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Applied Economics Letters

1994 - 2019

Continuation of Applied Financial Economics Letters.

Current editor(s): Anita Phillips

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

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Volume 2, issue 12, 1995

Assessing health care infrastructure at the regional level: a statistical approach pp. 463-466 Downloads
Jaume Puig Junoy and Angel Lopez Nicoĺs
The ex-dividend day behaviour of Finnish restricted and unrestricted shares pp. 467-468 Downloads
Pekka Hietala and Matti Keloharju
Academic staff salaries: equity and exploitation pp. 469-472 Downloads
Mark Baimbridge
A note on tobacco product prices in the Australian CPI pp. 473-477 Downloads
Terry Maxwell Alchin
An alternative approach to testing uncovered interest parity pp. 478-481 Downloads
Razzaque Bhatti and Imad Moosa
The supply side effects of inflation in the United States: evidence from multifactor productivity pp. 482-483 Downloads
David Smyth
On the relationship between the debt ratio and debt maturity pp. 484-486 Downloads
Jakob de Haan, Bernd Jan Sikken and Andrew Hilder
Quasi-real bonds: inflation-indexing that retains the government's hedge against aggregate-supply shocks pp. 487-490 Downloads
David Eagle and Dale Domian
History versus expectations: test of new growth theory pp. 491-494 Downloads
Jati Sengupta and Kumiko Okamura

Volume 2, issue 11, 1995

Asymmetry in the variance of economic activity: evidence for long-run UK GDP pp. 415-418 Downloads
David Peel and Alan Speight
Aggregate health care expenditure in the United States: new results pp. 419-421 Downloads
N. R. Vasudeva Murthy and Victor Ukpolo
Nonlinearities in business cycle: SETAR models and G7 industrial production data pp. 422-427 Downloads
Mauro Gallegati and Domenico Mignacca
A measure of persistence in daily pound exchange rates pp. 428-431 Downloads
Christopher Brooks
The relationship between real long-short interest spread differentials and real exchange rates pp. 432-436 Downloads
Kofi Amoateng
Are devaluations effective in inducing real depreciations in sub-Saharan Africa? pp. 437-439 Downloads
Weshah Razzak
Equilibrium models of asset pricing with progressive taxation and tax evasion pp. 440-443 Downloads
Xuejun Wang
Velocity and the variability of anticipated and unanticipated money growth: a cross-country comparison pp. 444-448 Downloads
Gerald Lynch and Bradley Ewing
Market reactions to several popular trend-chasing technical signals pp. 449-456 Downloads
Michael Wong
Relative price dispersion and inflation: evidence from Taiwan's hyperinflation pp. 457-459 Downloads
Jin-Tan Liu
Inflation uncertainty and real economic activities pp. 460-462 Downloads
Kiseok Lee and Shawn Ni

