Access Statistics for Abdulnasser Hatemi-J

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance 1 2 7 308 3 5 27 749
A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts 0 0 3 73 0 1 8 198
A New Asymmetric GARCH Model: Testing, Estimation and Application 0 0 1 117 1 1 4 198
A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios 0 2 3 16 0 2 8 19
An Asymmetric Capital Asset Pricing Model 0 0 3 7 0 1 13 24
Are Real Estate Markets Integrated with the World Market? 0 0 0 49 0 0 8 140
Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? 0 0 0 23 1 2 10 314
Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers 0 0 0 36 0 0 0 215
Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia 1 2 6 202 2 6 18 475
Asymmetric generalized impulse responses and variance decompositions with an application 0 0 1 256 0 1 5 576
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests 0 0 3 108 0 0 4 204
Bear Markets and Recessions versus Bull Markets and Expansions 0 0 0 21 0 1 4 66
Computation of second order price sensitivities in depressed markets 0 0 0 33 0 1 5 66
Dynamic Asymmetric Causality Tests with an Application 0 1 3 73 0 3 12 121
Efficient Asymmetric Causality Tests 0 0 35 35 0 4 51 51
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 1 75 0 1 4 176
Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology 0 0 0 0 0 0 1 412
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 0 0 0 44 0 0 3 115
Fiscal Policy in Sweden: Effects of EMU Criteria Convergence 0 0 0 69 1 1 1 2,058
Hidden panel cointegration 0 0 0 139 0 0 0 268
Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests 0 0 0 26 0 0 1 158
Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing 0 0 2 65 0 1 7 105
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 0 53 2 3 4 103
On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies 0 0 0 15 0 0 1 20
On option pricing in illiquid markets with jumps 0 0 1 15 0 0 4 55
On option pricing in illiquid markets with random jumps 0 0 0 22 0 0 6 80
On the Asymmetric Volatility Connectedness 0 1 3 22 1 3 17 34
On the calculation of price sensitivities with jump-diffusion structure 0 0 0 25 0 1 2 116
On the pricing and hedging of options for highly volatile periods 0 0 0 29 0 1 1 69
On the pricing and hedging of options for highly volatile periods 0 0 2 15 0 0 2 40
Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing 0 0 0 0 0 1 5 255
Stochastic optimal hedge ratio: Theory and evidence 0 1 1 75 0 2 4 255
Testing for Financial Market Integration of the Chinese Market with the US Market 0 0 2 66 1 2 9 201
Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin 0 0 6 6 0 2 24 24
The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 37 0 0 3 151
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 0 0 1 366
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 0 0 2 22 0 0 6 71
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 0 0 0 69 0 3 7 323
The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing 0 0 10 437 2 6 25 1,274
Valuation of Currency Options in Markets with a Crunch 0 0 0 17 0 1 5 62
Total Working Papers 2 9 95 2,702 14 56 320 10,207


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap test for causality with endogenous lag length choice: theory and application in finance 0 0 2 88 1 4 18 295
A bootstrap-corrected causality test: another look at the money–income relationship 0 0 0 129 0 0 1 309
A new method to choose optimal lag order in stable and unstable VAR models 0 2 4 217 0 2 8 501
A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods 0 1 1 64 1 2 3 164
A re-examination of the Fisher effect using an alternative approach 0 0 0 27 1 1 4 83
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 0 30 0 0 1 127
A test for multivariate ARCH effects 0 2 7 818 2 9 29 3,001
An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al mercato USA 0 0 0 15 0 2 4 219
An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato azionario e tasso di cambio negli Emirati Arabi 0 0 1 28 0 0 1 185
An empirical analysis of the informational efficiency of Australian equity markets 0 0 0 32 1 1 2 130
An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation 0 1 1 90 0 2 2 324
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 0 0 3 295
An extension of the asymmetric causality tests for dealing with deterministic trend components 0 0 1 29 0 0 3 80
Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia 1 1 7 62 1 2 14 132
Asymmetric causality between military expenditures and economic growth in top six defense spenders 0 0 3 45 0 0 10 139
Asymmetric causality tests with an application 2 4 19 788 3 10 43 2,146
Asymmetric generalized impulse responses with an application in finance 0 5 20 495 4 16 70 1,641
