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Details about Walter Enders

E-mail:
Homepage:http://time-series.net
Workplace:Department of Economics, Finance and Legal Studies, Culverhouse College of Business, University of Alabama-Tuscaloosa, (more information at EDIRC)

Access statistics for papers by Walter Enders.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pen67


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Working Papers

2011

  1. Breaks, bubbles, booms, and busts: the evolution of primary commodity price fundamentals
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2009

  1. The Taylor Rule and “Opportunistic” Monetary Policy
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
    Also in Staff General Research Papers Archive, Iowa State University, Department of Economics (2005) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2010)

2006

  1. A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models
    Working Papers, Wilfrid Laurier University, Department of Economics Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2007)

2004

  1. Testing for a unit-root with a nonlinear Fourier function
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (53)

2003

  1. The Dynamics of Productivity Growth in US Agriculture
    2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads

2001

  1. Modelling Structural Change in Money Demand Using a Fourier-Series Approximation
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (3)
  2. Testing for Time Dependence in Parameters
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (12)

2000

  1. Is Transnational Terrorism Becoming More Threatening? A Time-Series Investigation
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (91)

1999

  1. Transnational Terrorism in the Post-Cold War Era
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (32)
    Also in ISU General Staff Papers, Iowa State University, Department of Economics (1998) Downloads View citations (1)

1998

  1. Cointegration and Threshold Adjustment
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (2001)
  2. Estimating Time-Varying ARMA Models Using Fourier Coefficients
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  3. Threshold-Autoregressive, Median-Unbiased, and Cointegration Tests of Purchasing Power Parity
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (43)
    See also Journal Article in International Journal of Forecasting (1998)
  4. Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (724)
    See also Journal Article in Journal of Business & Economic Statistics (1998)

1993

  1. A Model of First and Second-Best Social Security Programs
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (6)
    See also Journal Article in Journal of Economics (1993)
  2. Macroeconomic Versus Market-Specific Protection: An Intertemporal Optimizing Model of North-South Trade
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University Downloads
    Also in Staff General Research Papers Archive, Iowa State University, Department of Economics (1993)
    Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1993) Downloads

1991

  1. General Equilibrium Model of Agricultural Trade: An Intertemporal Optimizing Approach with Implications for Tariffication
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (1)
    Also in Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only), Center for Agricultural and Rural Development (CARD) at Iowa State University (1991) Downloads View citations (1)
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (1991) Downloads View citations (1)
  2. The Threat of International Terrorism and What Can Be Done
    Staff General Research Papers Archive, Iowa State University, Department of Economics

1990

  1. Endogenous Fertility, Ricardian Equivalence and Debt Management Policy
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (29)
    See also Journal Article in Journal of Public Economics (1990)

1987

  1. International Economics: Theory and Policy
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (3)
  2. Unit Roots and the Real Exchange Rate Before World War I: The Case of Britain and the U.S
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
    See also Journal Article in Journal of International Money and Finance (1989)

1984

  1. A Cross-Country Test of the Natural Rate Hypothesis
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  2. A Microeconomic Test of Money Neutrality
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (10)
    See also Journal Article in The Review of Economics and Statistics (1984)

1983

  1. On the Relationship Between the Exchange Regime and the Portfolio Rules of Optimizing Agents
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (1)
    See also Journal Article in Journal of International Economics (1983)
  2. Rational Expectations, Endogenous Currency Substitution, and Exchange Rate Determination
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (3)
    See also Journal Article in The Quarterly Journal of Economics (1983)

1982

  1. Social Security Taxation and Inter-Generational Risk Sharing
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (1)
    Also in ISU General Staff Papers, Iowa State University, Department of Economics (1979) Downloads

    See also Journal Article in International Economic Review (1982)
  2. Stochastic Disturbances, Traded and Nontraded Goods and the Choice of the Exchange Regime
    Staff General Research Papers Archive, Iowa State University, Department of Economics

