Details about Mark J. Holmes

E-mail:
Homepage:	https://profiles.waikato.ac.nz/mark.holmes
Phone:	+6478384454
Postal address:	Waikato Management School, University of Waikato, Private Bag 3105, Hamilton 3240, New Zealand.
Workplace:	Department of Economics, Waikato Management School, University of Waikato, (more information at EDIRC)

Access statistics for papers by Mark J. Holmes.

Last updated 2025-06-08. Update your information in the RePEc Author Service.

Short-id: pho188

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Working Papers

2025

1. The Changing Effect of Energy and Rice Prices and Remittances on Overall Inflation in Emerging Markets: Evidence from the Philippines
   Working Papers in Economics, University of Waikato

2023

2. Does economic openness matter in the impact of financial development on income inequality?
   Working Papers in Economics, University of Waikato
3. International market and domestic fragrant rice markets integration in Pakistan: Evidence from quantile cointegration analysis
   MPRA Paper, University Library of Munich, Germany
4. The Impact of Remittances on Monetary Transmission Mechanism in Remittance-recipient Countries: with Focus on Credit and Exchange Rate Channels
   Working Papers in Economics, University of Waikato
5. The drivers of labour share and impact on pay inequality: A firm-level investigation
   Working Papers in Economics, University of Waikato

2022

6. Do Remittances Increase Household Indebtedness: Evidence from a Cambodian Household Survey
   Working Papers in Economics, University of Waikato
7. Impact of Microcredit on Labour Migration Decisions: Evidence from a Cambodian Household Survey
   Working Papers in Economics, University of Waikato
8. Migration, Remittances and Clean Fuel Usage in Sri Lanka: The Mediating Role of Household Wealth
   Working Papers in Economics, University of Waikato View citations (1)

2021

9. Convergence in retail gasoline prices: Insights from Canadian cities
   Working Paper series, Rimini Centre for Economic Analysis
   See also Journal Article Convergence in retail gasoline prices: insights from Canadian cities, The Annals of Regional Science, Springer (2022) View citations (1) (2022)
10. Direct Monetary Costs and Its Determinants in Migration Decisions: Case of Cross-Border Labour Migration from Cambodia to Thailand
    Working Papers in Economics, University of Waikato View citations (1)
11. Is performance affected by the CEO-Employee pay gap? Evidence from Australia
    Working Papers in Economics, University of Waikato View citations (1)
12. Non-Price Determinants of Energy Choice for Cooking: Empirical Evidence from Sri Lankan Households
    Working Papers in Economics, University of Waikato
13. The Impact of Remittances on Monetary Transmission Mechanisms during the Pre and Post-Conflict Eras in Sri Lanka
    Working Papers in Economics, University of Waikato

2018

14. Property Heterogeneity and Convergence Club Formation among Local House Prices
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Property heterogeneity and convergence club formation among local house prices, Journal of Housing Economics, Elsevier (2019) View citations (25) (2019)

2017

15. How Do Workers' Remittances Respond to Lending Rates?
    Working Papers in Economics, University of Waikato View citations (1)
16. On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging
    MPRA Paper, University Library of Munich, Germany

2016

17. Climbing the property ladder: An analysis of market integration in London property prices
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
    See also Journal Article Climbing the property ladder: An analysis of market integration in London property prices, Urban Studies, Urban Studies Journal Limited (2018) View citations (9) (2018)
18. Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?
    Working Papers, Motu Economic and Public Policy Research
    Also in ERSA conference papers, European Regional Science Association (2016)
    See also Journal Article Two countries, sixteen cities, five thousand kilometres: How many housing markets?, Papers in Regional Science, Wiley Blackwell (2019) View citations (2) (2019)

2015

19. A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market, The Journal of Real Estate Finance and Economics, Springer (2017) View citations (12) (2017)
20. A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility
    Working Papers in Economics, University of Waikato View citations (1)
21. Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks
    Working Papers in Economics, University of Waikato View citations (23)
    See also Journal Article Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks, Economic Modelling, Elsevier (2015) View citations (23) (2015)
22. The Effect of Female and Male Health on Economic Growth: Cross-Country Evidence within a Production Function Framework
    Working Papers in Economics, University of Waikato
    See also Journal Article The effect of female and male health on economic growth: cross-country evidence within a production function framework, Empirical Economics, Springer (2017) View citations (4) (2017)
23. The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach, The North American Journal of Economics and Finance, Elsevier (2015) View citations (3) (2015)

2014

24. Do Remittances Facilitate a Sustainable Current Account?
    Working Papers in Economics, University of Waikato View citations (1)
    See also Journal Article Do Remittances Facilitate a Sustainable Current Account?, The World Economy, Wiley Blackwell (2016) View citations (8) (2016)

2013

25. A Note on the Extent of US Regional Income Convergence
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2013) View citations (4)
    See also Journal Article A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (8) (2014)
26. Modelling the Behaviour of Unemployment Rates in the US over Time and across Space
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) View citations (3)
    See also Journal Article Modelling the behaviour of unemployment rates in the US over time and across space, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (5) (2013)

