Details about Erdal Atukeren

Access statistics for papers by Erdal Atukeren.

Last updated 2022-05-07. Update your information in the RePEc Author Service.

Short-id: pat31

Working Papers

2015

1. Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Journal of Economic Policy Reform (2015)

2010

2. Interactions Between Public and Private Investment: Evidence from Developing Countries
   EcoMod2004, EcoMod View citations (2)
   See also Journal Article in Kyklos (2005)
3. Oil Prices and the Swiss Economy
   EcoMod2003, EcoMod View citations (2)

2008

4. Investment Characteristics of the Market for Paintings in Turkey: 1989 - 2006
   EcoMod2008, EcoMod

2006

5. Politico-Economic Determinants of the Crowding-in Effects of Public Investments in Developing Countries
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (6)

2005

6. R&D Races and Spillovers between the EU and the US: Some Causal Evidence
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich

2004

7. Overeducation in the Swiss Labour Market: Does Anything Go Wrong?
   KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (2)

Journal Articles

2021

1. Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
   Research in International Business and Finance, 2021, 56, (C) View citations (7)

2019

2. Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model
   Sustainability, 2019, 11, (13), 1-23 View citations (2)
3. Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
   Economies, 2019, 7, (2), 1-16 View citations (14)

2018

4. Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
   Energies, 2018, 11, (10), 1-22 View citations (13)

2015

5. Downside business confidence spillovers in Europe: evidence from causality-in-risk tests
   Journal of Economic Policy Reform, 2015, 18, (4), 341-357
   See also Working Paper (2015)

2013

6. Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests
   Empirical Economics, 2013, 45, (2), 675-695 View citations (7)
7. SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN
   International Journal of Finance & Economics, 2013, 18, (3), 205-215 View citations (8)
8. Schweiz profitiert von Belebung der Weltwirtschaft
   KOF Analysen, 2013, 7, (1), 1-74

2012

9. A Heckit Model of Sales Dynamics in Turkish Art Auctions: 2005-2008
   Review of Middle East Economics and Finance, 2012, 7, (3), 1-32
10. Der schweizerische Aussenhandel mit elektrischer Energie
    KOF Analysen, 2012, 6, (4), 57-70
11. Determinants of sales rates at Turkish art auctions
    Acta Oeconomica, 2012, 62, (4), 489-503
12. Long-term value creation in the pharmaceutical sector: an event study analysis of big pharma stocks
    International Journal of Sustainable Economy, 2012, 4, (4), 370-389 View citations (1)
13. Return and volatility spillovers among CIVETS stock markets
    Emerging Markets Review, 2012, 13, (2), 230-252 View citations (29)

2011

14. Macroeconomic effects of high oil prices on the Swiss economy: 2003–2008
    International Journal of Sustainable Economy, 2011, 3, (1), 1-19

2010

15. The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests
    Economics Bulletin, 2010, 30, (1), 494-499 View citations (3)

2008

16. Christmas cards, Easter bunnies, and Granger-causality
    Quality & Quantity: International Journal of Methodology, 2008, 42, (6), 835-844 View citations (7)

2007

17. A Causal Analysis of the R&D Interactions between the EU and the US
    Global Economy Journal, 2007, 7, (4), 1-29 View citations (9)
18. On the valuation of psychic returns to art market investments
    Economics Bulletin, 2007, 26, (5), 1-12 View citations (1)

2006

19. Art and the Economy: A First Look at the Market for Paintings in Turkey
    Economics Bulletin, 2006, 26, (3), 1-13 View citations (13)

2005

20. An analysis of perceived overqualification in the Swiss labor market
    Economics Bulletin, 2005, 9, (2), 1-10 View citations (5)
21. Interactions Between Public and Private Investment: Evidence from Developing Countries
    Kyklos, 2005, 58, (3), 307-330 View citations (36)
    See also Working Paper (2010)
22. Measuring the strength of cointegration and Granger-causality
    Applied Economics, 2005, 37, (14), 1607-1614 View citations (6)
23. Oil Price Shocks and the Swiss Economy: A Causal Investigation
    Aussenwirtschaft, 2005, 60, (02), 151-168 View citations (3)
24. The Swiss Disease: Facts and Artefacts, A Reply to Kehoe and Prescott
    Review of Economic Dynamics, 2005, 8, (3), 749-758 View citations (11)

1994

25. A note on the tests of Granger-causality between exports and economic growth
    Applied Economics Letters, 1994, 1, (11), 207-209 View citations (3)