Details about Param Silvapulle

Access statistics for papers by Param Silvapulle.

Last updated 2018-02-07. Update your information in the RePEc Author Service.

Short-id: psi262

Working Papers

2009

1. VARMA models for Malaysian Monetary Policy Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2007

2. Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
3. Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2006

4. Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
5. Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
   See also Journal Article Half-life estimation based on the bias-corrected bootstrap: A highest density region approach, Computational Statistics & Data Analysis, Elsevier (2007) View citations (10) (2007)

2004

6. Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan
   International Trade, University Library of Munich, Germany View citations (14)
7. Nonlinear Modelling of Purchasing Power Parity in Indonesia
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
8. Robustness of a semiparametric estimator of a copula
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (3)
9. Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan
   International Finance, University Library of Munich, Germany View citations (2)

1996

10. Testing for Serial Correlation in the of Dynamic Heteroscedasticity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

1995

11. A Score Test for Seasonal Fractional Integration and Cointegration
    Econometrics, University Library of Munich, Germany View citations (2)
    Also in Working Papers, University of Iowa, Department of Economics (1995) View citations (2)
    See also Journal Article A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION, Econometric Reviews, Taylor & Francis Journals (2001) View citations (1) (2001)

Journal Articles

2008

1. Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
   Applied Financial Economics, 2008, 18, (4), 267-273 View citations (2)

2007

2. Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
   Computational Statistics & Data Analysis, 2007, 51, (7), 3418-3432 View citations (10)
   See also Working Paper Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach, Monash Econometrics and Business Statistics Working Papers (2006) View citations (4) (2006)

2004

3. Asymmetry in Okun's law
   Canadian Journal of Economics, 2004, 37, (2), 353-374 View citations (74)

2003

4. Testing for Temporal Asymmetry in the Price‐Volume Relationship
   Bulletin of Economic Research, 2003, 55, (4), 373-389 View citations (18)

2001

5. A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION
   Econometric Reviews, 2001, 20, (1), 85-104 View citations (1)
   See also Working Paper A Score Test for Seasonal Fractional Integration and Cointegration, Econometrics (1995) View citations (2) (1995)
6. Long-Term Memory in Stock Market Returns: International Evidence
   International Journal of Finance & Economics, 2001, 6, (1), 59-67 View citations (96)

2000

7. The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing
   International Review of Economics & Finance, 2000, 9, (1), 11-30 View citations (27)

1999

8. Testing for Seasonal Stability in Unemployment Series: International Evidence
   Empirica, 1999, 26, (2), 123-139 View citations (1)
9. Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence
   The Quarterly Review of Economics and Finance, 1999, 39, (1), 59-76 View citations (31)

1998

10. Testing for serial correlation in the presence of dynamic heteroscedasticity
    Econometric Reviews, 1998, 17, (1), 31-55 View citations (7)

1994

11. TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH
    Journal of Agricultural Economics, 1994, 45, (3), 369-380 View citations (29)

1993

12. Nonnested testing for autocorrelation in the linear regression model
    Journal of Econometrics, 1993, 58, (3), 295-314 View citations (3)

1992

13. Testing for AR(p) against IMA(1, q) disturbances in the linear regression model
    Economics Letters, 1992, 40, (3), 257-261 View citations (1)

1991

14. Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model
    Journal of Business & Economic Statistics, 1991, 9, (3), 329-35 View citations (9)