Applied Economics Letters

1994 - 2025

Current editor(s): Anita Phillips

From Taylor & Francis Journals
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Volume 10, issue 15, 2003

Quasi-maximum likelihood estimates of Kiwi short-term interest rate pp. 937-942

Sirimon Treepongkaruna

Delinquency, schooling, and work: time allocation decision of youth pp. 943-949

Ambrose Leung

The Fisher Effect revisited through an efficient non linear unit root testing procedure pp. 951-954

Nicolas Million

Testing for asymmetric price stickiness using NZ business opinion data: a bootstrap approach pp. 955-958

Kelvin Balcombe and Christopher McDermott

Financial integration: some evidence from Australia pp. 959-966

Arusha Cooray

Estimating growth rate in the presence of serially correlated errors pp. 967-970

Galip Altinay

Testing the quantity theory of money in Greece pp. 971-974

Erdal Ozmen

A test of the answering mechanisms of the double-bounded contingent valuation method pp. 975-984

Joo Heon Park

Structural breaks in the U.S. inflation process: a further investigation pp. 985-988

Jamel Jouini and Mohamed Boutahar

Assessing the impacts of trade on poverty and inequality pp. 989-994

Francisco Carneiro and Jorge Arbache

Who is declared dead lives longer pp. 995-997

Oliver Gürtler and Matthias Kräkel

Behaviour of cointegration tests in the presence of structural breaks in variance pp. 999-1002

Jaesun Noh and Tae-Hwan Kim

Volume 10, issue 14, 2003

An assessment of the growth and inequality causality relationship pp. 871-873

Djeto Assane and Abbas Grammy

High-breakdown point estimation of some regression models pp. 875-878

Sunil Sapra

Choosing a regulatory regime pp. 879-881

Terry Robinson

Laboratory markets in counterfeit goods: Hong Kong versus Las Vegas pp. 883-887

Patrick Harvey and W. Walls

Robust European monetary policy rules pp. 889-894

Jean-Guillaume Sahuc

On the dynamics of unemployment in a developing economy: Colombia pp. 895-898

Ana Iregui and Jesus Otero

The effect of price on counselling sessions attended by depression patients pp. 899-903

Jeffrey DeSimone and Sara Markowitz

Cointegration analysis for Japanese import demand: revisited pp. 905-908

Tuck Cheong Tang

The paternity of the price-quality 'value map' pp. 909-912

Luke Connelly

Index tracking with constraint aggregation pp. 913-916

Nesrin Okay and Uğur Akman

Testing Fisher hypothesis in long horizons for G7 and eight Asian countries.1 pp. 917-923

Ka-Fu Wong and Hai-Jun Wu

Economic growth and returns to scale for reproducible factors pp. 925-928

Ji Uk Kim

Seasonality in ex dividend day returns pp. 929-932

Rakesh Bali

R&D project announcements and the impact of ownership structure pp. 933-936

Edward Jones and Jo Danbolt

Volume 10, issue 13, 2003

Youth smoking prevalence in developing countries: effect of advertising bans pp. 805-811

Jon Nelson

Use or abuse of highway tax revenues? An economic analysis of highway spending pp. 813-819

Rajeev Goel and Michael Nelson

Aspects of land use in slash and burn agriculture pp. 821-824

Amitrajeet Batabyal and D. M. Lee

Choosing from behind a veil of ignorance in India pp. 825-827

Fredrik Carlsson, Gautam Gupta and Olof Johansson-Stenman

Influence of expected wages on occupational choice: new evidence from Inner Mongolia pp. 829-832

D. Yuhong and Geraint Johnes

Financial development and growth in economies in transition pp. 833-836

P. J. Dawson

Returns to education: updates for Malaysia pp. 837-841

T. -P. Chung

Convergence of the static estimation toward the long-run effects of dynamic panel data models: a labour demand illustration pp. 843-847

A. Pirotte

An alternative approach to examining the ripple effect in UK house prices pp. 849-851

S. Cook and C. Thomas

Evidence on a cause of Japan's prolonged banking crisis pp. 853-855

M. Konishi and Y. Yasuda

Hedonic prices for crude oil pp. 857-861

Z. Wang

Choice of representation system for economic analysis pp. 863-866

Hang Keun Ryu

The term structure of Russian interest rates pp. 867-870

Stanislav Anatolyev and Sergey Korepanov

Volume 10, issue 12, 2003

Validity of Willingness to Pay: hypothetical versus actual payment pp. 737-740

M. R. Bhatia and J. A. Fox-Rushby

Time-of-month anomaly: reality or mirage? pp. 741-745

Charles Cadsby and V. Torbey

African economies and the Kuznets curve: an exploratory investigation pp. 747-751

