Applied Economics Letters

1994 - 2025

Current editor(s): Anita Phillips

From Taylor & Francis Journals
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Volume 2, issue 12, 1995

Assessing health care infrastructure at the regional level: a statistical approach pp. 463-466

Jaume Puig Junoy and Angel Lopez Nicoĺs

The ex-dividend day behaviour of Finnish restricted and unrestricted shares pp. 467-468

Pekka Hietala and Matti Keloharju

Academic staff salaries: equity and exploitation pp. 469-472

Mark Baimbridge

A note on tobacco product prices in the Australian CPI pp. 473-477

Terry Maxwell Alchin

An alternative approach to testing uncovered interest parity pp. 478-481

Razzaque Bhatti and Imad Moosa

The supply side effects of inflation in the United States: evidence from multifactor productivity pp. 482-483

David Smyth

On the relationship between the debt ratio and debt maturity pp. 484-486

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

David Eagle and Dale Domian

History versus expectations: test of new growth theory pp. 491-494

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

David Peel and Alan Speight

Aggregate health care expenditure in the United States: new results pp. 419-421

N. R. Vasudeva Murthy and Victor Ukpolo

Nonlinearities in business cycle: SETAR models and G7 industrial production data pp. 422-427

Mauro Gallegati and Domenico Mignacca

A measure of persistence in daily pound exchange rates pp. 428-431

Christopher Brooks

The relationship between real long-short interest spread differentials and real exchange rates pp. 432-436

Kofi Amoateng

Are devaluations effective in inducing real depreciations in sub-Saharan Africa? pp. 437-439

Weshah Razzak

Equilibrium models of asset pricing with progressive taxation and tax evasion pp. 440-443

Xuejun Wang

Velocity and the variability of anticipated and unanticipated money growth: a cross-country comparison pp. 444-448

Gerald Lynch and Bradley Ewing

Market reactions to several popular trend-chasing technical signals pp. 449-456

Michael Wong

Relative price dispersion and inflation: evidence from Taiwan's hyperinflation pp. 457-459

Jin-Tan Liu

Inflation uncertainty and real economic activities pp. 460-462

Kiseok Lee and Shawn Ni

Volume 2, issue 10, 1995

Optimal time-phasing of investment: a consolidated spurious model pp. 321-322

Joan Pasqual and Jose Antonio Tarrio

Autocorrelations, returns and Australian financial futures pp. 323-326

Robert Brooks and Paul Michaelides

A note on forecasting the CAC 40 and DAX stock index futures pp. 327-330

Andrew Clare and Joelle Miffre

Returns and firm size: A note on the UK experience 1970-1991 pp. 331-334

Patricia Fraser

Information shares in Canadian agricultural cash and futures markets pp. 335-338

Paul Brockman and Yiuman Tse

A time-varying parameter consumption model for the UK pp. 339-342

Haiyan Song

Satellite broadcasting and match attendance: the case of rugby league pp. 343-346

Mark Baimbridge, Samuel Cameron and Peter Dawson

Testing long-run neutrality of money: evidence from the UK pp. 347-350

Dimitrios Malliaropulos

A note on benefit differentials of black and white female workers pp. 351-354

Albert Okunade

Capacity utilization in the USA and inflation: testing for cointegration and Granger causality pp. 355-358

Muhammad Mustafa and Matiur Rahman

Measuring the effects of regulation: an event study of the English and Welsh water industry pp. 359-362

John Sawkins

Dynamic Farrell efficiency: a time series application pp. 363-366

Jati Sengupta

Graduated work incentives and how they affect marital stability: the Canadian evidence pp. 367-371

Saud Choudhry and Derek Hum

Omitted variables, dynamic specification and tests for homogeneity pp. 372-374

David Madden

The choice of functional form and estimation of banking inefficiency pp. 375-379

Suzhen Zhu, Paul Ellinger and C. Shumway

Heteroscedasticity and other misspecification issues in the market model pp. 380-382

G. Karathanassis and C. Patsos

An empirical note on the impact of college athletics on tuition revenues pp. 383-387

Franklin Mixon and Rand Ressler

Differentiating use and non-use values with the properties of the variation function pp. 388-390

John Whitehead

The predictability of Finnish stock index futures and cash returns by derivatives volume pp. 391-393

