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Details about Paresh Kumar Narayan

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Workplace:Business School, Deakin University, (more information at EDIRC)

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Last updated 2016-11-04. Update your information in the RePEc Author Service.

Short-id: pna133


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Working Papers

2017

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

2015

  1. A GARCH model for testing market efficiency
    Working Papers, Deakin University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
  2. A unit root model for trending time-series energy variables
    Working Papers, Deakin University, Department of Economics Downloads View citations (25)
    See also Journal Article in Energy Economics (2015)
  3. An analysis of sectoral equity and CDS spreads
    Working Papers, Deakin University, Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2015)
  4. Can governance quality predict stock market returns? New global evidence
    Working Papers, Deakin University, Department of Economics Downloads View citations (9)
    See also Journal Article in Pacific-Basin Finance Journal (2015)
  5. Does cash flow predict returns?
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in International Review of Financial Analysis (2014)
  6. Has oil price predicted stock returns for over a century?
    Working Papers, Deakin University, Department of Economics Downloads View citations (55)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (9)

    See also Journal Article in Energy Economics (2015)
  7. Intraday volatility interaction between the crude oil and equity markets
    Working Papers, Deakin University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
  8. New empirical evidence on the bid-ask spread
    Working Papers, Deakin University, Department of Economics Downloads View citations (2)
    See also Journal Article in Applied Economics (2015)
  9. Oil price and stock returns of consumers and producers of crude oil
    Working Papers, Deakin University, Department of Economics Downloads View citations (36)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2015)
  10. Stock return forecasting: some new evidence
    Working Papers, Deakin University, Department of Economics Downloads View citations (27)
    See also Journal Article in International Review of Financial Analysis (2015)
  11. Testing for predictability in panels with general predictors
    Working Papers, Deakin University, Department of Economics Downloads

2014

  1. A Factor Analytical Approach to Price Discovery
    Working Papers, Lund University, Department of Economics
  2. A factor analytical approach to the efficient futures market hypothesis
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of Futures Markets (2015)
  3. An analysis of price discovery from panel data models of CDS and equity returns
    Working Papers, Deakin University, Department of Economics Downloads View citations (23)
    See also Journal Article in Journal of Banking & Finance (2014)
  4. Applied Econometrics and a Decade of Energy Economics Research
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (4)
  5. Do oil prices predict economic growth? New global evidence
    Working Papers, Deakin University, Department of Economics Downloads View citations (16)
    See also Journal Article in Energy Economics (2014)
  6. How profitable is the Indian stock market?
    Working Papers, Deakin University, Department of Economics Downloads View citations (5)
    See also Journal Article in Pacific-Basin Finance Journal (2014)
  7. Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange
    Working Papers, Deakin University, Department of Economics Downloads View citations (5)
    See also Journal Article in Global Finance Journal (2014)
  8. Testing for predictability in conditionally heteroskedastic stock returns
    Working Papers, Deakin University, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Financial Econometrics (2015)
  9. Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns
    Working Papers, Deakin University, Department of Economics

2013

  1. An analysis of commodity markets: what gain for investors?
    Working Papers, Deakin University, Department of Economics Downloads View citations (13)
    See also Journal Article in Journal of Banking & Finance (2013)
  2. Determinants of stock price bubbles
    Working Papers, Deakin University, Department of Economics Downloads View citations (3)
    See also Journal Article in Economic Modelling (2013)
  3. Does tourism predict macroeconomic performance in Pacific Island countries?
    Working Papers, Deakin University, Department of Economics Downloads View citations (1)
    See also Journal Article in Economic Modelling (2013)
  4. Output and Labor Market in Organised Manufacturing: A Panel Cointegration Analysis for India
    Monash Economics Working Papers, Monash University, Department of Economics Downloads

2012

  1. Does the choice of estimator matter when forecasting returns?
    Working Papers, Deakin University, Department of Economics Downloads View citations (33)
    See also Journal Article in Journal of Banking & Finance (2012)

2011

  1. Asymmetric information and market collapse: evidence from the Chinese market
    Working Papers, Deakin University, Department of Economics Downloads
    Also in Working Papers, Deakin University, Department of Economics (2010) Downloads
  2. Did the US macroeconomic conditions affect Asian stock markets?
    Working Papers, Deakin University, Department of Economics Downloads
  3. Firm heterogeneity and calendar anomalies
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Applied Financial Economics (2012)
  4. Has political instability contributed to price clustering on Fiji's stock market?
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of Asian Economics (2013)
  5. Investment and oil price volatility
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Economics Bulletin (2012)
  6. Size and power properties of structural break unit root tests
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Applied Economics (2013)
  7. Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market
    Working Papers, Deakin University, Department of Economics Downloads
  8. The January and turn-of-the-month effect on firm returns and return volatility
    Working Papers, Deakin University, Department of Economics
  9. The efficient market hypothesis re-visited: new evidence from 100 US firms
    Working Papers, Deakin University, Department of Economics
  10. The importance of real and nominal shocks on the UK housing market
    Working Papers, Deakin University, Department of Economics
    See also Journal Article in International Journal of Business and Economics (2011)

