Details about Paresh Kumar Narayan

Access statistics for papers by Paresh Kumar Narayan.

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Short-id: pna133

Working Papers

2017

1. Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model
   Working Paper, Economics Department, Queen's University View citations (3)

2015

2. A GARCH model for testing market efficiency
   Working Papers, Deakin University, Department of Economics View citations (5)
   See also Journal Article A GARCH model for testing market efficiency, Journal of International Financial Markets, Institutions and Money, Elsevier (2016) View citations (43) (2016)
3. A unit root model for trending time-series energy variables
   Working Papers, Deakin University, Department of Economics View citations (104)
   See also Journal Article A unit root model for trending time-series energy variables, Energy Economics, Elsevier (2015) View citations (102) (2015)
4. An analysis of sectoral equity and CDS spreads
   Working Papers, Deakin University, Department of Economics View citations (21)
   See also Journal Article An analysis of sectoral equity and CDS spreads, Journal of International Financial Markets, Institutions and Money, Elsevier (2015) View citations (24) (2015)
5. Can governance quality predict stock market returns? New global evidence
   Working Papers, Deakin University, Department of Economics View citations (29)
   See also Journal Article Can governance quality predict stock market returns? New global evidence, Pacific-Basin Finance Journal, Elsevier (2015) View citations (26) (2015)
6. Does cash flow predict returns?
   Working Papers, Deakin University, Department of Economics
   See also Journal Article Does cash flow predict returns?, International Review of Financial Analysis, Elsevier (2014) View citations (4) (2014)
7. Has oil price predicted stock returns for over a century?
   Working Papers, Deakin University, Department of Economics View citations (258)
   Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (13)
   See also Journal Article Has oil price predicted stock returns for over a century?, Energy Economics, Elsevier (2015) View citations (263) (2015)
8. Intraday volatility interaction between the crude oil and equity markets
   Working Papers, Deakin University, Department of Economics View citations (16)
   See also Journal Article Intraday volatility interaction between the crude oil and equity markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2016) View citations (76) (2016)
9. New empirical evidence on the bid-ask spread
   Working Papers, Deakin University, Department of Economics View citations (3)
   See also Journal Article New empirical evidence on the bid-ask spread, Applied Economics, Taylor & Francis Journals (2015) View citations (3) (2015)
10. Oil price and stock returns of consumers and producers of crude oil
    Working Papers, Deakin University, Department of Economics View citations (163)
    See also Journal Article Oil price and stock returns of consumers and producers of crude oil, Journal of International Financial Markets, Institutions and Money, Elsevier (2015) View citations (160) (2015)
11. Stock return forecasting: some new evidence
    Working Papers, Deakin University, Department of Economics View citations (144)
    See also Journal Article Stock return forecasting: Some new evidence, International Review of Financial Analysis, Elsevier (2015) View citations (139) (2015)
12. Testing for predictability in panels with general predictors
    Working Papers, Deakin University, Department of Economics

2014

13. A Factor Analytical Approach to Price Discovery
    Working Papers, Lund University, Department of Economics View citations (1)
14. A factor analytical approach to the efficient futures market hypothesis
    Working Papers, Deakin University, Department of Economics View citations (1)
    See also Journal Article A Factor Analytical Approach to the Efficient Futures Market Hypothesis, Journal of Futures Markets, John Wiley & Sons, Ltd. (2015) View citations (9) (2015)
15. An analysis of price discovery from panel data models of CDS and equity returns
    Working Papers, Deakin University, Department of Economics View citations (68)
    See also Journal Article An analysis of price discovery from panel data models of CDS and equity returns, Journal of Banking & Finance, Elsevier (2014) View citations (67) (2014)
16. Applied Econometrics and a Decade of Energy Economics Research
    Monash Economics Working Papers, Monash University, Department of Economics View citations (4)
17. Do oil prices predict economic growth? New global evidence
    Working Papers, Deakin University, Department of Economics View citations (94)
    See also Journal Article Do oil prices predict economic growth? New global evidence, Energy Economics, Elsevier (2014) View citations (87) (2014)
18. How profitable is the Indian stock market?
    Working Papers, Deakin University, Department of Economics View citations (21)
    See also Journal Article How profitable is the Indian stock market?, Pacific-Basin Finance Journal, Elsevier (2014) View citations (20) (2014)
19. Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange
    Working Papers, Deakin University, Department of Economics View citations (13)
    See also Journal Article Importance of skewness in decision making: Evidence from the Indian stock exchange, Global Finance Journal, Elsevier (2014) View citations (12) (2014)
20. Testing for predictability in conditionally heteroskedastic stock returns
    Working Papers, Deakin University, Department of Economics View citations (20)
    See also Journal Article Testing for Predictability in Conditionally Heteroskedastic Stock Returns, Journal of Financial Econometrics, Oxford University Press (2015) View citations (137) (2015)
21. Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns
    Working Papers, Deakin University, Department of Economics View citations (1)

2013

22. An analysis of commodity markets: what gain for investors?
    Working Papers, Deakin University, Department of Economics View citations (126)
    See also Journal Article An analysis of commodity markets: What gain for investors?, Journal of Banking & Finance, Elsevier (2013) View citations (123) (2013)
23. Determinants of stock price bubbles
    Working Papers, Deakin University, Department of Economics View citations (19)
    See also Journal Article Determinants of stock price bubbles, Economic Modelling, Elsevier (2013) View citations (19) (2013)
24. Does tourism predict macroeconomic performance in Pacific Island countries?
    Working Papers, Deakin University, Department of Economics View citations (11)
    See also Journal Article Does tourism predict macroeconomic performance in Pacific Island countries?, Economic Modelling, Elsevier (2013) View citations (11) (2013)
25. Output and Labor Market in Organised Manufacturing: A Panel Cointegration Analysis for India
    Monash Economics Working Papers, Monash University, Department of Economics View citations (1)

2012

26. Does the choice of estimator matter when forecasting returns?
    Working Papers, Deakin University, Department of Economics View citations (187)
    See also Journal Article Does the choice of estimator matter when forecasting returns?, Journal of Banking & Finance, Elsevier (2012) View citations (190) (2012)

