Access Statistics for Alfred A. Haug

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
: Income Inequality and FDI: Evidence with Turkish Data 0 0 0 47 2 9 14 177
A Closer Look at Long Run Money Demand 0 0 0 120 1 5 11 327
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 20 0 8 11 38
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 15 2 10 12 41
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 2 3 75 0 6 16 275
Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time 0 0 1 25 2 9 38 286
Canadian Money Demand Functions Cointegration¨CRank Stability 0 0 0 51 0 5 5 245
Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy 0 0 0 108 0 10 11 277
Combining monetary and fiscal policy in an SVAR for a small open economy 0 0 0 53 5 16 30 213
Conflicts Among Tests For Cointegration 0 0 0 0 0 3 6 333
Currency Invoicing of U.S. Imports 0 0 1 137 1 5 10 521
Efficiency Aspects of Government Secondary School Finances in New South Wales: Results from a Two-Stage Double-Bootstrap DEA at the School Level 0 0 1 38 0 4 13 110
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 0 64 4 16 22 296
Empirical Evidence on Inflation and Unemployment in the Long Run 1 1 1 101 4 10 16 360
Empirical evidence on inflation and unemployment in the long run 0 0 0 55 0 13 17 132
Estimating quarterly GDP Data for the South Pacific Island Nations 0 0 0 34 0 1 6 159
Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach 0 0 0 33 2 6 12 87
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 1 2 5 550
Income Inequality and FDI: Evidence with Turkish Data 0 0 0 42 0 4 6 116
Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? 0 0 0 25 0 5 5 126
Local linear impulse responses for a small open economy 0 0 0 26 0 8 11 142
Local linear impulse responses for a small open economy 0 0 1 86 5 11 15 276
Long-Run Money Demand in Canada: In Search of Stability 0 0 0 0 0 2 4 335
Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 0 0 1 86 2 4 6 349
Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union 0 0 0 31 3 11 11 148
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 0 157 0 13 18 1,084
Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001 0 0 0 22 0 5 8 85
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 1 1 379 1 9 19 1,457
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 4 13 22 1,610
Oil Prices, Exchange Rates and Emerging Stock Markets 0 0 0 285 1 4 9 1,190
Oil prices, exchange rates and emerging stock markets 2 3 5 205 4 14 27 556
On Real Interest Rate Persistence: The Role of Breaks 0 0 0 30 1 4 7 97
On real interest rate persistence: the role of breaks 0 0 1 51 4 10 13 119
Residual Based Tests for Cointegration: A Monte Carlo Study 0 0 0 0 0 2 3 102
Structural breaks, cointegration and the Fisher effect 0 0 0 189 2 12 18 506
Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples 0 0 0 9 0 5 5 48
Tests for Cointegration: A Monte Carlo Comparison 0 0 0 0 1 8 11 239
The Power of Cointegration Tests: Does the Frequency of Observations Matter? 0 0 0 0 0 5 8 144
The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland ​ 0 0 2 9 2 6 12 21
The Term Spread International Evidence of Non-Linear Adjustment 0 0 0 63 0 2 4 255
The Twin Deficits: Empirical for Canada 0 0 0 0 1 3 5 366
The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility 0 0 0 75 3 6 17 247
The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach 0 0 0 116 1 8 11 357
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 0 156 12 17 21 328
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 51 5 14 20 80
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 77 0 8 16 164
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 152 0 4 6 351
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 514 0 5 7 984
Total Working Papers 3 7 18 3,814 76 360 600 16,309


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2? 0 0 0 53 2 8 10 134
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 1 1 3 100 4 11 24 353
Bayesian VARs of the U.S. economy before and during the pandemic 0 1 4 7 0 5 10 21
Blanchard's Model of Consumption: An Empirical Study 0 0 0 0 0 1 3 543
CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY* 0 0 1 26 0 11 13 95
Cointegration and Government Borrowing Constraints: Evidence for the United States 0 0 0 0 2 14 15 370
Co‐Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand 0 0 0 0 0 2 2 7
Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration 0 0 0 1 0 1 3 1,006
Currency Invoicing in International Trade: an Empirical Investigation 0 0 1 281 1 6 12 773
Currency invoicing of US imports 0 0 0 108 0 4 7 325
Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? 0 0 0 3 0 3 6 15
ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS 1 1 1 3 1 5 7 29
European Monetary Union: a cointegration analysis 0 0 1 122 0 2 6 504
Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach 0 0 1 1 1 6 14 36
Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand 0 0 0 1 2 7 13 24
Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level 0 0 0 11 0 7 11 63
Government spending multipliers: Is there a difference between government consumption and investment purchases? 0 0 7 14 2 9 40 61
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 4 10 15 618
In the long run, US unemployment follows inflation like a faithful dog 0 0 2 95 2 7 15 338
Income inequality and FDI: evidence with Turkish data 0 0 0 40 2 9 12 191
Linear or nonlinear cointegration in the purchasing power parity relationship? 0 0 1 27 1 6 9 103
Local Linear Impulse Responses for a Small Open Economy 0 0 1 25 0 2 7 125
Long-Run Money Demand in Canada: In Search of Stability 0 1 3 94 0 4 12 268
Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment 1 1 3 90 2 11 17 310
MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 0 0 0 18 1 6 9 84
Mixed signals among tests for cointegration 0 0 0 116 1 4 5 439
Monetary and fiscal policy transmission in Poland 0 0 3 46 0 12 21 178
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 0 41 0 3 8 158
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 1 1 6 827 6 20 46 2,979
Oil prices, exchange rates and emerging stock markets 2 3 12 295 7 31 76 1,061
On real interest rate persistence: the role of breaks 0 0 1 15 2 4 10 65
Residual based tests for cointegration: A Monte Carlo study of size distortions 0 0 0 16 2 6 7 66
Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis 0 0 1 256 1 17 22 1,038
Structural Breaks and the Fisher Effect 0 0 1 66 2 7 10 196
TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES 0 0 0 22 1 5 10 106
Tariffs and quotas under dynamic duopolistic competition 0 1 1 42 0 3 3 94
Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study 0 1 3 140 1 8 17 391
Testing Ricardian Equivalence with the Narrative Record on Tax Changes 0 0 0 6 0 2 3 24
Tests for cointegration a Monte Carlo comparison 0 0 0 266 0 10 17 609
The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment 0 0 1 53 1 11 12 211
The Closed-Loop Motive for Voluntary Export Restraints 0 0 1 17 1 5 8 148
The impact of oil shocks on exchange rates: A Markov-switching approach 0 1 3 133 2 16 32 423
The impact of oil-market shocks on stock returns in major oil-exporting countries 1 1 5 51 1 8 25 243
The random walk hypothesis of consumption and time aggregation 0 1 2 100 0 6 12 395
The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships 0 0 5 82 3 6 21 261
What drives bilateral foreign direct investment among Asian economies? 0 0 0 10 0 5 14 54
Total Journal Articles 7 14 74 3,720 58 346 671 15,535
1 registered items for which data could not be found


Statistics updated 2026-03-04