Details about R Scott Hacker

Access statistics for papers by R Scott Hacker.

Last updated 2013-01-25. Update your information in the RePEc Author Service.

Short-id: pha419

Working Papers

2010

1. A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (5)
   See also Journal Article A bootstrap test for causality with endogenous lag length choice: theory and application in finance, Journal of Economic Studies, Emerald Group Publishing Limited (2012) View citations (35) (2012)
2. An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (2)
3. The Effectiveness of Information Criteria in Determining Unit Root and Trend Status
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (1)
4. The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (9)
5. The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (1)
   See also Journal Article The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach, The World Economy, Wiley Blackwell (2012) View citations (20) (2012)

Journal Articles

2012

1. A bootstrap test for causality with endogenous lag length choice: theory and application in finance
   Journal of Economic Studies, 2012, 39, (2), 144-160 View citations (35)
   See also Working Paper A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance, Working Paper Series in Economics and Institutions of Innovation (2010) View citations (5) (2010)
2. The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach
   The World Economy, 2012, 35, (9), 1162-1185 View citations (20)
   See also Working Paper The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach, Working Paper Series in Economics and Institutions of Innovation (2010) View citations (1) (2010)

2009

3. Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
   Applied Economics, 2009, 41, (9), 1121-1125 View citations (13)

2007

4. Capital mobility in Sweden: a time-varying parameter approach
   Applied Economics Letters, 2007, 14, (15), 1115-1118 View citations (4)

2006

5. Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
   Applied Economics, 2006, 38, (13), 1489-1500 View citations (229)

2005

6. A test for multivariate ARCH effects
   Applied Economics Letters, 2005, 12, (7), 411-417 View citations (54)
7. The effect of regime shifts on the long-run relationships for Swedish money demand
   Applied Economics, 2005, 37, (15), 1731-1736 View citations (3)
8. Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter
   Economia Internazionale / International Economics, 2005, 58, (3), 327-336
9. Trading Blocs and Market Performance under Duopolistic Competition
   Journal of Economic Integration, 2005, 20, 294-317

2004

10. The effect of exchange rate changes on trade balances in the short and long run
    The Economics of Transition, 2004, 12, (4), 777-799 View citations (29)

2003

11. How productivity and domestic output are related to exports and foreign output in the case of Sweden
    Empirical Economics, 2003, 28, (4), 767-782 View citations (5)
12. Is the J-Curve Effect Observable for Small North European Economies?
    Open Economies Review, 2003, 14, (2), 119-134 View citations (33)
13. The pattern, pull, and potential of Baltic Sea trade
    The Annals of Regional Science, 2003, 37, (1), 15-29 View citations (6)

2000

14. Mobility and Regional Economic Downturns
    Journal of Regional Science, 2000, 40, (1), 45-65 View citations (6)
15. The impact of international capital mobility on the volatility of labor income
    The Annals of Regional Science, 2000, 34, (2), 157-172

1999

16. The Effect of Residential Crowding on Labor Productivity with Evidence from the Twilight of Polish Socialism
    Real Estate Economics, 1999, 27, (1), 135-167 View citations (5)

Software Items

2010

1. HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order
   Statistical Software Components, Boston College Department of Economics View citations (2)
2. LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model
   Statistical Software Components, Boston College Department of Economics
3. MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model
   Statistical Software Components, Boston College Department of Economics

2009

4. ContagT: GAUSS module to implement a pairwise bootstrap test for contagion
   Statistical Software Components, Boston College Department of Economics View citations (7)
5. HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments
   Statistical Software Components, Boston College Department of Economics
6. LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria
   Statistical Software Components, Boston College Department of Economics
7. MV-ARCH: GAUSS module to implement the multivariate ARCH test
   Statistical Software Components, Boston College Department of Economics View citations (5)