Volume 2, issue 10, 1995

Optimal time-phasing of investment: a consolidated spurious model pp. 321-322 Downloads
Joan Pasqual and Jose Antonio Tarrio
Autocorrelations, returns and Australian financial futures pp. 323-326 Downloads
Robert Brooks and Paul Michaelides
A note on forecasting the CAC 40 and DAX stock index futures pp. 327-330 Downloads
Andrew Clare and Joelle Miffre
Returns and firm size: A note on the UK experience 1970-1991 pp. 331-334 Downloads
Patricia Fraser
Information shares in Canadian agricultural cash and futures markets pp. 335-338 Downloads
Paul Brockman and Yiuman Tse
A time-varying parameter consumption model for the UK pp. 339-342 Downloads
Haiyan Song
Satellite broadcasting and match attendance: the case of rugby league pp. 343-346 Downloads
Mark Baimbridge, Samuel Cameron and Peter Dawson
Testing long-run neutrality of money: evidence from the UK pp. 347-350 Downloads
Dimitrios Malliaropulos
A note on benefit differentials of black and white female workers pp. 351-354 Downloads
Albert Okunade
Capacity utilization in the USA and inflation: testing for cointegration and Granger causality pp. 355-358 Downloads
Muhammad Mustafa and Matiur Rahman
Measuring the effects of regulation: an event study of the English and Welsh water industry pp. 359-362 Downloads
John Sawkins
Dynamic Farrell efficiency: a time series application pp. 363-366 Downloads
Jati Sengupta
Graduated work incentives and how they affect marital stability: the Canadian evidence pp. 367-371 Downloads
Saud Choudhry and Derek Hum
Omitted variables, dynamic specification and tests for homogeneity pp. 372-374 Downloads
David Madden
The choice of functional form and estimation of banking inefficiency pp. 375-379 Downloads
Suzhen Zhu, Paul Ellinger and C. Shumway
Heteroscedasticity and other misspecification issues in the market model pp. 380-382 Downloads
G. Karathanassis and C. Patsos
An empirical note on the impact of college athletics on tuition revenues pp. 383-387 Downloads
Franklin Mixon and Rand Ressler
Differentiating use and non-use values with the properties of the variation function pp. 388-390 Downloads
John Whitehead
The predictability of Finnish stock index futures and cash returns by derivatives volume pp. 391-393 Downloads
Ralf Ostermark, Teppo Martikainen and Jaana Aaltonen
Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices pp. 394-396 Downloads
David Byers and David Peel
Unit roots cointegration and the demand for money in India pp. 397-399 Downloads
B. Rao
A pilot test of using the veil of ignorance approach to estimate a social welfare function for income pp. 400-402 Downloads
Magnus Johannesson and Ulf-G. Gerdtham
Time aggregation and causality tests: results from a monte carlo experiment pp. 403-405 Downloads
S. Cunningham and Jon Vilasuso
The treatment of Z factors in price cap plans pp. 406-408 Downloads
Mark Newton Lowry and Lawrence Kaufmann
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale pp. 409-411 Downloads
James Steeley
Seigniorage versus inflation tax: a comment pp. 412-414 Downloads
Philip Sachinides

Volume 2, issue 9, 1995

Changes in volatility of the sterling-Deutschmark exchange rate: the effect of ERM membership pp. 291-294 Downloads
David Chappell and Joanne Padmore
Children and the economics of Christmas gift-giving pp. 295-297 Downloads
Carol Horton Tremblay and Victor Tremblay
Political empowerment: earnings in the presence of African-American mayors pp. 298-301 Downloads
Michael Greene and Emily Hoffnar
Kaldor's technical progress function revisited pp. 302-304 Downloads
Erkin Bairam
Structural change in the relationship between presidential popularity and inflation and unemployment: the Nixon and Ford presidencies pp. 305-307 Downloads
David Smyth, Pami Dua and Susan Washburn Taylor
The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests pp. 308-310 Downloads
Stefano Fachin
The foreign exchange market efficiency hypothesis revisited pp. 311-315 Downloads
Swarna Dutt and Dipak Ghosh
Purchasing power parity doctrine: weak and strong form tests pp. 316-320 Downloads
Swarna Dutt and Dipak Ghosh

Volume 2, issue 8, 1995

Union joining: an empirical test of the social custom model pp. 245-247 Downloads
Mike Ingham
Expectations-augmented Phillips curve: further evidence from state economies pp. 248-254 Downloads
James Payne
Estimating the returns to college: a longitudinal analysis pp. 255-257 Downloads
Paul Gabriel
Alternative transformations in a class of limited dependent variable models: alcohol consumption by US women pp. 258-262 Downloads
Steven Yen
The implications of cointegration in financial markets pp. 263-265 Downloads
Peijie Wang
Unions and the rise in wage inequality in Britain pp. 266-270 Downloads
Derek Leslie and Yonghao Pu
Cointegration and market efficiency: a time series analysis of the Greek drachma pp. 271-277 Downloads
Panayiotis Diamandis and Georgios Kouretas
Suicide, homicide and unemployment pp. 278-279 Downloads
Bijou Yang and David Lester
The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk pp. 280-283 Downloads
David Allen and Robert Prince
Test of variable output and scale elasticities for 20 US manufacturing industries pp. 284-287 Downloads
Wen-Jen Hsieh
Moment condition failure in high frequency financial data: evidence from the S&P 500 pp. 288-290 Downloads
A. Abhyankar, Laurence Copeland and Wing-Keung Wong