Asymmetric interaction between government spending and terms of trade volatility 0 0 0 21 0 1 2 45
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 0 0 5 0 0 2 15
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 1 1 2 409 1 1 7 1,690
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? 1 1 3 470 2 7 28 2,126
Capital mobility in Sweden: a time-varying parameter approach 0 0 0 49 0 1 3 182
Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione all’Unione europea? 0 0 0 8 0 0 2 133
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 0 85 0 0 0 901
Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? 0 0 0 0 0 0 1 98
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 0 7 1 1 2 182
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note 0 1 1 16 0 1 1 98
Empirical Analysis of Business Growth Factors Using Swedish Data 0 0 0 1 0 1 4 10
Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 0 1 3 522 0 2 5 1,550
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 0 35 0 0 1 121
Estimating banks' equity duration: a panel cointegration approach 0 0 0 46 0 0 1 166
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 7 0 0 3 51
Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return 0 0 1 3 1 1 9 30
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 0 0 0 230 0 0 0 583
Export performance and economic growth causality: An empirical analysis 0 0 0 101 0 0 5 272
Export performance and economic growth nexus in Japan: a bootstrap approach 0 1 1 162 0 1 3 456
FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION 0 0 3 149 1 3 18 442
Fiscal policy in Sweden: effects of EMU criteria convergence 0 0 1 115 0 0 10 390
Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models 0 0 1 13 0 0 2 46
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 0 1 23 1 1 5 171
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 0 0 19 1 2 7 124
How productivity and domestic output are related to exports and foreign output in the case of Sweden 0 0 0 68 0 0 2 303
Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests 0 0 2 22 0 0 5 77
Investigating Causal Relations between Fixed Investment and Economic Growth 0 0 0 0 0 0 3 166
Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis 0 0 0 77 0 0 0 293
Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis 0 0 0 0 1 3 5 166
Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter 0 1 1 117 0 1 2 408
Is the J-Curve Effect Observable for Small North European Economies? 0 0 1 121 1 2 10 434
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 0 15 0 0 2 221
Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing 0 0 1 66 0 0 5 197
Is the causal nexus of energy utilization and economic growth asymmetric in the US? 0 0 0 44 3 4 6 177
Is the tourism-led growth hypothesis valid for Turkey? 0 0 9 519 0 1 22 1,442
Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility 0 0 0 55 0 0 1 146
Model selection in time series analysis: using information criteria as an alternative to hypothesis testing 2 3 4 5 2 7 15 18
Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions 0 0 0 51 1 1 5 249
Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di cointegrazione nascosta 0 2 2 45 0 5 5 189
Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology 0 0 0 0 0 4 5 86
Multivariate tests for autocorrelation in the stable and unstable VAR models 3 11 42 1,349 7 33 115 4,013
Multivariate-based causality tests of twin deficits in the US 0 0 0 128 0 0 1 386
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis 0 1 1 22 4 5 8 90
On a regime switching illiquid high volatile prediction model for cryptocurrencies 0 1 1 1 0 1 5 6
On the Causality between Exchange Rates and Stock Prices: A Note 0 0 0 0 0 3 4 630
On the causal nexus of remittances and poverty reduction in Bangladesh 0 1 4 59 0 1 8 148
On the interaction between government spending and economic performance in Sweden: an asymmetric approach 0 0 0 22 0 0 3 60
On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments 0 0 0 11 0 1 3 35
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH 2 5 15 616 4 14 55 2,120
Option valuation and hedging in markets with a crunch 0 0 0 12 0 0 1 47
Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model 0 0 1 14 0 1 9 52
Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods 0 0 0 16 0 0 2 36
Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches 0 0 2 9 0 1 9 19
Portfolio selection: An alternative approach 1 4 8 255 4 14 57 1,470
Pricing strategy, mark-up adjustment and foreign competition in the car industry 0 0 0 4 0 0 4 19
Productivity Performance and Export Performance: A Time-Series Perspective 0 0 0 223 0 0 4 829