A. Gelan and Gregory Price

Do students behave like adults? Evidence from valuation experiments pp. 753-756

Kelly Maguire, Laura Taylor and Shiferaw Gurmu

A robust approach to dealing with zero expenditures on mobile communications pp. 757-760

Seung-Hoon Yoo

Empirical evidence on the robustness of the weighted symmetric unit root test pp. 761-763

Steven Cook

IGARCH models and structural breaks pp. 765-768

Guglielmo Maria Caporale, Nikitas Pittis and Nicola Spagnolo

A smooth transition regression equation of the demand for UK M0 pp. 769-773

A. J. Khadaroo

Asymmetric relation in omitted benchmarks and market timing in mutual funds pp. 775-778

J. C. Matallin-Saez

An alternative DEA measure: a case of OECD countries pp. 779-782

A. Emrouznejad

Economic impact of national sporting success: evidence from the London stock exchange pp. 783-785

John Ashton, B. Gerrard and Robert Hudson

Elasticity based pricing rules: a cautionary note pp. 787-791

K. Fjell

Intergenerational mobility and occupational status in Italy pp. 793-797

Giorgio Di Pietro and Peter Urwin

Housing prices and macroeconomic factors in Greece: prospects within the EMU pp. 799-804

Nicholas Apergis and Anthony Rezitis

Volume 10, issue 11, 2003

An alternative method for predicting technical inefficiency in stochastic frontier models pp. 667-670

Yoshihiko Tsukuda and Tatsuyoshi Miyakoshi

Shocks to macroeconomic state variables and the risk premium of REITs pp. 671-677

James Payne

Does information technology contribute to economic growth in developing countries? a cross-country analysis pp. 679-682

Seung-Hoon Yoo

Modelling firm innovation using panel probit estimators pp. 683-686

Mark Harris, Mark Rogers and Anthony Siouclis

Testing Lazear's jack-of-all-trades view of entrepreneurship with German micro data pp. 687-689

Joachim Wagner

Gender differences in job satisfaction in Great Britain, 1991-2000: permanent or transitory? pp. 691-694

A. Sousa-Poza and A. A. Sousa-Poza

The impact of diverse preferences on government expenditures pp. 695-698

Gordon Tarzwell

Bivariate causality between exchange rates and stock prices in South Asia pp. 699-704

Russell Smyth and M. Nandha

Merger activity and unemployment in the USA pp. 705-707

Kamal Upadhyaya and Franklin Mixon

The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield pp. 709-716

San-Lin Chung and Mark Shackleton

The city as a giant component: a random graph approach to Zipf's law pp. 717-720

Raja Kali

Macroeconomic impact of natural disasters on a small island economy: evidence from a CGE model pp. 721-723

Paresh Narayan

Conditional skewness modelling for stock returns pp. 725-728

Kurt Brännäs and Niklas Nordman

Historical evidence on the monocentric urban model: a case study of Cleveland, 1915-1980 pp. 729-731

Fred Smith

Use of ratios in data envelopment analysis pp. 733-735

Bruce Hollingsworth and P. Smith

Volume 10, issue 10, 2003

Bootstrapping the conditional moment test for parametric duration models pp. 597-600

James Prieger

Article placement and market signalling pp. 601-604

M. H. Medoff

Sample partial autocorrelations and portmanteau tests for randomness pp. 605-609

A. C. C. Kwan

A sensitivity analysis of threshold determination for asymmetric error correction models pp. 611-616

Steven Cook

Tariffs in the 'Quad': some unfinished business for WTO negotiations pp. 617-622

R. Acharya and M. Daly

A dynamic stochastic frontier production model with time-varying efficiency pp. 623-626

Evangelia Desli, Subhash Ray and Subal Kumbhakar

The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power pp. 627-631

Gawon Yoon

Structural breaks in the US inflation process pp. 633-636

Mohamed Ben Aissa and Jamel Jouini

On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives pp. 637-641

Jen-Je Su

An empirical comparison of interest rates using an interest rate model and nonparametric methods pp. 643-645

K. Ben Nowman and Burak Saltoğlu

Dynamics of inflation in Turkey during the 1990s pp. 647-650

Alberto Montagnoli and Oreste Napolitano

Non-Keynesian effects of public expenditure in Spain pp. 651-655

Francisco de Castro Fernández

The effect of a constant or a declining discount rate on optimal investment timing pp. 657-659