1981

  1. An Overlapping Generational Model With Capital Accumulation in a Small Open Economy
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  2. Social Security Taxation When Benefits are Tied to Contributions
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  3. Some Microeconomic Evidence On Money Neutrality
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  4. The Exchange Regime, Resource Allocation and Uncertainty
    Staff General Research Papers Archive, Iowa State University, Department of Economics
    Also in ISU General Staff Papers, Iowa State University, Department of Economics (1981) Downloads

1980

  1. Random Disturbances and the Choice of Exchange Regimes in an Intergenerational Model
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (15)
    See also Journal Article in Journal of International Economics (1980)

1979

  1. Capital Controls and Exchange Rate Determination in a Ration Expectations Framework
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  2. Rational Expectations, Uncertainty and Exchange Rate Determination
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  3. Stability, Random Disturbances, and the Exchange Rate Regime
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads View citations (3)
  4. Stochastic Disturbances, Nontraded Goods And The Choice Of The Exchange Regime
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  5. The Assignment Problem and the Speed of Adjustment
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads

1978

  1. Devaluation, Wealth Effects, and Relative Prices
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
    See also Journal Article in American Economic Review (1978)
  2. Lags and the Assignment Problem: A Note
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
    See also Journal Article in The American Economist (1978)
  3. Stochastic Disturbances and Exchange Rates
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads

1977

  1. An Argument Against Monetary Independence in a Flexible Exchange Rate Regime
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads

1976

  1. Capital Mobility and Devaluation in a Monetary Approach to the Balance of Payments
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads View citations (1)
  2. Government Revenue From Inflation in Open Economies with Fixed Exchange Rates
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  3. Portfolio Balance and the Assignment Problem in an Interdependent World
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads

1975

  1. A Note On Lags And The Assignment Problem
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  2. Inflation, Wealth And The Real Rate Of Interest
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads
  3. Portfolio Balance And Exchange Rate Stability
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads View citations (2)
  4. Portfolio Balance and Balance of Payments Sterilization
    ISU General Staff Papers, Iowa State University, Department of Economics Downloads View citations (1)

Journal Articles

2018

  1. Flexible Fourier form for volatility breaks
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 19 Downloads View citations (7)

2016

  1. Grain prices, oil prices, and multiple smooth breaks in a VAR
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 399-419 Downloads View citations (23)
  2. Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
    Journal of Empirical Finance, 2016, 38, (PA), 22-36 Downloads View citations (21)
  3. THE ASYMMETRIC EFFECTS OF UNCERTAINTY ON MACROECONOMIC ACTIVITY
    Macroeconomic Dynamics, 2016, 20, (5), 1219-1246 Downloads View citations (30)
  4. The Changing Nonlinear Relationship between Income and Terrorism
    Journal of Conflict Resolution, 2016, 60, (2), 195-225 Downloads View citations (57)

2015

  1. A comparison of the information in the LIBOR and CMT term structures of interest rates
    Journal of Banking & Finance, 2015, 54, (C), 239-253 Downloads View citations (3)
  2. A regional investigation of the interrelationships between domestic and transnational terrorism: a time series analysis
    Defence and Peace Economics, 2015, 26, (2), 133-151 Downloads View citations (3)
  3. Pretesting for multi-step-ahead exchange rate forecasts with STAR models
    International Journal of Forecasting, 2015, 31, (2), 473-487 Downloads View citations (6)
  4. Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP
    Journal of Macroeconomics, 2015, 44, (C), 71-81 Downloads View citations (6)