2012

27. Agglomeration Externalities and 1981-2006 Regional Growth in Brazil
    Working Papers in Economics, University of Waikato View citations (3)
28. Classic and Spatial Shift-Share Analysis of State-Level Employment Change in Brazil
    Working Papers in Economics, University of Waikato
    See also Chapter Classic and Spatial Shift-Share Analysis of State-Level Employment Change in Brazil, Advances in Spatial Science, Springer (2014) View citations (2) (2014)
29. Firm Exporting and Employee Benefits: First Evidence from Vietnam Manufacturing SMEs
    Working Papers in Economics, University of Waikato
    See also Journal Article Firm Exporting and Employee Benefits: First Evidence from Vietnam Manufacturing SMEs, Economics Bulletin, AccessEcon (2013) View citations (5) (2013)
30. On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012)
    Discussion Paper Series, Department of Economics, University of Macedonia (2012) View citations (1)
    See also Journal Article On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach, Energy Economics, Elsevier (2013) View citations (19) (2013)
31. Remittances and the real effective exchange rate
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article Remittances and the real effective exchange rate, Applied Economics, Taylor & Francis Journals (2013) View citations (38) (2013)

2011

32. A Century of the Evolution of the Urban System in Brazil
    Working Papers in Economics, University of Waikato View citations (2)
    See also Journal Article A CENTURY OF THE EVOLUTION OF THE URBAN SYSTEM IN BRAZIL, Review of Urban & Regional Development Studies, Wiley Blackwell (2013) View citations (5) (2013)
33. Heterogeneous Credit Impacts of Healthcare Spending of the Poor in Peri-urban Areas, Vietnam: Quantile Treatment Effects Estimation
    Working Papers in Economics, University of Waikato
34. Household Credit to the Poor and its Impact on Child Schooling in Peri-urban Areas, Vietnam
    Working Papers in Economics, University of Waikato
35. Impacts of Household Credit on Education and Healthcare Spending by the Poor in Peri-urban Areas in Vietnam
    Working Papers in Economics, University of Waikato View citations (13)
36. Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (63)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (63)
    See also Journal Article Investigating regional house price convergence in the United States: Evidence from a pair-wise approach, Economic Modelling, Elsevier (2011) View citations (63) (2011)
37. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
    See also Journal Article PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks, Open Economies Review, Springer (2012) View citations (8) (2012)
38. Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (12)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (12)
    Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (12)
    See also Journal Article Real interest parity: A note on Asian countries using panel stationarity tests, Journal of Asian Economics, Elsevier (2011) View citations (12) (2011)

2010

39. New Zealand Housing Markets: Just a Bit-Player in the A-League?
    Working Papers, Motu Economic and Public Policy Research View citations (5)
40. On the Stationarity of Current Account Deficits in the European Union
    Working Paper series, Rimini Centre for Economic Analysis View citations (18)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (6)
    See also Journal Article On the Stationarity of Current Account Deficits in the European Union, Review of International Economics, Wiley Blackwell (2010) View citations (15) (2010)
41. The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009)
    See also Journal Article The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies, International Review of Economics & Finance, Elsevier (2011) View citations (12) (2011)
42. What determines credit participation and credit constraints of the poor in peri-urban areas, Vietnam?
    MPRA Paper, University Library of Munich, Germany View citations (11)

2009

43. ARE EU BUDGET DEFICITS STATIONARY?
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article Are EU budget deficits stationary?, Empirical Economics, Springer (2010) View citations (13) (2010)
44. COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT
    Working Paper series, Rimini Centre for Economic Analysis View citations (13)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (13)
    See also Journal Article Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account, The B.E. Journal of Macroeconomics, De Gruyter (2009) View citations (12) (2009)
45. Modelling a Regime-Shifting New Zealand Beveridge Curve
    Working Papers in Economics, University of Waikato View citations (1)

2008

46. Are EU budgets stationary?
    Discussion Paper Series, Department of Economics, University of Macedonia
47. Credit Losses in Australasian Banking
    Working Papers in Economics, University of Waikato View citations (1)
    See also Journal Article Credit Losses in Australasian Banking, The Economic Record, The Economic Society of Australia (2009) View citations (21) (2009)

2007

48. Are EU budget deficits sustainable?
    Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
49. Business Confidence and Cyclical Turning Points: A Markov-Switching Approach
    Working Papers in Economics, University of Waikato View citations (1)
    See also Journal Article Business confidence and cyclical turning points: a Markov-switching approach, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (3) (2010)
50. On The Sustainability of the EU’s Current Account Deficits
    Discussion Paper Series, Department of Economics, Loughborough University
51. The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests
    Working Paper series, Rimini Centre for Economic Analysis
52. The sustainability of India’S current account
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (3)
    See also Journal Article The sustainability of India's current account, Applied Economics, Taylor & Francis Journals (2011) View citations (20) (2011)

