics
20. Is the Size Distribution of Income Stationary?
    Working Papers, East Carolina University, Department of Economics View citations
21. Measuring Hysteresis in Unemployment Rates with Long Memory Models
    Working Papers, East Carolina University, Department of Economics View citations
22. More Uncertainty About the Unit Root in U.S. Real GNP
    Working Papers, East Carolina University, Department of Economics View citations
    See also Journal Article in Journal of Macroeconomics (1997)
23. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited
    Working Papers, East Carolina University, Department of Economics
24. The Current Depth of Recession and Unemployment Rate Forecasts
    Working Papers, East Carolina University, Department of Economics View citations
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1998)

Journal Articles

2008

1. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
   International Journal of Forecasting, 2008, 24, (1), 101-121 View citations
   See also Working Paper (2007)
2. Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry
   Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (3)

2006

3. Comments on "Structural change in macroeconomic time series"
   Journal of Macroeconomics, 2006, 28, (1), 151-153

2004

4. An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods
   Economic Inquiry, 2004, 42, (1), 88-100 View citations
   See also Working Paper

2001

5. MULTIVARIATE STAR ANALYSIS OF MONEY OUTPUT RELATIONSHIP
   Macroeconomic Dynamics, 2001, 5, (04), 506-532 View citations

1998

6. FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
   Macroeconomic Dynamics, 1998, 2, (01), 72-88 View citations
   See also Working Paper
7. Forecasting Asymmetric Unemployment Rates
   The Review of Economics and Statistics, 1998, 80, (1), 164-168 View citations
   See also Working Paper
8. The Current Depth-of-Recession and Unemployment-Rate Forecasts
   Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4) View citations
   See also Working Paper

1997

9. FORTRAN Programs for Running the TR Test: A Guide and Examples
   Studies in Nonlinear Dynamics & Econometrics, 1997, 1, (4)
10. More Uncertainty about the Unit Root in U.S. Real GNP
    Journal of Macroeconomics, 1997, 19, (4), 771-780 View citations
    See also Working Paper

1996

11. Further evidence on the stabilization of postwar economic fluctuations
    Journal of Macroeconomics, 1996, 18, (2), 289-298 View citations
12. Time Irreversibility and Business Cycle Asymmetry
    Journal of Money, Credit and Banking, 1996, 28, (1), 1-21 View citations
    See also Working Paper (1993)

1995

13. Chaotic dynamics. Theory and applications to economics: Alfredo Medio, (Cambridge University Press, Cambridge 1992) pp. xv + 344, $54.95
    Journal of Economic Behavior & Organization, 1995, 26, (2), 308-310

1994

14. A Reappraisal of Parity Reversion for UK Real Exchange Rates
    Applied Economics Letters, 1994, 1, (9), 139-41 View citations
15. Fractional integration analysis of long-run behavior for US macroeconomic time series
    Economics Letters, 1994, 45, (3), 287-291 View citations
16. Nonlinear Monetary Dynamics: Comment
    Journal of Business & Economic Statistics, 1994, 12, (1), 135-36 View citations

1992

17. The Comparative Power of the TR Test against Simple Threshold Models
    Journal of Applied Econometrics, 1992, 7, (S), S187-95 View citations

1991

18. Further evidence on the asymmetric behavior of unemployment rates over the business cycle
    Journal of Macroeconomics, 1991, 13, (2), 291-298 View citations
    See also Working Paper (1988)

1990

19. The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications
    International Economic Review, 1990, 31, (4), 991-1020 View citations
    See also Working Paper (1988)