2011

27. Asymmetric information and market collapse: evidence from the Chinese market
    Working Papers, Deakin University, Department of Economics
    Also in Working Papers, Deakin University, Department of Economics (2010)
28. Did the US macroeconomic conditions affect Asian stock markets?
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Do US macroeconomic conditions affect Asian stock markets?, Journal of Asian Economics, Elsevier (2012) View citations (25) (2012)
29. Firm heterogeneity and calendar anomalies
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Firm heterogeneity and calendar anomalies, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (7) (2012)
30. Has political instability contributed to price clustering on Fiji's stock market?
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Has political instability contributed to price clustering on Fiji's stock market?, Journal of Asian Economics, Elsevier (2013) View citations (7) (2013)
31. Investment and oil price volatility
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Investment and oil price volatility, Economics Bulletin, AccessEcon (2012) View citations (2) (2012)
32. Size and power properties of structural break unit root tests
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Size and power properties of structural break unit root tests, Applied Economics, Taylor & Francis Journals (2013) View citations (136) (2013)
33. Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market
    Working Papers, Deakin University, Department of Economics View citations (2)
34. The January and turn-of-the-month effect on firm returns and return volatility
    Working Papers, Deakin University, Department of Economics View citations (1)
35. The efficient market hypothesis re-visited: new evidence from 100 US firms
    Working Papers, Deakin University, Department of Economics
36. The importance of real and nominal shocks on the UK housing market
    Working Papers, Deakin University, Department of Economics View citations (1)
    See also Journal Article The Importance of Real and Nominal Shocks on the UK Housing Market, International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan (2011) View citations (1) (2011)
37. The inflation-output nexus: empirical evidence from India, Brazil and South Africa
    Working Papers, Deakin University, Department of Economics

2010

38. A nonparametric model of financial system-economic growth nexus
    Working Papers, Deakin University, Department of Economics View citations (1)
39. Are shocks to commodity prices persistent?
    Working Papers, Deakin University, Department of Economics View citations (2)
    See also Journal Article Are shocks to commodity prices persistent?, Applied Energy, Elsevier (2011) View citations (53) (2011)
40. Do market capitalisation and stocks traded converge? New global evidence
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Do market capitalization and stocks traded converge? New global evidence, Journal of Banking & Finance, Elsevier (2011) View citations (428) (2011)
41. Gold and oil futures markets: are markets efficient?
    Working Papers, Deakin University, Department of Economics View citations (157)
    See also Journal Article Gold and oil futures markets: Are markets efficient?, Applied Energy, Elsevier (2010) View citations (157) (2010)
42. Inter-fuel Substitution in the Chinese Iron and Steel Sector
    Monash Economics Working Papers, Monash University, Department of Economics View citations (3)
43. Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries
    Working Papers, Deakin University, Department of Economics View citations (36)
    See also Journal Article Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries, Journal of Asian Economics, Elsevier (2010) View citations (36) (2010)

2009

44. A new unit root test with two structural breaks in level and slope at unknown time
    Working Papers, Deakin University, Department of Economics View citations (5)
    See also Journal Article A new unit root test with two structural breaks in level and slope at unknown time, Journal of Applied Statistics, Taylor & Francis Journals (2010) View citations (364) (2010)
45. A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures
    Working Papers, Deakin University, Department of Economics View citations (1)
    See also Journal Article A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures, Applied Economics, Taylor & Francis Journals (2012) View citations (1) (2012)
46. Has the structural break slowed down growth rates of stock markets?
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Has the structural break slowed down growth rates of stock markets?, Economic Modelling, Elsevier (2013) View citations (7) (2013)
47. Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production
    Working Papers in Economics, University of Gothenburg, Department of Economics
48. THE PRODUCTIVITY-WAGE AND PRODUCTIVITYEMPLOYMENT NEXUS - A PANEL DATA ANALYSIS OF INDIAN MANUFACTURING
    Development Research Unit Working Paper Series, Monash University, Department of Economics
    See also Journal Article The productivity-wage and productivity-employment nexus: a panel data analysis of Indian manufacturing, Empirical Economics, Springer (2011) View citations (11) (2011)
49. Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH
    Working Papers in Economics, University of Gothenburg, Department of Economics

2007

50. DOES DEMOCRACY FACILITATE ECONOMIC GROWTH OR DOES ECONOMIC GROWTH FACILITATE DEMOCRACY? AN EMPIRICAL STUDY OF SUB-SAHARAN AFRICA
    Monash Economics Working Papers, Monash University, Department of Economics View citations (6)
    See also Journal Article Does democracy facilitate economic growth or does economic growth facilitate democracy? An empirical study of Sub-Saharan Africa, Economic Modelling, Elsevier (2011) View citations (45) (2011)
51. THE MILITARY EXPENDITURE-EXTERNAL DEBT NEXUS: NEW EVIDENCE FROM A PANEL OF MIDDLE EASTERN COUNTRIES
    Monash Economics Working Papers, Monash University, Department of Economics View citations (5)

2006

52. PANEL DATA, COINTEGRATION, CAUSALITY AND WAGNER'S LAW: EMPIRICAL EVIDENCE FROM CHINESE PROVINCES
    Monash Economics Working Papers, Monash University, Department of Economics View citations (6)
    See also Journal Article Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces, China Economic Review, Elsevier (2008) View citations (50) (2008)

2005

53. ARE SHOCKS TO ENERGY CONSUMPTION PERMANENT OR TEMPORARY? EVIDENCE FROM 182 COUNTRIES
    Monash Economics Working Papers, Monash University, Department of Economics View citations (5)
    See also Journal Article Are shocks to energy consumption permanent or temporary? Evidence from 182 countries, Energy Policy, Elsevier (2007) View citations (160) (2007)
54. Is there a Natural Rate of Crime?
    Monash Economics Working Papers, Monash University, Department of Economics View citations (2)
    See also Journal Article Is There a Natural Rate of Crime?, American Journal of Economics and Sociology, Wiley Blackwell (2010) View citations (2) (2010)

2004

55. Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (15)
    Also in American Law & Economics Association Annual Meetings, American Law & Economics Association
    See also Journal Article Dead man walking: an empirical reassessment of the deterrent effect of capital punishment using the bounds testing approach to cointegration, Applied Economics, Taylor & Francis Journals (2006) View citations (8) (2006)

Journal Articles

2021

1. Has tourism influenced Indonesia’s current account?
   Economic Analysis and Policy, 2021, 69, (C), 225-237 View citations (3)

2020

2. Predicting exchange rate returns
   Emerging Markets Review, 2020, 42, (C) View citations (7)

2019

3. Higher Moments and Exchange Rate Behavior
   The Financial Review, 2019, 54, (1), 201-229 View citations (12)
4. Intraday effects of the currency market
   Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 65-77 View citations (9)
5. Is Indonesia's stock market different when it comes to predictability?
   Emerging Markets Review, 2019, 40, (C), - View citations (6)
6. Reaction of the credit default swap market to the release of periodic financial reports
   International Review of Financial Analysis, 2019, 65, (C) View citations (1)