2006

53. ARE VOLATILITY EXPECTATIONS CHARACTERIZED BY REGIME SHIFTS? EVIDENCE FROM IMPLIED VOLATILITY INDICES
    Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics View citations (4)

2005

54. Is there long-run convergence of regional house prices in the UK?
    Working Papers, Motu Economic and Public Policy Research View citations (31)
55. Okun's Law, Asymmetries and Jobless Recoveries in the United States: A Markov-Switching Approach
    Working Papers in Economics, University of Waikato View citations (7)
    See also Journal Article Okun's law, asymmetries and jobless recoveries in the United States: A Markov-switching approach, Economics Letters, Elsevier (2006) View citations (56) (2006)
56. Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group

2003

57. Productivity Growth of East Asia Economies' Manufacturing: A Decomposition Analysis
    Royal Economic Society Annual Conference 2003, Royal Economic Society
    See also Journal Article Productivity growth of East Asia economies' manufacturing: A decomposition analysis, Journal of Development Studies, Taylor & Francis Journals (2007) View citations (8) (2007)

Undated

58. Financial Integration and Economic Interdependence in the European Union
    Research Papers, CENTRE FOR RESEARCH IN EUROPEAN ECONOMICS AND FINANCE (CREEF)
59. MATERIAL SUBSTITUTION IN THE UK WINDOW INDUSTRY, 1983-87
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
60. Some Econometric Tests of Changes in the Degree of Financial Integration Within the European Community in the 1980s
    Research Papers, CENTRE FOR RESEARCH IN EUROPEAN ECONOMICS AND FINANCE (CREEF)
61. The ERM and Monetary Integration in the European Union: An Investigation of Long-Run Relationships
    Research Papers, CENTRE FOR RESEARCH IN EUROPEAN ECONOMICS AND FINANCE (CREEF) View citations (2)

Journal Articles

2025

1. Examining psychological barriers in exchange rates across various regimes and FX intervention
   Journal of Behavioral and Experimental Finance, 2025, 45, (C)

2024

2. Does Institutional Quality Matter for Foreign Direct Investment and Human Development?
   Evaluation Review, 2024, 48, (4), 610-635
3. New Zealand’s lauded fiscal legislation: has it reduced fiscal uncertainty?
   New Zealand Economic Papers, 2024, 58, (3), 243-260

2023

4. Asymmetric behaviour and the 9-ending pricing of retail gasoline
   Energy, 2023, 263, (PC) View citations (2)
5. Clean energy, clean water, and quality education: Prospects of achieving Sustainable Development Goals (SDGs) in Sri Lanka
   Natural Resources Forum, 2023, 47, (4), 610-631 View citations (2)
6. Does foreign investment improve domestic firm productivity? Evidence from a developing country
   Journal of the Asia Pacific Economy, 2023, 28, (2), 527-557 View citations (3)
7. Economic Growth Theory and Natural Resource Constraints: A Stocktake and Critical Assessment
   Australian Economic Review, 2023, 56, (2), 255-268 View citations (1)
8. How convergent are rice export prices in the international market?
   Agricultural Economics, 2023, 54, (1), 127-141 View citations (2)
9. Psychological price barriers, El Niño, La Niña: New insights for the case of coffee
   Journal of Commodity Markets, 2023, 31, (C) View citations (1)

2022

10. Convergence in retail gasoline prices: insights from Canadian cities
    The Annals of Regional Science, 2022, 68, (1), 207-228 View citations (1)
    See also Working Paper Convergence in retail gasoline prices: Insights from Canadian cities, Working Paper series (2021) (2021)
11. Does foreign investment crowd in domestic investment? Evidence from Vietnam
    International Economics, 2022, 171, (C), 18-29 View citations (4)
    Also in International Economics, 2022, (171), 18-29 (2022) View citations (4)
12. How New Zealand migrants fare in Australia: what explains their wealth gap?
    New Zealand Economic Papers, 2022, 56, (3), 296-317
13. The wage curve within and across regions: new insights from a pairwise view of US states
    Empirical Economics, 2022, 62, (5), 2069-2089 View citations (3)
14. What Accounts for Gender Income Inequality? Empirical Evidence from Vietnamese Small and Medium Manufacturing Enterprises
    Journal of Economic Development, 2022, 47, (1), 65-84

2021

15. Citation for John Creedy to mark his Distinguished Fellow award by the New Zealand Association of Economists
    New Zealand Economic Papers, 2021, 55, (3), 332-333
16. Does foreign direct investment influence R&D activity in the host country? Evidence from Vietnam
    International Journal of Emerging Markets, 2021, 18, (9), 2599-2619
17. Does foreign investment enhance domestic manufacturing firms’ labour productivity? Evidence from a quantile regression approach
    Economic Change and Restructuring, 2021, 54, (3), 637-654 View citations (1)
18. The effects of FX-interventions on forecasters disagreement: A mixed data sampling view
    The North American Journal of Economics and Finance, 2021, 58, (C)
19. The impact of free trade agreements on FDI inflows: the case of Vietnam
    Journal of the Asia Pacific Economy, 2021, 26, (3), 483-505 View citations (4)