2010

  1. A nonparametric model of financial system-economic growth nexus
    Working Papers, Deakin University, Department of Economics Downloads View citations (1)
  2. Are shocks to commodity prices persistent?
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Applied Energy (2011)
  3. Do market capitalisation and stocks traded converge? New global evidence
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of Banking & Finance (2011)
  4. Gold and oil futures markets: are markets efficient?
    Working Papers, Deakin University, Department of Economics Downloads View citations (39)
    See also Journal Article in Applied Energy (2010)
  5. Inter-fuel Substitution in the Chinese Iron and Steel Sector
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (3)
  6. Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries
    Working Papers, Deakin University, Department of Economics Downloads View citations (13)
    See also Journal Article in Journal of Asian Economics (2010)

2009

  1. A new unit root test with two structural breaks in level and slope at unknown time
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of Applied Statistics (2010)
  2. A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Applied Economics (2012)
  3. Has the structural break slowed down growth rates of stock markets?
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Economic Modelling (2013)
  4. Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production
    Working Papers in Economics, University of Gothenburg, Department of Economics Downloads
  5. THE PRODUCTIVITY-WAGE AND PRODUCTIVITYEMPLOYMENT NEXUS - A PANEL DATA ANALYSIS OF INDIAN MANUFACTURING
    Development Research Unit Working Paper Series, Monash University, Department of Economics Downloads
    See also Journal Article in Empirical Economics (2011)
  6. 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 Downloads

2007

  1. 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 Downloads View citations (6)
    See also Journal Article in Economic Modelling (2011)
  2. THE MILITARY EXPENDITURE-EXTERNAL DEBT NEXUS: NEW EVIDENCE FROM A PANEL OF MIDDLE EASTERN COUNTRIES
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (4)

2006

  1. PANEL DATA, COINTEGRATION, CAUSALITY AND WAGNER'S LAW: EMPIRICAL EVIDENCE FROM CHINESE PROVINCES
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (2)
    See also Journal Article in China Economic Review (2008)

2005

  1. ARE SHOCKS TO ENERGY CONSUMPTION PERMANENT OR TEMPORARY? EVIDENCE FROM 182 COUNTRIES
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (5)
    See also Journal Article in Energy Policy (2007)
  2. Is there a Natural Rate of Crime?
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (2)
    See also Journal Article in American Journal of Economics and Sociology (2010)

2004

  1. 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 Downloads View citations (12)
    Also in American Law & Economics Association Annual Meetings, American Law & Economics Association Downloads

    See also Journal Article in Applied Economics (2006)

Journal Articles

2016

  1. A GARCH model for testing market efficiency
    Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 121-138 Downloads View citations (15)
    See also Working Paper (2015)
  2. Asset price bubbles and economic welfare
    International Review of Financial Analysis, 2016, 44, (C), 139-148 Downloads View citations (3)
  3. Economic growth and carbon emissions
    Economic Modelling, 2016, 53, (C), 388-397 Downloads View citations (16)
  4. Intraday volatility interaction between the crude oil and equity markets
    Journal of International Financial Markets, Institutions and Money, 2016, 40, (C), 1-13 Downloads View citations (14)
    See also Working Paper (2015)
  5. Stock return predictability and determinants of predictability and profits
    Emerging Markets Review, 2016, 26, (C), 153-173 Downloads View citations (27)
  6. What is the value of corporate sponsorship in sports?
    Emerging Markets Review, 2016, 26, (C), 20-33 Downloads View citations (2)

