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 3 18 217 3 13 40 499
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 1 9 34 1 4 24 80
A New Asymmetric GARCH Model: Testing, Estimation and Application 0 1 4 109 1 6 16 167
Are Real Estate Markets Integrated with the World Market? 0 1 3 48 0 1 5 114
Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? 0 0 0 23 4 7 28 219
Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers 0 0 0 36 3 6 23 163
Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia 1 6 16 115 4 17 51 235
Asymmetric generalized impulse responses and variance decompositions with an application 1 3 7 242 2 5 22 530
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests 0 1 5 88 0 4 12 150
Computation of second order price sensitivities in depressed markets 0 0 0 31 0 1 7 46
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 2 69 2 2 7 156
Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology 0 0 0 0 0 0 1 404
Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return 1 4 24 24 3 9 23 23
Fiscal Policy in Sweden: Effects of EMU Criteria Convergence 0 0 0 69 1 1 2 2,039
Hidden panel cointegration 0 1 7 121 1 2 16 206
Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests 0 0 4 26 3 12 65 89
Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing 0 0 43 52 2 6 38 53
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 53 53 4 17 59 59
On option pricing in illiquid markets with jumps 0 1 2 11 0 2 4 36
On option pricing in illiquid markets with random jumps 0 0 2 19 0 1 3 51
On the calculation of price sensitivities with jump-diffusion structure 0 1 1 22 0 1 2 97
On the pricing and hedging of options for highly volatile periods 0 0 0 29 0 1 2 59
On the pricing and hedging of options for highly volatile periods 0 0 0 12 0 0 2 24
Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing 0 0 0 0 3 5 11 217
Stochastic optimal hedge ratio: Theory and evidence 0 1 1 72 2 4 10 236
Testing for Financial Market Integration of the Chinese Market with the US Market 0 0 4 59 0 0 8 84
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 0 2 5 359
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation 0 0 3 12 0 2 18 31
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 0 0 4 66 0 0 5 213
The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing 1 9 24 290 12 34 105 869
Valuation of Currency Options in Markets with a Crunch 0 0 3 13 1 2 16 34
Total Working Papers 5 33 239 1,964 52 167 630 7,542