2020

20. A tale of two coffees? Analysing interaction and futures market efficiency
    Studies in Economics and Finance, 2020, 37, (1), 89-109 View citations (2)
21. An analysis of the SME–bank match made in heaven: the case of New Zealand main banks and their relationship-managed SMEs
    Qualitative Research in Financial Markets, 2020, 12, (4), 391-411
22. Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures
    Australian Journal of Management, 2020, 45, (2), 240-265 View citations (2)
23. Does foreign investment benefit the exporting activities of Vietnamese firms?
    The World Economy, 2020, 43, (6), 1619-1646 View citations (9)
24. Firms and export performance: does size matter?
    Journal of Economic Studies, 2020, 47, (5), 985-999 View citations (5)
25. The Beveridge Curve Across US States: New Insights From a Pairwise Approach
    Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 405-424 View citations (1)

2019

26. Citation for Stephen Jenkins to mark his Distinguished Fellow award by the New Zealand Association of Economists
    New Zealand Economic Papers, 2019, 53, (3), 315-316
27. Effects of Trade Agreements and Foreign Direct Investment on Trade: Evidence from Vietnam
    International Journal of Economics and Financial Issues, 2019, 9, (3), 116-126 View citations (1)
28. Government subsidies and corporate investment efficiency: Evidence from China
    Emerging Markets Review, 2019, 41, (C) View citations (40)
29. Interest rate convergence across maturities: Evidence from bank data in an emerging market economy
    The North American Journal of Economics and Finance, 2019, 49, (C), 57-70 View citations (2)
30. Property heterogeneity and convergence club formation among local house prices
    Journal of Housing Economics, 2019, 43, (C), 1-13 View citations (25)
    See also Working Paper Property Heterogeneity and Convergence Club Formation among Local House Prices, Working Paper series (2018) (2018)
31. Re-examining the movements of crude oil spot and futures prices over time
    Energy Economics, 2019, 82, (C), 224-236 View citations (6)
32. Two countries, sixteen cities, five thousand kilometres: How many housing markets?
    Papers in Regional Science, 2019, 98, (1), 353-370 View citations (2)
    See also Working Paper Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?, Working Papers (2016) (2016)

2018

33. Climbing the property ladder: An analysis of market integration in London property prices
    Urban Studies, 2018, 55, (12), 2660-2681 View citations (9)
    See also Working Paper Climbing the property ladder: An analysis of market integration in London property prices, Working Paper series (2016) View citations (6) (2016)
34. Does inflation targeting matter for the behavior of inflation and output growth? Some regime-based evidence for Asian economies
    Journal of Economic Studies, 2018, 45, (5), 932-955 View citations (1)
35. Is inflation targeting credible in Asia? A panel GARCH approach
    Empirical Economics, 2018, 54, (2), 523-546 View citations (3)

2017

36. A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market
    The Journal of Real Estate Finance and Economics, 2017, 54, (1), 1-16 View citations (12)
    See also Working Paper A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market, Working Paper series (2015) View citations (3) (2015)
37. How credible is inflation targeting in Asia? A quantile unit root perspective
    Economic Modelling, 2017, 60, (C), 194-210 View citations (12)
38. Stock market uncertainty and interest rate behaviour: a panel GARCH approach
    Applied Economics Letters, 2017, 24, (11), 732-735 View citations (8)
39. The effect of female and male health on economic growth: cross-country evidence within a production function framework
    Empirical Economics, 2017, 52, (2), 659-689 View citations (4)
    See also Working Paper The Effect of Female and Male Health on Economic Growth: Cross-Country Evidence within a Production Function Framework, Working Papers in Economics (2015) (2015)

2016

40. A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility
    Empirical Economics, 2016, 50, (2), 279-297 View citations (1)
41. Do Remittances Facilitate a Sustainable Current Account?
    The World Economy, 2016, 39, (11), 1834-1853 View citations (8)
    See also Working Paper Do Remittances Facilitate a Sustainable Current Account?, Working Papers in Economics (2014) View citations (1) (2014)
42. Financial market impact on the real economy: An assessment of asymmetries and volatility linkages between the stock market and unemployment rate
    The Journal of Economic Asymmetries, 2016, 13, (C), 1-7 View citations (8)
43. Firm exporting and productivity: what if productivity is no longer a black box
    Baltic Journal of Economics, 2016, 16, (2), 95-113 View citations (17)
44. MODELLING A REGIME-SHIFTING BEVERIDGE CURVE
    Bulletin of Economic Research, 2016, 68, (1), 90-104
45. On financial liberalization and long-run risk sharing
    International Economics, 2016, (148), 31-40 View citations (1)
    Also in International Economics, 2016, 148, (C), 31-40 (2016) View citations (1)
46. The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach
    Applied Economics, 2016, 48, (57), 5525-5545 View citations (2)

