Access Statistics for R Scott Hacker

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 3 5 15 242 4 9 34 554
An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets 0 0 0 86 2 3 11 248
The Effectiveness of Information Criteria in Determining Unit Root and Trend Status 0 3 9 134 1 5 21 328
The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing 0 9 33 342 3 32 115 1,043
The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach 0 6 16 495 8 21 83 2,235
Total Working Papers 3 23 73 1,299 18 70 264 4,408


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 1 2 6 71 2 5 21 219
A test for multivariate ARCH effects 1 2 12 778 14 38 102 2,824
An alternative method to test for contagion with an application to the Asian financial crisis 0 0 0 194 0 0 2 513
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? 2 6 13 438 13 36 122 1,890
Capital mobility in Sweden: a time-varying parameter approach 0 0 0 46 0 1 4 164
How productivity and domestic output are related to exports and foreign output in the case of Sweden 0 0 1 66 0 0 2 288
Is the J-Curve Effect Observable for Small North European Economies? 0 0 6 118 1 3 16 406
Mobility and Regional Economic Downturns 0 1 1 30 0 1 2 71
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application 8 13 57 2,628 24 60 241 7,307
The Effect of Residential Crowding on Labor Productivity with Evidence from the Twilight of Polish Socialism 0 0 0 3 0 0 0 43
The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach 0 0 4 228 0 5 20 1,329
The effect of exchange rate changes on trade balances in the short and long run 2 5 13 326 7 21 88 1,211
The effect of regime shifts on the long-run relationships for Swedish money demand 0 0 0 48 0 1 5 158
The impact of international capital mobility on the volatility of labor income 0 0 0 47 0 0 0 199
The pattern, pull, and potential of Baltic Sea trade 1 2 2 78 1 2 4 314
Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter 0 0 1 39 1 3 14 408
Trading Blocs and Market Performance under Duopolistic Competition 0 0 0 0 1 2 3 32
Total Journal Articles 15 31 116 5,138 64 178 646 17,376


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ContagT: GAUSS module to implement a pairwise bootstrap test for contagion 1 2 7 196 2 6 28 552
HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order 11 25 88 709 15 46 191 1,348
HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments 1 3 15 359 3 6 25 745
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 2 115 3 4 27 357
LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria 0 0 2 268 1 2 15 655
MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model 1 1 2 175 3 3 15 488
MV-ARCH: GAUSS module to implement the multivariate ARCH test 0 3 21 275 3 10 53 656
Total Software Items 14 34 137 2,097 30 77 354 4,801


Statistics updated 2021-01-03