Details about Emmanuel Anoruo

Access statistics for papers by Emmanuel Anoruo.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pan50

Working Papers

2010

1. Mean reversion and long memory in African stock market prices
   NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (1)
   Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2010) View citations (1)
   See also Journal Article Mean reversion and long memory in African stock market prices, Journal of Economics and Finance, Springer (2011) View citations (14) (2011)

2007

2. A Cointegration Analysis of Investment Output Ratio in Bangladesh
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. West African Monetary Union and Colonial Economic Ties
   Economia Internazionale / International Economics, 2022, 75, (3), 323-362

2019

2. Asymmetric Causality Analysis of the Interactions Between Gold and REIT Returns
   International Real Estate Review, 2019, 22, (4), 513-534 View citations (1)
3. Testing for Convergence in Per Capita Income within ECOWAS
   Economia Internazionale / International Economics, 2019, 72, (4), 493-512 View citations (5)

2017

4. An examination of the REIT return–implied volatility relation: a frequency domain approach
   Journal of Economics and Finance, 2017, 41, (3), 581-594 View citations (2)

2016

5. Military Spending-Household Consumption Nexus: A Heterogeneous Panel Data Approach - La relazione tra spesa militare e consumi delle fam iglie: un approccio panel data
   Economia Internazionale / International Economics, 2016, 69, (3), 175-192
6. The world distribution of military spending: is there a convergence?
   International Journal of Computational Economics and Econometrics, 2016, 6, (4), 351-365 View citations (2)

2015

7. Empirical Evidence on the Asymmetric Relationship between Bond and REIT Returns
   International Journal of Financial Research, 2015, 6, (3), 1-12
8. Human Capital-Economic Growth Nexus in Africa: Heterogeneous Panel Causality Approach
   International Journal of Economics and Financial Issues, 2015, 5, (4), 1017-1023 View citations (3)
9. Nonlinearity and the Unit Root Hypothesis for African Per Capita Real GDP
   International Economic Journal, 2015, 29, (4), 617-630 View citations (5)

2014

10. Convergence in Per Capita Energy Consumption among African Countries: Evidence from Sequential Panel Selection Method
    International Journal of Energy Economics and Policy, 2014, 4, (4), 568-577 View citations (16)
11. Real dividend - stock market price causality nexus: an application of Markov switching model
    Afro-Asian Journal of Finance and Accounting, 2014, 4, (1), 63-74
12. Testing Nonlinear Inflation Convergence for the Central African Economic and Monetary Community
    International Journal of Economics and Financial Issues, 2014, 4, (1), 1-7 View citations (6)

2013

13. Are Shocks to Hedge Fund Returns Permanent or Temporary?
    The IUP Journal of Applied Finance, 2013, 19, (1), 86-98
14. Regime-dependent monetary policy convergence: the case of southern African development community (SADC)
    Journal of Developing Areas, 2013, 47, (1), 75-90

2012

15. Government size, public debt and real economic growth: a panel analysis
    Journal of Economic Studies, 2012, 39, (4), 410-419 View citations (7)

2011

16. Mean reversion and long memory in African stock market prices
    Journal of Economics and Finance, 2011, 35, (3), 296-308 View citations (14)
    See also Working Paper Mean reversion and long memory in African stock market prices, NCID Working Papers (2010) View citations (1) (2010)
17. Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns
    International Journal of Business and Economic Sciences Applied Research (IJBESAR), 2011, 4, (3), 75-92 View citations (19)

2010

18. Testing for Long Memory in REIT Returns
    International Real Estate Review, 2010, 13, (3), 261-281 View citations (2)

2009

19. Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?
    Economics Bulletin, 2009, 29, (4), 2492-2504 View citations (7)

2008

20. Housing and Stock Market Returns: An Application of GARCH Enhanced VECM
    The IUP Journal of Financial Economics, 2008, VI, (2), 30-40 View citations (5)
21. The Effect of Conservative Agenda in the United States on the Income Shares of the Highest Income Groups
    Bulletin of Political Economy, 2008, 2, (2), 109-121
22. The Effect of the Size of the Military on Stock Market Performance in the United States and the UK
    Kyklos, 2008, 61, (1), 33-44 View citations (4)

