Details about David Tufte

Access statistics for papers by David Tufte.

Last updated 2019-12-21. Update your information in the RePEc Author Service.

Short-id: ptu90

Working Papers

1998

1. Macroeconomic variables and the performance of the Indian Stock Market
   Working Papers, University of New Orleans, Department of Economics and Finance View citations (2)

Journal Articles

2006

1. Central Bank Independence, Inflation Variability, and the Revenue Smoothing Hypothesis
   International Advances in Economic Research, 2006, 12, (2), 147-160 View citations (1)

2001

2. The X-Efficiency of a Group-Based Lending Institution: The Case of the Grameen Bank
   World Development, 2001, 29, (6), 1071-1082 View citations (12)

2000

3. Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
   Global Finance Journal, 2000, 11, (1-2), 73-86 View citations (1)

1999

4. Models with Unexpected Components: The Case for Efficient Estimation
   Review of Quantitative Finance and Accounting, 1999, 13, (3), 295-313 View citations (3)
5. The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns
   Journal of Financial Services Research, 1999, 16, (1), 47-60 View citations (6)

1998

6. An empirical investigation of U.S. bank risk and the Mexican peso crisis
   Journal of Economics and Finance, 1998, 22, (2), 139-147 View citations (3)
7. CATS in RATS: cointegration analysis of time series: version 1.01
   Journal of Applied Econometrics, 1998, 13, (3), 321-330 View citations (1)
8. Exchange Rate Volatility: Does Politics Matter?
   Journal of Macroeconomics, 1998, 20, (2), 351-365 View citations (22)
9. Exchange rate volatility and aggregate export growth in Bangladesh
   Applied Economics, 1998, 30, (2), 189-201 View citations (20)

1997

10. Examining impulse response functions in cointegrated systems
    Applied Economics, 1997, 29, (12), 1593-1603 View citations (64)