2015

  1. A Factor Analytical Approach to the Efficient Futures Market Hypothesis
    Journal of Futures Markets, 2015, 35, (4), 357-370 Downloads View citations (8)
    See also Working Paper (2014)
  2. A Random Coefficient Approach to the Predictability of Stock Returns in Panels
    Journal of Financial Econometrics, 2015, 13, (3), 605-664 Downloads View citations (13)
  3. A nonparametric model of financial system and economic growth
    International Review of Economics & Finance, 2015, 39, (C), 175-191 Downloads View citations (11)
  4. 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 Downloads View citations (2)
  5. A unit root model for trending time-series energy variables
    Energy Economics, 2015, 50, (C), 391-402 Downloads View citations (39)
    See also Working Paper (2015)
  6. An analysis of sectoral equity and CDS spreads
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 80-93 Downloads View citations (14)
    See also Working Paper (2015)
  7. Applied econometrics and implications for energy economics research
    Energy Economics, 2015, 50, (C), 351-358 Downloads View citations (40)
  8. Can governance quality predict stock market returns? New global evidence
    Pacific-Basin Finance Journal, 2015, 35, (PA), 367-380 Downloads View citations (17)
    See also Working Paper (2015)
  9. Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
    Journal of Futures Markets, 2015, 35, (9), 868-891 Downloads View citations (28)
  10. Do order imbalances predict Chinese stock returns? New evidence from intraday data
    Pacific-Basin Finance Journal, 2015, 34, (C), 136-151 Downloads View citations (15)
  11. Does data frequency matter for the impact of forward premium on spot exchange rate?
    International Review of Financial Analysis, 2015, 39, (C), 45-53 Downloads View citations (46)
  12. Has oil price predicted stock returns for over a century?
    Energy Economics, 2015, 48, (C), 18-23 Downloads View citations (79)
    See also Working Paper (2015)
  13. Is Exchange Rate Trading Profitable?
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 217-229 Downloads View citations (4)
  14. Is carbon emissions trading profitable?
    Economic Modelling, 2015, 47, (C), 84-92 Downloads View citations (18)
  15. Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector
    Applied Economics, 2015, 47, (23), 2359-2378 Downloads View citations (6)
  16. New empirical evidence on the bid-ask spread
    Applied Economics, 2015, 47, (42), 4484-4500 Downloads View citations (2)
    See also Working Paper (2015)
  17. 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 Downloads View citations (73)
    See also Working Paper (2015)
  18. Output and labor productivity in organized manufacturing: A panel cointegration analysis for India
    International Journal of Production Economics, 2015, 170, (PA), 171-177 Downloads View citations (4)
  19. Stock return forecasting: Some new evidence
    International Review of Financial Analysis, 2015, 40, (C), 38-51 Downloads View citations (56)
    See also Working Paper (2015)
  20. Testing for Predictability in Conditionally Heteroskedastic Stock Returns
    Journal of Financial Econometrics, 2015, 13, (2), 342-375 Downloads View citations (32)
    See also Working Paper (2014)
  21. Testing for stock return predictability in a large Chinese panel
    Emerging Markets Review, 2015, 24, (C), 81-100 Downloads View citations (13)

2014

  1. An analysis of firm and market volatility
    Economic Systems, 2014, 38, (2), 205-220 Downloads View citations (4)
  2. An analysis of price discovery from panel data models of CDS and equity returns
    Journal of Banking & Finance, 2014, 41, (C), 167-177 Downloads View citations (42)
    See also Working Paper (2014)
  3. Can institutions and macroeconomic factors predict stock returns in emerging markets?
    Emerging Markets Review, 2014, 19, (C), 77-95 Downloads View citations (26)
  4. Do oil prices predict economic growth? New global evidence
    Energy Economics, 2014, 41, (C), 137-146 Downloads View citations (42)
    See also Working Paper (2014)
  5. Does cash flow predict returns?
    International Review of Financial Analysis, 2014, 35, (C), 230-236 Downloads View citations (2)
    See also Working Paper (2015)
  6. Firm return volatility and economic gains: The role of oil prices
    Economic Modelling, 2014, 38, (C), 142-151 Downloads View citations (57)
  7. How profitable is the Indian stock market?
    Pacific-Basin Finance Journal, 2014, 30, (C), 44-61 Downloads View citations (13)
    See also Working Paper (2014)
  8. Importance of skewness in decision making: Evidence from the Indian stock exchange
    Global Finance Journal, 2014, 25, (3), 260-269 Downloads View citations (6)
    See also Working Paper (2014)
  9. New evidence on turn-of-the-month effects
    Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 92-108 Downloads View citations (9)
  10. Panel versus GARCH information in unit root testing with an application to financial markets
    Economic Modelling, 2014, 41, (C), 173-176 Downloads View citations (4)
  11. Response of inflation to shocks: New evidence from Sub-Saharan African countries
    Economic Modelling, 2014, 36, (C), 378-382 Downloads View citations (2)
  12. Spread determinants and the day-of-the-week effect
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 51-60 Downloads View citations (3)
  13. Stock returns, mutual fund flows and spillover shocks
    Pacific-Basin Finance Journal, 2014, 29, (C), 146-162 Downloads View citations (37)
  14. What expenditure does Anglosphere foreign borrowing fund?
    Journal of International Money and Finance, 2014, 40, (C), 63-78 Downloads View citations (15)