Volume 2, issue 7, 1995

The sizes and powers of some proposed I(1) and I(0) tests for a typical macro-economic time series pp. 203-207 Downloads
Mikael Linden
The pricing of small firm bank finance: evidence from the UK pp. 208-210 Downloads
Kevin Keasey and Robert Watson
Does layoff risk explain the firm-size wage differential? pp. 211-214 Downloads
Rudolf Winter-Ebmer
Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates pp. 215-219 Downloads
David Byers and David Peel
English league transfer prices: is there a racial dimension? pp. 220-222 Downloads
Barry Reilly and Robert Witt
Factor price equalization: revisited pp. 223-226 Downloads
K. Doroodian and Chulho Jung
A comment on some recent estimates of economies of scale in higher education pp. 227-230 Downloads
Paul Cormack
Intertemporal solvency and breaks in the US deficit process: a maximum-likelihood cointegration approach pp. 231-235 Downloads
Peter Liu and Evan Tanner
Interpreting adjustment cost effects under asymmetry: a note pp. 236-238 Downloads
Donald Dutkowsky
Measuring inter-national differences in income: a distributional approach pp. 239-243 Downloads
F. R. Oliver and K. L. Q. Read

Volume 2, issue 6, 1995

An almost ideal demand system with autoregressive disturbances for dairy products in Greece pp. 169-173 Downloads
Anastasios Xepapadeas and Hassini Habib
An option pricing theory explanation of the increase in the divorce rate pp. 174-176 Downloads
Majed Muhtaseb
Export-led growth hypothesis: some empirical testing pp. 177-179 Downloads
Satya Paul and Kabir Chowdhury
Resource prices, supply shocks and output fluctuations pp. 180-183 Downloads
Roy Boyd and Tony Caporale
Changes in the extent of financial integration within the European Community between the 1970s and 1980s pp. 184-187 Downloads
Eric Pentecost and Mark Holmes
Optimal lag length in estimating Dickey-Fuller statistics: an empirical note pp. 188-190 Downloads
Daniel Gordon
A choice-theoretic and information-oriented approach to the short-run characteristics of real and nominal interest rates pp. 191-195 Downloads
Umit Erol and Erol Balkan
Exchange rate market efficiency: further evidence from cointegration tests pp. 196-198 Downloads
Victor Ukpolo
Long-run and short-run money demand: which price deflator to use? Some evidence using New Zealand data pp. 199-202 Downloads
Pierre Siklos

Volume 2, issue 5, 1995

A proposed framework for monetary policy pp. 135-138 Downloads
Anthony Garratt and Stephen Hall
Day of the week effects: new evidence from an emerging stock market pp. 139-143 Downloads
Ercan Balaban
Does trading volume have a unit root? pp. 144-147 Downloads
Salim Darbar and Partha Deb
Does generalizing density functions better explain urban commuting? Some evidence from the Los Angeles region pp. 148-150 Downloads
Shunfeng Song
A note on market integration before and after the stock crash in October 1987 pp. 151-155 Downloads
Gordon Tang and Billy Mak
An empirical test of the effect of the return interval on conditional volatility pp. 156-158 Downloads
Timothy Brailsford
Property crime and unemployment: a new perspective pp. 159-162 Downloads
Bijou Yang Lester
Misspecification of the market model: the implications for event studies pp. 163-165 Downloads
J. Andrew Coutts, Terence Mills and Jennifer Roberts
The human development index and per capita GDP pp. 166-167 Downloads
Sadequl Islam