2015

47. Does dollarization reduce or produce inflation?
    Journal of Economic Studies, 2015, 42, (3), 358-376
48. Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks
    Economic Modelling, 2015, 49, (C), 270-277 View citations (23)
    See also Working Paper Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks, Working Papers in Economics (2015) View citations (23) (2015)
49. ON WEALTH VOLATILITY, ASYMMETRIES AND THE AVERAGE PROPENSITY TO CONSUME IN THE UNITED STATES
    Applied Econometrics and International Development, 2015, 15, (1), 69-78 View citations (1)
50. Reconsidering the role of Tobin’s Q
    Studies in Economics and Finance, 2015, 32, (2), 222-234
51. The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 301-313 View citations (3)
    See also Working Paper The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach, Working Paper series (2015) View citations (3) (2015)
52. Wealth Effects and Consumption: A Panel VAR Approach
    International Review of Applied Economics, 2015, 29, (2), 221-237 View citations (10)

2014

53. A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (7), 1635-1655 View citations (8)
    See also Working Paper A Note on the Extent of US Regional Income Convergence, Working Paper series (2013) View citations (3) (2013)
54. Are stock prices stationary? Some new evidence from a panel data approach
    Studies in Economics and Finance, 2014, 31, (4), 387-405 View citations (2)
55. Budget deficits and real interest rates: a regime-switching reflection on Ricardian Equivalence
    Journal of Economics and Finance, 2014, 38, (1), 71-83 View citations (7)
56. Do Asia-Pacific stock prices follow a random walk? A regime-switching perspective
    Applied Economics Letters, 2014, 21, (3), 189-195 View citations (5)
57. Editor-in-Chief signing off
    New Zealand Economic Papers, 2014, 48, (3), 336-336
58. Exports and profitability: a note from quantile regression approach
    Applied Economics Letters, 2014, 21, (6), 442-445 View citations (14)
59. Financial instability and the short-term dynamics of volatility expectations
    Applied Financial Economics, 2014, 24, (6), 377-395 View citations (4)
60. Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup
    International Review of Economics & Finance, 2014, 33, (C), 1-11 View citations (8)

2013

61. A CENTURY OF THE EVOLUTION OF THE URBAN SYSTEM IN BRAZIL
    Review of Urban & Regional Development Studies, 2013, 25, (3), 129-151 View citations (5)
    See also Working Paper A Century of the Evolution of the Urban System in Brazil, Working Papers in Economics (2011) View citations (2) (2011)
62. A note on the average propensity to consume, wealth and threshold adjustment
    Economic Modelling, 2013, 35, (C), 309-313 View citations (1)
63. DOES DOLLARIZATION ALLEVIATE OR AGGRAVATE EXCHANGE RATE VOLATILITY?
    Journal of Economic Development, 2013, 38, (2), 99-118 View citations (8)
64. Firm Exporting and Employee Benefits: First Evidence from Vietnam Manufacturing SMEs
    Economics Bulletin, 2013, 33, (1), 519-535 View citations (5)
    See also Working Paper Firm Exporting and Employee Benefits: First Evidence from Vietnam Manufacturing SMEs, Working Papers in Economics (2012) (2012)
65. Modelling the behaviour of unemployment rates in the US over time and across space
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (22), 5711-5722 View citations (5)
    See also Working Paper Modelling the Behaviour of Unemployment Rates in the US over Time and across Space, Working Paper series (2013) View citations (4) (2013)
66. Monetary policy and its transmission mechanisms in Eritrea
    Journal of Policy Modeling, 2013, 35, (5), 766-780 View citations (17)
67. On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach
    Energy Economics, 2013, 36, (C), 503-510 View citations (19)
    See also Working Paper On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach, Working Paper series (2012) View citations (1) (2012)
68. Remittances and the real effective exchange rate
    Applied Economics, 2013, 45, (35), 4959-4970 View citations (38)
    See also Working Paper Remittances and the real effective exchange rate, MPRA Paper (2012) View citations (6) (2012)

2012

69. An Alternative Nonlinear Perspective on the Consumption, Income and Wealth Relationship
    Economics Bulletin, 2012, 32, (1), 766-777 View citations (1)
70. Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2012, 15, (03), 1-23 View citations (7)
71. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks
    Open Economies Review, 2012, 23, (5), 767-783 View citations (8)
    See also Working Paper PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks, Koç University-TUSIAD Economic Research Forum Working Papers (2011) View citations (1) (2011)

2011

72. Investigating regional house price convergence in the United States: Evidence from a pair-wise approach
    Economic Modelling, 2011, 28, (6), 2369-2376 View citations (63)
    See also Working Paper Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach, Working Paper series (2011) View citations (63) (2011)
73. Real interest parity: A note on Asian countries using panel stationarity tests
    Journal of Asian Economics, 2011, 22, (6), 550-557 View citations (12)
    See also Working Paper Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests, Koç University-TUSIAD Economic Research Forum Working Papers (2011) View citations (12) (2011)
74. The sustainability of India's current account
    Applied Economics, 2011, 43, (2), 219-229 View citations (20)
    See also Working Paper The sustainability of India’S current account, Discussion Paper Series (2007) View citations (3) (2007)
75. The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
    International Review of Economics & Finance, 2011, 20, (4), 679-689 View citations (12)
    See also Working Paper The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies, Working Paper series (2010) (2010)
76. Threshold cointegration and the short-run dynamics of twin deficit behaviour
    Research in Economics, 2011, 65, (3), 271-277 View citations (26)
77. Volatility transmission and asymmetric linkages between the stock and foreign exchange markets
    Studies in Economics and Finance, 2011, 28, (1), 36-50 View citations (12)