2013

  1. An analysis of commodity markets: What gain for investors?
    Journal of Banking & Finance, 2013, 37, (10), 3878-3889 Downloads View citations (79)
    See also Working Paper (2013)
  2. Common trends and common cycles in stock markets
    Economic Modelling, 2013, 35, (C), 472-476 Downloads View citations (5)
  3. Determinants of stock price bubbles
    Economic Modelling, 2013, 35, (C), 661-667 Downloads View citations (6)
    See also Working Paper (2013)
  4. Does tourism predict macroeconomic performance in Pacific Island countries?
    Economic Modelling, 2013, 33, (C), 780-786 Downloads View citations (6)
    See also Working Paper (2013)
  5. Has international borrowing or lending driven Australia's net capital inflow?
    International Review of Economics & Finance, 2013, 27, (C), 134-143 Downloads View citations (3)
  6. Has political instability contributed to price clustering on Fiji's stock market?
    Journal of Asian Economics, 2013, 28, (C), 125-130 Downloads View citations (2)
    See also Working Paper (2011)
  7. Has the structural break slowed down growth rates of stock markets?
    Economic Modelling, 2013, 30, (C), 595-601 Downloads View citations (4)
    See also Working Paper (2009)
  8. Re-examining the “twin deficits” hypothesis: evidence from Australia
    Empirical Economics, 2013, 45, (2), 817-829 Downloads View citations (7)
  9. Size and power properties of structural break unit root tests
    Applied Economics, 2013, 45, (6), 721-728 Downloads View citations (64)
    See also Working Paper (2011)
  10. Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets
    Journal of Futures Markets, 2013, 33, (11), 1024-1045 Downloads View citations (16)
  11. The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil
    Research in International Business and Finance, 2013, 28, (C), 19-34 Downloads View citations (2)
  12. 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 Downloads View citations (23)

2012

  1. A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures
    Applied Economics, 2012, 44, (2), 163-175 Downloads View citations (1)
    See also Working Paper (2009)
  2. An analysis of Fiji's monetary policy transmission
    Studies in Economics and Finance, 2012, 29, (1), 52-70 Downloads View citations (2)
  3. Comparing the small sample properties of two break Lagrange Multiplier unit root tests
    Economics Bulletin, 2012, 32, (2), 1082-1090 Downloads
  4. Do US macroeconomic conditions affect Asian stock markets?
    Journal of Asian Economics, 2012, 23, (6), 669-679 Downloads View citations (13)
  5. Does the choice of estimator matter when forecasting returns?
    Journal of Banking & Finance, 2012, 36, (9), 2632-2640 Downloads View citations (82)
    See also Working Paper (2012)
  6. Evidence of Wagner's law from Indian states
    Economic Modelling, 2012, 29, (5), 1548-1557 Downloads View citations (10)
  7. Firm heterogeneity and calendar anomalies
    Applied Financial Economics, 2012, 22, (23), 1931-1949 Downloads View citations (4)
    See also Working Paper (2011)
  8. Investment and oil price volatility
    Economics Bulletin, 2012, 32, (2), 1428-1433 Downloads View citations (2)
    See also Working Paper (2011)
  9. The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries
    Economic Modelling, 2012, 29, (2), 303-308 Downloads View citations (50)

2011

  1. An application of a new seasonal unit root test to inflation
    International Review of Economics & Finance, 2011, 20, (4), 707-716 Downloads View citations (10)
  2. Are shocks to commodity prices persistent?
    Applied Energy, 2011, 88, (1), 409-416 Downloads View citations (28)
    See also Working Paper (2010)
  3. Are shocks to national income persistent? New global evidence
    Journal of Economic Studies, 2011, 38, (2), 218-230 Downloads View citations (2)
  4. Are shocks to tourism transitory at business cycle horizons?
    Applied Economics, 2011, 43, (16), 2071-2077 Downloads View citations (1)
  5. Do Remittances Induce Inflation? Fresh Evidence from Developing Countries
    Southern Economic Journal, 2011, 77, (4), 914-933 Downloads View citations (16)
  6. Do demand and supply shocks explain USA's oil stock fluctuations?
    Applied Energy, 2011, 88, (8), 2908-2915 Downloads View citations (8)
  7. Do market capitalization and stocks traded converge? New global evidence
    Journal of Banking & Finance, 2011, 35, (10), 2771-2781 Downloads View citations (170)
    See also Working Paper (2010)
  8. 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 Downloads View citations (21)
    See also Working Paper (2007)
  9. Energy consumption at business cycle horizons: The case of the United States
    Energy Economics, 2011, 33, (2), 161-167 Downloads View citations (13)
  10. Have domestic or foreign factors driven European external imbalances?
    Journal of International Money and Finance, 2011, 30, (3), 537-546 Downloads View citations (1)
  11. How Potent is Fiscal Policy in Australia?
    Economic Papers, 2011, 30, (3), 377-385 Downloads View citations (4)
  12. Investigating price clustering in the oil futures market
    Applied Energy, 2011, 88, (1), 397-402 Downloads View citations (14)
  13. Is health care really a luxury in OECD countries? Evidence from alternative price deflators
    Applied Economics, 2011, 43, (25), 3631-3643 Downloads View citations (1)
  14. New evidence on oil price and firm returns
    Journal of Banking & Finance, 2011, 35, (12), 3253-3262 Downloads View citations (153)
  15. Share price clustering in Mexico
    International Review of Financial Analysis, 2011, 20, (2), 113-119 Downloads View citations (6)
  16. Substitution between energy and classical factor inputs in the Chinese steel sector
    Applied Energy, 2011, 88, (1), 361-367 Downloads View citations (50)
  17. The Importance of Real and Nominal Shocks on the UK Housing Market
    International Journal of Business and Economics, 2011, 10, (3), 219-234 Downloads
    See also Working Paper (2011)
  18. The productivity-wage and productivity-employment nexus: a panel data analysis of Indian manufacturing
    Empirical Economics, 2011, 40, (2), 285-303 Downloads View citations (3)
    See also Working Paper (2009)
  19. The relationship between exchange rates, interest rates and Australian bank returns
    Applied Economics Letters, 2011, 18, (10), 967-972 Downloads View citations (1)
  20. The relationship between liquidity and returns on the Chinese stock market
    Journal of Asian Economics, 2011, 22, (3), 259-266 Downloads View citations (7)
  21. What drives stock markets over short horizons? Evidence from emerging markets
    Quantitative Finance, 2011, 11, (2), 261-269 Downloads View citations (1)