2018

7. Islamic spot and index futures markets: Where is the price discovery?
   Pacific-Basin Finance Journal, 2018, 52, (C), 123-133 View citations (7)
8. Profitability of technology-investing Islamic and non-Islamic stock markets
   Pacific-Basin Finance Journal, 2018, 52, (C), 70-81 View citations (4)

2017

9. How do bond, equity and commodity cycles interact?
   Finance Research Letters, 2017, 21, (C), 151-156 View citations (13)
10. Is the profitability of Indian stocks compensation for risks?
    Emerging Markets Review, 2017, 31, (C), 47-64 View citations (6)
11. Momentum strategies for Islamic stocks
    Pacific-Basin Finance Journal, 2017, 42, (C), 96-112 View citations (27)
12. New Evidence of Psychological Barrier from the Oil Market
    Journal of Behavioral Finance, 2017, 18, (4), 457-469 View citations (17)

2016

13. A GARCH model for testing market efficiency
    Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 121-138 View citations (43)
    See also Working Paper A GARCH model for testing market efficiency, Working Papers (2015) View citations (5) (2015)
14. Asset price bubbles and economic welfare
    International Review of Financial Analysis, 2016, 44, (C), 139-148 View citations (14)
15. Economic growth and carbon emissions
    Economic Modelling, 2016, 53, (C), 388-397 View citations (87)
16. Intraday return predictability, portfolio maximisation, and hedging
    Emerging Markets Review, 2016, 28, (C), 105-116 View citations (15)
17. Intraday volatility interaction between the crude oil and equity markets
    Journal of International Financial Markets, Institutions and Money, 2016, 40, (C), 1-13 View citations (76)
    See also Working Paper Intraday volatility interaction between the crude oil and equity markets, Working Papers (2015) View citations (16) (2015)
18. On the estimation and testing of predictive panel regressions
    Journal of International Financial Markets, Institutions and Money, 2016, 45, (C), 115-125 View citations (2)
19. Price discovery and asset pricing
    Pacific-Basin Finance Journal, 2016, 40, (PA), 224-235 View citations (20)
20. Stock return predictability and determinants of predictability and profits
    Emerging Markets Review, 2016, 26, (C), 153-173 View citations (90)
21. What is the value of corporate sponsorship in sports?
    Emerging Markets Review, 2016, 26, (C), 20-33 View citations (2)

2015

22. A Factor Analytical Approach to the Efficient Futures Market Hypothesis
    Journal of Futures Markets, 2015, 35, (4), 357-370 View citations (9)
    See also Working Paper A factor analytical approach to the efficient futures market hypothesis, Working Papers (2014) View citations (1) (2014)
23. A Random Coefficient Approach to the Predictability of Stock Returns in Panels
    Journal of Financial Econometrics, 2015, 13, (3), 605-664 View citations (18)
24. A nonparametric model of financial system and economic growth
    International Review of Economics & Finance, 2015, 39, (C), 175-191 View citations (32)
25. A sequential purchasing power parity test for panels of large cross-sections and implications for investors
    The European Journal of Finance, 2015, 21, (15), 1317-1333 View citations (3)
26. A unit root model for trending time-series energy variables
    Energy Economics, 2015, 50, (C), 391-402 View citations (102)
    See also Working Paper A unit root model for trending time-series energy variables, Working Papers (2015) View citations (104) (2015)
27. An analysis of sectoral equity and CDS spreads
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 80-93 View citations (24)
    See also Working Paper An analysis of sectoral equity and CDS spreads, Working Papers (2015) View citations (21) (2015)
28. Applied econometrics and implications for energy economics research
    Energy Economics, 2015, 50, (C), 351-358 View citations (82)
29. Can governance quality predict stock market returns? New global evidence
    Pacific-Basin Finance Journal, 2015, 35, (PA), 367-380 View citations (26)
    See also Working Paper Can governance quality predict stock market returns? New global evidence, Working Papers (2015) View citations (29) (2015)
30. Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
    Journal of Futures Markets, 2015, 35, (9), 868-891 View citations (68)
31. Do order imbalances predict Chinese stock returns? New evidence from intraday data
    Pacific-Basin Finance Journal, 2015, 34, (C), 136-151 View citations (29)
32. Does data frequency matter for the impact of forward premium on spot exchange rate?
    International Review of Financial Analysis, 2015, 39, (C), 45-53 View citations (88)
33. Has oil price predicted stock returns for over a century?
    Energy Economics, 2015, 48, (C), 18-23 View citations (263)
    See also Working Paper Has oil price predicted stock returns for over a century?, Working Papers (2015) View citations (258) (2015)
34. Introduction: Emerging Stock and Bond Markets: Performance and Volatility
    Emerging Markets Finance and Trade, 2015, 51, (5), 857-858 View citations (2)
35. Is Exchange Rate Trading Profitable?
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 217-229 View citations (12)
36. Is carbon emissions trading profitable?
    Economic Modelling, 2015, 47, (C), 84-92 View citations (31)
37. Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector
    Applied Economics, 2015, 47, (23), 2359-2378 View citations (11)
38. New empirical evidence on the bid-ask spread
    Applied Economics, 2015, 47, (42), 4484-4500 View citations (3)
    See also Working Paper New empirical evidence on the bid-ask spread, Working Papers (2015) View citations (3) (2015)
39. Oil price and stock returns of consumers and producers of crude oil
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 245-262 View citations (160)
    See also Working Paper Oil price and stock returns of consumers and producers of crude oil, Working Papers (2015) View citations (163) (2015)
40. Output and labor productivity in organized manufacturing: A panel cointegration analysis for India
    International Journal of Production Economics, 2015, 170, (PA), 171-177 View citations (8)
41. Stock return forecasting: Some new evidence
    International Review of Financial Analysis, 2015, 40, (C), 38-51 View citations (139)
    See also Working Paper Stock return forecasting: some new evidence, Working Papers (2015) View citations (144) (2015)
42. Testing for Predictability in Conditionally Heteroskedastic Stock Returns
    Journal of Financial Econometrics, 2015, 13, (2), 342-375 View citations (137)
    See also Working Paper Testing for predictability in conditionally heteroskedastic stock returns, Working Papers (2014) View citations (20) (2014)
43. Testing for stock return predictability in a large Chinese panel
    Emerging Markets Review, 2015, 24, (C), 81-100 View citations (24)

