EconPapers    
Economics at your fingertips  
 

Details about R Scott Hacker

Homepage:http://search.hj.se/personinfo.php?id=163&lang=en
Workplace:Internationella Handelshögskolan (Jönköping International Business School), Jönköping Universitet (Jonkoping University), (more information at EDIRC)
Nationalekonomi (Department of Economics), Internationella Handelshögskolan (Jönköping International Business School), Jönköping Universitet (Jonkoping University), (more information at EDIRC)

Access statistics for papers by R Scott Hacker.

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

Short-id: pha419


Jump to Journal Articles Software Items

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 Downloads View citations (2)
    See also Journal Article in Journal of Economic Studies (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 Downloads 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 Downloads
  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 Downloads View citations (6)
  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 Downloads View citations (1)
    See also Journal Article in The World Economy (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 Downloads View citations (19)
    See also Working Paper (2010)
  2. The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach
    The World Economy, 2012, 35, (9), 1162-1185 Downloads View citations (15)
    See also Working Paper (2010)

2009

  1. 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 Downloads View citations (5)

2007

  1. Capital mobility in Sweden: a time-varying parameter approach
    Applied Economics Letters, 2007, 14, (15), 1115-1118 Downloads View citations (3)

2006

  1. Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
    Applied Economics, 2006, 38, (13), 1489-1500 Downloads View citations (161)

2005

  1. A test for multivariate ARCH effects
    Applied Economics Letters, 2005, 12, (7), 411-417 Downloads View citations (29)
  2. An alternative method to test for contagion with an application to the Asian financial crisis
    Applied Financial Economics Letters, 2005, 1, (6), 343-347 Downloads View citations (15)
  3. The effect of regime shifts on the long-run relationships for Swedish money demand
    Applied Economics, 2005, 37, (15), 1731-1736 Downloads View citations (1)
  4. 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 Downloads
  5. Trading Blocs and Market Performance under Duopolistic Competition
    Journal of Economic Integration, 2005, 20, 294-317

2004

  1. The effect of exchange rate changes on trade balances in the short and long run
    The Economics of Transition, 2004, 12, (4), 777-799 Downloads View citations (18)

2003

  1. How productivity and domestic output are related to exports and foreign output in the case of Sweden
    Empirical Economics, 2003, 28, (4), 767-782 Downloads View citations (2)
  2. Is the J-Curve Effect Observable for Small North European Economies?
    Open Economies Review, 2003, 14, (2), 119-134 Downloads View citations (20)
  3. The pattern, pull, and potential of Baltic Sea trade
    The Annals of Regional Science, 2003, 37, (1), 15-29 Downloads View citations (6)

2000

  1. Mobility and Regional Economic Downturns
    Journal of Regional Science, 2000, 40, (1), 45-65 Downloads View citations (4)
  2. The impact of international capital mobility on the volatility of labor income
    The Annals of Regional Science, 2000, 34, (2), 157-172 Downloads

1999

  1. The Effect of Residential Crowding on Labor Productivity with Evidence from the Twilight of Polish Socialism
    Real Estate Economics, 1999, 27, (1), 135-167 Downloads View citations (4)

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 Downloads 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 Downloads
  3. MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model
    Statistical Software Components, Boston College Department of Economics Downloads

2009

  1. ContagT: GAUSS module to implement a pairwise bootstrap test for contagion
    Statistical Software Components, Boston College Department of Economics Downloads View citations (5)
  2. HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments
    Statistical Software Components, Boston College Department of Economics Downloads
  3. 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 Downloads
  4. MV-ARCH: GAUSS module to implement the multivariate ARCH test
    Statistical Software Components, Boston College Department of Economics Downloads View citations (4)
 
Page updated 2021-04-07