2010

  1. 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 Downloads View citations (170)
    See also Working Paper (2009)
  2. A note on the long-run elasticities from the energy consumption-GDP relationship
    Applied Energy, 2010, 87, (3), 1054-1057 Downloads View citations (32)
  3. An analysis of inflation and stock returns for the UK
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (5), 519-532 Downloads View citations (3)
  4. 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 Downloads
  5. Carbon dioxide emissions and economic growth: Panel data evidence from developing countries
    Energy Policy, 2010, 38, (1), 661-666 Downloads View citations (166)
  6. Does electricity consumption panel Granger cause GDP? A new global evidence
    Applied Energy, 2010, 87, (10), 3294-3298 Downloads View citations (27)
  7. ESTIMATING IMPORT AND EXPORT DEMAND ELASTICITIES FOR MAURITIUS AND SOUTH AFRICA
    Australian Economic Papers, 2010, 49, (3), 241-252 Downloads View citations (3)
  8. Energy consumption at the state level: The unit root null hypothesis from Australia
    Applied Energy, 2010, 87, (6), 1953-1962 Downloads View citations (54)
  9. Evidence on PPP for selected Asian countries from a panel cointegration test with structural breaks
    Applied Economics, 2010, 42, (3), 325-332 Downloads View citations (3)
  10. Gold and oil futures markets: Are markets efficient?
    Applied Energy, 2010, 87, (10), 3299-3303 Downloads View citations (74)
    See also Working Paper (2010)
  11. 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 Downloads View citations (15)
    See also Working Paper (2010)
  12. Is There a Natural Rate of Crime?
    American Journal of Economics and Sociology, 2010, 69, (2), 759-782 Downloads
    See also Working Paper (2005)
  13. 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 Downloads View citations (12)
  14. Labour productivity trends in Australian manufacturing: some time series properties
    Applied Economics, 2010, 42, (25), 3221-3230 Downloads View citations (1)
  15. Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market
    Pacific-Basin Finance Journal, 2010, 18, (5), 509-520 Downloads View citations (16)
  16. Modelling health and output at business cycle horizons for the USA
    Health Economics, 2010, 19, (7), 872-880 Downloads View citations (1)
  17. Modelling money demand for a panel of eight transitional economies
    Applied Economics, 2010, 42, (25), 3293-3305 Downloads View citations (4)
  18. Modelling the impact of oil prices on Vietnam's stock prices
    Applied Energy, 2010, 87, (1), 356-361 Downloads View citations (123)
  19. Testing for capital mobility: New evidence from a panel of G7 countries
    Research in International Business and Finance, 2010, 24, (1), 15-23 Downloads View citations (8)
  20. The oil stock fluctuations in the United States
    Applied Energy, 2010, 87, (1), 178-184 Downloads View citations (12)

2009

  1. 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 Downloads View citations (17)
  2. A panel data analysis of the determinants of oil consumption: The case of Australia
    Applied Energy, 2009, 86, (12), 2771-2775 Downloads View citations (17)
  3. Are health expenditures and GDP characterized by asymmetric behaviour? Evidence from 11 OECD countries
    Applied Economics, 2009, 41, (4), 531-536 Downloads View citations (10)
  4. Can the electricity market be characterised by asymmetric behaviour?
    Energy Policy, 2009, 37, (11), 4364-4372 Downloads View citations (8)
  5. Estimating money demand functions for South Asian countries
    Empirical Economics, 2009, 36, (3), 685-696 Downloads View citations (16)
  6. Evidence on PPP from a cointegration test with multiple structural breaks
    Applied Economics Letters, 2009, 16, (1), 5-8 Downloads View citations (4)
  7. Has International Trade in Saving Improved US Economic Welfare?
    The Economic Record, 2009, 85, (s1), S2-S9 Downloads View citations (3)
  8. 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 Downloads View citations (10)
  9. Modelling Fiji-US exchange rate volatility
    Applied Economics Letters, 2009, 16, (8), 831-834 Downloads View citations (2)
  10. Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries
    Energy Policy, 2009, 37, (1), 229-236 Downloads View citations (185)
  11. The effect of inflation and real wages on productivity: new evidence from a panel of G7 countries
    Applied Economics, 2009, 41, (10), 1285-1291 Downloads View citations (17)
  12. Understanding the inflation-output nexus for China
    China Economic Review, 2009, 20, (1), 82-90 Downloads View citations (19)