2014

44. An analysis of firm and market volatility
    Economic Systems, 2014, 38, (2), 205-220 View citations (6)
45. An analysis of price discovery from panel data models of CDS and equity returns
    Journal of Banking & Finance, 2014, 41, (C), 167-177 View citations (67)
    See also Working Paper An analysis of price discovery from panel data models of CDS and equity returns, Working Papers (2014) View citations (68) (2014)
46. Can institutions and macroeconomic factors predict stock returns in emerging markets?
    Emerging Markets Review, 2014, 19, (C), 77-95 View citations (40)
47. Do oil prices predict economic growth? New global evidence
    Energy Economics, 2014, 41, (C), 137-146 View citations (87)
    See also Working Paper Do oil prices predict economic growth? New global evidence, Working Papers (2014) View citations (94) (2014)
48. Does cash flow predict returns?
    International Review of Financial Analysis, 2014, 35, (C), 230-236 View citations (4)
    See also Working Paper Does cash flow predict returns?, Working Papers (2015) (2015)
49. Firm return volatility and economic gains: The role of oil prices
    Economic Modelling, 2014, 38, (C), 142-151 View citations (103)
50. How profitable is the Indian stock market?
    Pacific-Basin Finance Journal, 2014, 30, (C), 44-61 View citations (20)
    See also Working Paper How profitable is the Indian stock market?, Working Papers (2014) View citations (21) (2014)
51. Importance of skewness in decision making: Evidence from the Indian stock exchange
    Global Finance Journal, 2014, 25, (3), 260-269 View citations (12)
    See also Working Paper Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange, Working Papers (2014) View citations (13) (2014)
52. New evidence on turn-of-the-month effects
    Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 92-108 View citations (24)
53. Panel versus GARCH information in unit root testing with an application to financial markets
    Economic Modelling, 2014, 41, (C), 173-176 View citations (4)
54. Psychological Oil Price Barrier and Firm Returns
    Journal of Behavioral Finance, 2014, 15, (4), 318-333 View citations (27)
55. Response of inflation to shocks: New evidence from Sub-Saharan African countries
    Economic Modelling, 2014, 36, (C), 378-382 View citations (6)
56. Spread determinants and the day-of-the-week effect
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 51-60 View citations (6)
57. Stock returns, mutual fund flows and spillover shocks
    Pacific-Basin Finance Journal, 2014, 29, (C), 146-162 View citations (56)
58. What expenditure does Anglosphere foreign borrowing fund?
    Journal of International Money and Finance, 2014, 40, (C), 63-78 View citations (21)

2013

59. An analysis of commodity markets: What gain for investors?
    Journal of Banking & Finance, 2013, 37, (10), 3878-3889 View citations (123)
    See also Working Paper An analysis of commodity markets: what gain for investors?, Working Papers (2013) View citations (126) (2013)
60. Common trends and common cycles in stock markets
    Economic Modelling, 2013, 35, (C), 472-476 View citations (8)
61. Determinants of stock price bubbles
    Economic Modelling, 2013, 35, (C), 661-667 View citations (19)
    See also Working Paper Determinants of stock price bubbles, Working Papers (2013) View citations (19) (2013)
62. Does tourism predict macroeconomic performance in Pacific Island countries?
    Economic Modelling, 2013, 33, (C), 780-786 View citations (11)
    See also Working Paper Does tourism predict macroeconomic performance in Pacific Island countries?, Working Papers (2013) View citations (11) (2013)
63. Has international borrowing or lending driven Australia's net capital inflow?
    International Review of Economics & Finance, 2013, 27, (C), 134-143 View citations (3)
64. Has political instability contributed to price clustering on Fiji's stock market?
    Journal of Asian Economics, 2013, 28, (C), 125-130 View citations (7)
    See also Working Paper Has political instability contributed to price clustering on Fiji's stock market?, Working Papers (2011) (2011)
65. Has the structural break slowed down growth rates of stock markets?
    Economic Modelling, 2013, 30, (C), 595-601 View citations (7)
    See also Working Paper Has the structural break slowed down growth rates of stock markets?, Working Papers (2009) (2009)
66. Re-examining the “twin deficits” hypothesis: evidence from Australia
    Empirical Economics, 2013, 45, (2), 817-829 View citations (10)
67. Size and power properties of structural break unit root tests
    Applied Economics, 2013, 45, (6), 721-728 View citations (136)
    See also Working Paper Size and power properties of structural break unit root tests, Working Papers (2011) (2011)
68. Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets
    Journal of Futures Markets, 2013, 33, (11), 1024-1045 View citations (26)
69. The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil
    Research in International Business and Finance, 2013, 28, (C), 19-34 View citations (3)
70. The short-run relationship between the financial system and economic growth: New evidence from regional panels
    International Review of Financial Analysis, 2013, 29, (C), 70-78 View citations (88)

2012

71. A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures
    Applied Economics, 2012, 44, (2), 163-175 View citations (1)
    See also Working Paper A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures, Working Papers (2009) View citations (1) (2009)
72. An analysis of Fiji's monetary policy transmission
    Studies in Economics and Finance, 2012, 29, (1), 52-70 View citations (3)
73. Comparing the small sample properties of two break Lagrange Multiplier unit root tests
    Economics Bulletin, 2012, 32, (2), 1082-1090
74. Do US macroeconomic conditions affect Asian stock markets?
    Journal of Asian Economics, 2012, 23, (6), 669-679 View citations (25)
    See also Working Paper Did the US macroeconomic conditions affect Asian stock markets?, Working Papers (2011) (2011)
75. Does the choice of estimator matter when forecasting returns?
    Journal of Banking & Finance, 2012, 36, (9), 2632-2640 View citations (190)
    See also Working Paper Does the choice of estimator matter when forecasting returns?, Working Papers (2012) View citations (187) (2012)
76. Evidence of Wagner's law from Indian states
    Economic Modelling, 2012, 29, (5), 1548-1557 View citations (19)
77. Firm heterogeneity and calendar anomalies
    Applied Financial Economics, 2012, 22, (23), 1931-1949 View citations (7)
    See also Working Paper Firm heterogeneity and calendar anomalies, Working Papers (2011) (2011)
78. Investment and oil price volatility
    Economics Bulletin, 2012, 32, (2), 1428-1433 View citations (2)
    See also Working Paper Investment and oil price volatility, Working Papers (2011) (2011)
79. The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries
    Economic Modelling, 2012, 29, (2), 303-308 View citations (86)