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

David Byers and David Peel

Unit roots cointegration and the demand for money in India pp. 397-399

B. Rao

A pilot test of using the veil of ignorance approach to estimate a social welfare function for income pp. 400-402

Magnus Johannesson and Ulf-G. Gerdtham

Time aggregation and causality tests: results from a monte carlo experiment pp. 403-405

S. Cunningham and Jon Vilasuso

The treatment of Z factors in price cap plans pp. 406-408

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

James Steeley

Seigniorage versus inflation tax: a comment pp. 412-414

Philip Sachinides

Volume 2, issue 9, 1995

Changes in volatility of the sterling-Deutschmark exchange rate: the effect of ERM membership pp. 291-294

David Chappell and Joanne Padmore

Children and the economics of Christmas gift-giving pp. 295-297

Carol Horton Tremblay and Victor Tremblay

Political empowerment: earnings in the presence of African-American mayors pp. 298-301

Michael Greene and Emily Hoffnar

Kaldor's technical progress function revisited pp. 302-304

Erkin Bairam

Structural change in the relationship between presidential popularity and inflation and unemployment: the Nixon and Ford presidencies pp. 305-307

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

Stefano Fachin

The foreign exchange market efficiency hypothesis revisited pp. 311-315

Swarna Dutt and Dipak Ghosh

Purchasing power parity doctrine: weak and strong form tests pp. 316-320

Swarna Dutt and Dipak Ghosh

Volume 2, issue 8, 1995

Union joining: an empirical test of the social custom model pp. 245-247

Mike Ingham

Expectations-augmented Phillips curve: further evidence from state economies pp. 248-254

James Payne

Estimating the returns to college: a longitudinal analysis pp. 255-257

Paul Gabriel

Alternative transformations in a class of limited dependent variable models: alcohol consumption by US women pp. 258-262

Steven Yen

The implications of cointegration in financial markets pp. 263-265

Peijie Wang

Unions and the rise in wage inequality in Britain pp. 266-270

Derek Leslie and Yonghao Pu

Cointegration and market efficiency: a time series analysis of the Greek drachma pp. 271-277

Panayiotis Diamandis and Georgios Kouretas

Suicide, homicide and unemployment pp. 278-279

Bijou Yang and David Lester

The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk pp. 280-283

David Allen and Robert Prince

Test of variable output and scale elasticities for 20 US manufacturing industries pp. 284-287

Wen-Jen Hsieh

Moment condition failure in high frequency financial data: evidence from the S&P 500 pp. 288-290

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

Mikael Linden

The pricing of small firm bank finance: evidence from the UK pp. 208-210

Kevin Keasey and Robert Watson

Does layoff risk explain the firm-size wage differential? pp. 211-214

Rudolf Winter-Ebmer

Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates pp. 215-219

David Byers and David Peel

English league transfer prices: is there a racial dimension? pp. 220-222

Barry Reilly and Robert Witt

Factor price equalization: revisited pp. 223-226

K. Doroodian and Chulho Jung

A comment on some recent estimates of economies of scale in higher education pp. 227-230

Paul Cormack

Intertemporal solvency and breaks in the US deficit process: a maximum-likelihood cointegration approach pp. 231-235

Peter Liu and Evan Tanner

Interpreting adjustment cost effects under asymmetry: a note pp. 236-238

Donald Dutkowsky

Measuring inter-national differences in income: a distributional approach pp. 239-243

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

Anastasios Xepapadeas and Hassini Habib

An option pricing theory explanation of the increase in the divorce rate pp. 174-176

Majed Muhtaseb

Export-led growth hypothesis: some empirical testing pp. 177-179

Satya Paul and Kabir Chowdhury

Resource prices, supply shocks and output fluctuations pp. 180-183

Roy Boyd and Tony Caporale

Changes in the extent of financial integration within the European Community between the 1970s and 1980s pp. 184-187

Eric Pentecost and Mark Holmes

Optimal lag length in estimating Dickey-Fuller statistics: an empirical note pp. 188-190

Daniel Gordon

A choice-theoretic and information-oriented approach to the short-run characteristics of real and nominal interest rates pp. 191-195

Umit Erol and Erol Balkan

Exchange rate market efficiency: further evidence from cointegration tests pp. 196-198

Victor Ukpolo

Long-run and short-run money demand: which price deflator to use? Some evidence using New Zealand data pp. 199-202