2008

  1. A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries
    Energy Policy, 2008, 36, (7), 2765-2769 Downloads View citations (57)
  2. A test of the Wagner's hypothesis for the Fiji islands
    Applied Economics, 2008, 40, (21), 2793-2801 Downloads View citations (4)
  3. 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 Downloads
  4. An investigation of the behaviour of Australia's business cycle
    Economic Modelling, 2008, 25, (4), 676-683 Downloads View citations (4)
  5. 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 Downloads View citations (83)
  6. Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries
    Applied Economics, 2008, 40, (8), 1053-1060 Downloads View citations (1)
  7. 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 Downloads
  8. 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 Downloads View citations (2)
  9. DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?
    Defence and Peace Economics, 2008, 19, (1), 77-87 Downloads View citations (7)
  10. Do shocks to G7 stock prices have a permanent effect?
    Mathematics and Computers in Simulation (MATCOM), 2008, 77, (4), 369-373 Downloads View citations (4)
  11. Does environmental quality influence health expenditures? Empirical evidence from a panel of selected OECD countries
    Ecological Economics, 2008, 65, (2), 367-374 Downloads View citations (8)
  12. EXAMINING THE ASYMMETRIC BEHAVIOUR OF MACROECONOMIC AGGREGATES IN ASIAN ECONOMIES
    Pacific Economic Review, 2008, 13, (5), 567-574 Downloads View citations (4)
  13. 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 Downloads View citations (3)
  14. Electricity consumption-real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries
    Energy Policy, 2008, 36, (2), 910-918 Downloads View citations (149)
  15. Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks
    Energy Economics, 2008, 30, (5), 2331-2341 Downloads View citations (255)
  16. Estimating exchange rate responsiveness to shocks
    Review of Financial Economics, 2008, 17, (4), 338-351 Downloads
  17. 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 Downloads View citations (11)
  18. Evidence of panel stationarity from Chinese provincial and regional income
    China Economic Review, 2008, 19, (2), 274-286 Downloads View citations (7)
  19. Examining the behaviour of visitor arrivals to Australia from 28 different countries
    Transportation Research Part A: Policy and Practice, 2008, 42, (5), 751-761 Downloads View citations (3)
  20. Forecasting Fiji's exports and imports, 2003-2020
    International Journal of Social Economics, 2008, 35, (12), 1005-1016 Downloads
  21. Have US external imbalances been determined at home or abroad?
    Economic Modelling, 2008, 25, (3), 520-531 Downloads View citations (5)
  22. Is Asian per capita GDP panel stationary?
    Empirical Economics, 2008, 34, (3), 439-449 Downloads View citations (9)
  23. Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces
    China Economic Review, 2008, 19, (2), 297-307 Downloads View citations (28)
    See also Working Paper (2006)
  24. 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 Downloads View citations (6)
  25. 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 Downloads View citations (19)
  26. The role of permanent and transitory shocks in explaining international health expenditures
    Health Economics, 2008, 17, (10), 1171-1186 Downloads View citations (10)
  27. 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 Downloads View citations (4)
  28. Understanding the oil price-exchange rate nexus for the Fiji islands
    Energy Economics, 2008, 30, (5), 2686-2696 Downloads View citations (61)

