Details about Philip Rothman

Access statistics for papers by Philip Rothman.

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Short-id: pro90

Working Papers

2011

1. Oil and US GDP: A Real-Time out-of Sample Examination
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
   Also in Working Paper, Norges Bank (2010) View citations (16)
   See also Journal Article Oil and U.S. GDP: A Real-Time Out-of-Sample Examination, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (40) (2013)

2009

2. An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article An empirical investigation of stock market behavior in the Middle East and North Africa, Journal of Empirical Finance, Elsevier (2010) View citations (34) (2010)
3. Equity Returns and Business Cycles in Small Open Economies
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Equity Returns and Business Cycles in Small Open Economies, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (3) (2013)

2007

4. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts
   Working Paper series, Rimini Centre for Economic Analysis
   See also Journal Article Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts, International Journal of Forecasting, Elsevier (2008) View citations (28) (2008)

2005

5. Multivariate STAR Unemployment Rate Forecasts
   Econometrics, University Library of Munich, Germany View citations (1)

2000

6. A Multivariate STAR Analysis of the Relationship Between Money and Output
   Working Papers, East Carolina University, Department of Economics View citations (17)
   Also in Working Papers, East Carolina University, Department of Economics (1999) View citations (3)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999) View citations (3)
7. Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry
   Working Papers, East Carolina University, Department of Economics

1999

8. Time Irreversible Unemployment Rates
   Working Papers, East Carolina University, Department of Economics View citations (2)
9. Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric
   Working Papers, East Carolina University, Department of Economics View citations (2)

1993

10. Time Irreversibility and Business Cycle Asymmetry
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (2)
    See also Journal Article Time Irreversibility and Business Cycle Asymmetry, Journal of Money, Credit and Banking, Blackwell Publishing (1996) View citations (134) (1996)

1992

11. A Reassessment of Dimension Calculations Using Some Monetary Data
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (1)

1988

12. CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (12)
13. FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (1)
    See also Journal Article Further evidence on the asymmetric behavior of unemployment rates over the business cycle, Journal of Macroeconomics, Elsevier (1991) View citations (83) (1991)
14. THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS
    Working Papers, Houston - Department of Economics View citations (9)
    See also Journal Article The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1990) View citations (46) (1990)

Undated

15. A Frequency Domain Test of Time Reversibility
    Working Papers, East Carolina University, Department of Economics View citations (10)
    See also Journal Article FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY, Macroeconomic Dynamics, Cambridge University Press (1998) View citations (24) (1998)
16. An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods
    Working Papers, East Carolina University, Department of Economics View citations (3)
    Also in Working Papers, East Carolina University, Department of Economics
    See also Journal Article An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods, Economic Inquiry, Western Economic Association International (2004) View citations (9) (2004)
17. FORTRAN Programs for Running the TR Test: A Guide and Some Examples
    Working Papers, East Carolina University, Department of Economics
18. Forecasting Asymmetric Unemployment Rates
    Working Papers, East Carolina University, Department of Economics View citations (6)
    See also Journal Article Forecasting Asymmetric Unemployment Rates, The Review of Economics and Statistics, MIT Press (1998) View citations (101) (1998)
19. Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test
    Working Papers, East Carolina University, Department of Economics View citations (4)
20. Independence and Changes in the Size Distribution of Income
    Working Papers, East Carolina University, Department of Economics
21. Is the Size Distribution of Income Stationary?
    Working Papers, East Carolina University, Department of Economics
22. Measuring Hysteresis in Unemployment Rates with Long Memory Models
    Working Papers, East Carolina University, Department of Economics View citations (12)
23. More Uncertainty About the Unit Root in U.S. Real GNP
    Working Papers, East Carolina University, Department of Economics View citations (4)
    See also Journal Article More Uncertainty about the Unit Root in U.S. Real GNP, Journal of Macroeconomics, Elsevier (1997) View citations (13) (1997)
24. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited
    Working Papers, East Carolina University, Department of Economics
25. The Current Depth of Recession and Unemployment Rate Forecasts
    Working Papers, East Carolina University, Department of Economics View citations (6)
    See also Journal Article The Current Depth-of-Recession and Unemployment-Rate Forecasts, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (1998) View citations (8) (1998)

Journal Articles

2016

1. Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 343-346
2. Oil-price density forecasts of US GDP
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 441-453 View citations (14)