2010

78. A reassessment of the twin deficits relationship
    Applied Economics Letters, 2010, 17, (12), 1209-1212 View citations (6)
79. ARE ASIA‐PACIFIC REAL EXCHANGE RATES STATIONARY? A REGIME‐SWITCHING PERSPECTIVE
    Pacific Economic Review, 2010, 15, (2), 189-203 View citations (4)
80. An Alternative Perspective on Tobin's Q and Aggregate Investment Expenditure
    International Journal of Business and Economics, 2010, 9, (1), 23-28 View citations (3)
81. Are EU budget deficits stationary?
    Empirical Economics, 2010, 38, (3), 767-778 View citations (13)
    See also Working Paper ARE EU BUDGET DEFICITS STATIONARY?, Working Paper series (2009) View citations (1) (2009)
82. Business confidence and cyclical turning points: a Markov-switching approach
    Applied Economics Letters, 2010, 17, (3), 229-233 View citations (3)
    See also Working Paper Business Confidence and Cyclical Turning Points: A Markov-Switching Approach, Working Papers in Economics (2007) View citations (1) (2007)
83. Nonlinearities, co-trending and budget balance sustainability
    Economic Analysis and Policy, 2010, 40, (3), 369-376
84. On the Stationarity of Current Account Deficits in the European Union
    Review of International Economics, 2010, 18, (4), 730-740 View citations (15)
    See also Working Paper On the Stationarity of Current Account Deficits in the European Union, Working Paper series (2010) View citations (18) (2010)

2009

85. ARCHITECTS AS NOWCASTERS OF HOUSING CONSTRUCTION
    National Institute Economic Review, 2009, 210, (1), 111-122 View citations (2)
    Also in National Institute Economic Review, 2009, 210, 111-122 (2009) View citations (1)
86. Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account
    The B.E. Journal of Macroeconomics, 2009, 9, (1), 25 View citations (12)
    See also Working Paper COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT, Working Paper series (2009) View citations (13) (2009)
87. Credit Losses in Australasian Banking
    The Economic Record, 2009, 85, (270), 331-343 View citations (21)
    See also Working Paper Credit Losses in Australasian Banking, Working Papers in Economics (2008) View citations (1) (2008)
88. Real interest rates, inflation and the open economy: A regime-switching perspective on Australia and New Zealand
    International Review of Economics & Finance, 2009, 18, (2), 351-360 View citations (4)
89. THE IMPACT OF FOREIGN R&D ON TOTAL FACTOR PRODUCTIVITY IN THE EAST ASIAN MANUFACTURING INDUSTRY*
    Manchester School, 2009, 77, (2), 244-270 View citations (7)

2008

90. Is There Long-run Convergence among Regional House Prices in the UK?
    Urban Studies, 2008, 45, (8), 1531-1544 View citations (111)
91. Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests
    Journal of International Money and Finance, 2008, 27, (6), 958-970 View citations (7)
92. LONG-RUN PASS-THROUGH FROM THE EXCHANGE RATE TO IMPORT PRICES IN AFRICAN COUNTRIES
    Journal of Economic Development, 2008, 33, (1), 97-111 View citations (6)
93. NON-LINEAR TREND STATIONARITY AND CO-TRENDING IN LATIN AMERICAN REAL EXCHANGE RATES
    Applied Econometrics and International Development, 2008, 8, (1), 107-118
94. On openness and real exchange rate volatility
    Economics Bulletin, 2008, 6, (14), 1-12 View citations (1)
95. Real Convergence and Regime-Switching Among EU Accession Countries
    South-Eastern Europe Journal of Economics, 2008, 6, (1), 9-27 View citations (4)
96. Real Convergence and the EU Accession Countries
    Journal of Emerging Market Finance, 2008, 7, (3), 215-236 View citations (6)
97. Real Exchange Rate Stationarity in Latin America and Relative Purchasing Power Parity: A Regime Switching Approach
    Open Economies Review, 2008, 19, (2), 261-275 View citations (9)

2007

98. Is a more stable exchange rate associated with reduced exchange rate pass-through?
    Economics Bulletin, 2007, 6, (39), 1-12
99. Productivity growth of East Asia economies' manufacturing: A decomposition analysis
    Journal of Development Studies, 2007, 43, (4), 649-674 View citations (8)
    See also Working Paper Productivity Growth of East Asia Economies' Manufacturing: A Decomposition Analysis, Royal Economic Society Annual Conference 2003 (2003) (2003)

