International Econometric Review (IER)

2009 - 2024

Current editor(s): Asad Zaman

From Econometric Research Association
Contact information at EDIRC.
Bibliographic data for series maintained by M. F. Cosar ().

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Volume 16, issue 2, 2024

A Panel Data Analysis of Effects of Economic Vulnerability Index Indicators on Real Effective Exchange Rate in Developing Countries pp. 89-106

Kerem Sezerer and Burak Arslan

Spatial Effects of Electricity Consumption on Air Pollution in Türkiye at Provincial Level pp. 107-126

Ahmet Guler and A. Özlem Önder

The Effect of information and Communication Technologies on Unemployment: the Case of Selected OECD Countries pp. 127-147

Ahmet Unlu and Seckin Kabak

Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes pp. 148-171

Asad Ul Islam and William Bwando

Volume 16, issue 1, 2024

A Panel Data Analysis of the Relationship between Financial Development and Economic Growth in Asian Countries pp. 1-23

Ýbrahim Halil Sugözü and Eriþ Ünver

Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis pp. 24-49

Nihat Gümüþ and Murtala Mustapha Baba

Implementing Real Options Valuation under Macroeconomic Risk and Normally Distributed Cash Flows pp. 50-67

Norvald Instefjord and Turalay Kenc

Volume 15, issue 2, 2023

Analyzing Common Market Options in the Scope of OIC pp. 28-44

Cemaleddin Gulenay and Ibrahim Guran Yumusak

Long Run Predictions Using Gompertz Curves - A State Wise Analysis of COVID-19 Infections in India pp. 45-58

Abhigayan Adhikary and Manoranjan Pal

Volume 15, issue 1, 2023

Investigating the Causal Relationship between Renewable Energy Consumption and Life Expectancy in Turkey: A Toda-Yamamoto Causality Test pp. 1-11

Ekrem Yýlmaz and Fatma Þensoy

Gibson Paradox: Panel Data Analysis on ASEAN-T Countries pp. 12-27

Seçkin Kabak and Tuðçe Dallý

Volume 14, issue 4, 2022

Reviewing the Relationship between Dividend and Free Cash Flow of NonFinancial Firms of KSE 100 pp. 107-123

Muhammad Muddasir and Saad Ullah Mughal

Wellbeing Consequences of Unemployment and Working with a Job Dissatisfaction in Turkey pp. 124-141

Zeynep B. Uður

Volume 14, issue 3, 2022

Analyzing the trend in COVID-19 data: The structural break approach pp. 72-96

Nityananda Sarkar and Kushal Banik Chowdhury

Panel Data Analysis of the Effects of Female Labor Force Participation on Profit Rates pp. 97-106

Adem Elveren, Cameron Davis and Josh Budd

Volume 14, issue 2, 2022

Application of DEA Method in Measuring of Market Efficiency of Banks in Bosnia and Herzegovina and Reflection of the COVID-19 pp. 46-58

Beriz Čivić

The Relationship Between Geopolitical Risks and Housing Returns in Türkiye: Evidence from the Cross – Quantilogram pp. 59-71

Engin Bekar

Volume 14, issue 1, 2022

Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey pp. 1-20

Fehmi Özsoy and Nükhet Doðan

Estimation of Consumption Functions Using Savings Motive Hypothesis (SMH) pp. 21-45

Jimmy Alani

Volume 13, issue 4, 2021

Optimal Dynamic Hedging in Selected Markets pp. 89-117

Tunahan Yilmaz

Scholarly Impact of Core Econometrics Journals: A Catalog and Citations-Based Ranking pp. 118-131

Franklin Mixon and Kamal Upadhyaya

Volume 13, issue 3, 2021

Demand Deficiency and Inflation in the G7 Countries pp. 59-70

Erdem Baþçý and Sýdýka Baþçý

Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate pp. 71-88

Jean-François Verne

Volume 13, issue 2, 2021

A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms pp. 24-40

Rachida El Mehdi and Christian Hafner

A Starting Note: Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors’ Commitment Towards Green Investing pp. 41-58

Debabrata Mukhopadhyay and Nityananda Sarkar

Volume 13, issue 1, 2021

A Starting Note: A Historical Perspective in Lasso pp. 1-3

Mehmet Caner

Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method pp. 4-23

Houcine Senoussi

Volume 12, issue 2, 2020

Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey pp. 98-111

Ismail Kavaz

Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns pp. 112-138

Baris Yalin Uzunlu and Syed Muzammil Hussain

Volume 12, issue 1, 2020

New Directions in Macroeconomics pp. 1-23

Asad Zaman

Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable? pp. 24-49

Asad Zaman

Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable? pp. 50-74

Asad Zaman and Taseer Salahuddin

Using Numbers to Persuade: Hidden Rhetoric of Statistics pp. 75-97

Sıdıka Başçı and Nadia Hassan

Volume 11, issue 2, 2019

Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis pp. 38-57

Debabrata Mukhopadhyay and Nityananda Sarkar

Power Comparison of Autocorrelation Tests in Dynamic Models pp. 58-69

Erum Toor and Tanweer Islam

Performance of Methods Determining Structural Break in Linear Regression Models pp. 70-83

Zümre Özdemir Güler and Mehmet Akif Bakýr

Volume 11, issue 1, 2019

Regional Economic Convergence and Spatial Spillovers in Turkey pp. 1-23

Ahmet Kýndap and Tayyar Dogan

Learning from Errors While Forecasting Inflation: A Case for Intercept Correction pp. 24-38

Muhammad Jahanzeb Malik and Muhammad Hanif

Volume 10, issue 2, 2018

Cycle Duration in Production with Periodicity – Evidence from Turkey pp. 24-32

Yýlmaz Akdi, Serdar Varlik and Hakan Berument

The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India pp. 33-50

Suranjana Joarder

Volume 10, issue 1, 2018

Does International Liquidity Matter For G-7 Countries? A PVAR Approach pp. 1-13

Mesut Turkay

Infinite-Variance Error Structure in Finance and Economics pp. 14-23

Fatma Serttaş

Volume 9, issue 2, 2017

An Investigation of Stationarity Properties of the Turkish Tourism Income Variable pp. 37-49

Hasan Ertugrul, S. Yildirim and Fatih Ayhan

Lessons in Econometric Methodology: The Axiom of Correct Specification pp. 50-68

Asad Zaman

Effect of Government Expenditure on GDP in the Turkish Economy pp. 69-76

E. Simsek, M. Orhan and F. Macit

Volume 9, issue 1, 2017

The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter pp. 1-20

Arif Zaman, Asad Zaman and Atiq Rehman

Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange pp. 21-38

Uzma Bashir

Volume 8, issue 2, 2016

Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study pp. 19-52

Mustafa Eratalay

Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study pp. 53-71

Srikanta Kundu and Nityananda Sarkar

Volume 8, issue 1, 2016

Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results pp. 1-3

Kajal Lahiri

The Impact of Investor Sentiment on the "Leverage Effect" pp. 4-18

Semen Son-Turan