2012

  1. A Historical Analysis of the Taylor Curve
    Journal of Money, Credit and Banking, 2012, 44, (7), 1285-1299 Downloads View citations (6)
    Also in Journal of Money, Credit and Banking, 2012, 44, (7), 1285-1299 (2012) Downloads View citations (9)
  2. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
    Oxford Bulletin of Economics and Statistics, 2012, 74, (4), 574-599 Downloads View citations (254)
  3. An empirical investigation of the Taylor curve
    Journal of Macroeconomics, 2012, 34, (2), 380-390 Downloads View citations (6)
  4. Information in the U.S. Treasury Term Structure of Interest Rates
    The Financial Review, 2012, 47, (2), 247-272 Downloads View citations (3)
  5. Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices
    American Journal of Agricultural Economics, 2012, 94, (3), 659-673 Downloads View citations (62)
  6. The Nonlinear Relationship between Terrorism and Poverty
    American Economic Review, 2012, 102, (3), 267-72 Downloads View citations (45)
  7. The flexible Fourier form and Dickey–Fuller type unit root tests
    Economics Letters, 2012, 117, (1), 196-199 Downloads View citations (132)

2011

  1. An Evaluation of Interpol's Cooperative-Based Counterterrorism Linkages
    Journal of Law and Economics, 2011, 54, (1), 79 - 110 Downloads View citations (23)
  2. Domestic Versus Transnational Terrorism: Data, Decomposition, and Dynamics
    Journal of Peace Research, 2011, 48, (3), 319-337 Downloads View citations (193)
  3. On the Economics of Interrogation: The Big 4 Versus the Little Fish Game
    Journal of Peace Research, 2011, 48, (3), 287-301 Downloads View citations (1)
  4. Sources of the great moderation: A time-series analysis of GDP subsectors
    Journal of Economic Dynamics and Control, 2011, 35, (1), 67-79 Downloads View citations (5)
  5. Who adopts MIND/FIND in INTERPOL’s fight against international crime and terrorism?
    Public Choice, 2011, 149, (3), 263-280 Downloads View citations (3)

2010

  1. IV threshold cointegration tests and the Taylor rule
    Economic Modelling, 2010, 27, (6), 1463-1472 Downloads View citations (4)
  2. Network Externalities and the Structure of Terror Networks
    Journal of Conflict Resolution, 2010, 54, (2), 262-280 Downloads View citations (13)
  3. The Taylor Rule and "Opportunistic" Monetary Policy
    Journal of Money, Credit and Banking, 2010, 42, (5), 931-949 View citations (44)
    Also in Journal of Money, Credit and Banking, 2010, 42, (5), 931-949 (2010) Downloads View citations (3)

    See also Working Paper (2009)

2009

  1. 9/11: WHAT DID WE KNOW AND WHEN DID WE KNOW IT?
    Defence and Peace Economics, 2009, 20, (2), 79-93 Downloads View citations (5)
  2. FORECASTING SERIES CONTAINING OFFSETTING BREAKS: OLD SCHOOL AND NEW SCHOOL METHODS OF FORECASTING TRANSNATIONAL TERRORISM
    Defence and Peace Economics, 2009, 20, (6), 441-463 Downloads View citations (4)

2008

  1. Assessing the importance of global shocks versus country-specific shocks
    Journal of International Money and Finance, 2008, 27, (8), 1420-1429 Downloads View citations (8)
  2. In-sample and out-of-sample properties of linear and nonlinear Taylor rules
    Journal of Macroeconomics, 2008, 30, (1), 428-443 Downloads View citations (51)
  3. Non-white Poverty and Macroeconomy: The Impact of Growth
    American Economic Review, 2008, 98, (2), 398-402 Downloads View citations (3)
  4. PLAGIARISM AND ITS IMPACT ON THE ECONOMICS PROFESSION
    Bulletin of Economic Research, 2008, 60, (3), 231-243 Downloads View citations (11)

2007

  1. A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (3), 1-28 Downloads View citations (12)
    See also Working Paper (2006)
  2. Identifying aggregate demand and supply shocks in a small open economy
    Oxford Economic Papers, 2007, 59, (3), 411-429 Downloads View citations (23)
  3. Rational Terrorists and Optimal Network Structure
    Journal of Conflict Resolution, 2007, 51, (1), 33-57 Downloads View citations (22)

2006

  1. A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
    Journal of Time Series Analysis, 2006, 27, (3), 381-409 Downloads View citations (262)
  2. Plagiarism in the Economics Profession: A Survey
    Challenge, 2006, 49, (5), 92-107 Downloads View citations (11)
  3. Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR
    Journal of Money, Credit and Banking, 2006, 38, (3), 777-790 Downloads View citations (65)