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 3 60 2 5 19 180
A bootstrap-corrected causality test: another look at the money–income relationship 0 0 1 126 0 0 2 293
A new method to choose optimal lag order in stable and unstable VAR models 2 2 3 204 3 5 9 453
A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods 0 0 0 61 0 1 4 146
A re-examination of the Fisher effect using an alternative approach 0 0 0 24 0 0 2 64
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 0 27 0 0 3 105
A test for multivariate ARCH effects 1 4 15 760 14 34 100 2,674
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 2 14 0 0 7 160
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 1 1 16 0 2 10 156
An alternative method to test for contagion with an application to the Asian financial crisis 0 0 1 194 0 0 4 508
An empirical analysis of the informational efficiency of Australian equity markets 0 0 0 32 0 0 0 113
An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation 0 3 6 81 1 6 18 287
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 0 0 0 283
An extension of the asymmetric causality tests for dealing with deterministic trend components 0 4 8 15 3 8 15 30
Asymmetric causality between military expenditures and economic growth in top six defense spenders 0 2 15 17 0 5 39 51
Asymmetric causality tests with an application 3 16 44 520 15 47 146 1,373
Asymmetric generalized impulse responses with an application in finance 5 16 62 219 15 60 245 718
Asymmetric interaction between government spending and terms of trade volatility: New evidence from hidden cointegration technique 0 1 3 12 0 1 3 14
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 1 2 3 0 1 3 5
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 0 0 0 395 1 1 6 1,635
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? 0 2 11 421 10 32 118 1,711
Capital mobility in Sweden: a time-varying parameter approach 0 0 0 45 0 0 3 157
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 1 1 6 0 2 4 122
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 1 83 1 1 7 877
Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? 0 0 0 0 0 0 1 83
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 1 7 0 0 2 162
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note 0 2 4 9 3 6 46 66
Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 0 1 4 511 0 1 12 1,499
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 0 34 0 0 1 115
Estimating banks' equity duration: a panel cointegration approach 0 0 0 45 0 0 0 156
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 6 0 0 0 36
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 1 1 1 223 1 3 8 556
Export performance and economic growth causality: An empirical analysis 0 1 4 84 0 2 7 210
Export performance and economic growth nexus in Japan: a bootstrap approach 0 0 2 151 1 3 11 404
FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION 0 10 26 111 1 20 61 283
Fiscal policy in Sweden: effects of EMU criteria convergence 1 1 1 114 1 1 3 365
Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models 0 0 0 9 0 0 0 34
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 1 1 18 1 4 10 97
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 2 2 16 0 2 2 99
How productivity and domestic output are related to exports and foreign output in the case of Sweden 0 0 0 65 0 3 3 283
Investigating Causal Relations between Fixed Investment and Economic Growth 0 0 0 0 0 0 4 145
Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis 0 0 0 77 0 0 1 276
Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis 0 0 0 0 0 0 1 141
Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter 0 0 1 112 1 2 3 384
Is the J-Curve Effect Observable for Small North European Economies? 0 1 1 111 2 5 11 383
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 0 9 0 1 1 196
Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing 0 3 7 55 0 4 19 163
Is the causal nexus of energy utilization and economic growth asymmetric in the US? 0 1 1 38 0 2 6 105
Is the tourism-led growth hypothesis valid for Turkey? 0 1 11 467 0 13 53 1,275
Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility 0 0 0 53 0 0 0 139
Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions 0 0 2 47 0 1 9 224
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 0 6 28 3 4 14 134
Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology 0 0 0 0 1 2 7 69
Multivariate tests for autocorrelation in the stable and unstable VAR models 7 23 92 969 16 64 271 2,855
Multivariate-based causality tests of twin deficits in the US 0 4 5 123 0 8 9 364
On the Causality between Exchange Rates and Stock Prices: A Note 0 0 0 0 0 1 1 604
On the causal nexus of remittances and poverty reduction in Bangladesh 0 2 2 34 0 3 7 78
On the interaction between government spending and economic performance in Sweden: an asymmetric approach 0 0 2 19 0 0 2 46
On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments 0 1 2 4 0 2 4 12
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH 1 5 21 505 8 30 118 1,617
Option valuation and hedging in markets with a crunch 0 0 0 2 1 2 5 14
Portfolio selection: An alternative approach 2 11 44 121 18 66 285 721
Pricing strategy, mark-up adjustment and foreign competition in the car industry 0 0 0 2 0 0 0 4
Productivity Performance and Export Performance: A Time-Series Perspective 1 3 8 205 4 9 19 694
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing 0 0 5 28 1 4 16 81
Stochastic optimal hedge ratio: theory and evidence 0 0 0 15 1 2 3 87
Stock Price and Volume Relation in Emerging Markets 0 0 0 219 0 0 3 621
Testing for the government's intertemporal budget restriction in Brazil during 1823--1889 0 0 0 34 0 0 0 114
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application 4 17 59 2,530 26 74 245 6,946
Tests for cointegration with two unknown regime shifts with an application to financial market integration 10 31 93 1,770 26 77 259 4,016
The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach 2 5 5 5 2 7 7 7
The Fisher effect: a Kalman filter approach to detecting structural change 1 1 1 76 1 1 4 203
The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods 0 1 3 39 0 6 20 99
The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti 0 2 2 13 3 6 8 103
The Risk-Adjusted Interest Rate Parity: Panel Data Evidence 0 0 0 0 2 4 16 601
The causal interaction between financial development and human development in Bangladesh 0 0 4 35 0 1 7 78
The causal nexus of government spending and revenue in Finland: a bootstrap approach 0 0 0 63 0 0 2 255
The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations 0 0 1 21 0 0 5 104
The effect of exchange rate changes on trade balances in the short and long run 1 6 23 310 7 22 103 1,067
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 0 1 2 10 1 2 7 22
The effect of regime shifts on the long-run relationships for Swedish money demand 0 0 0 48 0 0 1 152
The response of industry employment to exchange rate shocks: evidence from panel cointegration 0 1 1 111 0 1 1 281
Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter 0 2 7 36 2 19 49 382
Time-series evidence for Balassa's export-led growth hypothesis 0 0 1 41 0 0 3 99
Trade openness and economic development in the UAE: an asymmetric approach 1 7 11 20 1 10 22 46
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 0 8 0 1 1 102
Total Journal Articles 43 201 648 13,209 200 712 2,566 42,672


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 15 53 204 1,060 28 98 348 1,860
ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components 1 7 32 298 2 13 59 563
ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums 1 4 16 42 6 19 60 131
CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks 7 34 135 986 24 80 260 1,819
ContagT: GAUSS module to implement a pairwise bootstrap test for contagion 0 0 7 186 2 4 26 513
HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order 6 16 77 573 7 31 157 1,073
HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments 0 2 30 338 3 7 55 707
HJC: OCTAVE module to Determine the Optimal Lag Order in A VAR Model by Minimizing a New Information Criterion 0 2 12 40 1 10 43 129
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 1 6 109 2 8 29 319
LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria 1 2 9 263 1 2 28 629
MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model 1 1 6 170 1 5 23 463
MV-ARCH: GAUSS module to implement the multivariate ARCH test 0 2 19 244 2 8 49 582
TDICPS: OCTAVE module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with Deterministic Trend Parts 2 4 14 79 4 12 41 202
Total Software Items 34 128 567 4,388 83 297 1,178 8,990


Statistics updated 2019-07-03