Gonzalo Edwards

A semiparametric analysis of determinants of a protected area pp. 661-665

Phu Nguyen-Van

Volume 10, issue 9, 2003

Financial crisis and African stock market integration pp. 527-533

Z. Wang, Jian Yang and David Bessler

Empirical nonlinearities and neighbourhood effects in the intergenerational transmission of human capital pp. 535-539

Yannis Ioannides

Pre-test estimation in Poisson regression model pp. 541-543

Sunil Sapra

Demand, cost elasticities and pricing benchmarks in the hypothetical monopoly test: the consequences of a simple SSNIP pp. 545-548

Ian Dobbs

Effects of employee training on the performance of North-American firms pp. 549-552

José Alberto Molina and R. Ortega

Further convergence accounting pp. 553-556

Francisco Goerlich Gisbert

A model of glutting: human capital and labour markets in the long-run pp. 557-560

Claude Diebolt and B. El Murr

Housing prices and macroeconomic factors in Greece: prospects within the EMU pp. 561-565

Nicholas Apergis and Anthony Rezitis

Impact of foreign-listed single stock futures on the domestic underlying stock markets pp. 567-574

M. -W. Hung, C. -F. Lee and Leh-chyan So

Are procyclical lumpiness and asymmetry in capital adjustment dateless phenomena? the case of firms in German industrialization: 1880-1913 pp. 575-579

B. Sussmuth

Luenberger and Malmquist productivity indices in Japan, 1955-1995 pp. 581-584

Shunsuke Managi

Presidential popularity: what matters most, macroeconomics or scandals? pp. 585-588

D. J. Smyth and S. W. Taylor

Do interest rates predict real economic activity? pp. 589-595

John (Ioannis) Loizides and George Vamvoukas

Volume 10, issue 8, 2003

Unemployment persistence of different labour force groups in Finland pp. 455-458

Jussi Tolvi

Using prior bias to improve forecast accuracy pp. 459-461

Sherrill Shaffer

A note on the interregional movement of new companies pp. 463-465

Peter Johnson

The relationship between price regulation and pharmaceutical profit margins pp. 467-470

John Vernon

Export intensity in UK firms pp. 471-477

Adrian Gourlay and Jonathan Seaton

Article placement and market signalling pp. 479-482

Marshall Medoff

Is ownership really endogenous? pp. 483-486

Klaus Gugler and Jurgen Weigand

Asset storability and hedging effectiveness in commodity futures markets pp. 487-491

Jian Yang and Titus Awokuse

Option straddle trading: Financial performance and economic significance of direct profit forecast and conventional strategies pp. 493-498

An-Sing Chen and Mark Leung

International evidence of temporary and permanent stock-price innovations: a multivariate approach pp. 499-503

Philip Shively

A simple way to calculate the Gini Coefficient for grouped as well as ungrouped data pp. 505-509

Esmaiel Abounoori and Pat McCloughan

Trading frequency and the compass rose pp. 511-517

Charlie Cai, Robert Hudson and Kevin Keasey

Can confidence indicators be useful to predict short term real GDP growth? pp. 519-522

Annabelle Mourougane and Moreno Roma

A note on regional convergence within the EU pp. 523-525

Michael Happich and Kurt Geppert

Volume 10, issue 7, 2003

Estimation of the multinomial logit model with random effects pp. 389-392

Nikolaj Malchow-Møller and Michael Svarer

The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests pp. 393-395

Steven Cook

SAM multipliers and inequality measurement pp. 397-400

Maria Teresa Rubio Sanz and Juan Vicente-Perdiz

Non-linear cointegration between stock prices and dividends pp. 401-405

A. Kanas

Testing for an experience endowment effect in health care pp. 407-410

Mandy Ryan and Cristina Ubach

Benefit payments, informal care and female labour supply pp. 411-415

Fiona Carmichael and Susan Charles

On the typical spectral shape of an economic variable pp. 417-423

Daniel Levy and Hashem Dezhbakhsh

Delinquency and gender pp. 425-429

Guyonne Kalb and Jenny Williams

The relationship between inflation and different sources of inflation uncertainty in Turkey pp. 431-435

Funda Telatar and Erdinc Telatar

Evidence on the extent of relationships among investment opportunity set proxies pp. 437-441

Bruce Burton

A seemingly unrelated Poisson model for revealed and stated preference data pp. 443-446

