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Details about Philip Rothman

E-mail:
Homepage:http://personal.ecu.edu/rothmanp/rothman.htm
Phone:252-328-6151
Postal address:Department of Economics Brewster Building East Carolina University Greenville, NC 27858 USA
Workplace:Department of Economics, East Carolina University, (more information at EDIRC)

Access statistics for papers by Philip Rothman.

Last updated 2016-09-11. Update your information in the RePEc Author Service.

Short-id: pro90


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Working Papers

2011

  1. Oil and US GDP: A Real-Time out-of Sample Examination
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads
    Also in Working Paper, Norges Bank (2010) Downloads View citations (15)

2009

  1. An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Journal of Empirical Finance (2010)
  2. Equity Returns and Business Cycles in Small Open Economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2005

  1. Multivariate STAR Unemployment Rate Forecasts
    Econometrics, EconWPA Downloads

2000

  1. A Multivariate STAR Analysis of the Relationship Between Money and Output
    Working Papers, East Carolina University, Department of Economics Downloads View citations (17)
    Also in Working Papers, East Carolina University, Department of Economics (1999) Downloads View citations (3)
  2. Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry
    Working Papers, East Carolina University, Department of Economics Downloads

1999

  1. Time Irreversible Unemployment Rates
    Working Papers, East Carolina University, Department of Economics Downloads
  2. Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric
    Working Papers, East Carolina University, Department of Economics Downloads View citations (2)

1993

  1. Time Irreversibility and Business Cycle Asymmetry
    Working Papers, C.V. Starr Center for Applied Economics, New York University Downloads View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (1996)

1992

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

1988

  1. 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 Downloads View citations (5)
  2. 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 Downloads View citations (1)
    See also Journal Article in Journal of Macroeconomics (1991)
  3. THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS
    Working Papers, Houston - Department of Economics View citations (6)
    See also Journal Article in International Economic Review (1990)

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)
  2. 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 Downloads
    Also in Working Papers, East Carolina University, Department of Economics Downloads View citations (3)

    See also Journal Article in Economic Inquiry (2004)
  3. FORTRAN Programs for Running the TR Test: A Guide and Some Examples
    Working Papers, East Carolina University, Department of Economics
  4. Forecasting Asymmetric Unemployment Rates
    Working Papers, East Carolina University, Department of Economics View citations (6)
    See also Journal Article in The Review of Economics and Statistics (1998)
  5. Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test
    Working Papers, East Carolina University, Department of Economics Downloads View citations (3)
  6. Independence and Changes in the Size Distribution of Income
    Working Papers, East Carolina University, Department of Economics Downloads
  7. Is the Size Distribution of Income Stationary?
    Working Papers, East Carolina University, Department of Economics
  8. Measuring Hysteresis in Unemployment Rates with Long Memory Models
    Working Papers, East Carolina University, Department of Economics View citations (8)
  9. More Uncertainty About the Unit Root in U.S. Real GNP
    Working Papers, East Carolina University, Department of Economics View citations (4)
    See also Journal Article in Journal of Macroeconomics (1997)
  10. 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 Downloads
  11. The Current Depth of Recession and Unemployment Rate Forecasts
    Working Papers, East Carolina University, Department of Economics Downloads View citations (5)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1998)

Journal Articles

2010

  1. An empirical investigation of stock market behavior in the Middle East and North Africa
    Journal of Empirical Finance, 2010, 17, (3), 413-427 Downloads View citations (18)
    See also Working Paper (2009)

2008

  1. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
    International Journal of Forecasting, 2008, 24, (1), 101-121 Downloads View citations (15)
  2. Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (3), 1-18 Downloads View citations (5)

2006

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

2004

  1. 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 Downloads View citations (3)
    See also Working Paper

2001

  1. MULTIVARIATE STAR ANALYSIS OF MONEY OUTPUT RELATIONSHIP
    Macroeconomic Dynamics, 2001, 5, (04), 506-532 Downloads View citations (23)

1998

  1. FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
    Macroeconomic Dynamics, 1998, 2, (01), 72-88 Downloads View citations (12)
    See also Working Paper
  2. Forecasting Asymmetric Unemployment Rates
    The Review of Economics and Statistics, 1998, 80, (1), 164-168 Downloads View citations (73)
    See also Working Paper
  3. The Current Depth-of-Recession and Unemployment-Rate Forecasts
    Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 1-10 Downloads View citations (3)
    See also Working Paper

1997

  1. FORTRAN Programs for Running the TR Test: A Guide and Examples
    Studies in Nonlinear Dynamics & Econometrics, 1997, 1, (4), 1-8 Downloads
  2. More Uncertainty about the Unit Root in U.S. Real GNP
    Journal of Macroeconomics, 1997, 19, (4), 771-780 Downloads View citations (8)
    See also Working Paper

1996

  1. Further evidence on the stabilization of postwar economic fluctuations
    Journal of Macroeconomics, 1996, 18, (2), 289-298 Downloads View citations (4)
  2. Time Irreversibility and Business Cycle Asymmetry
    Journal of Money, Credit and Banking, 1996, 28, (1), 1-21 Downloads View citations (81)
    See also Working Paper (1993)

1995

  1. 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 Downloads View citations (1)

1994

  1. A reappraisal of parity reversion for UK real exchange rates
    Applied Economics Letters, 1994, 1, (9), 139-141 Downloads View citations (3)
  2. Fractional integration analysis of long-run behavior for US macroeconomic time series
    Economics Letters, 1994, 45, (3), 287-291 Downloads View citations (21)
  3. Nonlinear Monetary Dynamics: Comment
    Journal of Business & Economic Statistics, 1994, 12, (1), 135-36 View citations (2)

1992

  1. The Comparative Power of the TR Test against Simple Threshold Models
    Journal of Applied Econometrics, 1992, 7, (S), S187-95 Downloads View citations (5)

1991

  1. Further evidence on the asymmetric behavior of unemployment rates over the business cycle
    Journal of Macroeconomics, 1991, 13, (2), 291-298 Downloads View citations (56)
    See also Working Paper (1988)

1990

  1. The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications
    International Economic Review, 1990, 31, (4), 991-1020 Downloads View citations (33)
    See also Working Paper (1988)
 
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