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing 0 0 1 44 0 1 5 138
Stochastic optimal hedge ratio: theory and evidence 0 0 0 16 0 0 2 103
Stock Price and Volume Relation in Emerging Markets 0 0 0 224 0 1 3 642
Testing for Financial Market Integration of the UAE Market with the Global Market 0 0 0 11 0 0 2 74
Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks 0 0 0 21 0 0 3 50
Testing for the government's intertemporal budget restriction in Brazil during 1823--1889 0 0 0 34 0 0 1 123
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application 0 2 12 2,796 0 10 66 7,968
Tests for cointegration with two unknown regime shifts with an application to financial market integration 2 4 21 1,964 5 16 63 4,661
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction 0 0 0 2 0 0 2 10
The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach 0 0 5 49 2 5 16 173
The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation 0 0 2 10 1 1 14 36
The Fisher effect: a Kalman filter approach to detecting structural change 0 0 0 80 1 2 7 226
The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods 1 1 2 66 1 1 10 236
The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti 0 0 0 20 0 1 2 150
The Risk-Adjusted Interest Rate Parity: Panel Data Evidence 0 0 0 0 0 0 0 668
The causal interaction between financial development and human development in Bangladesh 0 2 4 58 3 5 8 145
The causal nexus of government spending and revenue in Finland: a bootstrap approach 0 0 0 64 0 0 2 267
The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations 0 0 1 24 0 2 4 123
The effect of exchange rate changes on trade balances in the short and long run 0 0 9 373 0 4 24 1,379
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 0 1 3 27 0 3 9 88
The effect of regime shifts on the long-run relationships for Swedish money demand 0 2 2 59 0 5 8 183
The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach 0 0 0 4 0 0 1 16
The response of industry employment to exchange rate shocks: evidence from panel cointegration 0 0 0 118 0 0 2 304
Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter 0 1 1 51 0 2 4 451
Time-series evidence for Balassa's export-led growth hypothesis 0 0 0 42 0 1 3 113
Trade openness and economic development in the UAE: an asymmetric approach 0 0 3 68 0 1 6 163
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 0 10 0 0 1 111
Total Journal Articles 16 63 243 15,692 62 237 986 52,786
9 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? 0 0 0 8 0 0 1 20
Total Chapters 0 0 0 8 0 0 1 20


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACTEST: GAUSS module to Apply Asymmetric Causality Tests 3 9 47 1,960 4 22 127 3,578
ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components 0 1 12 431 0 4 34 862
ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums 0 0 2 65 1 2 11 251
CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks 0 5 28 1,482 8 26 101 3,053
ContagT: GAUSS module to implement a pairwise bootstrap test for contagion 0 0 1 213 0 2 9 599
DASCT01: Gauss Module for estimating Dynamic Asymmetric and Symmetric Causality Tests 0 8 32 228 3 18 68 449
GMDLBCT: GAUSS module for Implementing Dynamic Leverage Bootstrap Contagion Tests 0 1 1 1 3 4 4 4
HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order 0 4 18 911 0 7 30 1,766
HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments 0 1 7 396 0 2 15 833
HJC: OCTAVE module to Determine the Optimal Lag Order in A VAR Model by Minimizing a New Information Criterion 0 1 1 58 2 5 8 229
LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model 0 0 0 121 0 1 6 391
LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria 0 0 0 278 4 7 12 699
MODELSEL: GAUSS module for Model Selection in Time Series Analysis 0 0 0 28 0 4 18 98
MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model 0 0 1 181 1 1 9 519
MV-ARCH: GAUSS module to implement the multivariate ARCH test 0 0 4 310 0 0 9 751
OPTVTAM: GAUSS module for Option Pricing via Two Alternative Methods 0 1 5 22 7 12 20 137
PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return 0 0 1 33 1 3 10 183
PMCT2ES: Python Module for Cointegration Tests with Two Endogenous Structural Shifts 1 8 28 72 3 20 60 235
PYDDOP: Python Module for Determining the Dimension of the Optimal Portfolio 0 0 6 19 0 3 25 55
PYEOCPS: Python Module for the Evaluation of Options and Calculation of the Price Sensitivities 0 0 1 27 1 4 12 148
PyCPTAM: Python Module for Constructing Portfolios via Two Alternative Methods 0 0 4 32 1 4 19 106
TDICPS: OCTAVE module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with Deterministic Trend Parts 0 0 3 122 0 0 17 349
Total Software Items 4 39 202 6,990 39 151 624 15,295


Statistics updated 2025-07-04