2007

23. Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market
    Global Finance Journal, 2007, 17, (3), 403-418 View citations (1)
24. Does Permanent Income Hypothesis Hold for African Countries? An Empirical Evidence
    The IUP Journal of Monetary Economics, 2007, V, (2), 36-50
25. Income Convergence in Developing Countries
    The IUP Journal of Applied Economics, 2007, VI, (6), 69-76
26. Military Size and its Effects on Income Distribution in the United States
    Economia Internazionale / International Economics, 2007, 60, (2), 139-156

2006

27. Creativity, innovation, and export performance
    Journal of Policy Modeling, 2006, 28, (2), 133-139 View citations (30)
28. GDP per capita and its challengers as measures of happiness
    International Journal of Social Economics, 2006, 33, (10), 698-709 View citations (1)
29. Income Convergence: Evidence from Select Islamic Countries
    International Advances in Economic Research, 2006, 12, (4), 555-555

2005

30. Are Current Account Deficits Sustainable among African Countries? A Panel Cointegration Approach
    The IUP Journal of Applied Economics, 2005, IV, (1), 67-78 View citations (1)
31. International Capital Mobility: The Case of Developing Countries
    The IUP Journal of Applied Economics, 2005, IV, (5), 7-18
32. International Trade and Global Income Inequality
    The International Journal of Applied Economics, 2005, 2, (1), 121-131
33. Long Memory in Inflation Rates: Evidence from Select African Countries
    The IUP Journal of Monetary Economics, 2005, III, (3), 85 - 94
34. Macroeconomic Determinants of the Income Shares of the Very Highest Income Groups
    Review of Applied Economics, 2005, 01, (1), 19 View citations (3)
35. Testing Neutrality of Money for Nigeria: A Nonparametric Cointegration Approach
    The IUP Journal of Monetary Economics, 2005, III, (4), 16 - 25 View citations (1)
36. The Determinants of the Very Highest Income Shares: The Case of France
    Review of Applied Economics, 2005, 01, (2), 16 View citations (1)
37. The Permanent and Transitory Effects of Budget Deficits on Private Investment in South Africa
    Studies in Economics and Econometrics, 2005, 29, (2), 97-106

2003

38. An Empirical Investigation Into the Budget Deficit ‐ Inflation Nexus in South Africa
    South African Journal of Economics, 2003, 71, (2), 146-154 View citations (5)
39. Australian long-run import demand elasticities: Further evidence
    International Advances in Economic Research, 2003, 9, (3), 252-252
40. Cross-border linkages among Asian closed-end funds
    Journal of Economics and Finance, 2003, 27, (3), 357-372 View citations (2)
41. Long-run relationship between population and economic growth in Botswana
    International Advances in Economic Research, 2003, 9, (2), 171-171

2002

42. International linkage of interest rates: Evidence from the emerging economies of Asia
    Global Finance Journal, 2002, 13, (2), 217-235 View citations (12)
43. Purchasing power parity: Evidence from developing Countries
    International Advances in Economic Research, 2002, 8, (2), 85-96 View citations (5)
44. Stability of the Nigerian M2 Money Demand Function in the SAP Period
    Economics Bulletin, 2002, 14, (3), 1-9 View citations (31)
45. Testing weak and strong forms of PPP for Asian countries
    International Advances in Economic Research, 2002, 8, (3), 261-261 View citations (1)

2001

46. Causal Relationship between Domestic Savings and Economic Growth: Evidence from Seven African Countries
    African Development Review, 2001, 13, (2), 238-249 View citations (36)
47. Saving-Investment Connection: Evidence from the Asean Countries
    The American Economist, 2001, 45, (1), 46-53 View citations (3)

1998

48. Current account and fiscal deficits: Evidence from five developing economies of Asia
    Journal of Asian Economics, 1998, 9, (3), 487-501 View citations (62)