2005

  1. After 9/11
    Journal of Conflict Resolution, 2005, 49, (2), 259-277 Downloads View citations (1)
  2. Transnational Terrorism 1968‐2000: Thresholds, Persistence, and Forecasts
    Southern Economic Journal, 2005, 71, (3), 467-482 Downloads

2004

  1. An economic perspective on transnational terrorism
    European Journal of Political Economy, 2004, 20, (2), 301-316 Downloads View citations (184)
  2. The term structure of Japanese interest rates:: The equilibrium spread with asymmetric dynamics
    Journal of the Japanese and International Economies, 2004, 18, (1), 84-98 Downloads View citations (19)
  3. Threshold cointegration and purchasing power parity in the pacific nations
    Applied Economics, 2004, 36, (9), 889-896 Downloads View citations (45)
  4. Whose Line Is It? Plagiarism in Economics
    Journal of Economic Literature, 2004, 42, (2), 487-493 Downloads View citations (34)

2003

  1. Out‐of‐Sample Forecasts and Nonlinear Model Selection with an Example of the Term Structure of Interest Rates
    Southern Economic Journal, 2003, 69, (3), 520-540 Downloads
  2. The effect of robust growth on poverty: a nonlinear analysis
    Applied Economics, 2003, 35, (9), 1063-1071 Downloads View citations (12)

2002

  1. Asymmetric price adjustment and the Phillips curve
    Journal of Macroeconomics, 2002, 24, (3), 395-412 Downloads View citations (7)

2001

  1. Cointegration and Threshold Adjustment
    Journal of Business & Economic Statistics, 2001, 19, (2), 166-76 View citations (643)
    See also Working Paper (1998)
  2. Do Real Wages Respond Asymmetrically to Unemployment Shocks? Evidence from the U.S. and Canada
    Journal of Macroeconomics, 2001, 23, (4), 495-515 Downloads View citations (17)
  3. Improved critical values for the Enders-Granger unit-root test
    Applied Economics Letters, 2001, 8, (4), 257-261 Downloads View citations (22)
  4. Long‐Run Purchasing Power Parity with Asymmetric Adjustment
    Southern Economic Journal, 2001, 68, (2), 433-445 Downloads View citations (1)

2000

  1. Estimating non-linear ARMA models using Fourier coefficients
    International Journal of Forecasting, 2000, 16, (3), 333-347 Downloads View citations (44)
  2. Is Transnational Terrorism Becoming More Threatening?
    Journal of Conflict Resolution, 2000, 44, (3), 307-332 Downloads View citations (86)

1998

  1. Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
    International Journal of Forecasting, 1998, 14, (2), 171-186 Downloads View citations (44)
    See also Working Paper (1998)
  2. Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
    Journal of Business & Economic Statistics, 1998, 16, (3), 304-11 View citations (722)
    See also Working Paper (1998)

1997

  1. Accounting for real and nominal exchange rate movements in the post-Bretton Woods period
    Journal of International Money and Finance, 1997, 16, (2), 233-254 Downloads View citations (62)
  2. Book reviews
    Journal of Economics, 1997, 66, (2), 206-221 Downloads
  3. Common trends and generalized purchasing power parity
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 437-443 Downloads View citations (11)

1996

  1. Terrorism and Foreign Direct Investment in Spain and Greece
    Kyklos, 1996, 49, (3), 331-352 Downloads View citations (132)

1994

  1. Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim
    Review of International Economics, 1994, 2, (2), 179-90 View citations (49)

1993

  1. A model of first and second-best social security programs
    Journal of Economics, 1993, 58, (1), 65-90 Downloads View citations (6)
    Also in Journal of Economics, 1993, 7, (1), 65-90 (1993) Downloads View citations (7)

    See also Working Paper (1993)
  2. The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis
    American Political Science Review, 1993, 87, (4), 829-844 Downloads View citations (86)