Volume 2, issue 4, 1995

Foreign direct investments bias the net external asset position pp. 83-85 Downloads
Christian Bellak
Estimating efficiency by cost frontiers: a comparison of parametric and nonparametric methods pp. 86-90 Downloads
Jati Sengupta
An explanation of the slowdown in US economic growth pp. 91-94 Downloads
H. Sonmez Atesoglu
The demand for broad money in the United Kingdom and in West Germany: a comparative dynamic short-run study pp. 95-97 Downloads
Philip Arestis, Iris Biefang-Frisancho, P. G. A. Howells and Hans-Michael Trautwein
Is it real? The relationship between real deficits and real growth: new evidence using long-run data pp. 98-102 Downloads
Jakob de Haan and Jan-Egbert Sturm
A note on board directors pp. 103-106 Downloads
Donald Fraser and Hao Zhang
Age and inter-county net migration in Great Britain pp. 107-109 Downloads
Jim Millington
New evidence regarding the statistical properties of the FTA500 UK stock market index pp. 110-112 Downloads
David Brookfield
IGARCH and variance change in the US long-run interest rate pp. 113-114 Downloads
Philip Hans Franses
Economies of scale in state lotteries: an update and statistical test pp. 115-117 Downloads
Steven B Caudill, Sandra Johnson and Franklin Mixon
Is money more productive in a developing economy? pp. 118-121 Downloads
Abdur Chowdhury and Yingqui Liu
Lifetime income distribution: households versus individuals pp. 122-125 Downloads
Jan Nelissen
Does profit-sharing work in a centrally-planned economy? Evidence from the Chinese state industries pp. 126-129 Downloads
Shujie Yao
Co-integrating relationship between terms of trade and current account deficit: the Australian evidence pp. 130-133 Downloads
Asraul Hoque

Volume 2, issue 3, 1995

Tests of covered interest parity: a comment pp. 49-50 Downloads
Lloyd Blenman
Monetary policy, output and inflation in Bangladesh: a dynamic analysis pp. 51-55 Downloads
Abdur Chowdhury, Minh Dao and Abu Wahid
Ex ante hedge ratios and the hedging effectiveness of the FTSE-100 stock index futures contract pp. 56-59 Downloads
Phil Holmes
The impact of international trade on the 'in-house' transaction sector: evidence from the United States, 1985-89 pp. 60-63 Downloads
Hans-Jurgen Engelbrecht
A behavioural approach to sovereign debt reschedulings pp. 64-66 Downloads
B. C. Lee and John Powell
The fractal structure in multinational stock returns pp. 67-71 Downloads
Bwo-Nung Huang and Chin Yang
The effect of race on earnings in the United States pp. 72-75 Downloads
Javed Ashraf
Exponential smoothing and spurious correlation: a note pp. 76-79 Downloads
Keith Blackburn, Felipe Orduna and Martin Sola
An analysis of the structural change in the exchange market pressure: Korea, 1980-89 pp. 80-82 Downloads
Jai S. Mah

Volume 2, issue 2, 1995

Asset reallocation with interest rate swaps pp. 27-30 Downloads
Zhenmin Fang and Richard Yan-Ki Ho
The second J-curve and trade account dynamics pp. 31-33 Downloads
Mark Roberts
A decomposition method for analysing inter-group income differences with an application to Catholics and Protestants in Northern Ireland pp. 34-37 Downloads
Vani Borooah, Patricia McKee and Michael Smyth
Money, output and prices in Turkey pp. 38-41 Downloads
H. Sonmez Atesoglu and Donald Dutkowsky
A test for rational expectations when some variables are I(2) pp. 42-44 Downloads
P. Michael, Bob Nobay and David Peel
Interest rate linkages within the European Monetary System: an alternative interpretation pp. 45-47 Downloads
Guglielmo Maria Caporale and Nikitas Pittis

Volume 2, issue 1, 1995

How sensitive are trends to data definitions? Results for East Asian and G5 countries pp. 1-6 Downloads
Yin-Wong Cheung, Menzie Chinn and Tuan Tran
Scale and technical efficiency in the production of economic research pp. 7-11 Downloads
Geraint Johnes
Analysing the property-gilts yield differential pp. 12-15 Downloads
Chris Gardiner and John Henneberry
Preliminary findings on the economic effects of Greek military expenditure pp. 16-18 Downloads
Christos Kollias
The causal relationship between taxes and expenditures in the G7 countries: cointegration and error-correction models pp. 19-22 Downloads
Oluwole Owoye
Externality effect of the USA total, federal and state government expenditures on private investment, 1960-91 pp. 23-25 Downloads
Erkin Bairam
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