Details about Subhash C. Sharma

Access statistics for papers by Subhash C. Sharma.

Last updated 2009-11-18. Update your information in the RePEc Author Service.

Short-id: psh361

Working Papers

1996

1. On the European Monetary System: The Spillover Effects of German Shocks and Disinflation
   Macroeconomics, University Library of Munich, Germany View citations (2)

1995

2. Quarterly Aggregate Capital Input and the Cost of Capital for the
   Data, University Library of Munich, Germany
3. The Morishima Elasticity of Substitution for the Profit Function
   Microeconomics, University Library of Munich, Germany View citations (1)

Journal Articles

2009

1. Currency substitution in selected African countries
   Journal of Economic Studies, 2009, 36, (6), 616-640 View citations (2)

2007

2. Decomposition of total factor productivity growth in U.S. states
   The Quarterly Review of Economics and Finance, 2007, 47, (2), 215-241 View citations (25)
3. Dynamic analysis between the US stock returns and the macroeconomic variables
   Applied Financial Economics, 2007, 17, (5), 369-377 View citations (97)
4. Scale variable specification in a money demand function for Malaysia
   Journal of Asian Economics, 2007, 18, (6), 867-882 View citations (1)

2006

5. Efficiency and productivity analyses of Indonesian manufacturing industries
   Journal of Asian Economics, 2006, 17, (6), 979-995 View citations (26)

2005

6. Currency substitution in Asian countries
   Journal of Asian Economics, 2005, 16, (3), 489-532 View citations (11)
7. Divisia monetary aggregates and money demand for Malaysia
   Journal of Asian Economics, 2005, 15, (6), 1137-1153 View citations (10)
8. Momentum and contrarian strategies in international stock markets: Further evidence
   Journal of Multinational Financial Management, 2005, 15, (3), 235-255 View citations (9)

2004

9. Money demand stability under currency substitution: some recent evidence
   Applied Financial Economics, 2004, 14, (1), 19-27 View citations (37)

2002

10. Interrelationships among regional stock indices
    Review of Financial Economics, 2002, 11, (2), 91-108 View citations (76)
11. Long-term trends and cycles in ASEAN stock markets
    Review of Financial Economics, 2002, 11, (4), 299-315 View citations (45)
12. Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries
    Journal of Asian Economics, 2002, 13, (1), 27-51 View citations (119)
13. The Morishima Elasticity of Substitution for the Variable Profit Function and the Demand for Imports in the United States
    International Economic Review, 2002, 43, (1), 115-135 View citations (16)

2001

14. Exports, investment, efficiency and economic growth in LDC: an empirical investigation
    Applied Economics, 2001, 33, (6), 689-700 View citations (22)

1999

15. Exchange rate market efficiency: across and within countries
    Journal of Economics and Business, 1999, 51, (5), 423-439 View citations (21)

1997

16. Fairness Measures and Importance Weights for Allocating Quotas to OPEC Member Countries
    The Energy Journal, 1997, Volume18, (Number 2), 1-21 View citations (9)

1996

17. Robustness to nonnormality of regression F-tests
    Journal of Econometrics, 1996, 71, (1-2), 175-205 View citations (3)

1994

18. Determinants of the inflation rate in the United States: A VAR investigation
    The Quarterly Review of Economics and Finance, 1994, 34, (1), 95-112 View citations (8)

1993

19. Robustness to nonnormality of the Durbin-Watson test for autocorrelation
    Journal of Econometrics, 1993, 57, (1-3), 117-136 View citations (4)

1991

20. Power and robustness of jackknife and likelihood-ratio tests for grouped heteroscedasticity
    Journal of Econometrics, 1991, 49, (3), 343-372 View citations (3)
21. Technological change and elasticities of substitution in Korean agriculture
    Journal of Development Economics, 1991, 35, (1), 147-172 View citations (5)

1990

22. Exports and Japanese economic development
    Economics Letters, 1990, 32, (2), 127-132 View citations (9)

1985

23. The effects of autocorrelation among errors on the consistency property of OLS variance estimator
    Journal of Econometrics, 1985, 27, (3), 335-361