1992

  1. An Econometric Analysis of the Impact of Terrorism on Tourism
    Kyklos, 1992, 45, (4), 531-554 Downloads View citations (148)

1991

  1. Economic Analysis Can Help Fight International Terrorism
    Challenge, 1991, 34, (1), 10-17 Downloads View citations (8)

1990

  1. Current Account and Budget Deficits: Twins or Distant Cousins?
    The Review of Economics and Statistics, 1990, 72, (3), 373-81 Downloads View citations (92)
  2. Endogenous fertility, Ricardian equivalence, and debt management policy
    Journal of Public Economics, 1990, 41, (2), 227-248 Downloads View citations (29)
    See also Working Paper (1990)

1989

  1. Unit roots and the real exchange rate before World War I: the case of Britain and the USA
    Journal of International Money and Finance, 1989, 8, (1), 59-73 Downloads View citations (8)
    See also Working Paper (1987)

1988

  1. ARIMA and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes
    The Review of Economics and Statistics, 1988, 70, (3), 504-08 Downloads View citations (90)

1984

  1. A Microeconomic Test of Money Neutrality
    The Review of Economics and Statistics, 1984, 66, (4), 666-69 Downloads View citations (11)
    See also Working Paper (1984)

1983

  1. On the relationship between the exchange regime and the portfolio rules of optimizing agents
    Journal of International Economics, 1983, 15, (3-4), 199-224 Downloads View citations (1)
    See also Working Paper (1983)
  2. Rational Expectations, Endogenous Currency Substitution, and Exchange Rate Determination
    The Quarterly Journal of Economics, 1983, 98, (3), 427-439 Downloads View citations (3)
    See also Working Paper (1983)

1982

  1. Social Security Taxation and Intergenerational Risk Sharing
    International Economic Review, 1982, 23, (3), 647-58 Downloads View citations (65)
    See also Working Paper (1982)

1980

  1. Random disturbances and the choice of exchange regimes in an intergenerational model
    Journal of International Economics, 1980, 10, (2), 263-283 Downloads View citations (17)
    See also Working Paper (1980)

1978

  1. Devaluation, Wealth Effects, and Relative Prices
    American Economic Review, 1978, 68, (4), 601-13 Downloads View citations (4)
    See also Working Paper (1978)
  2. Lags and the Assignment Problem: A Note
    The American Economist, 1978, 22, (2), 67-70 Downloads
    See also Working Paper (1978)

1977

  1. Portfolio Balance and Exchange Rate Stability: A Note
    Journal of Money, Credit and Banking, 1977, 9, (3), 491-99 Downloads View citations (2)

Books

2012

  1. The Political Economy of Terrorism
    Cambridge Books, Cambridge University Press View citations (103)
    Also in Cambridge Books, Cambridge University Press (2012) View citations (107)

Edited books

2016

  1. The Economics of Terrorism
    Books, Edward Elgar Publishing Downloads View citations (2)

Chapters

2014

  1. The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis
    A chapter in The Economics of Food Price Volatility, 2014, pp 135-187 Downloads View citations (10)

2008

  1. Chapter 6 Forecasting Persistent Data with Possible Structural Breaks: Old School and New School Lessons Using OECD Unemployment Rates
    A chapter in Forecasting in the Presence of Structural Breaks and Model Uncertainty, 2008, pp 231-269 Downloads

2007

  1. Terrorism: An Empirical Analysis
    Elsevier Downloads View citations (15)

2006

  1. Modeling Inflation and Money Demand Using a Fourier-Series Approximation
    A chapter in Nonlinear Time Series Analysis of Business Cycles, 2006, pp 221-246 Downloads

2005

  1. Transnational Terrorism: An Economic Analysis
    Chapter 2 in The Economic Impacts of Terrorist Attacks, 2005 Downloads

1995

  1. Terrorism: Theory and applications
    Chapter 09 in Handbook of Defense Economics, 1995, vol. 1, pp 213-249 Downloads View citations (52)
 
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