2006

100. Are There Asymmetries in the Relationship Between Exchange Rate Fluctuations and Stock Market Volatility in Pacific Basin Countries?
     Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (02), 229-256 View citations (9)
101. Are international real interest rate linkages characterized by asymmetric adjustments?
     Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 384-396 View citations (17)
102. Asymmetric adjustment towards long-run PPP: Some new evidence for Asian economies
     International Economic Journal, 2006, 20, (2), 161-177 View citations (8)
103. Do Latin American Countries Have an Incentive to Default on Their External Debts?: A Perspective Based on Long-Run Current Account Behavior
     Emerging Markets Finance and Trade, 2006, 42, (1), 33-49 View citations (7)
104. HOW SUSTAINABLE ARE OECD CURRENT ACCOUNT BALANCES IN THE LONG RUN?*
     Manchester School, 2006, 74, (5), 626-643 View citations (50)
105. Is a Low-inflation Environment Associated with Reduced Exchange Rate Pass Through?
     Finnish Economic Papers, 2006, 19, (2), 58-68 View citations (3)
106. Macroeconomic Policy in the Franc Zone by DAVID FIELDING
     The World Economy, 2006, 29, (9), 1295-1295
107. Okun's law, asymmetries and jobless recoveries in the United States: A Markov-switching approach
     Economics Letters, 2006, 92, (2), 293-299 View citations (56)
     See also Working Paper Okun's Law, Asymmetries and Jobless Recoveries in the United States: A Markov-Switching Approach, Working Papers in Economics (2005) View citations (7) (2005)
108. Regime-Dependent output convergence in Latin America
     Estudios de Economia, 2006, 33, (1 Year 2006), 65-81 View citations (3)
109. To what extent are public savings offset by private savings in the OECD?
     Journal of Economics and Finance, 2006, 30, (3), 285-296 View citations (8)

2005

110. DO AFRICAN COUNTRIES MOVE ASYMMETRICALLY TOWARDS PURCHASING POWER PARITY?
     South African Journal of Economics, 2005, 73, (2), 292-301 View citations (4)
111. IS LONG-RUN OUTPUT CONVERGENCE ASSOCIATED WITH INTERNATIONAL COOPERATION? SOME NEW EVIDENCE FOR SELECTED AFRICAN COUNTRIES
     Journal of Economic Development, 2005, 30, (2), 67-85 View citations (3)
112. Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union
     Economic Notes, 2005, 34, (3), 407-427 View citations (11)
113. New Evidence on Long-Run Output Convergence Among Latin American Countries
     Journal of Applied Economics, 2005, 08, (2), 21 View citations (8)
     Also in Journal of Applied Economics, 2005, 8, 299-319 (2005) View citations (8)
     Journal of Applied Economics, 2005, 8, (2), 299-319 (2005) View citations (9)
114. What do Savings-Investment Correlations tell us about the International Capital Mobility of Less Developed Countries?
     Journal of Economic Integration, 2005, 20, 590-603 View citations (8)

2004

115. Asian real interest rates, nonlinear dynamics, and international parity
     International Review of Economics & Finance, 2004, 13, (4), 387-405 View citations (37)
116. CAN AFRICAN COUNTRIES ACHIEVE LONG‐RUN REAL EXCHANGE RATE DEPRECIATION THROUGH NOMINAL EXCHANGE RATE DEPRECIATION?
     South African Journal of Economics, 2004, 72, (2), 305-323 View citations (8)
117. Current Account Deficits in the Transition Economies
     Prague Economic Papers, 2004, 2004, (4), 347-358 View citations (8)
118. Nominal Exchange Rates Adjustment and Long-Run Competitiveness in Less Developed Countries
     Applied Econometrics and International Development, 2004, 4, (3) View citations (1)

2003

119. Are the Trade Deficits of Less Developed Countries Stationary?. Evidence for African Countries
     Applied Econometrics and International Development, 2003, 3, (3) View citations (11)
120. Oil Price Shocks and the Asymmetric Adjustment of UK Output: A Markov-switching approach
     International Review of Applied Economics, 2003, 17, (2), 181-192 View citations (21)
121. The Sustainability of African Current Account Deficits: A Panel Cointegration Analysis
     Economia Internazionale / International Economics, 2003, 56, (2), 243-253