2007

  1. A panel cointegration analysis of the demand for oil in the Middle East
    Energy Policy, 2007, 35, (12), 6258-6265 Downloads View citations (45)
  2. An empirical investigation of the relationship between government revenue and expenditure: The case of the Fiji Islands
    International Journal of Social Economics, 2007, 34, (3), 147-158 Downloads View citations (7)
  3. Are G7 per capita real GDP levels non-stationary, 1870-2001?
    Japan and the World Economy, 2007, 19, (3), 374-379 Downloads View citations (2)
  4. 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 Downloads View citations (4)
  5. Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note
    Applied Economics, 2007, 39, (19), 2483-2488 Downloads View citations (3)
  6. Are shocks to energy consumption permanent or temporary? Evidence from 182 countries
    Energy Policy, 2007, 35, (1), 333-341 Downloads View citations (118)
    See also Working Paper (2005)
  7. Do health expenditures 'catch-up'? Evidence from OECD countries
    Health Economics, 2007, 16, (10), 993-1008 Downloads View citations (14)
  8. Electricity consumption in G7 countries: A panel cointegration analysis of residential demand elasticities
    Energy Policy, 2007, 35, (9), 4485-4494 Downloads View citations (111)
  9. Exploring the oil price and real GDP nexus for a small island economy, the Fiji Islands
    Energy Policy, 2007, 35, (12), 6506-6513 Downloads View citations (22)
  10. Export-led growth hypothesis: evidence from Papua New Guinea and Fiji
    Journal of Economic Studies, 2007, 34, (4), 341-351 Downloads View citations (49)
  11. Is devaluation expansionary or contractionary? Empirical evidence from Fiji
    Applied Economics, 2007, 39, (20), 2589-2598 Downloads View citations (14)
  12. Is money targeting an option for Bank Indonesia?
    Journal of Asian Economics, 2007, 18, (5), 726-738 Downloads View citations (5)
  13. Japan's fertility transition: Empirical evidence from the bounds testing approach to cointegration
    Japan and the World Economy, 2007, 19, (2), 263-278 Downloads View citations (14)
  14. MODELLING THE RELATIONSHIP BETWEEN DEFENSE SPENDING AND ECONOMIC GROWTH FOR THE FIJI ISLANDS
    Defence and Peace Economics, 2007, 18, (4), 391-401 Downloads View citations (20)
  15. Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries
    Economics Bulletin, 2007, 3, (34), 1-6 Downloads View citations (9)
  16. Mean reversion in stock prices: new evidence from panel unit root tests
    Studies in Economics and Finance, 2007, 24, (3), 233-244 Downloads View citations (11)
  17. 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 Downloads View citations (12)
  18. Modelling oil price volatility
    Energy Policy, 2007, 35, (12), 6549-6553 Downloads View citations (89)
  19. TESTING CONVERGENCE OF FIJI'S TOURISM MARKETS
    Pacific Economic Review, 2007, 12, (5), 651-663 Downloads View citations (8)
  20. 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 Downloads View citations (1)
  21. The electricity consumption and GDP nexus for the Fiji Islands
    Energy Economics, 2007, 29, (6), 1141-1150 Downloads View citations (139)
  22. 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 Downloads View citations (5)
  23. Understanding asymmetries in macroeconomic aggregates: the case of Singapore
    Applied Economics Letters, 2007, 14, (12), 905-908 Downloads View citations (3)

2006

  1. An Econometric Analysis of the Determinants of Fertility for China, 1952-2000
    Journal of Chinese Economic and Business Studies, 2006, 4, (2), 165-183 Downloads View citations (9)
  2. Are Australia's tourism markets converging?
    Applied Economics, 2006, 38, (10), 1153-1162 Downloads View citations (16)
  3. Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India
    Applied Economics, 2006, 38, (1), 63-70 Downloads View citations (26)
  4. 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 Downloads View citations (7)
    See also Working Paper (2004)
  5. Democracy and Economic Growth in China: Evidence from Cointegration and Causality Testing
    Review of Applied Economics, 2006, 02, (1), 18 Downloads View citations (3)
  6. Determinants of Female Fertility in Taiwan, 1966-2001: Empirical Evidence from Cointegration and Variance Decomposition Analysis *
    Asian Economic Journal, 2006, 20, (4), 393-407 Downloads View citations (5)
  7. Do governments lead or lag in fighting crime?
    Applied Economics Letters, 2006, 13, (1), 11-15 Downloads View citations (1)
  8. 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 Downloads View citations (1)
  9. Examining structural breaks and growth rates in international health expenditures
    Journal of Health Economics, 2006, 25, (5), 877-890 Downloads View citations (26)
  10. 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 Downloads View citations (22)
  11. Female labour force participation, fertility and infant mortality in Australia: some empirical evidence from Granger causality tests
    Applied Economics, 2006, 38, (5), 563-572 Downloads View citations (10)
  12. Government revenue and government expenditure nexus: evidence from developing countries
    Applied Economics, 2006, 38, (3), 285-291 Downloads View citations (30)
  13. Higher Education, Real Income and Real Investment in China: Evidence From Granger Causality Tests
    Education Economics, 2006, 14, (1), 107-125 Downloads View citations (53)
  14. Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets
    Applied Financial Economics Letters, 2006, 2, (1), 1-7 Downloads View citations (7)
  15. Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia
    Applied Economics, 2006, 38, (19), 2209-2219 Downloads View citations (2)
  16. The behaviour of US stock prices: Evidence from a threshold autoregressive model
    Mathematics and Computers in Simulation (MATCOM), 2006, 71, (2), 103-108 Downloads View citations (21)
  17. 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 Downloads View citations (5)
  18. WHAT DETERMINES MIGRATION FLOWS FROM LOW-INCOME TO HIGH-INCOME COUNTRIES? AN EMPIRICAL INVESTIGATION OF FIJI-U.S. MIGRATION 1972-2001
    Contemporary Economic Policy, 2006, 24, (2), 332-342 Downloads View citations (12)

