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International Econometric Review (IER)

2009 - 2022

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 14, issue 1, 2022

Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey pp. 1-20 Downloads
Fehmi Özsoy and Nükhet Doðan
Estimation of Consumption Functions Using Savings Motive Hypothesis (SMH) pp. 21-45 Downloads
Jimmy Alani

Volume 13, issue 4, 2021

Optimal Dynamic Hedging in Selected Markets pp. 89-117 Downloads
Tunahan Yilmaz
Scholarly Impact of Core Econometrics Journals: A Catalog and Citations-Based Ranking pp. 118-131 Downloads
Franklin Mixon and Kamal Upadhyaya

Volume 13, issue 3, 2021

Demand Deficiency and Inflation in the G7 Countries pp. 59-70 Downloads
Erdem Baþçý and Sýdýka Baþçý
Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate pp. 71-88 Downloads
Jean-François Verne

Volume 13, issue 2, 2021

A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms pp. 24-40 Downloads
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 Downloads
Debabrata Mukhopadhyay and Nityananda Sarkar

Volume 13, issue 1, 2021

A Starting Note: A Historical Perspective in Lasso pp. 1-3 Downloads
Mehmet Caner
Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method pp. 4-23 Downloads
Houcine Senoussi

Volume 12, issue 2, 2020

Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey pp. 98-111 Downloads
Ismail Kavaz
Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns pp. 112-138 Downloads
Baris Yalin Uzunlu and Syed Muzammil Hussain

Volume 12, issue 1, 2020

New Directions in Macroeconomics pp. 1-23 Downloads
Asad Zaman
Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable? pp. 24-49 Downloads
Asad Zaman
Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable? pp. 50-74 Downloads
Asad Zaman and Taseer Salahuddin
Using Numbers to Persuade: Hidden Rhetoric of Statistics pp. 75-97 Downloads
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 Downloads
Debabrata Mukhopadhyay and Nityananda Sarkar
Power Comparison of Autocorrelation Tests in Dynamic Models pp. 58-69 Downloads
Erum Toor and Tanweer Islam
Performance of Methods Determining Structural Break in Linear Regression Models pp. 70-83 Downloads
Zümre Özdemir Güler and Mehmet Akif Bakýr

Volume 11, issue 1, 2019

Regional Economic Convergence and Spatial Spillovers in Turkey pp. 1-23 Downloads
Ahmet Kýndap and Tayyar Dogan
Learning from Errors While Forecasting Inflation: A Case for Intercept Correction pp. 24-38 Downloads
Muhammad Jahanzeb Malik and Muhammad Hanif

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 Serttaş

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 Fatih 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 Magnus
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