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International Econometric Review (IER)

2009 - 2018

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 10, issue 2, 2018

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

Volume 10, issue 1, 2018

Does International Liquidity Matter For G-7 Countries? A PVAR Approach pp. 1-13 Downloads
Mesut Turkay
Infinite-Variance Error Structure in Finance and Economics pp. 14-23 Downloads
Fatma Ozgu Serttas

Volume 9, issue 2, 2017

An Investigation of Stationarity Properties of the Turkish Tourism Income Variable pp. 37-49 Downloads
Hasan Ertugrul, S. Yildirim and F. Ayhan
Lessons in Econometric Methodology: The Axiom of Correct Specification pp. 50-68 Downloads
Asad Zaman
Effect of Government Expenditure on GDP in the Turkish Economy pp. 69-76 Downloads
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 Downloads
Arif Zaman, Asad Zaman and Atiq Rehman
Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange pp. 21-38 Downloads
Uzma Bashir

Volume 8, issue 2, 2016

Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study pp. 19-52 Downloads
Mustafa Eratalay
Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study pp. 53-71 Downloads
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 Downloads
Kajal Lahiri
The Impact of Investor Sentiment on the "Leverage Effect" pp. 4-18 Downloads
Semen Son-Turan

Volume 7, issue 2, 2015

Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis pp. 51-63 Downloads
Muhammad Malik and Atiq Rehman
Forecasting Turkish Industrial Production Growth With Static Factor Models pp. 64-78 Downloads
Mahmut Gunay

Volume 7, issue 1, 2015

Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss Function pp. 1-12 Downloads
Shalini Chandra and Nityananda Sarkar
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets pp. 13-33 Downloads
Mehmet Balcilar, Zeynel Ozdemir and Esin Cakan
The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model pp. 34-50 Downloads
Kushal Banik Chowdhury and Nityananda Sarkar

Volume 6, issue 2, 2014

Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan pp. 58-76 Downloads
Munazza Jabeen and Saud Ahmad Khan
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach pp. 77-99 Downloads
Márcio Laurini and Armênio Westin Neto

Volume 6, issue 1, 2014

Forecasting House Prices in the United States with Multiple Structural Breaks pp. 1-23 Downloads
Mahua Barari, Nityananda Sarkar, Srikanta Kundu and Kushal Banik Chowdhury
A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring pp. 24-41 Downloads
Mojtaba Ganjali, T. Baghfalaki and D. Berridge
An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case pp. 42-58 Downloads
Ozlem Ayvaz Kizilgol and Evren Ipek

Volume 5, issue 2, 2013

Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS pp. 43-52 Downloads
Arzdar Kiraci
ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price pp. 53-69 Downloads
Ozer Ozdemir, Memmedaga Memmedli and Akhlitdin Nizamitdinov

Volume 5, issue 1, 2013

Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India pp. 1-19 Downloads
Debabrata Mukhopadhyay and Nityananda Sarkar
A Review of Kernel Density Estimation with Applications to Econometrics pp. 20-42 Downloads
Adriano Z. Zambom and Ronaldo Dias

Volume 4, issue 2, 2012

Cost Function Estimation with Proportional Errors in Variables pp. 59-81 Downloads
Richard Just and Rulon D. Pope
Evaluating the performance of inflation targeting regime in three Asian economies pp. 82-98 Downloads
Siok Kun Sek
Methodological Mistakes and Econometric Consequences pp. 99-122 Downloads
Asad Zaman

Volume 4, issue 1, 2012

An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors pp. 1-16 Downloads
Alessandro Cardinali
A k-sample homogeneity test: the Harmonic Weighted Mass index pp. 17-39 Downloads
Jeroen Hinloopen, Rien J.L.M. Wagenvoort and Charles Marrewijk
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia pp. 40-58 Downloads
Karen Poghosyan and Jan R. Magnus

Volume 3, issue 2, 2011

A Structural Approach for Testing Causality pp. 1-12 Downloads
Zahid Asghar
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics pp. 13-21 Downloads
Mehmet Caner
Impact of Model Specification Decisions on Unit Root Tests pp. 22-33 Downloads
Atiq Rehman

Volume 3, issue 1, 2011

Intra-European Trade of Manufacturing Goods: An Extension of the Gravity Model pp. 1-24 Downloads
Mark Vancauteren and Daniel Weiserbs
Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices pp. 25-37 Downloads
Admin Starcevic and Timothy Rodgers

Volume 2, issue 2, 2010

Variance Estimates and Model Selection pp. 57-72 Downloads
Sýdýka Baþçý, Asad Zaman and Arzdar Kiracý
Behavior of realized volatility and correlation in exchange markets pp. 73-96 Downloads
Amir Safari and Detlef Seese

Volume 2, issue 1, 2010

Editor’s Introduction pp. 1-2 Downloads
Asad Zaman
Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations pp. 3-10 Downloads
Yilmaz Akdi, Koray Kalafatcılar and Kivilcim Metin-Ozcan
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment pp. 11-35 Downloads
Lorne Switzer and Haibo Fan
Causal Relations via Econometrics pp. 36-56 Downloads
Asad Zaman

Volume 1, issue 2, 2009

A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run pp. 63-76 Downloads
Bruce Morley
Testing Stationarity of Budgetary Position in Developing Countries pp. 77-87 Downloads
Evan Lau, Ahmad Zubaidi Baharumshah, Shazali Abu Mansor and Chin-Hong Puah

Volume 1, issue 1, 2009

Editor’s Introduction pp. 1-2 Downloads
Asad Zaman
In Memoriam David Freedman (March 5, 1938–Oct 17, 2008) pp. 3-4 Downloads
Asad Zaman
Limits of Econometrics pp. 5-17 Downloads
David A. Freedman
What Now? Some Brief Reflections on Model-Free Data Analysis pp. 18-27 Downloads
Richard Berk
Comments on “Limits of Econometrics” by David Freedman pp. 28-32 Downloads
Arnold Zellner
A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model pp. 33-49 Downloads
Ron Mittelhammer and George Judge
Information Spillover, Volatility and the Currency Markets for the Binary Choice Model pp. 50-62 Downloads
Walid Ben Omrane and Christian Hafner
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