Pierre Siklos

Volume 2, issue 5, 1995

A proposed framework for monetary policy pp. 135-138

Anthony Garratt and Stephen Hall

Day of the week effects: new evidence from an emerging stock market pp. 139-143

Ercan Balaban

Does trading volume have a unit root? pp. 144-147

Salim Darbar and Partha Deb

Does generalizing density functions better explain urban commuting? Some evidence from the Los Angeles region pp. 148-150

Shunfeng Song

A note on market integration before and after the stock crash in October 1987 pp. 151-155

Gordon Tang and Billy Mak

An empirical test of the effect of the return interval on conditional volatility pp. 156-158

Timothy Brailsford

Property crime and unemployment: a new perspective pp. 159-162

Bijou Yang Lester

Misspecification of the market model: the implications for event studies pp. 163-165

J. Andrew Coutts, Terence Mills and Jennifer Roberts

The human development index and per capita GDP pp. 166-167

Sadequl Islam

Volume 2, issue 4, 1995

Foreign direct investments bias the net external asset position pp. 83-85

Christian Bellak

Estimating efficiency by cost frontiers: a comparison of parametric and nonparametric methods pp. 86-90

Jati Sengupta

An explanation of the slowdown in US economic growth pp. 91-94

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

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

Jakob de Haan and Jan-Egbert Sturm

A note on board directors pp. 103-106

Donald Fraser and Hao Zhang

Age and inter-county net migration in Great Britain pp. 107-109

Jim Millington

New evidence regarding the statistical properties of the FTA500 UK stock market index pp. 110-112

David Brookfield

IGARCH and variance change in the US long-run interest rate pp. 113-114

Philip Hans Franses

Economies of scale in state lotteries: an update and statistical test pp. 115-117

Steven B Caudill, Sandra Johnson and Franklin Mixon

Is money more productive in a developing economy? pp. 118-121

Abdur Chowdhury and Yingqui Liu

Lifetime income distribution: households versus individuals pp. 122-125

Jan Nelissen

Does profit-sharing work in a centrally-planned economy? Evidence from the Chinese state industries pp. 126-129

Shujie Yao

Co-integrating relationship between terms of trade and current account deficit: the Australian evidence pp. 130-133

Asraul Hoque

Volume 2, issue 3, 1995

Tests of covered interest parity: a comment pp. 49-50

Lloyd Blenman

Monetary policy, output and inflation in Bangladesh: a dynamic analysis pp. 51-55

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

Phil Holmes

The impact of international trade on the 'in-house' transaction sector: evidence from the United States, 1985-89 pp. 60-63

Hans-Jurgen Engelbrecht

A behavioural approach to sovereign debt reschedulings pp. 64-66

B. C. Lee and John Powell

The fractal structure in multinational stock returns pp. 67-71

Bwo-Nung Huang and Chin Yang

The effect of race on earnings in the United States pp. 72-75

Javed Ashraf

Exponential smoothing and spurious correlation: a note pp. 76-79

Keith Blackburn, Felipe Orduna and Martin Sola

An analysis of the structural change in the exchange market pressure: Korea, 1980-89 pp. 80-82

Jai S. Mah

Volume 2, issue 2, 1995

Asset reallocation with interest rate swaps pp. 27-30

Zhenmin Fang and Richard Yan-Ki Ho

The second J-curve and trade account dynamics pp. 31-33

Mark Roberts

A decomposition method for analysing inter-group income differences with an application to Catholics and Protestants in Northern Ireland pp. 34-37

Vani Borooah, Patricia McKee and Michael Smyth

Money, output and prices in Turkey pp. 38-41

H. Sonmez Atesoglu and Donald Dutkowsky

A test for rational expectations when some variables are I(2) pp. 42-44

P. Michael, Bob Nobay and David Peel

Interest rate linkages within the European Monetary System: an alternative interpretation pp. 45-47

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

Yin-Wong Cheung, Menzie Chinn and Tuan Tran

Scale and technical efficiency in the production of economic research pp. 7-11

Geraint Johnes

Analysing the property-gilts yield differential pp. 12-15

Chris Gardiner and John Henneberry

Preliminary findings on the economic effects of Greek military expenditure pp. 16-18

Christos Kollias

The causal relationship between taxes and expenditures in the G7 countries: cointegration and error-correction models pp. 19-22

Oluwole Owoye

Externality effect of the USA total, federal and state government expenditures on private investment, 1960-91 pp. 23-25

Erkin Bairam