Therese Grijalva, Alok Bohara and Robert Berrens

Robust estimation of systematic risk using the t distribution in the chilean stock markets pp. 447-453

David Cademartori, Cecilia Romo, Ricardo Campos and Manuel Galea

Volume 10, issue 6, 2003

Forecasting exchange rates using genetic algorithms pp. 319-322

Marcos Alvarez-Diaz and Alberto Alvarez

The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve pp. 323-330

P. Morgan and David Peel

The directional accuracy of 15-months-ahead forecasts made by the IMF pp. 331-333

Masahiro Ashiya

Welfare analysis and bootstrapping pp. 335-338

Stelios Katranidis, Gregory Kordas and Kostas Velentzas

An empirical comparison of moving average envelopes and Bollinger Bands pp. 339-341

Joseph Man-Joe Leung and Terence Tai Leung Chong

Panel unit root tests of firm size and its growth pp. 343-345

Jong-Rong Chen and Wen-Cheng Lu

The macroeconomic Loss Function: a Critical Note pp. 347-349

Thomas Mayer

Long-run growth and government consumption pp. 351-354

Ji Uk Kim

The pitfalls of convergence analysis: is the income gap really widening? pp. 355-357

Matthew Cole and Eric Neumayer

Measuring the sustainability of Latin American external debt pp. 359-362

Maryann Keating and Barry Keating

US composite economic indicator with nonlinear dynamics and the data subject to structural breaks pp. 363-372

Konstantin Kholodilin

Short-run and long-run interaction between inflation and unemployment in the USA pp. 373-376

Antonio Ribba

Foreign capital inflow and economic growth in LDCs pp. 377-379

Amar Parai

Mean and volatility spillover effects in Greek producer-consumer meat prices pp. 381-384

Anthony Rezitis

Volume 10, issue 5, 2003

Measurement error and functional form: implications for welfare estimates pp. 259-270

Natalie Stoeckl

Testing the initial endowment effect in experimental auctions pp. 271-275

Maria Loureiro, Wendy Umberger and Susan Hine

Do people plan ahead? pp. 277-280

John Bone, John Hey and John R. Suckling

Skill, parental income, and IV estimation of the returns to schooling pp. 281-286

Robert Lemke and Isaac C. Rischall

The relationship between smoking initiation and time discount factor, risk aversion and information pp. 287-289

Masayo Sato and Yasushi Ohkusa

Factor productivity and technical change pp. 291-297

Subal Kumbhakar

Optimal monetary rules: the case of Brazil pp. 299-302

Charles Lima De Almeida, Marco Aur�LIO Peres, Geraldo Da Silva E Souza and Benjamin Tabak

Dynamic generalization of the Rotterdam model pp. 303-306

Mahmoud A. M. Bushehri

Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong pp. 307-310

Herbert Y. T. Lam and Spyros Spyrou

Broken odds and the favourite-longshot bias in parimutuel betting: a direct test pp. 311-314

W. Walls and Kelly Busche

Stock market volatility in the Philippines pp. 315-318

Carlos Bautista

Volume 10, issue 4, 2003

Unemployment and real oil prices in Australia: a fractionally cointegrated approach pp. 201-204

Luis Gil-Alana

Analysis of a practical formula for the valuation of employee stock options pp. 205-208

Chris Veld

Can interest rate changes help predict future stock price movements? Evidence from the German market pp. 209-211

Sikandar Siddiqui

Extending the stochastic approach to index numbers: a comment on Crompton pp. 213-215

Eliyathamby Selvanathan

Openness and the effectiveness of monetary policy: empirical evidence from Turkey pp. 217-221

Hakan Berument and Burak Doan

Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives pp. 223-229

A. -S. Chen and P. -F. Shen

Evidence on the stationarity of ERM exchange rates pp. 231-233

S. Zhou

Electoral alliance and implemented redistribution: an interpretation on non-competitive politics of Japan pp. 235-238

K. Terai

The stationarity of Australian real interest rates with and without structural breaks pp. 239-241

Bruce Felmingham and Su San Leong

Sample selection in estimating the determinants of cooperative R&D pp. 243-246

Claudio Piga and Marco Vivarelli

Non-linear modelling of daily exchange rate returns, volatility, and 'news' in a small developing economy pp. 247-250

