Access Statistics for Param Silvapulle

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Australian Inflation Forecasts 0 0 0 0 4 21 63 3,751
A Lagrange Multiplier Test Seasonal Fractional Integration 0 0 0 0 1 3 13 841
A Score Test for Seasonal Fraction Integration and Cointegration 0 0 0 0 2 5 31 504
A Score Test for Seasonal Fractional Integration and Cointegration 0 0 0 0 0 0 1 158
A Score Test for Seasonal Fractional Integration and Cointegration 0 2 10 304 2 7 44 1,395
An Empirical Investigation on the Relationships Among Real, Monetary and Financial Variables: Australian Evidence 0 0 0 0 4 5 6 285
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 1 3 6 60 2 7 30 204
Business Cycle Asymmetry and the Stock Market 0 0 0 0 2 7 23 955
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models 1 2 5 57 1 3 42 145
Exchange Rate Pass-Through to Manufactured Import Prices: The Case of Japan 3 7 39 245 9 21 131 683
Finite Sample properties of Seasonal Integration Tests 0 0 0 0 0 4 9 499
Forecasting Inflation from the Term Structure of Interest Rates 0 0 0 0 3 6 11 795
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 5 27 127 6 24 116 581
Labour Market Integration in Developing Countries: a Case Study of Indonesia 0 0 0 0 6 8 26 655
Long-Term Memory in Stock Market Prices: International Evidence 0 0 0 0 3 8 27 1,024
Nonlinear Modelling of Purchasing Power Parity in Indonesia 1 9 34 258 7 20 95 825
On Adaptive Tests 0 0 0 0 0 0 1 393
Robust Terms Against Smooth Transition Autoregressive (STAR) Models 0 0 0 0 1 4 21 393
Robustness of ARCH Tests in the Presence of Serial Correlation 0 0 0 0 1 3 24 246
Robustness of a semiparametric estimator of a copula 1 1 8 132 3 4 21 282
Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan 3 7 35 262 10 34 111 544
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression 0 1 8 39 1 6 23 99
Soem Robust Properties of Unit Root Tests 0 0 0 0 0 0 2 108
Testing For Seasonal Stability in Unemployment Series: International Evidence 0 0 0 0 2 9 28 709
Testing for ARCH in ARCH-in-Mean Model 0 0 0 2 8 21 151 861
Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation: Korean Evidence 0 0 0 6 21 60 228 1,674
Testing for Nonlinearity in Time Series Models 0 0 0 2 0 5 10 636
Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity 0 0 0 1 0 1 3 222
Testing for Serial Correlation in the of Dynamic Heteroscedasticity 0 0 0 0 3 3 11 1,122
Testing for a Unit Root in a Time Series with Mean Shifts 0 0 0 0 1 1 3 209
The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests 0 0 0 1 5 8 21 319
The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence 0 0 0 0 3 4 36 917
Unit Root Test and Structural Breaks 0 0 0 0 0 1 11 495
VARMA models for Malaysian Monetary Policy Analysis 14 31 31 31 34 61 61 61
testing Stationary Nonnested Short Memory Against Long Memory Processes 0 0 0 0 0 1 10 489
Total Working Papers 24 68 203 1,527 145 375 1,444 23,079

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION 0 0 5 17 0 2 15 63
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence 0 0 0 0 0 0 0 0
Assessing dependence changes using nonparametric methods 0 0 0 0 4 4 4 4
Asymmetry in Okun's law 1 3 27 213 3 6 52 801
Business Cycle Asymmetry and the Stock Market 1 1 2 26 1 2 4 57
Does the Fisher Effect Apply in Australia? 0 0 0 0 2 3 12 74
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 2 6 15 0 4 27 125
Long-Term Memory in Stock Market Returns: International Evidence 0 4 15 165 3 10 65 820
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion 1 4 13 21 1 6 21 50
Nonnested testing for autocorrelation in the linear regression model 0 0 2 11 0 0 6 56
Robust Estimation and Inflation Forecasting 0 0 1 32 0 0 9 120
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH 0 1 15 15 0 3 26 26
Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model 0 0 0 0 2 3 23 229
Testing for AR(p) against IMA(1, q) disturbances in the linear regression model 0 0 2 11 1 1 9 45
Testing for Seasonal Stability in Unemployment Series: International Evidence 0 0 1 1 0 1 4 8
Testing for Temporal Asymmetry in the Price-Volume Relationship 1 3 4 64 1 3 7 170
Testing for a Unit Root in a Time Series with Mean Shifts 0 0 0 3 0 0 0 26
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence 3 19 49 117 7 34 88 213
Testing for serial correlation in the presence of dynamic heteroscedasticity 0 0 5 15 0 1 24 65
The Impact of Inflation Rate Announcements on Interest Rate Volatility: Australian Evidence 1 4 13 91 6 12 49 411
The price-volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 1 3 14 96 2 7 37 304
Total Journal Articles 9 44 174 913 33 102 482 3,667

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Statistics updated 2009-11-04