2002

122. Are there non linearities in US: Latin American real exchange behavior
     Estudios de Economia, 2002, 29, (2 Year 2002), 177-190 View citations (7)
123. Convergence in International Output: Evidence from Panel Data Unit Root Tests
     Journal of Economic Integration, 2002, 17, 826-838 View citations (10)
124. Do monetary Shocks Exert Nonlinear Real Effects on UK Industrial Production?
     Economia Internazionale / International Economics, 2002, 55, (3), 351-364 View citations (7)
125. Does long-run real interest parity hold among EU countries? Some new panel data evidence
     The Quarterly Review of Economics and Finance, 2002, 42, (4), 733-746 View citations (61)
126. Exchange rate regimes and economic convergence in the European Union
     Journal of Economic Studies, 2002, 29, (1), 6-20
127. Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets
     International Economic Journal, 2002, 16, (4), 121-139 View citations (4)
128. Panel data evidence on inflation convergence in the European Union
     Applied Economics Letters, 2002, 9, (3), 155-158 View citations (30)
129. Purchasing Power Parity and the Fractional Integration of the Real Exchange Rate: New Evidence for Less Developed Countries
     Journal of Economic Development, 2002, 27, (1), 125-135 View citations (15)
130. The Inflationary Effects of Effective Exchange Rate Depreciation in Selected African Countries
     Journal of African Economies, 2002, 11, (2), 201-218 View citations (1)

2001

131. New Evidence on Real Exchange Rate Stationarity and Purchasing Power Parity in Less Developed Countries
     Journal of Macroeconomics, 2001, 23, (4), 601-614 View citations (65)
132. Poland: a successful transition to budget sustainability?
     Emerging Markets Review, 2001, 2, (2), 161-183 View citations (15)
133. Some new evidence on exchange rates, capital controls and European Union financial integration
     International Review of Economics & Finance, 2001, 10, (2), 135-146 View citations (6)

2000

134. Does Purchasing Power Parity Hold in African Less Developed Countries? Evidence from a Panel Data Unit Root Test
     Journal of African Economies, 2000, 9, (1), 63-78 View citations (27)
     Also in Journal of African Economies, 2000, 9, (1), 63-78 (2000) View citations (26)
135. Monetary Shocks and the Asymmetric Adjustment of Uk Regional Output
     Environment and Planning C, 2000, 18, (6), 667-680 View citations (3)
136. Monetary Shocks, Inflation and the Asymmetric Adjustment of EU Output
     Empirica, 2000, 27, (3), 253-263 View citations (2)
137. Monetary shocks, inflation and the asymmetric adjustment of UK industrial output
     Applied Economics Letters, 2000, 7, (3), 159-163 View citations (2)
138. The Output-Inflation Trade-off in African Less Developed Countries
     Journal of Economic Development, 2000, 25, (1), 41-55 View citations (1)
139. The Velocity of Circulation: Some new evidence on international integration
     International Review of Applied Economics, 2000, 14, (4), 449-459 View citations (4)

1999

140. A New Test of International Financial Integration with Application to the European Union
     Journal of Economic Integration, 1999, 14, 1-12 View citations (5)
141. Common Trends and Cycles in European Industrial Production: Exchange Rate Regimes and Economic Convergence
     Manchester School, 1999, 67, (4), 557-587 View citations (17)
142. The ERM and fiscal integration in the EU
     Applied Economics Letters, 1999, 6, (1), 25-27

1998

143. Inflation Convergence in the ERM: Evidence for Manufacturing and Services
     International Economic Journal, 1998, 12, (3), 1-16 View citations (15)

1997

144. Adverse Selection and the Market for Building Society Mortgage Finance
     The Manchester School of Economic & Social Studies, 1997, 65, (1), 58-70 View citations (2)
145. Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test
     Review of World Economics (Weltwirtschaftliches Archiv), 1997, 133, (1), 76-89 View citations (15)
146. Rezensionen
     Review of World Economics (Weltwirtschaftliches Archiv), 1997, 133, (2), 369-379
147. The Regional Demand for Building Society Mortgage Finance
     Ekonomia, 1997, 1, (1), 65-81 View citations (1)
148. The Term Structure of Interest Rates and Financial Integration in the ERM
     International Journal of Finance & Economics, 1997, 2, (3), 237-47 View citations (6)

1996

149. Bank credit in the ERM: an investigation of the role of Germany
     Applied Economics Letters, 1996, 3, (5), 325-328
150. Changes in the degree of financial integration within the European Community in the 1980s
     Journal of Economic Studies, 1996, 23, (2), 4-17

1995

151. Changes in the extent of financial integration within the European Community between the 1970s and 1980s
     Applied Economics Letters, 1995, 2, (6), 184-187 View citations (5)

1991

152. IN DEFENCE OF MUTUALITY: A REDRESS TO AN EMERGING CONVENTIONAL WISDOM
     Annals of Public and Cooperative Economics, 1991, 62, (3), 319-354 View citations (9)

1990

153. Material substitution in battery electrodes: The UK 1983-1987
     Resources Policy, 1990, 16, (1), 22-34 View citations (2)
154. Material substitution in the UK window industry, 1983-1987
     Resources Policy, 1990, 16, (2), 128-142

1988

155. Input prices and material substitution: Choice of methodology for a disaggregated study
     Resources Policy, 1988, 14, (2), 112-120 View citations (1)

Chapters

2014

1. Classic and Spatial Shift-Share Analysis of State-Level Employment Change in Brazil
   Springer View citations (2)
   See also Working Paper Classic and Spatial Shift-Share Analysis of State-Level Employment Change in Brazil, University of Waikato (2012) (2012)