2005

  1. An Empirical Investigation of the Determinants of Oman's National Savings
    Economics Bulletin, 2005, 3, (51), 1-7 Downloads View citations (3)
  2. 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 Downloads View citations (25)
  3. Are exports and imports cointegrated? Evidence from 22 least developed countries
    Applied Economics Letters, 2005, 12, (6), 375-378 Downloads View citations (32)
  4. Are the Australian and New Zealand stock prices nonlinear with a unit root?
    Applied Economics, 2005, 37, (18), 2161-2166 Downloads View citations (25)
  5. 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 Downloads View citations (10)
  6. Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests
    Energy Policy, 2005, 33, (9), 1109-1116 Downloads View citations (223)
  7. Estimating income and price elasticities of imports for Fiji in a cointegration framework
    Economic Modelling, 2005, 22, (3), 423-438 Downloads View citations (78)
  8. New evidence on purchasing power parity from 17 OECD countries
    Applied Economics, 2005, 37, (9), 1063-1071 Downloads View citations (39)
  9. STRUCTURAL BREAKS AND UNIT ROOTS IN AUSTRALIAN MACROECONOMIC TIME SERIES
    Pacific Economic Review, 2005, 10, (4), 421-437 Downloads View citations (22)
  10. Temporal causality and the dynamics of democracy, emigration and real income in Fiji
    International Review of Applied Economics, 2005, 19, (2), 245-261 Downloads View citations (10)
  11. 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
  12. Testing for the random walk hypothesis in the case of visitor arrivals: evidence from Indian tourism
    Applied Economics, 2005, 37, (13), 1485-1490 Downloads View citations (13)
  13. The Validity of Purchasing Power Parity Hypothesis for Eleven Middle Eastern Countries
    Review of Middle East Economics and Finance, 2005, 3, (2), 44-58 Downloads View citations (12)
  14. The government revenue and government expenditure nexus: empirical evidence from nine Asian countries
    Journal of Asian Economics, 2005, 15, (6), 1203-1216 Downloads View citations (16)
  15. The relationship between saving and investment for Japan
    Japan and the World Economy, 2005, 17, (3), 293-309 Downloads View citations (25)
  16. The residential demand for electricity in Australia: an application of the bounds testing approach to cointegration
    Energy Policy, 2005, 33, (4), 467-474 Downloads View citations (110)
  17. The saving and investment nexus for China: evidence from cointegration tests
    Applied Economics, 2005, 37, (17), 1979-1990 Downloads View citations (656)
  18. The structure of tourist expenditure in Fiji: evidence from unit root structural break tests
    Applied Economics, 2005, 37, (10), 1157-1161 Downloads View citations (20)

2004

  1. ARE OUTPUT FLUCTUATIONS TRANSITORY? NEW EVIDENCE FROM 24 CHINESE PROVINCES
    Pacific Economic Review, 2004, 9, (4), 327-336 Downloads View citations (14)
  2. Crime rates, male youth unemployment and real income in Australia: evidence from Granger causality tests
    Applied Economics, 2004, 36, (18), 2079-2095 Downloads View citations (22)
  3. Do public investments crowd out private investments? Fresh evidence from Fiji
    Journal of Policy Modeling, 2004, 26, (6), 747-753 Downloads View citations (25)
  4. IS THERE A LONG-RUN RELATIONSHIP BETWEEN EXPORTS AND IMPORTS? EVIDENCE FROM TWO PACIFIC ISLAND COUNTRIES
    Economic Papers, 2004, 23, (2), 152-164 Downloads View citations (11)
  5. Interdependence and dynamic linkages between the emerging stock markets of South Asia
    Accounting and Finance, 2004, 44, (3), 419-439 Downloads View citations (20)
  6. Is South Korea's stock market efficient?
    Applied Economics Letters, 2004, 11, (11), 707-710 Downloads View citations (15)
  7. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts
    Applied Financial Economics, 2004, 14, (14), 991-1004 Downloads View citations (14)
  8. New Zealand's trade balance: evidence of the J-curve and granger causality
    Applied Economics Letters, 2004, 11, (6), 351-354 Downloads View citations (19)
  9. 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 Downloads View citations (7)
  10. 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 Downloads View citations (1)
  11. The J-Curve: Evidence from Fiji
    International Review of Applied Economics, 2004, 18, (3), 369-380 Downloads View citations (16)
  12. The Race that Stops a Nation: The Demand for the Melbourne Cup
    The Economic Record, 2004, 80, (249), 193-207 Downloads View citations (3)
  13. 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 Downloads View citations (11)

2003

  1. Attendance and pricing at sporting events: empirical results from Granger Causality Tests for the Melbourne Cup
    Applied Economics, 2003, 35, (15), 1649-1657 Downloads View citations (10)
  2. ECONOMIC IMPACT OF THE 2003 SOUTH PACIFIC GAMES ON FIJI
    Economic Papers, 2003, 22, (3), 60-73 Downloads View citations (3)
  3. Macroeconomic impact of natural disasters on a small island economy: evidence from a CGE model
    Applied Economics Letters, 2003, 10, (11), 721-723 Downloads View citations (10)
 
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