José Sánchez-Fung

k -Factor GARMA models for intraday volatility forecasting pp. 251-254

Luisa Bisaglia, Silvano Bordignon and Francesco Lisi

Multinational activity and country characteristics in OECD countries pp. 255-258

T. Gao

Volume 10, issue 3, 2003

Industrial and environmental specialization pp. 123-128

Daniel Millimet and Daniel Slottje

Monthly seasonality of the returns and volatility of the IBEX-35 index and its futures contract pp. 129-133

Vicent AragO-Manzana and M Angeles Fernandezizquierdo

A new method to choose optimal lag order in stable and unstable VAR models pp. 135-137

Abdulnasser Hatemi-J

The influence of labour flows on wage drift: an empirical analysis for The Netherlands pp. 139-142

Frank Den Butter and Florian Eppink

The purchasing power parity hypothesis for a high inflation country: a re-examination of the case of Turkey pp. 143-147

Ege Yazgan

Vintage versus homogeneous capital in simulations of population ageing: does it matter? pp. 149-153

Ross Guest and Ian McDonald

Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'? pp. 155-160

Nicholas Apergis and Anthony Rezitis

Testing for breaks in inertia: an alternative approach pp. 161-163

Ricardo Gottschalk

The interaction between FDI, output and the spillover variables: co-integration and VAR analyses for APEC, 1965-1999 pp. 165-172

A. Bende-Nabende, J. L. Ford, B. Santoso and S. Sen

Empirical evidence on real convergence in some OECD countries pp. 173-176

Juncal Cuñado, Luis Gil-Alana and Fernando Pérez de Gracia

Herding in ranch operations: an analysis of a search problem pp. 177-179

Amitrajeet Batabyal

Application of a mixture model to approximate bottled water consumption distribution pp. 181-184

Seung-Hoon Yoo

Stress testing analysis of the effects of Japanese yen's depreciation on Chinese exports pp. 185-190

Shouyang Wang, Zhenquan Wang and Jing Zhang

Designs of pension management with the rapid ageing pp. 191-195

Tatsuyoshi Miyakoshi and Osamu Kamoike

Capacity constraint and seasonal productivity variations at plant level pp. 197-200

Eiichi Tomiura

Volume 10, issue 2, 2003

Reconsidering the adjustment costs of the Europe agreements pp. 63-68

Y. Kandogan

Speculative processes and stable distributions: some simulation results pp. 69-72

Wojciech Charemza and Zbigniew Kominek

Measurement error in schooling data: the OECD case pp. 73-75

Lorenzo Serrano Martinez

Sources of dispersion in consumer inflation forecasts pp. 77-81

Neven Valev and John Carlson

The factor structure of financial markets: a simulation study of the Italian case pp. 83-86

Michele Costa

Regional productivity of Spanish agriculture in a panel DEA framework pp. 87-90

Natalia Aldaz and JoaquIn MillAN

Testing Purchasing Power Parity: results from a new foreign exchange market pp. 91-95

Nicholas Apergis

The effects of tax rate changes on output and government deficits pp. 97-101

Basil Dalamagas

Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate pp. 103-105

Luis Gil-Alana

Interest rate-exchange rate dynamics in the Philippines: a DCC analysis pp. 107-111

Carlos Bautista

Convergence clubs among 15 OECD countries pp. 113-118

Jen-Je Su

A model-combined estimator of elasticity of scale pp. 119-122

M. Li

Volume 10, issue 1, 2003

Does foreign demand affect corruption? pp. 1-2

Y. Hisamatsu

Tax rate changes and fiscal deficits: an empirical investigation pp. 3-7

B. Dalamagas

Unit roots versus trend stationarity in growth rate estimation pp. 9-14

John Baffes and Jean-Charles Le Vallee

Long-run stock price performance after IPOs: what do tests for stochastic dominance tell us? pp. 15-19

K. -Y. Ho

Global industry betas pp. 21-26

Frida Lie and Robert Faff

The V-shaped value evolution of R&D projects pp. 27-32

Onno Lint and Enrico Pennings

Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances pp. 33-37

Luis Gil-Alana

A simple test of the role of foreign direct investment in the Feldstein- Horioka puzzle pp. 39-41

G. Rossini and Paolo Zanghieri

A semiparametric investigation of the school quality-gs relationship pp. 43-45

M. Li and Justin Tobias

Another example of a non-linear time series with misleading linear properties pp. 47-51

David Byers and David Peel

Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities pp. 53-57

M. Cain, D. Law and David Peel

Currency substitution and the demand for money in Mexico pp. 59-62

Miriam Chau RodrIGuez and Paul Turner