2013

3. Equity Returns and Business Cycles in Small Open Economies
   Journal of Money, Credit and Banking, 2013, 45, (6), 1117-1146 View citations (3)
   Also in Journal of Money, Credit and Banking, 2013, 45, (6), 1117-1146 (2013) View citations (10)
   See also Working Paper Equity Returns and Business Cycles in Small Open Economies, MPRA Paper (2009) View citations (2) (2009)
4. Oil and U.S. GDP: A Real-Time Out-of-Sample Examination
   Journal of Money, Credit and Banking, 2013, 45, (2-3), 449-463 View citations (40)
   Also in Journal of Money, Credit and Banking, 2013, 45, (2‐3), 449-463 (2013) View citations (13)
   See also Working Paper Oil and US GDP: A Real-Time out-of Sample Examination, Working Papers (2011) (2011)

2010

5. An empirical investigation of stock market behavior in the Middle East and North Africa
   Journal of Empirical Finance, 2010, 17, (3), 413-427 View citations (34)
   See also Working Paper An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa, MPRA Paper (2009) View citations (9) (2009)

2008

6. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
   International Journal of Forecasting, 2008, 24, (1), 101-121 View citations (28)
   See also Working Paper Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts, Working Paper series (2007) (2007)
7. Reconsideration of the Markov Chain Evidence on Unemployment Rate Asymmetry
   Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (3), 18 View citations (9)

2006

8. Comments on "Structural change in macroeconomic time series"
   Journal of Macroeconomics, 2006, 28, (1), 151-153

2004

9. An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre--World War I and Interwar Periods
   Economic Inquiry, 2004, 42, (1), 88-100 View citations (9)
   See also Working Paper An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods, Working Papers View citations (3)

2001

10. MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP
    Macroeconomic Dynamics, 2001, 5, (4), 506-532 View citations (30)

1998

11. FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
    Macroeconomic Dynamics, 1998, 2, (1), 72-88 View citations (24)
    See also Working Paper A Frequency Domain Test of Time Reversibility, Working Papers View citations (10)
12. Forecasting Asymmetric Unemployment Rates
    The Review of Economics and Statistics, 1998, 80, (1), 164-168 View citations (101)
    See also Working Paper Forecasting Asymmetric Unemployment Rates, Working Papers View citations (6)
13. The Current Depth-of-Recession and Unemployment-Rate Forecasts
    Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 10 View citations (8)
    See also Working Paper The Current Depth of Recession and Unemployment Rate Forecasts, Working Papers View citations (6)

1997

14. FORTRAN Programs for Running the TR Test: A Guide and Examples
    Studies in Nonlinear Dynamics & Econometrics, 1997, 1, (4), 8 View citations (3)
15. More Uncertainty about the Unit Root in U.S. Real GNP
    Journal of Macroeconomics, 1997, 19, (4), 771-780 View citations (13)
    See also Working Paper More Uncertainty About the Unit Root in U.S. Real GNP, Working Papers View citations (4)

1996

16. Further evidence on the stabilization of postwar economic fluctuations
    Journal of Macroeconomics, 1996, 18, (2), 289-298 View citations (4)
17. Time Irreversibility and Business Cycle Asymmetry
    Journal of Money, Credit and Banking, 1996, 28, (1), 1-21 View citations (134)
    See also Working Paper Time Irreversibility and Business Cycle Asymmetry, Working Papers (1993) View citations (2) (1993)

1995

18. Chaotic dynamics. Theory and applications to economics: Alfredo Medio, (Cambridge University Press, Cambridge 1992) pp. xv + 344, $54.95
    Journal of Economic Behavior & Organization, 1995, 26, (2), 308-310 View citations (2)

1994

19. A reappraisal of parity reversion for UK real exchange rates
    Applied Economics Letters, 1994, 1, (9), 139-141 View citations (7)
20. Fractional integration analysis of long-run behavior for US macroeconomic time series
    Economics Letters, 1994, 45, (3), 287-291 View citations (27)
21. Nonlinear Monetary Dynamics: Comment
    Journal of Business & Economic Statistics, 1994, 12, (1), 135-36 View citations (6)

1992

22. The Comparative Power of the TR Test against Simple Threshold Models
    Journal of Applied Econometrics, 1992, 7, (S), S187-95 View citations (10)

1991

23. Further evidence on the asymmetric behavior of unemployment rates over the business cycle
    Journal of Macroeconomics, 1991, 13, (2), 291-298 View citations (83)
    See also Working Paper FURTHER EVIDENCE ON THE ASYMMETRIC BEHAVIOR OF UNEMPLOYMENT RATES OVER THE BUSINESS CYCLE, Working Papers (1988) View citations (1) (1988)

1990

24. The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications
    International Economic Review, 1990, 31, (4), 991-1020 View citations (46)
    See also Working Paper THE STATISTICAL PROPERTIES OF DIMENSION CALCULATIONS USING SMALL DATA SETS: SOME ECONOMIC APPLICATIONS, Working Papers (1988) View citations (9) (1988)