2011

80. An application of a new seasonal unit root test to inflation
    International Review of Economics & Finance, 2011, 20, (4), 707-716 View citations (14)
81. Are shocks to commodity prices persistent?
    Applied Energy, 2011, 88, (1), 409-416 View citations (53)
    See also Working Paper Are shocks to commodity prices persistent?, Working Papers (2010) View citations (2) (2010)
82. Are shocks to national income persistent? New global evidence
    Journal of Economic Studies, 2011, 38, (2), 218-230 View citations (4)
83. Are shocks to tourism transitory at business cycle horizons?
    Applied Economics, 2011, 43, (16), 2071-2077 View citations (5)
84. Do demand and supply shocks explain USA's oil stock fluctuations?
    Applied Energy, 2011, 88, (8), 2908-2915 View citations (10)
85. Do market capitalization and stocks traded converge? New global evidence
    Journal of Banking & Finance, 2011, 35, (10), 2771-2781 View citations (428)
    See also Working Paper Do market capitalisation and stocks traded converge? New global evidence, Working Papers (2010) (2010)
86. Does democracy facilitate economic growth or does economic growth facilitate democracy? An empirical study of Sub-Saharan Africa
    Economic Modelling, 2011, 28, (3), 900-910 View citations (45)
    See also Working Paper DOES DEMOCRACY FACILITATE ECONOMIC GROWTH OR DOES ECONOMIC GROWTH FACILITATE DEMOCRACY? AN EMPIRICAL STUDY OF SUB-SAHARAN AFRICA, Monash Economics Working Papers (2007) View citations (6) (2007)
87. Energy consumption at business cycle horizons: The case of the United States
    Energy Economics, 2011, 33, (2), 161-167 View citations (18)
88. Have domestic or foreign factors driven European external imbalances?
    Journal of International Money and Finance, 2011, 30, (3), 537-546 View citations (4)
89. How Potent is Fiscal Policy in Australia?
    Economic Papers, 2011, 30, (3), 377-385 View citations (8)
90. Investigating price clustering in the oil futures market
    Applied Energy, 2011, 88, (1), 397-402 View citations (24)
91. Is health care really a luxury in OECD countries? Evidence from alternative price deflators
    Applied Economics, 2011, 43, (25), 3631-3643 View citations (7)
92. New evidence on oil price and firm returns
    Journal of Banking & Finance, 2011, 35, (12), 3253-3262 View citations (326)
93. Share price clustering in Mexico
    International Review of Financial Analysis, 2011, 20, (2), 113-119 View citations (9)
94. Substitution between energy and classical factor inputs in the Chinese steel sector
    Applied Energy, 2011, 88, (1), 361-367 View citations (75)
95. The Importance of Real and Nominal Shocks on the UK Housing Market
    International Journal of Business and Economics, 2011, 10, (3), 219-234 View citations (1)
    See also Working Paper The importance of real and nominal shocks on the UK housing market, Working Papers (2011) View citations (1) (2011)
96. The productivity-wage and productivity-employment nexus: a panel data analysis of Indian manufacturing
    Empirical Economics, 2011, 40, (2), 285-303 View citations (11)
    See also Working Paper THE PRODUCTIVITY-WAGE AND PRODUCTIVITYEMPLOYMENT NEXUS - A PANEL DATA ANALYSIS OF INDIAN MANUFACTURING, Development Research Unit Working Paper Series (2009) (2009)
97. The relationship between exchange rates, interest rates and Australian bank returns
    Applied Economics Letters, 2011, 18, (10), 967-972 View citations (1)
98. The relationship between liquidity and returns on the Chinese stock market
    Journal of Asian Economics, 2011, 22, (3), 259-266 View citations (21)
99. What drives stock markets over short horizons? Evidence from emerging markets
    Quantitative Finance, 2011, 11, (2), 261-269 View citations (3)

2010

100. A new unit root test with two structural breaks in level and slope at unknown time
     Journal of Applied Statistics, 2010, 37, (9), 1425-1438 View citations (364)
     See also Working Paper A new unit root test with two structural breaks in level and slope at unknown time, Working Papers (2009) View citations (5) (2009)
101. A note on the long-run elasticities from the energy consumption-GDP relationship
     Applied Energy, 2010, 87, (3), 1054-1057 View citations (50)
102. An analysis of inflation and stock returns for the UK
     Journal of International Financial Markets, Institutions and Money, 2010, 20, (5), 519-532 View citations (18)
103. Are business cycles stationary fluctuations around a deterministic trend? Empirical evidence from 79 developing countries
     International Review of Applied Economics, 2010, 24, (6), 649-664 View citations (2)
104. Carbon dioxide emissions and economic growth: Panel data evidence from developing countries
     Energy Policy, 2010, 38, (1), 661-666 View citations (379)
105. Does electricity consumption panel Granger cause GDP? A new global evidence
     Applied Energy, 2010, 87, (10), 3294-3298 View citations (43)
106. ESTIMATING IMPORT AND EXPORT DEMAND ELASTICITIES FOR MAURITIUS AND SOUTH AFRICA
     Australian Economic Papers, 2010, 49, (3), 241-252 View citations (6)
107. Energy consumption at the state level: The unit root null hypothesis from Australia
     Applied Energy, 2010, 87, (6), 1953-1962 View citations (82)
108. Evidence on PPP for selected Asian countries from a panel cointegration test with structural breaks
     Applied Economics, 2010, 42, (3), 325-332 View citations (3)
109. Gold and oil futures markets: Are markets efficient?
     Applied Energy, 2010, 87, (10), 3299-3303 View citations (157)
     See also Working Paper Gold and oil futures markets: are markets efficient?, Working Papers (2010) View citations (157) (2010)
110. Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries
     Journal of Asian Economics, 2010, 21, (4), 404-411 View citations (36)
     See also Working Paper Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries, Working Papers (2010) View citations (36) (2010)
111. Is There a Natural Rate of Crime?
     American Journal of Economics and Sociology, 2010, 69, (2), 759-782 View citations (2)
     See also Working Paper Is there a Natural Rate of Crime?, Monash Economics Working Papers (2005) View citations (2) (2005)
112. Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks
     Applied Economics, 2010, 42, (13), 1661-1670 View citations (21)
113. Labour productivity trends in Australian manufacturing: some time series properties
     Applied Economics, 2010, 42, (25), 3221-3230 View citations (2)
114. Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market
     Pacific-Basin Finance Journal, 2010, 18, (5), 509-520 View citations (33)
115. Modelling health and output at business cycle horizons for the USA
     Health Economics, 2010, 19, (7), 872-880 View citations (1)
116. Modelling money demand for a panel of eight transitional economies
     Applied Economics, 2010, 42, (25), 3293-3305 View citations (7)
117. Modelling the impact of oil prices on Vietnam's stock prices
     Applied Energy, 2010, 87, (1), 356-361 View citations (227)
118. Testing for capital mobility: New evidence from a panel of G7 countries
     Research in International Business and Finance, 2010, 24, (1), 15-23 View citations (23)
119. The oil stock fluctuations in the United States
     Applied Energy, 2010, 87, (1), 178-184 View citations (13)

