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 1 4 15 179
A Closer Look at Long Run Money Demand 0 0 0 120 0 1 10 327
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 15 4 8 18 47
A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes 0 0 0 20 1 2 13 40
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 0 3 75 2 5 19 280
Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time 0 0 1 25 3 5 28 289
Canadian Money Demand Functions Cointegration¨CRank Stability 0 0 0 51 0 0 5 245
Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy 0 0 0 108 2 5 16 282
Combining monetary and fiscal policy in an SVAR for a small open economy 0 0 0 53 2 9 33 217
Conflicts Among Tests For Cointegration 0 0 0 0 2 2 8 335
Currency Invoicing of U.S. Imports 0 0 1 137 0 1 9 521
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 5 5 16 115
Empirical Evidence on Inflation and Unemployment in the Long Run 0 0 0 64 1 8 25 300
Empirical Evidence on Inflation and Unemployment in the Long Run 0 1 1 101 1 6 18 362
Empirical evidence on inflation and unemployment in the long run 0 0 0 55 1 1 17 133
Estimating quarterly GDP Data for the South Pacific Island Nations 0 0 0 34 2 4 10 163
Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach 0 0 0 33 2 4 13 89
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 1 2 5 551
Income Inequality and FDI: Evidence with Turkish Data 0 0 0 42 1 1 7 117
Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? 0 0 0 25 2 2 7 128
Local linear impulse responses for a small open economy 0 0 1 86 2 8 16 279
Local linear impulse responses for a small open economy 0 0 0 26 2 4 15 146
Long-Run Money Demand in Canada: In Search of Stability 0 0 0 0 5 5 9 340
Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 0 0 1 86 3 5 9 352
Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union 0 0 0 31 1 5 13 150
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 0 0 157 3 4 22 1,088
Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001 0 0 0 22 0 1 8 86
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 1 379 10 13 29 1,469
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 13 19 37 1,625
Oil Prices, Exchange Rates and Emerging Stock Markets 0 0 0 285 3 4 12 1,193
Oil prices, exchange rates and emerging stock markets 1 3 6 206 4 8 29 560
On Real Interest Rate Persistence: The Role of Breaks 0 0 0 30 5 9 15 105
On real interest rate persistence: the role of breaks 0 0 1 51 3 7 16 122
Residual Based Tests for Cointegration: A Monte Carlo Study 0 0 0 0 2 2 5 104
Structural breaks, cointegration and the Fisher effect 0 0 0 189 6 8 24 512
Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples 0 0 0 9 3 5 10 53
Tests for Cointegration: A Monte Carlo Comparison 0 0 0 0 2 4 13 242
The Power of Cointegration Tests: Does the Frequency of Observations Matter? 0 0 0 0 1 1 9 145
The Role of the Monetary Policy Stance for the Goverment Spending Multiplier in Poland ​ 0 0 2 9 4 7 17 26
The Term Spread International Evidence of Non-Linear Adjustment 0 0 0 63 1 1 5 256
The Twin Deficits: Empirical for Canada 0 0 0 0 2 3 7 368
The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility 0 0 0 75 10 15 24 259
The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach 0 0 0 116 3 4 14 360
The impact of oil shocks on exchange rates: A Markov-switching approach 0 0 0 156 2 19 27 335
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 0 0 0 51 4 11 24 86
The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach 1 1 1 78 2 4 19 168
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 152 1 2 8 353
Unit Roots, Nonlinear Cointegration and Purchasing Power Parity 0 0 0 514 4 4 11 988
Total Working Papers 2 5 20 3,816 134 257 739 16,490


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 16 140
A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools 0 1 3 100 3 9 26 358
Bayesian VARs of the U.S. economy before and during the pandemic 0 0 4 7 7 8 18 29
Blanchard's Model of Consumption: An Empirical Study 0 0 0 0 1 1 4 544
CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY* 0 0 1 26 4 4 17 99
Cointegration and Government Borrowing Constraints: Evidence for the United States 0 0 0 0 1 3 16 371
Co‐Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand 0 0 0 0 0 0 2 7
Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration 0 0 0 1 2 2 5 1,008
Currency Invoicing in International Trade: an Empirical Investigation 0 0 0 281 5 7 17 779
Currency invoicing of US imports 0 0 0 108 0 0 7 325
Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? 0 0 0 3 5 6 12 21
ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS 0 1 1 3 1 2 8 30
European Monetary Union: a cointegration analysis 0 0 1 122 2 2 8 506
Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach 0 0 1 1 0 2 14 37
Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand 0 0 0 1 4 6 16 28
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 1 1 11 64
Government spending multipliers: Is there a difference between government consumption and investment purchases? 0 0 3 14 4 9 34 68
Has Federal Budget Deficit Policy Changed in Recent Years? 0 0 0 0 0 4 14 618
In the long run, US unemployment follows inflation like a faithful dog 0 1 3 96 0 4 16 340
Income inequality and FDI: evidence with Turkish data 0 0 0 40 3 6 16 195
Linear or nonlinear cointegration in the purchasing power parity relationship? 0 0 1 27 2 3 11 105
Local Linear Impulse Responses for a Small Open Economy 0 1 2 26 2 6 13 131
Long-Run Money Demand in Canada: In Search of Stability 0 0 3 94 1 1 13 269
Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment 0 1 3 90 1 3 18 311
MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 0 0 0 18 4 6 13 89
Mixed signals among tests for cointegration 0 0 0 116 3 6 10 444
Monetary and fiscal policy transmission in Poland 0 0 3 46 3 4 25 182
Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union 0 1 1 42 6 8 16 166
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 1 2 7 828 12 26 63 2,999
Oil prices, exchange rates and emerging stock markets 4 8 16 301 12 29 93 1,083
On real interest rate persistence: the role of breaks 0 0 1 15 6 8 16 71
Residual based tests for cointegration: A Monte Carlo study of size distortions 0 0 0 16 1 3 8 67
Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis 0 0 1 256 2 4 24 1,041
Structural Breaks and the Fisher Effect 0 0 0 66 6 8 15 202
TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES 0 0 0 22 1 4 13 109
Tariffs and quotas under dynamic duopolistic competition 0 0 1 42 2 2 5 96
Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study 1 1 4 141 4 6 20 396
Testing Ricardian Equivalence with the Narrative Record on Tax Changes 0 0 0 6 2 2 5 26
Tests for cointegration a Monte Carlo comparison 0 0 0 266 3 3 18 612
The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment 0 0 1 53 2 3 14 213
The Closed-Loop Motive for Voluntary Export Restraints 0 0 1 17 2 5 12 152
The impact of oil shocks on exchange rates: A Markov-switching approach 1 2 4 135 4 9 36 430
The impact of oil-market shocks on stock returns in major oil-exporting countries 0 1 4 51 3 6 26 248
The random walk hypothesis of consumption and time aggregation 0 0 2 100 1 3 15 398
The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships 1 1 3 83 3 9 23 267
What drives bilateral foreign direct investment among Asian economies? 1 2 2 12 7 8 22 62
Total Journal Articles 9 23 77 3,736 140 259 824 15,736
1 registered items for which data could not be found


Statistics updated 2026-05-06