Details about Temisan Agbeyegbe

Access statistics for papers by Temisan Agbeyegbe.

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Short-id: pag19

Working Papers

2005

1. Estimation of threshold time series models using efficient jump MCMC
   Economics Working Paper Archive at Hunter College, Hunter College Department of Economics View citations (2)

2004

2. Real Exchange Rate Volatility and the Choice of Regimes in Emerging Markets
   Economics Working Paper Archive at Hunter College, Hunter College Department of Economics
   See also Journal Article Real exchange rate volatility and the choice of regimes in emerging markets, Journal of Asian Economics, Elsevier (2005) View citations (1) (2005)
3. Trade Liberalization, Exchange Rate Changes, and Tax Revenue in Sub-Saharan Africa
   Economics Working Paper Archive at Hunter College, Hunter College Department of Economics View citations (31)
   Also in IMF Working Papers, International Monetary Fund (2004) View citations (29)
   See also Journal Article Trade liberalization, exchange rate changes, and tax revenue in Sub-Saharan Africa, Journal of Asian Economics, Elsevier (2006) View citations (100) (2006)

2003

4. On the feasibility of a monetary union in the Southern Africa Development Community
   Economics Working Paper Archive at Hunter College, Hunter College Department of Economics View citations (1)
   See also Journal Article On the feasibility of a monetary union in the Southern Africa Development Community, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (7) (2008)
5. The tail behavior of stock index return on the Jamaican Stock Exchange
   Economics Working Paper Archive at Hunter College, Hunter College Department of Economics

Journal Articles

2020

1. Bayesian analysis of output gap in Barbados
   Latin American Journal of Central Banking (previously Monetaria), 2020, 1, (1) View citations (1)

2015

2. An inverted U-shaped crude oil price return-implied volatility relationship
   Review of Financial Economics, 2015, 27, (C), 28-45 View citations (14)
   Also in Review of Financial Economics, 2015, 27, (1), 28-45 (2015) View citations (3)

2012

3. Energy and Security in South Asia Cooperation or Conflict?– By Charles K. Ebinger
   Natural Resources Forum, 2012, 36, (2), 142-143

2008

4. On the feasibility of a monetary union in the Southern Africa Development Community
   International Journal of Finance & Economics, 2008, 13, (2), 150-157 View citations (7)
   See also Working Paper On the feasibility of a monetary union in the Southern Africa Development Community, Economics Working Paper Archive at Hunter College (2003) View citations (1) (2003)

2006

5. Editor's introduction: Trade, taxes and economic growth: The case of Asia and Africa
   Journal of Asian Economics, 2006, 17, (2), 203-206
6. Trade liberalization, exchange rate changes, and tax revenue in Sub-Saharan Africa
   Journal of Asian Economics, 2006, 17, (2), 261-284 View citations (100)
   See also Working Paper Trade Liberalization, Exchange Rate Changes, and Tax Revenue in Sub-Saharan Africa, Economics Working Paper Archive at Hunter College (2004) View citations (31) (2004)

2005

7. Real exchange rate volatility and the choice of regimes in emerging markets
   Journal of Asian Economics, 2005, 15, (6), 1005-1022 View citations (1)
   See also Working Paper Real Exchange Rate Volatility and the Choice of Regimes in Emerging Markets, Economics Working Paper Archive at Hunter College (2004) (2004)

1995

8. External linkages and growth in small economies
   The Review of Black Political Economy, 1995, 24, (1), 83-86

1992

9. Common Stochastic Trends: Evidence from the London Metal Exchange
   Bulletin of Economic Research, 1992, 44, (2), 141-51 View citations (7)

1989

10. Interest rates and metal price movements: Further evidence
    Journal of Environmental Economics and Management, 1989, 16, (2), 184-192 View citations (9)

1988

11. An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
    Journal of Econometrics, 1988, 39, (3), 237-250 View citations (2)

1987

12. An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample
    Econometric Theory, 1987, 3, (1), 143-149 View citations (2)

1984

13. The exact discrete analog to a closed linear mixed-order system
    Journal of Economic Dynamics and Control, 1984, 7, (3), 363-375

Chapters

2016

1. Modeling US Stock Market Volatility-Return Dependence Using Conditional Copula and Quantile Regression
   Springer View citations (4)