2009

120. A Panel Data Analysis of the Military Expenditure-External Debt Nexus: Evidence from Six Middle Eastern Countries
     Journal of Peace Research, 2009, 46, (2), 235-250 View citations (36)
121. A panel data analysis of the determinants of oil consumption: The case of Australia
     Applied Energy, 2009, 86, (12), 2771-2775 View citations (29)
122. Are health expenditures and GDP characterized by asymmetric behaviour? Evidence from 11 OECD countries
     Applied Economics, 2009, 41, (4), 531-536 View citations (12)
123. Can the electricity market be characterised by asymmetric behaviour?
     Energy Policy, 2009, 37, (11), 4364-4372 View citations (8)
124. Estimating money demand functions for South Asian countries
     Empirical Economics, 2009, 36, (3), 685-696 View citations (32)
125. Evidence on PPP from a cointegration test with multiple structural breaks
     Applied Economics Letters, 2009, 16, (1), 5-8 View citations (5)
126. Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data
     International Review of Economics & Finance, 2009, 18, (4), 583-591 View citations (13)
127. Modelling Fiji-US exchange rate volatility
     Applied Economics Letters, 2009, 16, (8), 831-834 View citations (2)
128. Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries
     Energy Policy, 2009, 37, (1), 229-236 View citations (285)
129. On the Relationship between Stock Prices and Exchange Rates for India
     Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (02), 289-308 View citations (5)
130. The effect of inflation and real wages on productivity: new evidence from a panel of G7 countries
     Applied Economics, 2009, 41, (10), 1285-1291 View citations (21)
131. Understanding the inflation-output nexus for China
     China Economic Review, 2009, 20, (1), 82-90 View citations (24)

2008

132. A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries
     Energy Policy, 2008, 36, (7), 2765-2769 View citations (167)
133. A test of the Wagner's hypothesis for the Fiji islands
     Applied Economics, 2008, 40, (21), 2793-2801 View citations (6)
134. An econometric model of the determinants of private investment and a CGE model of the impact of democracy on investment and economic growth in Fiji
     International Journal of Social Economics, 2008, 35, (12), 1017-1031 View citations (2)
135. An investigation of the behaviour of Australia's business cycle
     Economic Modelling, 2008, 25, (4), 676-683 View citations (4)
136. Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries
     Energy Economics, 2008, 30, (3), 919-936 View citations (95)
137. Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries
     Applied Economics, 2008, 40, (8), 1053-1060 View citations (2)
138. Common Trends and Common Cycles in Per Capita GDP: The Case of the G7 Countries, 1870–2001
     International Advances in Economic Research, 2008, 14, (3), 280-290
139. DO PERMANENT SHOCKS EXPLAIN INCOME LEVELS? A COMMON CYCLE–COMMON TREND ANALYSIS OF REGIONAL INCOME LEVELS FOR CHINA
     Pacific Economic Review, 2008, 13, (5), 656-662 View citations (2)
140. DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?
     Defence and Peace Economics, 2008, 19, (1), 77-87 View citations (9)
141. Do shocks to G7 stock prices have a permanent effect?
     Mathematics and Computers in Simulation (MATCOM), 2008, 77, (4), 369-373 View citations (18)
142. Does environmental quality influence health expenditures? Empirical evidence from a panel of selected OECD countries
     Ecological Economics, 2008, 65, (2), 367-374 View citations (49)
143. EXAMINING THE ASYMMETRIC BEHAVIOUR OF MACROECONOMIC AGGREGATES IN ASIAN ECONOMIES
     Pacific Economic Review, 2008, 13, (5), 567-574 View citations (4)
144. EXAMINING THE BEHAVIOUR OF VISITOR ARRIVALS TO AUSTRALIA FROM TWENTY DIFFERENT COUNTRIES: AN APPLICATION OF PANEL UNIT ROOT TESTS
     Economic Papers, 2008, 27, (3), 265-271 View citations (4)
145. Electricity consumption-real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries
     Energy Policy, 2008, 36, (2), 910-918 View citations (212)
146. Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks
     Energy Economics, 2008, 30, (5), 2331-2341 View citations (392)
147. Estimating exchange rate responsiveness to shocks
     Review of Financial Economics, 2008, 17, (4), 338-351 View citations (1)
148. Estimating the Demand for Money in an Unstable Open Economy: The Case of the Fiji Islands
     Economic Issues Journal Articles, 2008, 13, (1), 71-91 View citations (17)
149. Evidence of panel stationarity from Chinese provincial and regional income
     China Economic Review, 2008, 19, (2), 274-286 View citations (7)
150. Examining the behaviour of visitor arrivals to Australia from 28 different countries
     Transportation Research Part A: Policy and Practice, 2008, 42, (5), 751-761 View citations (8)
151. Forecasting Fiji's exports and imports, 2003‐2020
     International Journal of Social Economics, 2008, 35, (12), 1005-1016 View citations (1)
152. Have US external imbalances been determined at home or abroad?
     Economic Modelling, 2008, 25, (3), 520-531 View citations (5)
153. Is Asian per capita GDP panel stationary?
     Empirical Economics, 2008, 34, (3), 439-449 View citations (15)
154. Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces
     China Economic Review, 2008, 19, (2), 297-307 View citations (50)
     See also Working Paper PANEL DATA, COINTEGRATION, CAUSALITY AND WAGNER'S LAW: EMPIRICAL EVIDENCE FROM CHINESE PROVINCES, Monash Economics Working Papers (2006) View citations (6) (2006)
155. Revisiting the US money demand function: an application of the Lagrange multiplier structural break unit root test and the bounds test for a long-run relationship
     Applied Economics, 2008, 40, (7), 897-904 View citations (8)
156. The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
     Journal of International Financial Markets, Institutions and Money, 2008, 18, (2), 137-146 View citations (22)
157. Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK
     Physica A: Statistical Mechanics and its Applications, 2008, 387, (12), 2879-2888 View citations (4)
158. Understanding the oil price-exchange rate nexus for the Fiji islands
     Energy Economics, 2008, 30, (5), 2686-2696 View citations (105)

