International Econometric Review (IER)

2009 - 2022

Current editor(s): Asad Zaman

From Econometric Research Association
Contact information at EDIRC.
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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

Frank 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

Volume 7, issue 2, 2015

Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis pp. 51-63

Muhammad Malik and Atiq Rehman

Forecasting Turkish Industrial Production Growth With Static Factor Models pp. 64-78

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

Shalini Chandra and Nityananda Sarkar

Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets pp. 13-33

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

Kushal Banik Chowdhury and Nityananda Sarkar

Volume 6, issue 2, 2014

Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan pp. 58-76

Munazza Jabeen and Saud Ahmad Khan

Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach pp. 77-99

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

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

Mojtaba Ganjali, T. Baghfalaki and D. Berridge

An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case pp. 42-58

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

Arzdar Kiraci

ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price pp. 53-69

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

Debabrata Mukhopadhyay and Nityananda Sarkar

A Review of Kernel Density Estimation with Applications to Econometrics pp. 20-42

Adriano Z. Zambom and Ronaldo Dias