2007

159. A panel cointegration analysis of the demand for oil in the Middle East
     Energy Policy, 2007, 35, (12), 6258-6265 View citations (64)
160. An empirical investigation of the relationship between government revenue and expenditure
     International Journal of Social Economics, 2007, 34, (3), 147-158 View citations (8)
161. Are G7 per capita real GDP levels non-stationary, 1870-2001?
     Japan and the World Economy, 2007, 19, (3), 374-379 View citations (5)
162. Are Nominal Exchange Rates and Price Levels Co‐Integrated? New Evidence from Threshold Autoregressive and Momentum‐Threshold Autoregressive Models
     The Economic Record, 2007, 83, (260), 74-85 View citations (5)
163. Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note
     Applied Economics, 2007, 39, (19), 2483-2488 View citations (4)
164. Are shocks to energy consumption permanent or temporary? Evidence from 182 countries
     Energy Policy, 2007, 35, (1), 333-341 View citations (160)
     See also Working Paper ARE SHOCKS TO ENERGY CONSUMPTION PERMANENT OR TEMPORARY? EVIDENCE FROM 182 COUNTRIES, Monash Economics Working Papers (2005) View citations (5) (2005)
165. Do health expenditures ‘catch‐up’? Evidence from OECD countries
     Health Economics, 2007, 16, (10), 993-1008 View citations (16)
166. Electricity consumption in G7 countries: A panel cointegration analysis of residential demand elasticities
     Energy Policy, 2007, 35, (9), 4485-4494 View citations (146)
167. Exploring the oil price and real GDP nexus for a small island economy, the Fiji Islands
     Energy Policy, 2007, 35, (12), 6506-6513 View citations (32)
168. Export‐led growth hypothesis: evidence from Papua New Guinea and Fiji
     Journal of Economic Studies, 2007, 34, (4), 341-351 View citations (78)
169. Is devaluation expansionary or contractionary? Empirical evidence from Fiji
     Applied Economics, 2007, 39, (20), 2589-2598 View citations (24)
170. Is money targeting an option for Bank Indonesia?
     Journal of Asian Economics, 2007, 18, (5), 726-738 View citations (9)
171. Japan's fertility transition: Empirical evidence from the bounds testing approach to cointegration
     Japan and the World Economy, 2007, 19, (2), 263-278 View citations (16)
172. MODELLING THE RELATIONSHIP BETWEEN DEFENSE SPENDING AND ECONOMIC GROWTH FOR THE FIJI ISLANDS
     Defence and Peace Economics, 2007, 18, (4), 391-401 View citations (31)
173. Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries
     Economics Bulletin, 2007, 3, (34), 1-6 View citations (19)
174. Mean reversion in stock prices: new evidence from panel unit root tests
     Studies in Economics and Finance, 2007, 24, (3), 233-244 View citations (19)
175. Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
     Journal of International Financial Markets, Institutions and Money, 2007, 17, (2), 152-166 View citations (20)
176. Modelling oil price volatility
     Energy Policy, 2007, 35, (12), 6549-6553 View citations (173)
177. TESTING CONVERGENCE OF FIJI’S TOURISM MARKETS
     Pacific Economic Review, 2007, 12, (5), 651-663 View citations (10)
178. The Division of Labor, Capital, Communication Technology and Economic Growth: The Case of China 1952–99
     Review of Development Economics, 2007, 11, (4), 645-664 View citations (5)
179. The electricity consumption and GDP nexus for the Fiji Islands
     Energy Economics, 2007, 29, (6), 1141-1150 View citations (177)
180. The long-run impact of coups on Fiji's economy: evidence from a computable general equilibrium model
     Journal of International Development, 2007, 19, (2), 149-160 View citations (6)
181. Understanding asymmetries in macroeconomic aggregates: the case of Singapore
     Applied Economics Letters, 2007, 14, (12), 905-908 View citations (4)

2006

182. An Econometric Analysis of the Determinants of Fertility for China, 1952-2000
     Journal of Chinese Economic and Business Studies, 2006, 4, (2), 165-183 View citations (14)
183. Are Australia's tourism markets converging?
     Applied Economics, 2006, 38, (10), 1153-1162 View citations (21)
184. Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India
     Applied Economics, 2006, 38, (1), 63-70 View citations (29)
185. Dead man walking: an empirical reassessment of the deterrent effect of capital punishment using the bounds testing approach to cointegration
     Applied Economics, 2006, 38, (17), 1975-1989 View citations (8)
     See also Working Paper Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration, Econometric Society 2004 Australasian Meetings (2004) View citations (15) (2004)
186. Democracy and Economic Growth in China: Evidence from Cointegration and Causality Testing
     Review of Applied Economics, 2006, 02, (01), 18 View citations (5)
187. Determinants of Female Fertility in Taiwan, 1966–2001: Empirical Evidence from Cointegration and Variance Decomposition Analysis
     Asian Economic Journal, 2006, 20, (4), 393-407 View citations (9)
188. Do governments lead or lag in fighting crime?
     Applied Economics Letters, 2006, 13, (1), 11-15 View citations (3)
189. Doubling fish exports or garment exports: which would benefit the Fijian economy most? Evidence from a computable general equilibrium model
     Applied Economics, 2006, 38, (6), 717-723 View citations (1)
190. Examining structural breaks and growth rates in international health expenditures
     Journal of Health Economics, 2006, 25, (5), 877-890 View citations (31)
191. Examining the relationship between trade balance and exchange rate: the case of China's trade with the USA
     Applied Economics Letters, 2006, 13, (8), 507-510 View citations (42)
192. Female labour force participation, fertility and infant mortality in Australia: some empirical evidence from Granger causality tests
     Applied Economics, 2006, 38, (5), 563-572 View citations (21)
193. Government revenue and government expenditure nexus: evidence from developing countries
     Applied Economics, 2006, 38, (3), 285-291 View citations (60)
194. Higher Education, Real Income and Real Investment in China: Evidence From Granger Causality Tests
     Education Economics, 2006, 14, (1), 107-125 View citations (81)
195. Multiple Regime Shifts in Concurring and Dissenting Opinions on the U.S. Supreme Court
     Journal of Empirical Legal Studies, 2006, 3, (1), 79-98 View citations (3)
196. Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia
     Applied Economics, 2006, 38, (19), 2209-2219 View citations (3)
197. The behaviour of US stock prices: Evidence from a threshold autoregressive model
     Mathematics and Computers in Simulation (MATCOM), 2006, 71, (2), 103-108 View citations (29)
198. The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China
     Applied Financial Economics, 2006, 16, (9), 639-651 View citations (10)

2005

199. An Empirical Investigation of the Determinants of Oman's National Savings
     Economics Bulletin, 2005, 3, (51), 1-7 View citations (5)
200. Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models
     Applied Financial Economics, 2005, 15, (8), 547-556 View citations (33)
201. Are exports and imports cointegrated? Evidence from 22 least developed countries
     Applied Economics Letters, 2005, 12, (6), 375-378 View citations (44)
202. Are the Australian and New Zealand stock prices nonlinear with a unit root?
     Applied Economics, 2005, 37, (18), 2161-2166 View citations (41)
203. COINTEGRATION OF STOCK MARKETS BETWEEN NEW ZEALAND, AUSTRALIA AND THE G7 ECONOMIES: SEARCHING FOR CO‐MOVEMENT UNDER STRUCTURAL CHANGE
     Australian Economic Papers, 2005, 44, (3), 231-247 View citations (17)
204. Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests
     Energy Policy, 2005, 33, (9), 1109-1116 View citations (312)
205. Estimating income and price elasticities of imports for Fiji in a cointegration framework
     Economic Modelling, 2005, 22, (3), 423-438 View citations (133)
206. New evidence on purchasing power parity from 17 OECD countries
     Applied Economics, 2005, 37, (9), 1063-1071 View citations (45)
207. Productivity Differential and the Relationship between Exports and GDP in Fiji: An Empirical Assessment Using the Two Sector Model
     Journal of the Asia Pacific Economy, 2005, 11, (1), 106-122 View citations (1)
208. STRUCTURAL BREAKS AND UNIT ROOTS IN AUSTRALIAN MACROECONOMIC TIME SERIES
     Pacific Economic Review, 2005, 10, (4), 421-437 View citations (23)
209. Temporal causality and the dynamics of democracy, emigration and real income in Fiji
     International Review of Applied Economics, 2005, 19, (2), 245-261 View citations (10)
210. Testing for a Random Walk in Italy’s Inflation in the Post-War Period, 1947-1996
     The IUP Journal of Financial Economics, 2005, III, (4), 77-82
211. Testing for the random walk hypothesis in the case of visitor arrivals: evidence from Indian tourism
     Applied Economics, 2005, 37, (13), 1485-1490 View citations (23)
212. The Validity of Purchasing Power Parity Hypothesis for Eleven Middle Eastern Countries
     Review of Middle East Economics and Finance, 2005, 3, (2), 44-58 View citations (13)
213. The government revenue and government expenditure nexus: empirical evidence from nine Asian countries
     Journal of Asian Economics, 2005, 15, (6), 1203-1216 View citations (32)
214. The relationship between saving and investment for Japan
     Japan and the World Economy, 2005, 17, (3), 293-309 View citations (33)
215. The residential demand for electricity in Australia: an application of the bounds testing approach to cointegration
     Energy Policy, 2005, 33, (4), 467-474 View citations (174)
216. The saving and investment nexus for China: evidence from cointegration tests
     Applied Economics, 2005, 37, (17), 1979-1990 View citations (1433)
217. The structure of tourist expenditure in Fiji: evidence from unit root structural break tests
     Applied Economics, 2005, 37, (10), 1157-1161 View citations (34)

2004

218. Crime rates, male youth unemployment and real income in Australia: evidence from Granger causality tests
     Applied Economics, 2004, 36, (18), 2079-2095 View citations (41)
219. Do public investments crowd out private investments? Fresh evidence from Fiji
     Journal of Policy Modeling, 2004, 26, (6), 747-753 View citations (41)
220. Hail to the Chief! Leadership and Structural Change in the Level of Consensus on the High Court of Australia
     Journal of Empirical Legal Studies, 2004, 1, (2), 399-427 View citations (8)
221. IS THERE A LONG-RUN RELATIONSHIP BETWEEN EXPORTS AND IMPORTS? EVIDENCE FROM TWO PACIFIC ISLAND COUNTRIES
     Economic Papers, 2004, 23, (2), 152-164 View citations (21)
222. Interdependence and dynamic linkages between the emerging stock markets of South Asia
     Accounting and Finance, 2004, 44, (3), 419-439 View citations (36)
223. Is South Korea's stock market efficient?
     Applied Economics Letters, 2004, 11, (11), 707-710 View citations (18)
224. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts
     Applied Financial Economics, 2004, 14, (14), 991-1004 View citations (20)
225. New Zealand's trade balance: evidence of the J-curve and granger causality
     Applied Economics Letters, 2004, 11, (6), 351-354 View citations (30)
226. Temporal Causality and the Dynamics of Exports, Human Capital and Real Income in China
     The International Journal of Applied Economics, 2004, 1, (1), 24-45
227. Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1990
     International Journal of Business and Economics, 2004, 3, (1), 1-11 View citations (1)
228. The J-Curve: Evidence from Fiji
     International Review of Applied Economics, 2004, 18, (3), 369-380 View citations (24)
229. The Race that Stops a Nation: The Demand for the Melbourne Cup
     The Economic Record, 2004, 80, (249), 193-207 View citations (5)
230. The relationship between the real exchange rate and balance of payments: empirical evidence for China from cointegration and causality testing
     Applied Economics Letters, 2004, 11, (5), 287-291 View citations (13)

2003

231. Attendance and pricing at sporting events: empirical results from Granger Causality Tests for the Melbourne Cup
     Applied Economics, 2003, 35, (15), 1649-1657 View citations (14)
232. ECONOMIC IMPACT OF THE 2003 SOUTH PACIFIC GAMES ON FIJI
     Economic Papers, 2003, 22, (3), 60-73 View citations (7)
233. Macroeconomic impact of natural disasters on a small island economy: evidence from a CGE model
     Applied Economics Letters, 2003, 10, (11), 721-723 View citations (19)
234. The Macroeconomic Impact of the IMF Recommended VAT Policy for the Fiji Economy: Evidence From a Cge Model
     Review of Urban & Regional Development Studies, 2003, 15, (3), 226-236 View citations (8)
     See also Chapter The Macroeconomic Impact of the IMF Recommended VAT Policy for the Fiji Economy: Evidence from a CGE Model, World Scientific Book Chapters, 2006, 27-40 (2006) (2006)

Chapters

2006

1. The Macroeconomic Impact of the IMF Recommended VAT Policy for the Fiji Economy: Evidence from a CGE Model
   Chapter 3 in Computable General Equilibrium Approaches In Urban And Regional Policy Studies, 2006, pp 27-40
   See also Journal Article The Macroeconomic Impact of the IMF Recommended VAT Policy for the Fiji Economy: Evidence From a Cge Model, Wiley Blackwell (2003) View citations (8) (2003)